org.mov.parser.expression
Class MACDExpression

java.lang.Object
  org.mov.parser.expression.AbstractExpression
      org.mov.parser.expression.BinaryExpression
          org.mov.parser.expression.MACDExpression

All Implemented Interfaces:

java.lang.Cloneable, Expression

public class MACDExpression
extends BinaryExpression

An expression which finds the MACD (Moving Average Convergence Divergence) over a default trading period.

Author:

Alberto Nacher

Field Summary

static int	PERIOD_FAST
static int	PERIOD_SLOW

Fields inherited from interface org.mov.parser.Expression

BOOLEAN_TYPE, FALSE, FLOAT_QUOTE_TYPE, FLOAT_TYPE, INTEGER_QUOTE_TYPE, INTEGER_TYPE, STRING_TYPE, TRUE, TRUE_LEVEL

Constructor Summary

MACDExpression(Expression quote, Expression lag)
Create a new Moving Average Convergence Divergence expression for the given quote kind, starting with lag days away.

Method Summary

int	checkType() Perform type checking on the expression.
java.lang.Object	clone()
double	evaluate(Variables variables, QuoteBundle quoteBundle, Symbol symbol, int day) Evaluates the given expression and returns the result.
int	getType() Get the type of the expression.
java.lang.String	toString() Convert the given expression to a string.

Methods inherited from class org.mov.parser.expression.BinaryExpression

getChildCount, toString

Methods inherited from class org.mov.parser.expression.AbstractExpression

equals, getChild, getIndex, getNumberFormat, getParent, hashCode, isRoot, iterator, parseDouble, parseInt, setChild, setParent, simplify, size, size, valueOfDouble, valueOfInt

Methods inherited from class java.lang.Object

finalize, getClass, notify, notifyAll, wait, wait, wait

Field Detail

PERIOD_SLOW

public static final int PERIOD_SLOW

See Also:

Constant Field Values

PERIOD_FAST

public static final int PERIOD_FAST

See Also:

Constant Field Values

Constructor Detail

MACDExpression

public MACDExpression(Expression quote,
                      Expression lag)

Create a new Moving Average Convergence Divergence expression for the given quote kind, starting with lag days away. The periods and smoothing constants are set to default values.

Parameters:

quote - the quote kind

lag - the offset from the current day

Method Detail

evaluate

public double evaluate(Variables variables,
                       QuoteBundle quoteBundle,
                       Symbol symbol,
                       int day)
                throws EvaluationException

Description copied from interface: Expression

Evaluates the given expression and returns the result.

Parameters:

variables - variable storage area for expression

quoteBundle - the quote bundle containing quote data to use

symbol - the current symbol

day - current date in cache fast access format

Returns:

the result of the expression

Throws:

EvaluationException - if the expression performs an illegal operation such as divide by zero.

toString

public java.lang.String toString()

Description copied from interface: Expression

Convert the given expression to a string.

Specified by:

toString in interface Expression

Overrides:

toString in class java.lang.Object

Returns:

the string representation of the expression

checkType

public int checkType()
              throws TypeMismatchException

Description copied from interface: Expression

Perform type checking on the expression.

Returns:

the return type of the expression

Throws:

TypeMismatchException - if the expression has incorrect types

getType

public int getType()

Description copied from interface: Expression

Get the type of the expression.

Returns:

one of Expression.BOOLEAN_TYPE, Expression.FLOAT_TYPE, Expression.INTEGER_TYPE, Expression.FLOAT_QUOTE_TYPE or Expression.INTEGER_QUOTE_TYPE.

clone

public java.lang.Object clone()

Specified by:

clone in interface Expression

Specified by:

clone in class AbstractExpression