eu.verdelhan.ta4j.strategies.SupportStrategy Maven / Gradle / Ivy
/**
* The MIT License (MIT)
*
* Copyright (c) 2014 Marc de Verdelhan
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j.strategies;
import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.Strategy;
/**
* Support strategy.
*
* Enter: when the {@link Indicator indicator} value is less than or equal to the support threshold
* Exit: according to the provided {@link Strategy strategy}
*/
public class SupportStrategy extends AbstractStrategy {
private final Strategy strategy;
private final Indicator indicator;
private double support;
/**
* Constructor.
* @param indicator the indicator
* @param strategy the strategy
* @param support the support threshold
*/
public SupportStrategy(Indicator indicator, Strategy strategy, double support) {
this.strategy = strategy;
this.support = support;
this.indicator = indicator;
}
@Override
public boolean shouldEnter(int index) {
if (indicator.getValue(index).doubleValue() <= support) {
return true;
}
return strategy.shouldEnter(index);
}
@Override
public boolean shouldExit(int index) {
return strategy.shouldExit(index);
}
@Override
public String toString() {
return String.format("%s suport: %i strategy: %s", this.getClass().getSimpleName(), support, strategy);
}
}