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/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2016 Marc de Verdelhan & respective authors (see AUTHORS)
*
* 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.trading.rules;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.Indicator;
import eu.verdelhan.ta4j.TradingRecord;
import eu.verdelhan.ta4j.indicators.simple.ConstantIndicator;
/**
* Indicator-between-indicators rule.
*
* Satisfied when the value of the {@link Indicator indicator} is between the values of the boundary (up/down) indicators.
*/
public class InPipeRule extends AbstractRule {
/** The upper indicator */
private Indicator upper;
/** The lower indicator */
private Indicator lower;
/** The evaluated indicator */
private Indicator ref;
/**
* Constructor.
* @param ref the reference indicator
* @param upper the upper threshold
* @param lower the lower threshold
*/
public InPipeRule(Indicator ref, Decimal upper, Decimal lower) {
this(ref, new ConstantIndicator(upper), new ConstantIndicator(lower));
}
/**
* Constructor.
* @param ref the reference indicator
* @param upper the upper indicator
* @param lower the lower indicator
*/
public InPipeRule(Indicator ref, Indicator upper, Indicator lower) {
this.upper = upper;
this.lower = lower;
this.ref = ref;
}
@Override
public boolean isSatisfied(int index, TradingRecord tradingRecord) {
final boolean satisfied = ref.getValue(index).isLessThanOrEqual(upper.getValue(index))
&& ref.getValue(index).isGreaterThanOrEqual(lower.getValue(index));
traceIsSatisfied(index, satisfied);
return satisfied;
}
}