io.deephaven.numerics.movingaverages.EmaArray Maven / Gradle / Ivy
/**
* Copyright (c) 2016-2022 Deephaven Data Labs and Patent Pending
*/
package io.deephaven.numerics.movingaverages;
import java.io.Serializable;
/**
* An array of EMAs with different timescales.
*/
public class EmaArray implements Serializable {
private static final long serialVersionUID = 2127279097359961192L;
private final Ema[] emas;
private long lastTimestamp = Long.MIN_VALUE;
private double lastSample = Double.NaN;
/**
* Constructs a new array of EMAs which use the given timescales.
*
* @param type type of EMA
* @param mode compute the ema by tick or time
* @param timeScales timescales for the EMAs.
*/
public EmaArray(Ema.Type type, Ema.Mode mode, double[] timeScales) {
this.emas = new Ema[timeScales.length];
for (int i = 0; i < timeScales.length; i++) {
this.emas[i] = new Ema(type, mode, timeScales[i]);
}
}
public void processDouble(long timestamp, double data) {
for (Ema ema : emas) {
ema.processDouble(timestamp, data);
}
lastTimestamp = timestamp;
lastSample = data;
}
public void reset() {
for (Ema ema : emas) {
ema.reset();
}
}
public double[] getCurrent() {
double[] result = new double[emas.length];
for (int i = 0; i < emas.length; i++) {
result[i] = emas[i].getCurrent();
}
return result;
}
/**
* Gets the size of the ema array.
*
* @return size of the ema array.
*/
public int size() {
return emas.length;
}
/**
* Gets the last time the ema was updated.
*
* @return last time the ema was updated.
*/
public long getLastTimestamp() {
return lastTimestamp;
}
public double getLastSample() {
return lastSample;
}
}