# Copyright 2006, 2007, 2009, 2011 Kevin Ryde
# This file is part of Chart.
#
# Chart is free software; you can redistribute it and/or modify it under the
# terms of the GNU General Public License as published by the Free Software
# Foundation; either version 3, or (at your option) any later version.
#
# Chart is distributed in the hope that it will be useful, but WITHOUT ANY
# WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
# FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License along
# with Chart. If not, see <http://www.gnu.org/licenses/>.
package App::Chart::Series::Derived::VIDYAalpha;
use 5.010;
use strict;
use warnings;
use Carp;
use List::Util qw(min max);
use Locale::TextDomain ('App-Chart');
use base 'App::Chart::Series::Indicator';
use App::Chart::Series::Calculation;
use App::Chart::Series::Derived::Stddev;
sub longname { __('VIDYA alpha') }
sub shortname { __('VIDYA alpha') }
sub manual { __p('manual-node','Variable Index Dynamic Average') }
use constant
{ type => 'indicator',
priority => -10,
units => 'ema_alpha',
minimum => 0,
maximum => 1,
parameter_info => [ { name => __('Fast Days'),
key => 'vidya_fast_days',
type => 'integer',
minimum => 1,
default => 9 },
{ name => __('Slow Days'),
key => 'vidya_slow_days',
type => 'integer',
minimum => 1,
default => 30 }],
};
sub new {
my ($class, $parent, $N_fast, $N_slow) = @_;
$N_fast //= parameter_info()->[0]->{'default'};
($N_fast > 0) || croak "VIDYA bad N_fast: $N_fast";
$N_slow //= parameter_info()->[1]->{'default'};
($N_slow > 0) || croak "VIDYA bad N_slow: $N_slow";
return $class->SUPER::new
(parent => $parent,
parameters => [ $N_fast, $N_slow ],
arrays => { values => [] },
array_aliases => { });
}
sub warmup_count {
my ($self_or_class, $N_fast, $N_slow) = @_;
return App::Chart::Series::Derived::Stddev->warmup_count
(max ($N_fast, $N_slow));
}
sub proc {
my ($class, $N_fast, $N_slow) = @_;
### VIDYAalpha proc(): $N_fast,$N_slow
my $fast_proc = App::Chart::Series::Derived::Stddev->proc ($N_fast);
my $slow_proc = App::Chart::Series::Derived::Stddev->proc ($N_slow);
# Not sure if the ratio could go above 5, to make an alpha above 1,
# probably yes with the right data and a small FAST-COUNT, so clamp to 1.
return sub {
my ($value) = @_;
my $slow = $slow_proc->($value);
my $fast = $fast_proc->($value);
return ($slow == 0 ? 0
: min (1, 0.2 * $fast / $slow));
};
}
1;
__END__
# =head1 NAME
#
# App::Chart::Series::Derived::VIDYAalpha -- alpha factor for Variable Index Dynamic Average
#
# =head1 SYNOPSIS
#
# my $series = $parent->VIDYAalpha($N_fast, $N_slow);
#
# =head1 DESCRIPTION
#
# ...
#
# =head1 SEE ALSO
#
# L<App::Chart::Series>
#
# =cut