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lib/App/Chart/Series/Derived/COG.pm  view on Meta::CPAN

# Copyright 2007, 2008, 2009, 2010 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::COG;
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';


# http://www.mesasoftware.com/technicalpapers.htm
# http://www.mesasoftware.com/Papers/The%20CG%20Oscillator.pdf
#     Paper by John Elhers.
#
# http://www.linnsoft.com/tour/techind/cog.htm
#     Sample Intel (INTC) 2001/2.
#
# http://www.working-money.com/Documentation/FEEDbk_docs/Archive/082002/TradersTips/TradersTips.html
#     Trader's tips August 2002, formulas from May 2002.
#


sub longname   { __('Centre of Gravity') }
sub shortname  { __('COG') }
sub manual     { __p('manual-node','Centre of Gravity Oscillator') }

use constant
  { type       => 'indicator',
    maximum    => -1,
    parameter_info => [ { name    => __('Days'),
                          key     => 'cog_days',
                          type    => 'integer',
                          minimum => 1,
                          default => 10 } ],
  };
sub minimum {
  my ($self) = @_;
  return (ref $self ? - $self->{'N'} : undef);
}


sub new {
  ### COG new()
  my ($class, $parent, $N) = @_;
  ($N > 0) || croak "COG bad N: $N";

  return $class->SUPER::new
    (parent     => $parent,
     N          => $N,
     parameters => [ $N ],
     arrays     => { values => [] },
     array_aliases => { });
}

sub fill_part {
  my ($self, $lo, $hi) = @_;
  my $parent = $self->{'parent'};
  my $N = $self->{'N'};

  my $start = $parent->find_before ($lo, $N-1);
  $parent->fill ($start, $hi);
  my $s = $self->values_array;      # self
  my $p = $parent->values_array;    # parent

  $hi = min ($hi, $#$p);
  if ($#$s < $hi) { $#$s = $hi; }  # pre-extend

  # @a is current points accumulated, or undef in empty positions.  a[$pos]
  # is the oldest point.
  #
  # $den is the sum of the values in @a.
  #
  # $num is the sum a[$pos]*1 + a[$pos-1]*2 + ... + a[$pos-N-1]*N, with $pos
  # wrapping around in the $N elements of @a
  #
  my @a;
  $#a = $N-1; # pre-extend
  my $num = 0;
  my $den = 0;