com.purpletech.math
Class DoubleSeries

java.lang.Object
  |
  +--com.purpletech.math.DoubleSeries

public class DoubleSeries

extends java.lang.Object

Maintains a running average and other calculations.

Constructor Summary

DoubleSeries(int len)

Method Summary

void	add(double val) Note: not synchronized! Use only within a single thread, or inside a single thread-safe object.
double	getAverage()
double	getMax()
double	getMin()
double	getSum()
double	getVolatility() volatility = (sum((x[i] - a)^2))/(n-1) where x[i] = closing price at tick i a = average (mean) of all x's n = total number of ticks sum = sum for all n ticks
static void	main(java.lang.String[] args)
int	size()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DoubleSeries

public DoubleSeries(int len)

Method Detail

add

public void add(double val)

Note: not synchronized! Use only within a single thread, or inside a single thread-safe object.

getSum

public double getSum()

size

public int size()

getAverage

public double getAverage()

getMin

public double getMin()

getMax

public double getMax()

getVolatility

public double getVolatility()

 volatility = (sum((x[i] - a)^2))/(n-1)
 where x[i] = closing price at tick i
	a = average (mean) of all x's
	n = total number of ticks
	sum = sum for all n ticks
 

Returns:

the volatility. undefined for a series of 0 or 1 size

main

public static void main(java.lang.String[] args)