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stmt |
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cond |
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pod |
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package Math::Business::SM::Stochastic; |
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3
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3472
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use strict; |
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1
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19
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4
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3
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use warnings; |
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15
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3
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use Carp; |
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31
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6
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7
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1
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285
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use Math::Business::SMA; |
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2
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1
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40
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8
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9
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1; |
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11
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0
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0
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0
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0
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sub tag { (shift)->{tag} } |
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13
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1
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1
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4
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use constant METHOD_LANE => 0; |
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1
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1
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79
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14
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1
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4
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use constant METHOD_FAST => 1; |
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1
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28
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15
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1
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3
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use constant METHOD_SLOW => 2; |
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1
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1
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26
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16
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1
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3
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use constant METHOD_FULL => 3; |
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1
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1
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1
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1439
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17
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18
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0
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0
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0
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0
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sub recommended { my $class = shift; return $class->new(METHOD_LANE,5,3); } |
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0
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0
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19
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20
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1
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50
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1
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0
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4
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sub method_slow { my $class = shift; return $class->new(METHOD_SLOW,$_[0]||14,$_[1]||3); } |
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1
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50
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3
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21
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1
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50
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1
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0
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405
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sub method_fast { my $class = shift; return $class->new(METHOD_FAST,$_[0]||14,$_[1]||3); } |
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1
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50
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6
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22
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1
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50
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1
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0
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4
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sub method_full { my $class = shift; return $class->new(METHOD_FULL,$_[0]||14,$_[1]||3,$_[2]||3); } |
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1
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50
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5
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50
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23
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24
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sub new { |
25
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3
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3
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0
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4
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my $class = shift; |
26
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3
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50
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6
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my $meth = shift || METHOD_LANE; |
27
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3
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50
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5
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my $kp = shift || 5; |
28
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3
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50
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5
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my $dp = shift || 3; |
29
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3
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100
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7
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my $xp = shift || 3; |
30
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31
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3
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7
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my $this = bless {}, $class; |
32
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33
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3
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4
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$this->set_method( $meth ); |
34
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3
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6
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$this->set_days( $kp ); |
35
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3
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6
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$this->set_dperiod( $dp ); |
36
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3
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6
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$this->set_xperiod( $xp ); |
37
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38
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3
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6
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return $this; |
39
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} |
40
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41
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sub set_days { |
42
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3
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3
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0
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2
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my $this = shift; |
43
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3
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3
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my $arg = shift; |
44
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45
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3
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50
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5
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croak "days must be a positive non-zero integer" if $arg <= 0; |
46
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47
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3
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3
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$this->{kp} = $arg; |
48
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3
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5
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$this->set_tag; |
49
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} |
50
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51
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sub set_dperiod { |
52
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3
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3
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0
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3
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my $this = shift; |
53
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3
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2
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my $arg = shift; |
54
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55
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3
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50
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5
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croak "days must be a positive non-zero integer" if $arg <= 0; |
56
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57
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3
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3
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$this->{dp} = $arg; |
58
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3
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3
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$this->set_tag; |
59
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} |
60
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61
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sub set_xperiod { |
62
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3
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3
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0
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2
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my $this = shift; |
63
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3
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4
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my $arg = shift; |
64
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65
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3
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50
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4
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croak "days must be a positive non-zero integer" if $arg <= 0; |
66
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67
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3
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4
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$this->{xp} = $arg; |
68
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3
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3
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$this->set_tag; |
69
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} |
70
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71
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sub set_method { |
72
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3
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3
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0
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3
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my $this = shift; |
73
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3
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4
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my $meth = shift; |
74
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75
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3
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50
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4
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croak "method not known" unless grep {$meth == $_} (METHOD_LANE, METHOD_FAST, METHOD_SLOW, METHOD_FULL); |
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12
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18
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76
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77
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3
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7
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$this->{m} = $meth; |
78
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79
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3
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3
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delete $this->{ksma}; |
80
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3
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4
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delete $this->{dsma}; |
81
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82
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3
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5
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$this->set_tag; |
83
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84
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3
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3
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return; |
85
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} |
86
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87
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sub set_tag { |
88
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12
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12
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0
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11
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my $this = shift; |
89
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90
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12
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100
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13
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return if grep { not defined } @$this{qw(kp dp xp)}; |
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36
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51
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91
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92
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3
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100
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7
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if( $this->{m} == METHOD_FULL ) { |
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100
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50
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93
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1
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4
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$this->{tag} = "FullSTO($this->{kp},$this->{dp},$this->{xp})"; |
94
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95
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} elsif( $this->{m} == METHOD_FAST ) { |
96
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1
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5
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$this->{tag} = "FSTO($this->{kp},$this->{dp})"; |
97
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98
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} elsif( $this->{m} == METHOD_SLOW ) { |
99
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1
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11
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$this->{tag} = "SSTO($this->{kp},$this->{dp})"; |
100
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101
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} else { |
102
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0
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0
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$this->{tag} = "STO($this->{kp},$this->{dp})"; |
103
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} |
104
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} |
105
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106
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{ |
107
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my $method = { |
108
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METHOD_LANE() => \&insert_lane, |
109
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METHOD_FAST() => \&insert_fast, |
110
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METHOD_SLOW() => \&insert_slow, |
111
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METHOD_FULL() => \&insert_full, |
112
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}; |
113
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114
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sub insert { |
115
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90
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90
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0
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1815
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my $this = shift; |
116
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90
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108
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my $m = $method->{$this->{m}}; |
117
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118
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90
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119
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return $this->$m( @_ ); |
119
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} |
120
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} |
121
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122
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# {{{ sub insert_lane |
123
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sub insert_lane { |
124
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0
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0
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0
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0
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my $this = shift; |
125
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126
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0
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0
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0
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my $l = ($this->{low_hist} ||= []); |
127
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0
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0
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0
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my $h = ($this->{high_hist} ||= []); |
128
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0
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0
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my $kp = $this->{kp}; |
129
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0
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0
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my $dp = $this->{dp}; |
130
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131
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0
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0
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my ($K, $D); |
132
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0
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0
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while( defined( my $point = shift ) ) { |
133
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0
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0
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0
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0
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croak "insert takes three tuple (high, low, close)" unless ref $point eq "ARRAY" and @$point == 3; |
134
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0
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0
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my ($t_high, $t_low, $t_close) = @$point; |
135
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136
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0
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0
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push @$l, $t_low; shift @$l while @$l > $kp; |
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0
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0
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137
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0
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0
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push @$h, $t_high; shift @$h while @$h > $kp; |
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0
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0
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138
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139
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0
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0
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0
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if( @$l == $kp ) { |
140
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0
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0
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0
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my $L = $l->[0]; for( 1 .. $#$l ) { $L = $l->[$_] if $l->[$_] < $L }; |
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0
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0
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0
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0
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141
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0
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0
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0
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my $H = $h->[0]; for( 1 .. $#$h ) { $H = $h->[$_] if $h->[$_] > $H }; |
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0
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0
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0
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0
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142
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143
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0
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0
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0
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if( $H != $L ) { |
144
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0
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0
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$K = 100 * ($t_close - $L)/($H-$L); |
145
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} else { |
146
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# added 2018-06-10 per Marcel Ebbrecht, to avoid division by |
147
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# zero we don't really have any notes from Lane on this, so |
148
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# K=100 seems reasonable; but I admit I have no idea what the |
149
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# the "correct" behavior might be, if there is one. |
150
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0
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0
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$K = 100; |
151
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} |
152
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153
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0
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0
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0
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$L = $l->[-$dp]; for( (-$dp+1) .. -1 ) { $L = $l->[$_] if $l->[$_] < $L }; |
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0
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0
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0
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0
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154
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0
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0
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0
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$H = $h->[-$dp]; for( (-$dp+1) .. -1 ) { $H = $h->[$_] if $h->[$_] > $H }; |
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0
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0
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0
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0
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155
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156
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0
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0
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0
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if( $L != 0 ) { |
157
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0
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0
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$D = 100 * $H / $L; |
158
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} else { |
159
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# also added 2018-06-10 (see above comment) |
160
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0
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0
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$D = 100; |
161
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} |
162
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} |
163
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} |
164
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165
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0
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0
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$this->{K} = $K; |
166
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0
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0
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$this->{D} = $D; |
167
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168
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0
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0
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return; |
169
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} |
170
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171
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# }}} |
172
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# {{{ sub insert_fast |
173
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|
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sub insert_fast { |
174
|
30
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|
|
30
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0
|
27
|
my $this = shift; |
175
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176
|
30
|
|
100
|
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51
|
my $l = ($this->{low_hist} ||= []); |
177
|
30
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|
100
|
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41
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my $h = ($this->{high_hist} ||= []); |
178
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30
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31
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my $kp = $this->{kp}; |
179
|
30
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|
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32
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my $dp = $this->{dp}; |
180
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181
|
30
|
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66
|
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75
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my $dsma = ($this->{dsma} ||= Math::Business::SMA->new($dp)); |
182
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183
|
30
|
|
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45
|
my ($K, $D); |
184
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30
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|
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|
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48
|
while( defined( my $point = shift ) ) { |
185
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30
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50
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33
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80
|
croak "insert takes three tuple (high, low, close)" unless ref $point eq "ARRAY" and @$point == 3; |
186
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30
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|
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|
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45
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my ($t_high, $t_low, $t_close) = @$point; |
187
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188
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30
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41
|
push @$l, $t_low; shift @$l while @$l > $kp; |
|
30
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49
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189
|
30
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46
|
push @$h, $t_high; shift @$h while @$h > $kp; |
|
30
|
|
|
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45
|
|
190
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|
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|
|
|
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191
|
30
|
100
|
|
|
|
51
|
if( @$l == $kp ) { |
192
|
17
|
100
|
|
|
|
21
|
my $L = $l->[0]; for( 1 .. $#$l ) { $L = $l->[$_] if $l->[$_] < $L }; |
|
17
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|
|
|
|
30
|
|
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221
|
|
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|
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282
|
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193
|
17
|
100
|
|
|
|
43
|
my $H = $h->[0]; for( 1 .. $#$h ) { $H = $h->[$_] if $h->[$_] > $H }; |
|
17
|
|
|
|
|
57
|
|
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221
|
|
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|
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286
|
|
194
|
|
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195
|
17
|
|
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|
30
|
$K = 100 * ($t_close - $L)/($H-$L); |
196
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|
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197
|
17
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38
|
$dsma->insert($K); |
198
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17
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|
25
|
$D = $dsma->query; |
199
|
|
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|
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} |
200
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|
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} |
201
|
|
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202
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30
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|
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|
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32
|
$this->{K} = $K; |
203
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30
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|
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30
|
$this->{D} = $D; |
204
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205
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30
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47
|
return; |
206
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|
} |
207
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208
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|
|
# }}} |
209
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|
|
|
# {{{ sub insert_slow |
210
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|
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|
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|
|
sub insert_slow { |
211
|
30
|
|
|
30
|
0
|
31
|
my $this = shift; |
212
|
|
|
|
|
|
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213
|
30
|
|
100
|
|
|
46
|
my $l = ($this->{low_hist} ||= []); |
214
|
30
|
|
100
|
|
|
45
|
my $h = ($this->{high_hist} ||= []); |
215
|
30
|
|
|
|
|
32
|
my $kp = $this->{kp}; |
216
|
30
|
|
|
|
|
29
|
my $dp = $this->{dp}; |
217
|
|
|
|
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|
|
|
218
|
30
|
|
66
|
|
|
53
|
my $dsma = ($this->{dsma} ||= Math::Business::SMA->new($dp)); |
219
|
30
|
|
66
|
|
|
41
|
my $ksma = ($this->{ksma} ||= Math::Business::SMA->new($dp)); |
220
|
|
|
|
|
|
|
|
221
|
30
|
|
|
|
|
32
|
my ($K, $D); |
222
|
30
|
|
|
|
|
42
|
while( defined( my $point = shift ) ) { |
223
|
30
|
50
|
33
|
|
|
73
|
croak "insert takes three tuple (high, low, close)" unless ref $point eq "ARRAY" and @$point == 3; |
224
|
30
|
|
|
|
|
44
|
my ($t_high, $t_low, $t_close) = @$point; |
225
|
|
|
|
|
|
|
|
226
|
30
|
|
|
|
|
36
|
push @$l, $t_low; shift @$l while @$l > $kp; |
|
30
|
|
|
|
|
48
|
|
227
|
30
|
|
|
|
|
33
|
push @$h, $t_high; shift @$h while @$h > $kp; |
|
30
|
|
|
|
|
47
|
|
228
|
|
|
|
|
|
|
|
229
|
30
|
100
|
|
|
|
47
|
if( @$l == $kp ) { |
230
|
17
|
100
|
|
|
|
19
|
my $L = $l->[0]; for( 1 .. $#$l ) { $L = $l->[$_] if $l->[$_] < $L }; |
|
17
|
|
|
|
|
24
|
|
|
221
|
|
|
|
|
274
|
|
231
|
17
|
100
|
|
|
|
19
|
my $H = $h->[0]; for( 1 .. $#$h ) { $H = $h->[$_] if $h->[$_] > $H }; |
|
17
|
|
|
|
|
20
|
|
|
221
|
|
|
|
|
289
|
|
232
|
|
|
|
|
|
|
|
233
|
17
|
|
|
|
|
46
|
$ksma->insert( 100 * ($t_close - $L)/($H-$L) ); |
234
|
17
|
|
|
|
|
27
|
$K = $ksma->query; |
235
|
|
|
|
|
|
|
|
236
|
17
|
|
|
|
|
26
|
$dsma->insert($K); |
237
|
17
|
|
|
|
|
20
|
$D = $dsma->query; |
238
|
|
|
|
|
|
|
} |
239
|
|
|
|
|
|
|
} |
240
|
|
|
|
|
|
|
|
241
|
30
|
|
|
|
|
31
|
$this->{K} = $K; |
242
|
30
|
|
|
|
|
31
|
$this->{D} = $D; |
243
|
|
|
|
|
|
|
|
244
|
30
|
|
|
|
|
54
|
return; |
245
|
|
|
|
|
|
|
} |
246
|
|
|
|
|
|
|
|
247
|
|
|
|
|
|
|
# }}} |
248
|
|
|
|
|
|
|
# {{{ sub insert_full |
249
|
|
|
|
|
|
|
sub insert_full { |
250
|
30
|
|
|
30
|
0
|
29
|
my $this = shift; |
251
|
|
|
|
|
|
|
|
252
|
30
|
|
100
|
|
|
54
|
my $l = ($this->{low_hist} ||= []); |
253
|
30
|
|
100
|
|
|
41
|
my $h = ($this->{high_hist} ||= []); |
254
|
30
|
|
|
|
|
33
|
my $kp = $this->{kp}; |
255
|
30
|
|
|
|
|
31
|
my $dp = $this->{dp}; |
256
|
30
|
|
33
|
|
|
34
|
my $xp = $this->{xp} || $this->{dp}; |
257
|
|
|
|
|
|
|
|
258
|
30
|
|
66
|
|
|
55
|
my $dsma = ($this->{dsma} ||= Math::Business::SMA->new($xp)); |
259
|
30
|
|
66
|
|
|
45
|
my $ksma = ($this->{ksma} ||= Math::Business::SMA->new($xp)); |
260
|
|
|
|
|
|
|
|
261
|
30
|
|
|
|
|
32
|
my ($K, $D); |
262
|
30
|
|
|
|
|
42
|
while( defined( my $point = shift ) ) { |
263
|
30
|
50
|
33
|
|
|
73
|
croak "insert takes three tuple (high, low, close)" unless ref $point eq "ARRAY" and @$point == 3; |
264
|
30
|
|
|
|
|
46
|
my ($t_high, $t_low, $t_close) = @$point; |
265
|
|
|
|
|
|
|
|
266
|
30
|
|
|
|
|
37
|
push @$l, $t_low; shift @$l while @$l > $kp; |
|
30
|
|
|
|
|
50
|
|
267
|
30
|
|
|
|
|
38
|
push @$h, $t_high; shift @$h while @$h > $kp; |
|
30
|
|
|
|
|
47
|
|
268
|
|
|
|
|
|
|
|
269
|
30
|
100
|
|
|
|
46
|
if( @$l == $kp ) { |
270
|
17
|
100
|
|
|
|
19
|
my $L = $l->[0]; for( 1 .. $#$l ) { $L = $l->[$_] if $l->[$_] < $L }; |
|
17
|
|
|
|
|
24
|
|
|
221
|
|
|
|
|
286
|
|
271
|
17
|
100
|
|
|
|
20
|
my $H = $h->[0]; for( 1 .. $#$h ) { $H = $h->[$_] if $h->[$_] > $H }; |
|
17
|
|
|
|
|
21
|
|
|
221
|
|
|
|
|
293
|
|
272
|
|
|
|
|
|
|
|
273
|
17
|
|
|
|
|
45
|
$ksma->insert( 100 * ($t_close - $L)/($H-$L) ); |
274
|
17
|
|
|
|
|
19
|
$K = $ksma->query; |
275
|
|
|
|
|
|
|
|
276
|
17
|
|
|
|
|
34
|
$dsma->insert($K); |
277
|
17
|
|
|
|
|
38
|
$D = $dsma->query; |
278
|
|
|
|
|
|
|
} |
279
|
|
|
|
|
|
|
} |
280
|
|
|
|
|
|
|
|
281
|
30
|
|
|
|
|
32
|
$this->{K} = $K; |
282
|
30
|
|
|
|
|
29
|
$this->{D} = $D; |
283
|
|
|
|
|
|
|
|
284
|
30
|
|
|
|
|
40
|
return; |
285
|
|
|
|
|
|
|
} |
286
|
|
|
|
|
|
|
|
287
|
|
|
|
|
|
|
# }}} |
288
|
|
|
|
|
|
|
|
289
|
|
|
|
|
|
|
sub query { |
290
|
90
|
|
|
90
|
0
|
3881
|
my $this = shift; |
291
|
|
|
|
|
|
|
|
292
|
90
|
|
|
|
|
152
|
return ($this->{D}, $this->{K}); |
293
|
|
|
|
|
|
|
} |
294
|
|
|
|
|
|
|
|
295
|
|
|
|
|
|
|
__END__ |