From ed88eca0c77a5c17d3cf3ea90b91303f9525d5be Mon Sep 17 00:00:00 2001
From: Seth Ladygo <alx-gitlab@arclight.industries>
Date: Tue, 13 Nov 2018 09:24:40 -0800
Subject: [PATCH] Use correct HA calc

---
 .../ats/plugin/HeikinAshiCandlestickCalc.java | 87 ++++++++++++++-----
 .../ats/plugin/TicksCandlestickWindow.java    |  2 -
 2 files changed, 66 insertions(+), 23 deletions(-)

diff --git a/src/main/java/ats/plugin/HeikinAshiCandlestickCalc.java b/src/main/java/ats/plugin/HeikinAshiCandlestickCalc.java
index c832c4e..f6897c5 100644
--- a/src/main/java/ats/plugin/HeikinAshiCandlestickCalc.java
+++ b/src/main/java/ats/plugin/HeikinAshiCandlestickCalc.java
@@ -3,23 +3,30 @@ package ats.plugin;
 /**
  * HeikinAshiCandlestickCalc calculates values using the Heikin-Ashi
  * technique.
+ *
+ * @see <a href="https://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:heikin_ashi">Heikin-Ashi description</a>
  */
 class HeikinAshiCandlestickCalc implements CandlestickCalc {
-    private Double open;
-    private Double close;
-    private Double high;
-    private Double low;
+    private Double lastOpen;
+    private Double lastClose;
+    private Double currentOpen;
+    private Double currentClose;
+    private Double currentHigh;
+    private Double currentLow;
+
 
-    
     /**
      * Reset the calculation for the beginning of an interval.
      */
     @Override
     public void reset() {
-        open = null;
-        close = null;
-        high = null;
-        low = null;
+        lastOpen = currentOpen;
+        lastClose = currentClose;
+
+        currentOpen = null;
+        currentClose = null;
+        currentHigh = null;
+        currentLow = null;
     }
 
     /**
@@ -28,30 +35,68 @@ class HeikinAshiCandlestickCalc implements CandlestickCalc {
      */
     @Override
     public void applyValue(double value) {
-        if (open == null) {
-            open = value;
+        if (currentOpen == null) {
+            currentOpen = value;
         }
 
-        close = value;
+        currentClose = value;
 
-        if (low == null) {
-            low = value;
-        } else if (low.compareTo(value) > 0) {
-            low = value;
+        if (currentLow == null) {
+            currentLow = value;
+        } else if (currentLow.compareTo(value) > 0) {
+            currentLow = value;
         }
 
-        if (high == null) {
-            high = value;
-        } else if (high.compareTo(value) < 0) {
-            high = value;
+        if (currentHigh == null) {
+            currentHigh = value;
+        } else if (currentHigh.compareTo(value) < 0) {
+            currentHigh = value;
         }
     }
 
+    /**
+     * HA-Open = (HA-Open(-1) + HA-Close(-1)) / 2
+     */
+    private double calcOpen() {
+        double sum = 0;
+
+        sum += lastOpen != null ? lastOpen : currentOpen;
+        sum += lastClose != null ? lastClose : currentClose;
+
+        return sum / 2d;
+    }
+
+    /**
+     * HA-Close = (Open(0) + High(0) + Low(0) + Close(0)) / 4
+     */
+    private double calcClose() {
+        return (currentOpen + currentHigh + currentLow + currentClose) / 4d;
+    }
+
+    /**
+     * HA-High = Maximum of the High(0), HA-Open(0) or HA-Close(0)
+     */
+    private double calcHigh(double haOpen, double haClose) {
+        return Math.max(currentHigh, Math.max(haOpen, haClose));
+    }
+
+    /**
+     * HA-Low = Minimum of the Low(0), HA-Open(0) or HA-Close(0)
+     */
+    private double calcLow(double haOpen, double haClose) {
+        return Math.min(currentLow, Math.min(haOpen, haClose));
+    }
+
     /**
      * Return our calculated values up to now.
      */
     @Override
     public OHLCValues getValues() {
-         return new OHLCValues(open, high, low, close);
+        double o = calcOpen();
+        double c = calcClose();
+        double h = calcHigh(o, c);
+        double l = calcLow(o, c);
+
+        return new OHLCValues(o, h, l, c);
     }
 }
diff --git a/src/main/java/ats/plugin/TicksCandlestickWindow.java b/src/main/java/ats/plugin/TicksCandlestickWindow.java
index d2f603c..94801ed 100644
--- a/src/main/java/ats/plugin/TicksCandlestickWindow.java
+++ b/src/main/java/ats/plugin/TicksCandlestickWindow.java
@@ -46,7 +46,6 @@ class TicksCandlestickWindow implements CandlestickWindow {
     private long parseTickCount(ExprNode intervalExpression) {
         ExprEvaluator evaluator = intervalExpression.getForge().getExprEvaluator();
         Object o = evaluator.evaluate(null, true, context);
-        log.warn("OBJECT " + o.getClass());
         return new Long((Integer)o).longValue();
     }
 
@@ -67,7 +66,6 @@ class TicksCandlestickWindow implements CandlestickWindow {
             windowStartTime = timestamp;
         
         currentTick++;
-        log.info("tick ", currentTick);
         
         if (currentTick < windowTicks) return;