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javafinance

MACD java Double array


I am a little stuck on how to implement the importing of the closing price of Ford. Currently, I am using the scanner that while there is a next line it should continue to loop down. After importing the line i need it to be converted to a double. My question is how can i import the entire file into a string array and then convert it to double and then use a for loop to cycle through the double array to compute the MACD by the given equations.

import java.io.File;
import java.io.FileNotFoundException;
import java.util.Scanner;

public class ImportCSV
{
public static void main(String[] args)
{
  //to import .csv file
  String fileName = "Ford.csv";
  File file = new File(fileName);

  try
  {
     Scanner inputStream = new Scanner(file);

     //ignore the first line
     inputStream.next();

     while (inputStream.hasNext())
     {
        //get the whole line
        String data = inputStream.next();

        //split the string into an array of strings
        String [] values = data.split(",");

        //convert to double
        double closingPrice = Double.parseDouble(values[4]);
       // System.out.println(closingPrice);

        final double EMA_12_AlPHA = 2.0 / (1 + 12);
        final double EMA_26_AlPHA = 2.0 / (1 + 26);
        double ema12 = 0;
        double ema26 = 0;
        double macd = 0;



           ema12 = EMA_12_AlPHA * closingPrice + (1 - EMA_12_AlPHA) * ema12;
           ema26 = EMA_26_AlPHA * closingPrice + (1 - EMA_26_AlPHA) * ema26;
           macd = ema12 - ema26;

           System.out.println(macd);



     }
     inputStream.close();
  }
  catch (FileNotFoundException e)
  {
     // TODO Auto-generated catch block
     e.printStackTrace();
  }

} }


Solution

  • File reading code has been omitted for brevity - replace the for loop adding to the prices List with the while loop reading the closing price from csv.

    import java.util.*;
    
    public class Macd {
        private static List<Double> prices;
        private final static double EMA_12_AlPHA = 2d / (1d + 12d);
        private final static double EMA_26_AlPHA = 2d / (1d + 26d);
    
        public static void main(String []args){
            prices = new ArrayList<Double>();
    
            for(int i=0; i<100; i++) {
                prices.add(new Double(i));
            }
    
            for(int i = 25; i < prices.size(); i++) {
                final double macd = getEma12(i) - getEma26(i);
                System.out.println(macd);
            }
        }
    
        public static double getEma12(int day) {
            if(day < 11)
                System.err.println("Day must be >= 11");
            double ema12 = 0d;
            for(int i=day-10; i<=day; i++) {
                ema12 = EMA_12_AlPHA * prices.get(i) + (1d - EMA_12_AlPHA) * ema12;
            }
            return ema12;
        }
    
        public static double getEma26(int day) {
            if(day < 25)
                System.err.println("Day must be >= 25");
            double ema26 = 0d;
            for(int i=day-24; i<=day; i++) {
                ema26 = EMA_26_AlPHA * prices.get(i) + (1d - EMA_26_AlPHA) * ema26;
            }
            return ema26;
        }
    }