Add Aroon Indicator (Up, Down, Oscillator) with Unit tests

jasonlam604 · Apr 2, 2017 · 0c71dd0 · 0c71dd0
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diff --git a/src/com/jasonlam604/stocktechnicals/indicators/Aroon.java b/src/com/jasonlam604/stocktechnicals/indicators/Aroon.java
@@ -0,0 +1,58 @@
+package com.jasonlam604.stocktechnicals.indicators;
+
+import java.math.BigDecimal;
+
+import com.jasonlam604.stocktechnicals.util.HighestHigh;
+import com.jasonlam604.stocktechnicals.util.LowestLow;
+import com.jasonlam604.stocktechnicals.util.NumberFormatter;
+
+/**
+ * Aroon is an indicator system that determines whether a stock is trending or
+ * not and how strong the trend is.
+ * 
+ * More info on Aroon here
+ * http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:aroon
+ *
+ */
+public class Aroon {
+
+	public double[] calculateAroonUp(double[] high, int range) {
+		double[] aroonUp = new double[high.length];
+
+		for (int i = range - 1; i < high.length; i++) {
+			HighestHigh highestHigh = new HighestHigh();
+			highestHigh.find(high, i - range + 1, range);
+			aroonUp[i] = this.calcAroon(range, (i - highestHigh.getIndex()));
+		}
+		return aroonUp;
+	}
+
+	public double[] calculateAroonDown(double[] low, int range) {
+		double[] aroonDown = new double[low.length];
+
+		for (int i = range - 1; i < low.length; i++) {
+			LowestLow lowestLow = new LowestLow();
+			lowestLow.find(low, i - range + 1, range);
+			aroonDown[i] = this.calcAroon(range, (i - lowestLow.getIndex()));
+		}
+		return aroonDown;
+	}
+
+	public double[] calculateAroonOscillator(double[] high, double[] low, int range) {
+		double[] aroonUp = this.calculateAroonUp(high, range);
+		double[] aroonDown = this.calculateAroonDown(low, range);
+		double[] aroonOscillator = new double[high.length];
+
+		for (int i = range - 1; i < high.length; i++) {
+			aroonOscillator[i] = NumberFormatter.round(aroonUp[i] - aroonDown[i]);
+		}
+
+		return aroonOscillator;
+	}
+
+	private double calcAroon(int range, int marker) {
+		return NumberFormatter.round(100 * (BigDecimal.valueOf((range - marker)).divide(BigDecimal.valueOf(range), 2,
+				BigDecimal.ROUND_UNNECESSARY)).doubleValue());
+	}
+
+}
diff --git a/test/com/jasonlam604/stocktechnicals/indicators/AroonTest.java b/test/com/jasonlam604/stocktechnicals/indicators/AroonTest.java
@@ -0,0 +1,112 @@
+package com.jasonlam604.stocktechnicals.indicators;
+
+import org.apache.commons.lang3.ArrayUtils;
+import org.junit.Assert;
+import org.junit.Test;
+
+public class AroonTest {
+
+	@Test
+	public void testAroonDown() {
+
+		// Amazon data from April 1, 2017 and 100 data points back
+		double[] low = { 876.65, 871.66, 859.02, 850.10, 833.50, 843.53, 844.80, 839.05, 841.31, 851.01, 850.64, 850.51,
+				847.11, 847.55, 851.71, 851.72, 850.31, 846.79, 843.75, 841.12, 846.27, 847.28, 849.01, 842.05, 839.67,
+				837.75, 848.00, 852.18, 847.25, 840.73, 839.38, 832.82, 831.45, 828.55, 822.85, 819.71, 812.50, 807.50,
+				803.00, 804.00, 828.26, 824.94, 819.56, 816.38, 829.44, 833.00, 825.29, 814.50, 805.08, 806.26, 807.32,
+				804.27, 803.44, 811.40, 799.50, 789.51, 789.54, 791.77, 778.48, 760.26, 754.20, 747.70, 748.28, 760.85,
+				770.50, 761.20, 757.99, 763.02, 765.70, 767.71, 756.16, 754.00, 760.31, 762.81, 762.00, 757.20, 765.34,
+				765.19, 755.82, 757.25, 742.00, 736.70, 738.03, 750.25, 761.32, 764.24, 777.90, 773.12, 781.00, 765.11,
+				757.64, 748.00, 735.61, 725.99, 710.10, 728.90, 717.70, 760.09, 779.10, 770.94 };
+
+		Aroon aroon = new Aroon();
+
+		try {
+
+			ArrayUtils.reverse(low);
+
+			double results[] = aroon.calculateAroonDown(low, 25);
+
+			// Should match 84, based the value seen at stockcharts.com for
+			// Amzn, last index
+			Assert.assertEquals(84, results[results.length - 1], 0);
+
+		} catch (Exception e) {
+			// TODO Auto-generated catch block
+			e.printStackTrace();
+		}
+	}
+
+	@Test
+	public void testAroonUp() {
+
+		// Amazon data from April 1, 2017 and 100 data points back
+
+		double[] high = { 890.35, 877.06, 876.44, 858.46, 850.30, 851.80, 850.89, 849.37, 862.80, 857.80, 853.83,
+				855.50, 854.45, 853.75, 855.69, 857.35, 856.40, 853.07, 848.46, 848.49, 851.99, 854.82, 854.83, 854.09,
+				852.50, 845.81, 860.86, 858.43, 857.98, 847.27, 845.00, 842.81, 838.31, 843.00, 828.00, 825.00, 821.48,
+				816.16, 810.72, 818.30, 842.49, 833.78, 826.99, 833.50, 839.70, 843.84, 837.42, 823.99, 818.50, 816.02,
+				813.51, 811.73, 816.00, 821.65, 814.13, 799.50, 798.00, 801.77, 799.44, 782.40, 759.68, 758.76, 767.40,
+				773.40, 780.00, 774.65, 766.50, 771.21, 771.22, 774.39, 770.50, 765.13, 769.10, 780.86, 782.46, 766.89,
+				770.25, 773.79, 770.42, 768.24, 761.49, 748.49, 753.37, 768.09, 769.89, 777.00, 786.75, 781.75, 792.40,
+				780.35, 767.74, 757.50, 749.87, 746.78, 746.00, 743.26, 778.83, 777.50, 791.74, 787.73 };
+
+		Aroon aroon = new Aroon();
+
+		try {
+
+			ArrayUtils.reverse(high);
+
+			double results[] = aroon.calculateAroonUp(high, 25);
+
+			// Should match 100, based the value seen at stockcharts.com for
+			// Amzn, last index
+			Assert.assertEquals(100, results[results.length - 1], 0);
+
+		} catch (Exception e) {
+			// TODO Auto-generated catch block
+			e.printStackTrace();
+		}
+	}
+
+	@Test
+	public void testAroonOscillator() {
+
+		// Amazon data from April 1, 2017 and 100 data points back
+		double[] low = { 876.65, 871.66, 859.02, 850.10, 833.50, 843.53, 844.80, 839.05, 841.31, 851.01, 850.64, 850.51,
+				847.11, 847.55, 851.71, 851.72, 850.31, 846.79, 843.75, 841.12, 846.27, 847.28, 849.01, 842.05, 839.67,
+				837.75, 848.00, 852.18, 847.25, 840.73, 839.38, 832.82, 831.45, 828.55, 822.85, 819.71, 812.50, 807.50,
+				803.00, 804.00, 828.26, 824.94, 819.56, 816.38, 829.44, 833.00, 825.29, 814.50, 805.08, 806.26, 807.32,
+				804.27, 803.44, 811.40, 799.50, 789.51, 789.54, 791.77, 778.48, 760.26, 754.20, 747.70, 748.28, 760.85,
+				770.50, 761.20, 757.99, 763.02, 765.70, 767.71, 756.16, 754.00, 760.31, 762.81, 762.00, 757.20, 765.34,
+				765.19, 755.82, 757.25, 742.00, 736.70, 738.03, 750.25, 761.32, 764.24, 777.90, 773.12, 781.00, 765.11,
+				757.64, 748.00, 735.61, 725.99, 710.10, 728.90, 717.70, 760.09, 779.10, 770.94 };
+
+		double[] high = { 890.35, 877.06, 876.44, 858.46, 850.30, 851.80, 850.89, 849.37, 862.80, 857.80, 853.83,
+				855.50, 854.45, 853.75, 855.69, 857.35, 856.40, 853.07, 848.46, 848.49, 851.99, 854.82, 854.83, 854.09,
+				852.50, 845.81, 860.86, 858.43, 857.98, 847.27, 845.00, 842.81, 838.31, 843.00, 828.00, 825.00, 821.48,
+				816.16, 810.72, 818.30, 842.49, 833.78, 826.99, 833.50, 839.70, 843.84, 837.42, 823.99, 818.50, 816.02,
+				813.51, 811.73, 816.00, 821.65, 814.13, 799.50, 798.00, 801.77, 799.44, 782.40, 759.68, 758.76, 767.40,
+				773.40, 780.00, 774.65, 766.50, 771.21, 771.22, 774.39, 770.50, 765.13, 769.10, 780.86, 782.46, 766.89,
+				770.25, 773.79, 770.42, 768.24, 761.49, 748.49, 753.37, 768.09, 769.89, 777.00, 786.75, 781.75, 792.40,
+				780.35, 767.74, 757.50, 749.87, 746.78, 746.00, 743.26, 778.83, 777.50, 791.74, 787.73 };
+
+		Aroon aroon = new Aroon();
+
+		try {
+			ArrayUtils.reverse(low);
+			ArrayUtils.reverse(high);
+
+			double results[] = aroon.calculateAroonOscillator(high, low, 25);
+
+			// Aroon Oscillator value is 16 based on chart value at
+			// StockCharts.com, April 1, 2017
+			Assert.assertEquals(16, results[results.length - 1], 0);
+
+		} catch (Exception e) {
+			// TODO Auto-generated catch block
+			e.printStackTrace();
+		}
+	}
+
+}