Class VarianceRTIndicator

java.lang.Object

com.wualabs.qtsurfer.engine.indicators.core.AbstractRTIndicator

com.wualabs.qtsurfer.engine.indicators.core.AbstractIncrementalRTIndicator

com.wualabs.qtsurfer.engine.indicators.core.AbstractDecorableIncrementalRTIndicator

com.wualabs.qtsurfer.engine.indicators.statistics.VarianceRTIndicator

All Implemented Interfaces:

ClockAware, Resettable, RTIndicator

public class VarianceRTIndicator
extends AbstractDecorableIncrementalRTIndicator

Variance RTIndicator

In periodic mode, computes rolling variance in O(1) per tick using the algebraic identity Var(X) = E(X²) - E(X)², maintaining a running sum of squares with rolling eviction.

Constructor Summary

Constructors

Constructor	Description
VarianceRTIndicator()
VarianceRTIndicator(int periods)
VarianceRTIndicator(RTIndicator indicator)
VarianceRTIndicator(RTIndicator indicator, int periods)

Method Summary

Modifier and Type	Method	Description
SmaRTIndicator	getSma()
protected double	nextValue(double prevValue, double newValue)	Non-periodic (2-period) variance: running average of squared deviations.
void	reset()
protected double	tickValue(int tick, boolean init, boolean endPeriod, double newValue)	Periodic variance computation using O(1) incremental sum-of-squares tracking.
VarianceRTIndicator	withAverageSample(boolean averageSample)

Methods inherited from class AbstractDecorableIncrementalRTIndicator

getIndicator, setClockSupplier, update

Methods inherited from class AbstractIncrementalRTIndicator

getLastUpdateValue, getPeriodCycles, getPeriods, getPrevValue, initValue, isPeriodic, isReady, prevNextValue, setPeriods

Methods inherited from class AbstractRTIndicator

equals, getDisplayHint, getMeta, getValue, hashCode, hide, isPoison, setValue, toString, toString, withDisplayHint, withMeta

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface RTIndicator

getId, isHidden, ro, update, update

Constructor Details

VarianceRTIndicator

public VarianceRTIndicator()

VarianceRTIndicator

public VarianceRTIndicator(int periods)

VarianceRTIndicator

public VarianceRTIndicator(RTIndicator indicator)

VarianceRTIndicator

public VarianceRTIndicator(RTIndicator indicator,
 int periods)

Method Details

reset

public void reset()

Specified by:

reset in interface Resettable

Overrides:

reset in class AbstractDecorableIncrementalRTIndicator

withAverageSample

public VarianceRTIndicator withAverageSample(boolean averageSample)

tickValue

protected double tickValue(int tick,
 boolean init,
 boolean endPeriod,
 double newValue)

Periodic variance computation using O(1) incremental sum-of-squares tracking. Maintains a running sumSq = Σx² that is updated on each add and adjusted on window eviction. Variance is computed as Var = sumSq/n - mean² (population) or with Bessel's correction (sumSq - n×mean²)/(n-1) (sample). Returns 0 until the first complete period.

Overrides:

tickValue in class AbstractIncrementalRTIndicator

Parameters:

tick - current tick within the period

init - true on the very first update

endPeriod - true when this tick completes a period

newValue - the new input value

Returns:

the computed variance, or 0 if insufficient data

nextValue

protected double nextValue(double prevValue,
 double newValue)

Non-periodic (2-period) variance: running average of squared deviations.

Overrides:

nextValue in class AbstractDecorableIncrementalRTIndicator

Parameters:

prevValue - the previous variance value

newValue - the new input value

Returns:

the smoothed variance

getSma

public SmaRTIndicator getSma()