Class RollingPercentileRTIndicator

java.lang.Object

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

com.wualabs.qtsurfer.engine.indicators.statistics.pro.RollingPercentileRTIndicator

All Implemented Interfaces:

Resettable, RTIndicator

public class RollingPercentileRTIndicator
extends AbstractRTIndicator

Rolling Percentile with O(n) per-tick updates via sorted insertion.

Maintains a circular buffer (insertion order) and a parallel sorted array for O(1) percentile lookup. Each tick:

1. Remove the evicted value from the sorted array (binary search + shift)
2. Insert the new value into the sorted array (binary search + shift)
3. Read the percentile at the interpolated index

Uses linear interpolation between adjacent ranks (same as Excel PERCENTILE.INC). The percentile parameter is in [0, 1]: 0.5 = median, 0.95 = 95th percentile.

Returns 0 until the window has at least 1 value.

Constructor Summary

Constructors

Constructor	Description
RollingPercentileRTIndicator(int periods, double percentile)

Method Summary

Modifier and Type	Method	Description
double	getMax()	Returns the maximum value in the current window.
double	getMedian()	Returns the median of the current window.
double	getMin()	Returns the minimum value in the current window.
double	getPercentile()
int	getPeriods()
boolean	isReady()	Returns whether this indicator has received enough data to produce meaningful values.
void	reset()
double	update(double value)

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

RollingPercentileRTIndicator

public RollingPercentileRTIndicator(int periods,
 double percentile)

Method Details

getPeriods

public int getPeriods()

isReady

public boolean isReady()

Description copied from interface: RTIndicator

Returns whether this indicator has received enough data to produce meaningful values.

During the warmup period, RTIndicator.getValue() may return 0 or a partial estimate that should not be used for trading decisions. Once this method returns true, the indicator's output is statistically valid.

The default implementation returns true for backward compatibility. Indicators with warmup requirements should override this method.

For composite indicators (e.g. Bollinger Bands, MACD), readiness is determined by the slowest internal component.

Returns:

true if the indicator has completed its warmup period

getPercentile

public double getPercentile()

getMedian

public double getMedian()

Returns the median of the current window.

getMin

public double getMin()

Returns the minimum value in the current window.

getMax

public double getMax()

Returns the maximum value in the current window.

reset

public void reset()

Specified by:

reset in interface Resettable

Overrides:

reset in class AbstractRTIndicator

update

public double update(double value)

Specified by:

update in interface RTIndicator

Overrides:

update in class AbstractRTIndicator