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Bollinger bands
This example computes Bollinger bands using a custom-provided function packaged as a jar using the Joule SDK.
File: app-bollingerbands-influxdb.env
SOURCEFILE=${PWD}/conf/sources/stockQuoteStream.yaml
ENGINEFILE=${PWD}/conf/usecases/slidingEventWindowBollingerBandsAnalytics.yaml
PUBLISHFILE=${PWD}/conf/publishers/influxdbBollingerBands.yaml
This pipeline will compute the Bolinger Bands for the
CVCO symbol over a sliding window of 5 events.processing unit:
pipeline:
- filter:
expression: "symbol == 'CVCO'"
- sliding window analytics:
function: com.fractalworks.streams.examples.banking.analytics.BollingerBands
window size: 5
fields: [ ask ]
parameters:
deviations: 2
select:
expression: "symbol,
ask_upper_BollingerBand,
ask_middle_BollingerBand,
ask_lower_BollingerBand"
This function uses the same implementation pattern as the EMA function.
public class BollingerBands implements AnalyticsFunction<Map<String, Double>> {
private int deviations = 2;
public BollingerBands(){}
@Override
public Map<String, Double> compute(Number[] values, Number previousValue) {
Double mean = Arrays.stream(values).mapToDouble(d-> (double) d).sum() / values.length;
double sqrtmean = 0.0;
for(int i=0; i<values.length; i++){
double s = values[i].doubleValue() - mean;
sqrtmean += s * s;
}
sqrtmean = Math.sqrt( sqrtmean / values.length);
double band = deviations * sqrtmean;
Map<String, Double> results = new HashMap<>();
results.put("upper", mean + band);
results.put("middle", mean );
results.put("lower", mean - band);
return results;
}
@Override
public void setParameters(Properties parameters) {
if( parameters != null && parameters.containsKey("deviations")) {
deviations = Integer.parseInt(parameters.get("deviations").toString());
}
}
@Override
public String getVariablePostFixID() {
return "BollingerBand";
}
}
For Joule to load and initialised the component the analytics class needs to be defined within the
plugins.properties file under the META-INF/services directory# Change and add lines for your analytics classes
com.fractalworks.examples.banking.analytics.BollingerBands