HeikinAshi Candle Implementation

HeikinAshiCandle.java

package com.nmitchko.storage.Candles;

import com.nmitchko.storage.Candle;
import com.nmitchko.storage.Candles.enums.CandleDirection;
import com.nmitchko.storage.Candles.enums.CandlePeriod;
import com.nmitchko.storage.Candles.enums.CandleType;
import org.ta4j.core.Bar;

import java.sql.Timestamp;

/**
 * HeikinAski Candle used for better trend analysis
 */
public class HeikinAshiCandle implements Candle {

    /**
     * The Heikin Ashi high for the candle, not the exchange high
     * MAX(exchange high, HA-Open, HA-Close)
     */
    public double high;
    /**
     * The Heikin Ashi open
     * [HA-open t-1 + HA-Close t-1) / 2
     */
    public double open;
    /**
     * The Heikin Ashi close
     * [open + high + low + close) /4
     */
    public double close;
    /**
     * Volume for this candle (same as exchange candle)
     */
    public double volume;
    /**
     * SQL timestamp of the candle close
     */
    public Timestamp closeTime;
    /**
     * Period of the candle, set via enum
     */
    public CandlePeriod candlePeriod;
    /**
     * Direction of the candle
     */
    public CandleDirection candleDirection;
    /**
     * The Heikin Ashi low for the candle, not the exchange low
     * MIN(exchange low, HA-Open, HA-close)
     */
    private double low;

    public HeikinAshiCandle(Timestamp closeTime, double high, double low, double open, double close, double volume) {
        this.closeTime = closeTime;
        this.high      = high;
        this.low       = low;
        this.open      = open;
        this.close     = close;
        this.volume    = volume;
    }

    public HeikinAshiCandle(Bar ta4jBar) {
        this.closeTime = new Timestamp(ta4jBar.getEndTime().toLocalDateTime().getNano());
        this.high = ta4jBar.getHighPrice().doubleValue();
        this.low = ta4jBar.getLowPrice().doubleValue();
        this.open = ta4jBar.getOpenPrice().doubleValue();
        this.close = ta4jBar.getClosePrice().doubleValue();
        this.candleDirection = (this.close > this.open) ? CandleDirection.UP : CandleDirection.DOWN;
        this.volume = ta4jBar.getVolume().doubleValue();
    }

    public HeikinAshiCandle(HeikinAshiCandle previous, Candle candle) {
        if (previous == null) {
            throw new NullPointerException("Previous candle cannot be null. Pass the exchange candle for first period.");
        }
        this.open            = this.calculateOpen(previous);
        this.close           = this.calculateClose(candle.getOpen(), candle.getHigh(), candle.getLow(), candle.getClose());
        this.high            = this.calculateHigh(candle.getHigh());
        this.low             = this.calculateLow(candle.getLow());
        this.candleDirection = (this.close > this.open) ? CandleDirection.UP : CandleDirection.DOWN;
        this.closeTime       = new Timestamp(candle.getCandleCloseTime().getTime());
        this.volume          = candle.getVolume();
    }

    /**
     * @param previous Previous candle, should not be null, for starting period pass the exchange
     *                 candle.
     */
    public HeikinAshiCandle(HeikinAshiCandle previous, Timestamp closeTime, double high, double low, double open, double close, double volume) {
        if (previous == null) {
            throw new NullPointerException("Previous candle cannot be null. Pass the exchange candle for first period.");
        }
        this.open            = this.calculateOpen(previous);
        this.close           = this.calculateClose(open, high, low, close);
        this.high            = this.calculateHigh(high);
        this.low             = this.calculateLow(low);
        this.candleDirection = (this.close > this.open) ? CandleDirection.UP : CandleDirection.DOWN;
        this.closeTime       = closeTime;
        this.volume          = volume;
    }

    private double calculateClose(double open, double high, double low, double close) {
        return (open + high + low + close) / 4;
    }

    private double calculateHigh(double high) {
        return Double.max(Double.max(high, this.open), this.close);
    }

    private double calculateLow(double low) {
        return Double.min(Double.min(low, this.open), this.close);
    }

    private double calculateOpen(HeikinAshiCandle previous) {
        return (previous.getOpen() + previous.getClose()) * 0.5;
    }

    /**
     * @return Returns the candle time of close
     */
    @Override
    public Timestamp getCandleCloseTime() {
        return this.closeTime;
    }

    /**
     * @return Returns whether the candle was positive or negative (green or red)
     * When close greater than open, return up, else down
     */
    @Override
    public CandleDirection getCandleDirection() {
        return this.candleDirection;
    }

    /**
     * @return Returns the candle period as an enum
     */
    @Override
    public CandlePeriod getCandlePeriod() {
        if (this.candlePeriod == null) {
            throw new NullPointerException("You need to set a candle period!");
        }
        return this.candlePeriod;
    }

    /**
     * @param period the period this candle represents in a timeframe enum
     */
    @Override
    public void setCandlePeriod(CandlePeriod period) {
        this.candlePeriod = period;
    }

    /**
     * @return Returns the close of the candle
     */
    @Override
    public double getClose() {
        return this.close;
    }

    /**
     * @return Returns the high of the candle
     */
    @Override
    public double getHigh() {
        return this.high;
    }

    /**
     * @return Returns the low of the candle period
     */
    @Override
    public double getLow() {
        return this.low;
    }

    /**
     * @return Returns the Open of the candle period
     */
    @Override
    public double getOpen() {
        return this.open;
    }

    /**
     * @return Candle type for this candle instance
     */
    @Override
    public CandleType getType() {
        return CandleType.HEIKINASHI;
    }

    /**
     * @return returns the volume for this candle
     */
    @Override
    public double getVolume() {
        return this.volume;
    }

    @Override
    public String toString() {
        return "HeikinAshiCandle{" +
                "high=" + high +
                ", low=" + low +
                ", open=" + open +
                ", close=" + close +
                ", volume=" + volume +
                ", closeTime=" + closeTime +
                ", candlePeriod=" + candlePeriod +
                ", candleDirection=" + candleDirection +
                '}';
    }
}