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May 30, 2013 15:56
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Simple Moving Average by each stock
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import java.io.*; | |
import java.util.*; | |
/** | |
* Created with IntelliJ IDEA. | |
* User: joonhyunglim | |
* Date: 5/25/13 | |
* Time: 6:34 PM | |
* To change this template use File | Settings | File Templates. | |
*/ | |
public class SMAbyStock { | |
private final Queue<Double> window = new LinkedList<Double>(); // First in First Out | |
private final int period; | |
private double sum; | |
public SMAbyStock(int period) { | |
assert period > 0 : "Period must be a positive integer"; | |
this.period = period; | |
} | |
public void newNum(double num) { | |
sum += num; | |
window.add(num); | |
if (window.size() > period) { | |
sum -= window.remove(); | |
} | |
} | |
public double getAvg() { | |
if (window.size() != period) return 0; // technically the average is undefined | |
return sum / window.size(); | |
} | |
public static void main(String[] args) throws IOException { | |
long start = System.currentTimeMillis(); // this is for measuring the computation time. | |
int[] windowSizes = {50,100,200}; | |
for (int windSize : windowSizes) { // it will create number of files based on your windowsize specification. | |
// Writing the outcome for each window size. | |
File outfile = new File("/Users/joonhyunglim/Desktop/MSiA/MSiA431/data/NASDAQ_Moving_Average_"+windSize+".csv"); | |
// you don't need to create the file previously, it will create the file if it does not exist | |
if (outfile.createNewFile()) { | |
System.out.println("File created"); | |
} else { | |
System.out.println("I found the file. I am writing to the existing file"); | |
} | |
BufferedWriter result = new BufferedWriter(new FileWriter(outfile)); | |
// Reading all files in the folder | |
File folder = new File("/Users/joonhyunglim/Desktop/MSiA/MSiA431/data/NASDAQ/NASDAQ"); | |
File[] listOfFiles = folder.listFiles(); | |
for (File file : listOfFiles) { | |
BufferedReader Reader = new BufferedReader(new FileReader(file)); | |
Reader.readLine(); // take out the column header | |
ArrayList<Double> Data = new ArrayList<Double>(); | |
String line; | |
while ((line = Reader.readLine()) != null) { | |
String[] tokens = line.split(","); | |
Data.add(Double.parseDouble(tokens[6])); | |
} | |
System.out.println(Data.size()); | |
Reader.close(); | |
// Simple Moving Average | |
SMAbyStock ma = new SMAbyStock(windSize); | |
// sort the Hashtable by key and iterate them | |
for(Double x : Data) { | |
ma.newNum(x); | |
result.write(file.getName().split("\\.")[0]+","+x+"," + ma.getAvg()); // for each date, Left is a data point, and the right is a SMA. | |
result.newLine(); | |
} | |
} | |
result.close(); | |
} | |
long time = System.currentTimeMillis() - start; | |
System.out.println("\n**Execution Time is : "+time/1000+"seconds**"); | |
} | |
} | |
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