Class StreamingIndicators

java.lang.Object

com.quantfinlib.indicators.StreamingIndicators

public final class StreamingIndicators
extends Object

Incremental O(1)-per-tick indicators for live/HFT strategies: update state with each new value instead of recomputing arrays. Zero allocation after construction, and numerically identical to the batch Indicators implementations (same seeding and smoothing), so a strategy backtested on batch arrays behaves the same when run live on the streaming versions.

Instances are single-threaded by design — one per strategy/consumer thread — matching the single-consumer dispatch model of the HFT bus.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final class	StreamingIndicators.Ema	Exponential moving average seeded with the SMA of the first period values.
static final class	StreamingIndicators.Macd	MACD line, signal and histogram, matching the batch seeding exactly.
static final class	StreamingIndicators.Rsi	Wilder RSI; NaN until period price changes have been observed.
static final class	StreamingIndicators.Sma	Simple moving average over a fixed window; NaN until the window fills.
static final class	StreamingIndicators.Vwap	Cumulative volume-weighted average price.

Method Summary

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait