Examples of valuesIterator()

Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesIterator()

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    final LocalDateDoubleTimeSeries low = x[1];
    final LocalDateDoubleTimeSeries close = x[2];
    testHighLowClose(high, low, close);
    final LocalDateDoubleTimeSeries closeReturns = _returnCalculator.evaluate(close);
    final LocalDateDoubleTimeSeries highLowReturns = _relativeReturnCalculator.evaluate(new LocalDateDoubleTimeSeries[] {high, low});
    final Iterator<Double> highLowIterator = highLowReturns.valuesIterator();
    final Iterator<Double> closeReturnIterator = closeReturns.valuesIterator();
    double value, highLowValue;
    double sumHL = 0;
    double sum = 0;
    highLowIterator.next();
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesIterator()

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   */
  @Override
  public Double evaluate(final LocalDateDoubleTimeSeries... x) {
    testTimeSeries(x, 3);
    final LocalDateDoubleTimeSeries returnTS = _returnCalculator.evaluate(x);
    final Iterator<Double> iter = returnTS.valuesIterator();
    double returnValue = iter.next();
    double variance = returnValue * returnValue;
    while (iter.hasNext()) {
      returnValue = iter.next();
      variance = _lambda * variance + _lambdaM1 * returnValue * returnValue;
 
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Examples of com.opengamma.timeseries.date.localdate.LocalDateDoubleTimeSeries.valuesIterator()

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    final LocalDateDoubleTimeSeries high = x[0];
    final LocalDateDoubleTimeSeries low = x[1];
    testHighLow(high, low);
    final LocalDateDoubleTimeSeries returnTS = _returnCalculator.evaluate(new LocalDateDoubleTimeSeries[] {high, low});
    final int n = returnTS.size();
    final Iterator<Double> iter = returnTS.valuesIterator();
    double sum = 0;
    while (iter.hasNext()) {
      sum += iter.next();
    }
    return sum / (2 * n * Math.sqrt(Math.log(2.)));
 
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