Laratrade\Indicators\HilbertTransformSinewaveIndicator

Complexity

Total Complexity

15

Size/Duplication

Total Lines	42
Duplicated Lines	0 %

Coupling/Cohesion

Components	0
Dependencies	2

Test Coverage

Coverage

0%

Importance

Changes

0

1 Method

Rating	Name	Duplication	Size	Complexity
C	__invoke()	0	38	15

<?php

namespace Laratrade\Indicators;

use Illuminate\Support\Collection;
use Laratrade\Indicators\Contracts\Indicator;
use Laratrade\Indicators\Exceptions\NotEnoughDataPointsException;

/**
 * Hilbert Transform - Sinewave (MESA indicator)
 *
 *
 * We are actually using DSP
 * on the prices to attempt to get a lag-free/low-lag indicator.
 * This indicator can be passed an extra parameter and it will tell you in
 * we are in a trend or not. (when used as an indicator do not use in a trending market)
 */
class HilbertTransformSinewaveIndicator implements Indicator
{

    public function __invoke(Collection $ohlcv, bool $trend = false): int
    {

        $hts = trader_ht_sine($ohlcv->get('open'), $ohlcv->get('close'));
        if (false === $hts) {
            throw new NotEnoughDataPointsException('Not enough data points');
        }


        $dcsine = array_pop($hts[1]);
        $p_dcsine = array_pop($hts[1]);
        // leadsine is the first one it looks like.
        $leadsine = array_pop($hts[0]);
        $p_leadsine = array_pop($hts[0]);

        if ($trend) {
            /** if the last two sets of both are negative */
            if ($dcsine < 0 && $p_dcsine < 0 && $leadsine < 0 && $p_leadsine < 0) {
                return static::BUY; // uptrend
            }
            /** if the last two sets of both are positive */
            if ($dcsine > 0 && $p_dcsine > 0 && $leadsine > 0 && $p_leadsine > 0) {
                return static::SELL; // downtrend
            }

            return static::HOLD;
        }

        /** WE ARE NOT ASKING FOR THE TREND, RETURN A SIGNAL */
        if ($leadsine > $dcsine && $p_leadsine <= $p_dcsine) {
            return static::BUY; // buy
        }
        if ($leadsine < $dcsine && $p_leadsine >= $p_dcsine) {
            return static::SELL; // sell
        }

        return static::HOLD;
    }
}