java判断均线_EWMA：EWMA指数加权移动平均模型的Java实现

具体代码如下：

package com.lyz.storm.ewma;

import java.io.Serializable;

/**

* 实现指数移动平均值计算

* 实现中使用了流式风格的builder API

* @author liuyazhuang

*

*/

public class EWMA implements Serializable {

private static final long serialVersionUID = 2979391326784043002L;

//时间类型枚举

public static enum Time {

MILLISECONDS(1), SECONDS(1000), MINUTES(SECONDS.getTime() * 60), HOURS(MINUTES.getTime() * 60), DAYS(HOURS.getTime() * 24), WEEKS(DAYS.getTime() * 7);

private long millis;

private Time(long millis) {

this.millis = millis;

}

public long getTime() {

return this.millis;

}

}

//三个alpha常量，这些值和Unix系统计算负载时使用的标准alpha值相同

public static final double ONE_MINUTE_ALPHA = 1 - Math.exp(-5d / 60d / 1d);

public static fin