Develop Reference

Different EMA (Exponential Moving Average) than on Binance

I am writing a Java program by using the Binance JAVA API to retrieve the 1-minute interval candelsticks of a trading pair. Using this Java class, I want to calculate the EMA (Exponential Moving Average) of the past 10 days.
The Binance JAVA API websocket implementation gets the latest depth events, which also contains the current closing price that I use to update the EMA calculation by calling the EMA#update method.
However, I notice that the EMA showing on the Binance's graph, does not correspond to the ones I get from my code. Also, I notice that the values need some time to 'settle' before giving (somewhat) same values compared to those shown on Binance.
On TradingView I found a formula to calculate the EMA (that shows the same EMA value as on Binance), but that is different than the one used in the EMA class. However, even when using this formula, the values are very different than the one on Binance.
Could someone help me figure out what the issue is and how to obtain the same values?
UPDATE 1: code provided
import java.util.*;
import java.util.stream.Collectors;
import com.binance.api.client.BinanceApiClientFactory;
import com.binance.api.client.BinanceApiRestClient;
import com.binance.api.client.BinanceApiWebSocketClient;
import com.binance.api.client.domain.market.Candlestick;
import com.binance.api.client.domain.market.CandlestickInterval;
import core.util.text.DecimalFormat;
import core.util.text.StringUtil;
public class test_003
{
private Map<Long, Candlestick> candlesticksCache = new TreeMap<>();
private EMA EMA_10;
private EMA EMA_20;
public static void main(String[] pArgs)
{
new test_003();
}
private test_003()
{
Locale.setDefault(Locale.US);
candlesticksCacheExample("ADAUSDT", CandlestickInterval.ONE_MINUTE);
}
private void candlesticksCacheExample(String symbol, CandlestickInterval interval)
{
initializeCandlestickCache(symbol, interval);
startCandlestickEventStreaming(symbol, interval);
}
private void initializeCandlestickCache(String symbol, CandlestickInterval interval)
{
BinanceApiClientFactory factory = BinanceApiClientFactory.newInstance();
BinanceApiRestClient client = factory.newRestClient();
List<Candlestick> candlestickBars_10 = client.getCandlestickBars(symbol.toUpperCase(), interval, Integer.valueOf(11), null, null);
List<Candlestick> candlestickBars_20 = client.getCandlestickBars(symbol.toUpperCase(), interval, Integer.valueOf(21), null, null);
List<Double> closingPriceList_10 = candlestickBars_10.stream().map(c -> Double.valueOf(c.getClose())).collect(Collectors.toList());
List<Double> closingPriceList_20 = candlestickBars_20.stream().map(c -> Double.valueOf(c.getClose())).collect(Collectors.toList());
EMA_10 = new EMA(closingPriceList_10, Integer.valueOf(10));
EMA_20 = new EMA(closingPriceList_20, Integer.valueOf(20));
}
private void startCandlestickEventStreaming(String symbol, CandlestickInterval interval)
{
BinanceApiClientFactory factory = BinanceApiClientFactory.newInstance();
BinanceApiWebSocketClient client = factory.newWebSocketClient();
client.onCandlestickEvent(symbol.toLowerCase(), interval, response -> {
Long openTime = response.getOpenTime();
Candlestick updateCandlestick = candlesticksCache.get(openTime);
if (updateCandlestick == null)
{
// new candlestick
updateCandlestick = new Candlestick();
}
// update candlestick with the stream data
updateCandlestick.setOpenTime(response.getOpenTime());
updateCandlestick.setOpen(response.getOpen());
updateCandlestick.setLow(response.getLow());
updateCandlestick.setHigh(response.getHigh());
updateCandlestick.setClose(response.getClose());
updateCandlestick.setCloseTime(response.getCloseTime());
updateCandlestick.setVolume(response.getVolume());
updateCandlestick.setNumberOfTrades(response.getNumberOfTrades());
updateCandlestick.setQuoteAssetVolume(response.getQuoteAssetVolume());
updateCandlestick.setTakerBuyQuoteAssetVolume(response.getTakerBuyQuoteAssetVolume());
updateCandlestick.setTakerBuyBaseAssetVolume(response.getTakerBuyQuoteAssetVolume());
// Store the updated candlestick in the cache
candlesticksCache.put(openTime, updateCandlestick);
double closingPrice = Double.valueOf(updateCandlestick.getClose());
EMA_10.update(closingPrice);
EMA_20.update(closingPrice);
System.out.println(StringUtil.replacePlaceholders("Closing price: %1 | EMA(10): %2 - EMA(20): %3", response.getClose(),
DecimalFormat.format(EMA_10.get(), "#.#####"),
DecimalFormat.format(EMA_20.get(), "#.#####")));
});
}
public class EMA
{
private double currentEMA;
private final int period;
private final double multiplier;
private final List<Double> EMAhistory;
private final boolean historyNeeded;
private String fileName;
public EMA(List<Double> closingPrices, int period)
{
this(closingPrices, period, false);
}
public EMA(List<Double> closingPrices, int period, boolean historyNeeded)
{
currentEMA = 0;
this.period = period;
this.historyNeeded = historyNeeded;
this.multiplier = 2.0 / (double) (period + 1);
this.EMAhistory = new ArrayList<>();
init(closingPrices);
}
public double get()
{
return currentEMA;
}
public double getTemp(double newPrice)
{
return (newPrice - currentEMA) * multiplier + currentEMA;
}
public void init(List<Double> closingPrices)
{
if (period > closingPrices.size()) return;
//Initial SMA
for (int i = 0; i < period; i++)
{
currentEMA += closingPrices.get(i);
}
currentEMA = currentEMA / (double) period;
if (historyNeeded) EMAhistory.add(currentEMA);
//Dont use latest unclosed candle;
for (int i = period; i < closingPrices.size() - 1; i++)
{
update(closingPrices.get(i));
}
}
public void update(double newPrice)
{
// EMA = (Close - EMA(previousBar)) * multiplier + EMA(previousBar)
currentEMA = (newPrice - currentEMA) * multiplier + currentEMA;
if (historyNeeded) EMAhistory.add(currentEMA);
}
public int check(double newPrice)
{
return 0;
}
public String getExplanation()
{
return null;
}
public List<Double> getEMAhistory()
{
return EMAhistory;
}
public int getPeriod()
{
return period;
}
}
}
UPDATE 2

The problem is that onCandlestickEvent is not just called when a candle is completed, but actually multiple times per minute (every 2 seconds or so). The data that you are receiving in the response spans the time from when the candle is opened until the event time of the response, whether the candle is completed or not.
To see what I mean, you could replace the System.out() statement in your startCandlestickEventStreaming method with the following:
System.out.println(response.getOpenTime() + ";" +
response.getEventTime() + ";" +
response.getCloseTime());
You will see that the close time of the candle actually lies in the future.
In order to update your EMA correctly, you will have to wait until the candle has actually been completed. You could store the open time of the tentative candle in a member variable, check if it has changed since the last time onCandlestickEvent was called, and then update your EMA with the final close value of the candle:
client.onCandlestickEvent(symbol.toLowerCase(), interval, response -> {
Long openTime = response.getOpenTime();
Candlestick updateCandlestick = candlesticksCache.get(openTime);
if (updateCandlestick == null)
{
// new candlestick
updateCandlestick = new Candlestick();
}
// update candlestick with the stream data
...
// Store the updated candlestick in the cache
candlesticksCache.put(openTime, updateCandlestick);
if (openTime > m_LastOpenTime)
{
// need to get the close of the PREVIOUS candle
Candlestick previousCandle = candlesticksCache.get(m_LastOpenTime);
double closingPrice = Double.valueOf(previousCandle.getClose());
EMA_10.update(closingPrice);
EMA_20.update(closingPrice);
System.out.println(StringUtil.replacePlaceholders("Closing price: %1 | EMA(10): %2 - EMA(20): %3", response.getClose(),
DecimalFormat.format(EMA_10.get(), "#.#####"),
DecimalFormat.format(EMA_20.get(), "#.#####")));
m_LastOpenTime = openTime;
}
});
You'll probably get an exception on the first response, because there are no candles on the stack yet and we don't have a m_LastOpenTime. You could get the current server time before calling client.onCandlestickEvent():
private void startCandlestickEventStreaming(String symbol, CandlestickInterval interval)
{
BinanceApiClientFactory factory = BinanceApiClientFactory.newInstance();
BinanceApiWebSocketClient client = factory.newWebSocketClient();
BinanceApiRestClient restClient = factory.newRestClient();
m_LastOpenTime = restClient.getServerTime();
client.onCandlestickEvent(symbol.toLowerCase(), interval, response -> {
...
}
}

I noticed there's actually a much simpler way than my other answer. I'm leaving that one up, however, because it could still be relevant for dealing with a dodgy connection where you can't necessarily rely on always getting the final candlestick with your response.
The response.getBarFinal()) method allows for testing whether the response you have received is the final candlestick or if it is just an intermediate one. If you change your code as follows, your EMA will only get updated with the final close value of the candle as it should be:
if (response.getBarFinal())
{
double closingPrice = Double.valueOf(updateCandlestick.getClose());
EMA_10.update(closingPrice);
EMA_20.update(closingPrice);
System.out.println(StringUtil.replacePlaceholders("Closing price: %1 | EMA(10): %2 - EMA(20): %3", response.getClose(),
DecimalFormat.format(EMA_10.get(), "#.#####"),
DecimalFormat.format(EMA_20.get(), "#.#####")));
}

Android: get UsageStats per hour

I use UsageStats feature of Android, but the smallest interval is DAILY INTERVAL.
long time = System.currentTimeMillis();
List<UsageStats> appList = manager.queryUsageStats(UsageStatsManager.INTERVAL_DAILY, time - DAY_IN_MILLI_SECONDS, time);
How can I get UsageStats in an hourly interval?

All credit goes to this answer. I have learned from that one.
How can we collect app usage data for customized time range (e.g. for per 1 hour)?
We have to call queryEvents(long begin_time, long end_time) method as it will provide us all data starting from begin_time to end_time. It give us each app data through foreground and background events instead of total spent time like queryUsageStats() method. So, using foreground and background events time stamp, we can count the number of times an app has been launched and also can find out the usage duration for each app.
Implementation to Collect Last 1 Hour App Usage Data
At first, add the following line in the AndroidManifest.xml file and also request user to get permission of usage access.
<uses-permission android:name="android.permission.PACKAGE_USAGE_STATS" />
Add the following lines inside any method
long hour_in_mil = 1000*60*60; // In Milliseconds
long end_time = System.currentTimeMillis();
long start_time = end_time - hour_in_mil;
Then, call the method getUsageStatistics()
getUsageStatistics(start_time, end_time);
getUsageStatistics methiod
#RequiresApi(api = Build.VERSION_CODES.LOLLIPOP)
void getUsageStatistics(long start_time, long end_time) {
UsageEvents.Event currentEvent;
// List<UsageEvents.Event> allEvents = new ArrayList<>();
HashMap<String, AppUsageInfo> map = new HashMap<>();
HashMap<String, List<UsageEvents.Event>> sameEvents = new HashMap<>();
UsageStatsManager mUsageStatsManager = (UsageStatsManager)
context.getSystemService(Context.USAGE_STATS_SERVICE);
if (mUsageStatsManager != null) {
// Get all apps data from starting time to end time
UsageEvents usageEvents = mUsageStatsManager.queryEvents(start_time, end_time);
// Put these data into the map
while (usageEvents.hasNextEvent()) {
currentEvent = new UsageEvents.Event();
usageEvents.getNextEvent(currentEvent);
if (currentEvent.getEventType() == UsageEvents.Event.ACTIVITY_RESUMED ||
currentEvent.getEventType() == UsageEvents.Event.ACTIVITY_PAUSED) {
// allEvents.add(currentEvent);
String key = currentEvent.getPackageName();
if (map.get(key) == null) {
map.put(key, new AppUsageInfo(key));
sameEvents.put(key,new ArrayList<UsageEvents.Event>());
}
sameEvents.get(key).add(currentEvent);
}
}
// Traverse through each app data which is grouped together and count launch, calculate duration
for (Map.Entry<String,List<UsageEvents.Event>> entry : sameEvents.entrySet()) {
int totalEvents = entry.getValue().size();
if (totalEvents > 1) {
for (int i = 0; i < totalEvents - 1; i++) {
UsageEvents.Event E0 = entry.getValue().get(i);
UsageEvents.Event E1 = entry.getValue().get(i + 1);
if (E1.getEventType() == 1 || E0.getEventType() == 1) {
map.get(E1.getPackageName()).launchCount++;
}
if (E0.getEventType() == 1 && E1.getEventType() == 2) {
long diff = E1.getTimeStamp() - E0.getTimeStamp();
map.get(E0.getPackageName()).timeInForeground += diff;
}
}
}
// If First eventtype is ACTIVITY_PAUSED then added the difference of start_time and Event occuring time because the application is already running.
if (entry.getValue().get(0).getEventType() == 2) {
long diff = entry.getValue().get(0).getTimeStamp() - start_time;
map.get(entry.getValue().get(0).getPackageName()).timeInForeground += diff;
}
// If Last eventtype is ACTIVITY_RESUMED then added the difference of end_time and Event occuring time because the application is still running .
if (entry.getValue().get(totalEvents - 1).getEventType() == 1) {
long diff = end_time - entry.getValue().get(totalEvents - 1).getTimeStamp();
map.get(entry.getValue().get(totalEvents - 1).getPackageName()).timeInForeground += diff;
}
}
smallInfoList = new ArrayList<>(map.values());
// Concatenating data to show in a text view. You may do according to your requirement
for (AppUsageInfo appUsageInfo : smallInfoList)
{
// Do according to your requirement
strMsg = strMsg.concat(appUsageInfo.packageName + " : " + appUsageInfo.launchCount + "\n\n");
}
TextView tvMsg = findViewById(R.id.MA_TvMsg);
tvMsg.setText(strMsg);
} else {
Toast.makeText(context, "Sorry...", Toast.LENGTH_SHORT).show();
}
}
AppUsageInfo.class
import android.graphics.drawable.Drawable;
class AppUsageInfo {
Drawable appIcon; // You may add get this usage data also, if you wish.
String appName, packageName;
long timeInForeground;
int launchCount;
AppUsageInfo(String pName) {
this.packageName=pName;
}
}
How can I customize these codes to collect per 1 hour data?
As you want to get per hour data, please change the end_time and start_time value for every hour data. For instance: If I would try to collect past per hour data (for past 2 hour data). I would do the following thing.
long end_time = System.currentTimeMillis();
long start_time = end_time - (1000*60*60);
getUsageStatistics(start_time, end_time);
end_time = start_time;
start_time = start_time - hour_in_mil;
getUsageStatistics(start_time, end_time);
However, you may use a Handler to skip repeatedly writing start_time and end_time to change value of these variables. Each time data will be collected for one hour, a task will be completed and after automatically changing the values of the variables, you will again call the getUsageStatistics method.
Note: Maybe, you will not be able to retrieve data for more than past 7.5 days as events are only kept by the system for a few days.

Calendar cal = (Calendar) Calendar.getInstance().clone();
//I used this and it worked, only for 7 days and a half ago
if (daysAgo == 0) {
//Today - I only count from 00h00m00s today to present
end = cal.getTimeInMillis();
start = LocalDate.now().toDateTimeAtStartOfDay().toInstant().getMillis();
} else {
long todayStartOfDayTimeStamp = LocalDate.now().toDateTimeAtStartOfDay().toInstant().getMillis();
if (mDaysAgo == -6) {
//6 days ago, only get events in time -7 days to -7.5 days
cal.setTimeInMillis(System.currentTimeMillis());
cal.add(Calendar.DATE, daysAgo + 1);
end = cal .getTimeInMillis();
start = end - 43200000;
} else {
//get events from 00h00m00s to 23h59m59s
//Current calendar point to 0h0m today
cal.setTimeInMillis(todayStartOfDayTimeStamp);
cal.add(Calendar.DATE, daysAgo + 1);
end = calendar.getTimeInMillis();
cal.add(Calendar.DATE, -1);
start = calendar.getTimeInMillis();
}
}

I don't think it's possible, even if you ask for data in the middle of an interval, it looks like the data is stored in buckets and the minimum bucket is a day.
In UsageStatsManager documentation, it says:
A request for data in the middle of a time interval will include that interval.
Also, INTERVAL_BEST is not a real interval, it just selects one of the available intervals for the given time range. In
UsageStatsManager.java source code, it says:
/**
* The number of available intervals. Does not include {#link #INTERVAL_BEST}, since it
* is a pseudo interval (it actually selects a real interval).
* {#hide}
*/
public static final int INTERVAL_COUNT = 4;

Yes, Android is providing minimum INTERVAL_DAILY. But for the best result, you can use INTERVAL_BEST. Android is giving the best interval timer for the given time range in queryUsageStats(int, long, long).
Happy coding...

Java timer with delay never runs

I have java.util.Timer class and TimerTask to schedule, I want to do the task every day at 2AM.
My code:
public class AutomaticPuller {
final private Timer t = new Timer();
public AutomaticPuller() {
Calendar today = Calendar.getInstance();
today.set(Calendar.HOUR_OF_DAY, 2);
today.set(Calendar.MINUTE, 0);
today.set(Calendar.SECOND, 0);
long cooldown = today.getTimeInMillis();
if (today.getTime().before(new Date(System.currentTimeMillis()))) {
cooldown += 24L*60L*60L*1000L;
}
System.out.println("Task will run at: " + new Date(cooldown));
TimerTask tt = new TimerTask() {
public void run() {
try {
updateAll();
} catch (Exception e) {
e.printStackTrace();
}
}
};
t.schedule(tt, cooldown, 24L*60L*60L*1000L);
}
}
I see the output from println (Task will run at:) but the task that should run at 2AM is never executed, why ? I dont get it I have never met such a problem. No errors in output log.

Because you are using todays time in milliseconds as the delay in milliseconds before task is to be executed. That means the task will execute in about 47 years.

Fixed by adding this line:
cooldown = cooldown - System.currentTimeMillis();
Basically I just forgot to remove the current millis from the cooldown.

How to run akka scheduler in Java Play Framework on a particular day of the week?

I have to create a scheduler which runs at a particular day of week. For example my scheduler should run on every Monday at 11:50 PM. Please help me through the task.
PS: I went through these links How to schedule task daily + onStart() in Play 2.0.4? suggests using a cronJob expression to calculate next execution time. Is there a way to do using akka by default i.e. without a cronJob expression?

schedule(initialDelay: Duration, frequency: Duration, receiver: ActorRef, message: Any)
You just need to calculate the initialDelay on the scale (minutes, hours, days) that you want. In your case, you have to find out the time until the next Monday. That's not an issue related with Akka, just plain Java:
//In minutes
private long timeToNextMonday(){
Calendar now = Calendar.getInstance();
now.set(Calendar.HOUR, 23);
now.set(Calendar.MINUTE, 50);
int weekday = now.get(Calendar.DAY_OF_WEEK);
System.out.println(now.getTime());
if (weekday != Calendar.MONDAY){
// calculate how much to add
// the 2 is the difference between Saturday and Monday
int days = (Calendar.SATURDAY - weekday + 2) % 7;
now.add(Calendar.DAY_OF_YEAR, days);
}
Date date = now.getTime();
return (now.getTime().getTime() - System.currentTimeMillis())/(1000*60);
}
And then the schedule call itself is pretty straightforward:
Akka.system().scheduler().schedule(
Duration.create(timeToNextMonday, TimeUnit.MINUTES),
Duration.create(7, TimeUnit.DAYS),
actor, actorMessage,
Akka.system().dispatcher(), null);

public void onStart(Application application) {
try{
Duration.create(timeToNextMonday(), TimeUnit.MILLISECONDS),
Duration.create(7, TimeUnit.DAYS),
new Runnable() {
#Override
public void run() {
JPA.withTransaction(new F.Callback0() {
#Override
public void invoke() throws Throwable {
System.out.println("Printing time : " + new Date());
}
});
}
},
Akka.system().dispatcher());
}
catch (Throwable t){
HashMap<String,String> params = new HashMap<>();
Logger.error("{}:params:{}", "error while starting cron for Historical TW questions", params, t);
}
super.onStart(application);
}
//In minutes
private long timeToNextMonday(){
Calendar now = Calendar.getInstance();
while (now.get(Calendar.DAY_OF_WEEK) != Calendar.MONDAY) {
now.add(Calendar.DATE, 1);
}
now.set(Calendar.HOUR,11);
now.set(Calendar.AM_PM,Calendar.PM);
now.set(Calendar.MINUTE,50);
now.set(Calendar.SECOND,00);
now.set(Calendar.MILLISECOND,00);
return now.getTime().getTime() - Calendar.getInstance().getTime().getTime();
}

Java Logarithm Clock Gives Innacurate Answers

Ok, so I was building a clock that would give out times in the form of Log10(hour) and also minute and second in the same format, but I keep getting strange outputs when this runs. I get mostly NANs and sometimes infinity(or its negative). I have a feeling that something is wrong with the numbers that I am using(like maybe they are too large or something like that) NOTE: currentTime is a long, calendar is a Calendar, and hour, minute, and second are doubles. Also the clock variable is a JLabel. After the program goes through two iterations it always switches over to NANs.
this.timer.scheduleAtFixedRate(new TimerTask() {
#Override
public void run() {
new SwingWorker<Void, Void>() {
#Override
protected Void doInBackground() throws Exception {
currentTime = System.currentTimeMillis();
calendar.setTime(new Date(currentTime));
hour = Math.log10(hour);
minute = Math.log10(minute);
second = Math.log10(second);
System.out.println(hour + " " + minute + " " + second);
return null;
}
#Override
protected void done() {
clock.setText("<html><body><p>Log Time: "
+ "Log<sub>10</sub>(" + hour + ") || "
+ "Log<sub>10</sub>(" + minute + ") || "
+ "Log<sub>10</sub>(" + second + ")</p></body></html>");
}
}.execute();
}
}, 0, 200);

This code doesn't make a lot of sense:
currentTime = System.currentTimeMillis();
calendar.setTime(new Date(currentTime));
hour = Math.log10(hour);
minute = Math.log10(minute);
second = Math.log10(second);
You're setting the time in calendar - but then completely ignoring it. I would expect you'd want something like:
currentTime = System.currentTimeMillis();
calendar.setTime(new Date(currentTime));
hour = Math.log10(calendar.get(Calendar.HOUR_OF_DAY));
minute = Math.log10(calendar.get(Calendar.MINUTE));
second = Math.log10(calendar.get(Calendar.SECOND));
EDIT: As noted on comments, you also need to consider what you'll do when the hour, minute or second is 0. (It's very unclear why you'd want to use a log-based clock to start with, to be honest.)