Java tutorial
/** * The MIT License (MIT) * * Copyright (c) 2014-2016 Marc de Verdelhan & respective authors (see AUTHORS) * * Permission is hereby granted, free of charge, to any person obtaining a copy * of this software and associated documentation files (the "Software"), to deal * in the Software without restriction, including without limitation the rights * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell * copies of the Software, and to permit persons to whom the Software is * furnished to do so, subject to the following conditions: * * The above copyright notice and this permission notice shall be included in * all copies or substantial portions of the Software. * * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE * SOFTWARE. */ package com.leonarduk.finance.analysis; import java.awt.Color; import java.awt.Dimension; import java.io.IOException; import java.util.ArrayList; import java.util.List; import org.jfree.chart.ChartFactory; import org.jfree.chart.ChartPanel; import org.jfree.chart.JFreeChart; import org.jfree.chart.plot.Marker; import org.jfree.chart.plot.ValueMarker; import org.jfree.chart.plot.XYPlot; import org.jfree.data.time.Minute; import org.jfree.data.time.TimeSeriesCollection; import org.jfree.ui.ApplicationFrame; import org.jfree.ui.RefineryUtilities; import com.leonarduk.finance.stockfeed.Instrument; import com.leonarduk.finance.stockfeed.IntelligentStockFeed; import com.leonarduk.finance.stockfeed.Stock; import com.leonarduk.finance.stockfeed.StockFeed; import com.leonarduk.finance.strategies.AbstractStrategy; import com.leonarduk.finance.strategies.GlobalExtremaStrategy; import com.leonarduk.finance.strategies.MovingMomentumStrategy; import com.leonarduk.finance.strategies.SimpleMovingAverageStrategy; import com.leonarduk.finance.utils.TimeseriesUtils; import eu.verdelhan.ta4j.Decimal; import eu.verdelhan.ta4j.Indicator; import eu.verdelhan.ta4j.Tick; import eu.verdelhan.ta4j.TimeSeries; import eu.verdelhan.ta4j.Trade; import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator; /** * This class builds a graphical chart showing the buy/sell signals of a * strategy. */ public class BuyAndSellSignalsToChart { /** * Runs a strategy over a time series and adds the value markers * corresponding to buy/sell signals to the plot. * * @param series * a time series * @param strategy2 * a trading strategy * @param plot * the plot */ private static void addBuySellSignals(final TimeSeries series, final AbstractStrategy strategy2, final XYPlot plot) { // Running the strategy final List<Trade> trades = series.run(strategy2.getStrategy()).getTrades(); // Adding markers to plot for (final Trade trade : trades) { // Buy signal final double buySignalTickTime = new Minute( series.getTick(trade.getEntry().getIndex()).getEndTime().toDate()).getFirstMillisecond(); final Marker buyMarker = new ValueMarker(buySignalTickTime); buyMarker.setPaint(Color.GREEN); buyMarker.setLabel("B"); plot.addDomainMarker(buyMarker); // Sell signal final double sellSignalTickTime = new Minute( series.getTick(trade.getExit().getIndex()).getEndTime().toDate()).getFirstMillisecond(); final Marker sellMarker = new ValueMarker(sellSignalTickTime); sellMarker.setPaint(Color.RED); sellMarker.setLabel("S"); plot.addDomainMarker(sellMarker); } } /** * Builds a JFreeChart time series from a Ta4j time series and an indicator. * * @param tickSeries * the ta4j time series * @param indicator * the indicator * @param name * the name of the chart time series * @return the JFreeChart time series */ private static org.jfree.data.time.TimeSeries buildChartTimeSeries(final TimeSeries tickSeries, final Indicator<Decimal> indicator, final String name) { final org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name); for (int i = 0; i < tickSeries.getTickCount(); i++) { final Tick tick = tickSeries.getTick(i); chartTimeSeries.add(new Minute(tick.getEndTime().toDate()), indicator.getValue(i).toDouble()); } return chartTimeSeries; } public static void displayBuyAndSellChart(final TimeSeries series, final List<AbstractStrategy> strategies, final String name) { /** * Building chart datasets */ final TimeSeriesCollection dataset = new TimeSeriesCollection(); dataset.addSeries( BuyAndSellSignalsToChart.buildChartTimeSeries(series, new ClosePriceIndicator(series), name)); /** * Creating the chart */ final JFreeChart chart = ChartFactory.createTimeSeriesChart(name, // title "Date", // x-axis label "Price", // y-axis label dataset, // data true, // create legend? true, // generate tooltips? false // generate URLs? ); final XYPlot plot = (XYPlot) chart.getPlot(); // final DateAxis axis = (DateAxis) plot.getDomainAxis(); // axis.setDateFormatOverride(new SimpleDateFormat("MM-dd HH:mm")); /** * Running the strategy and adding the buy and sell signals to plot */ for (final AbstractStrategy strategy2 : strategies) { BuyAndSellSignalsToChart.addBuySellSignals(series, strategy2, plot); } /** * Displaying the chart */ BuyAndSellSignalsToChart.displayChart(chart); } /** * Displays a chart in a frame. * * @param chart * the chart to be displayed */ private static void displayChart(final JFreeChart chart) { // Chart panel final ChartPanel panel = new ChartPanel(chart); panel.setFillZoomRectangle(true); panel.setMouseWheelEnabled(true); panel.setPreferredSize(new Dimension(1024, 400)); // Application frame final ApplicationFrame frame = new ApplicationFrame("Ta4j example - Buy and sell signals to chart"); frame.setContentPane(panel); frame.pack(); RefineryUtilities.centerFrameOnScreen(frame); frame.setVisible(true); } public static void main(final String[] args) throws IOException { // Getting the time series final StockFeed feed = new IntelligentStockFeed(); final String ticker = "ISXF"; final Stock stock = feed.get(Instrument.fromString(ticker), 1).get(); final TimeSeries series = TimeseriesUtils.getTimeSeries(stock, 1); // Building the trading strategy final List<AbstractStrategy> strategies = new ArrayList<>(); strategies.add(GlobalExtremaStrategy.buildStrategy(series)); strategies.add(MovingMomentumStrategy.buildStrategy(series, 12, 26, 9)); strategies.add(SimpleMovingAverageStrategy.buildStrategy(series, 12)); strategies.add(SimpleMovingAverageStrategy.buildStrategy(series, 20)); strategies.add(SimpleMovingAverageStrategy.buildStrategy(series, 50)); BuyAndSellSignalsToChart.displayBuyAndSellChart(series, strategies, stock.getName()); } }