com.leonarduk.finance.chart.BollingerBars.java Source code

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Here is the source code for com.leonarduk.finance.chart.BollingerBars.java

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/**
 * 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.chart;

import java.io.IOException;
import java.text.SimpleDateFormat;

import org.jfree.chart.ChartFactory;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.DateAxis;
import org.jfree.chart.plot.XYPlot;
import org.jfree.data.time.Day;
import org.jfree.data.time.TimeSeriesCollection;

import com.leonarduk.finance.stockfeed.Stock;
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.indicators.simple.ClosePriceIndicator;
import eu.verdelhan.ta4j.indicators.trackers.bollinger.BollingerBandsLowerIndicator;
import eu.verdelhan.ta4j.indicators.trackers.bollinger.BollingerBandsMiddleIndicator;
import eu.verdelhan.ta4j.indicators.trackers.bollinger.BollingerBandsUpperIndicator;

/**
 * This class builds a graphical chart showing values from indicators.
 */
public class BollingerBars {

    /**
     * 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 Day(tick.getEndTime().toDate()), indicator.getValue(i).toDouble());
        }
        return chartTimeSeries;
    }

    public static void displayBollingerBars(final Stock stock) throws IOException {
        final TimeSeries series = TimeseriesUtils.getTimeSeries(stock, 1);

        /**
         * Creating indicators
         */
        // Close price
        final ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
        // Bollinger bands
        final BollingerBandsMiddleIndicator middleBBand = new BollingerBandsMiddleIndicator(closePrice);
        final BollingerBandsLowerIndicator lowBBand = new BollingerBandsLowerIndicator(middleBBand, closePrice,
                Decimal.ONE);
        final BollingerBandsUpperIndicator upBBand = new BollingerBandsUpperIndicator(middleBBand, closePrice,
                Decimal.ONE);

        /**
         * Building chart dataset
         */
        final TimeSeriesCollection dataset = new TimeSeriesCollection();
        dataset.addSeries(BollingerBars.buildChartTimeSeries(series, closePrice,
                stock.getName() + ". (" + stock.getSymbol() + ") - " + stock.getStockExchange()));
        dataset.addSeries(BollingerBars.buildChartTimeSeries(series, lowBBand, "Low Bollinger Band"));
        dataset.addSeries(BollingerBars.buildChartTimeSeries(series, upBBand, "High Bollinger Band"));

        /**
         * Creating the chart
         */
        final JFreeChart chart = ChartFactory.createTimeSeriesChart(stock.getName() + "Close Prices", // title
                "Date", // x-axis label
                "Price Per Unit", // 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("yyyy-MM-dd"));

        /**
         * Displaying the chart
         */
        ChartDisplay.displayChartInFrame(chart, 500, 270, "Bollinger chart");
    }

}