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

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Here is the source code for com.leonarduk.finance.chart.CandlestickChart.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.awt.Color;
import java.io.IOException;
import java.util.Date;

import org.jfree.chart.ChartFactory;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.NumberAxis;
import org.jfree.chart.plot.DatasetRenderingOrder;
import org.jfree.chart.plot.XYPlot;
import org.jfree.chart.renderer.xy.CandlestickRenderer;
import org.jfree.chart.renderer.xy.XYLineAndShapeRenderer;
import org.jfree.data.time.Second;
import org.jfree.data.time.TimeSeriesCollection;
import org.jfree.data.xy.DefaultHighLowDataset;
import org.jfree.data.xy.OHLCDataset;

import com.leonarduk.finance.stockfeed.Stock;
import com.leonarduk.finance.utils.TimeseriesUtils;

import eu.verdelhan.ta4j.Tick;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator;

/**
 * This class builds a traditional candlestick chart.
 */
public class CandlestickChart {

    /**
     * Builds an additional JFreeChart dataset from a ta4j time series.
     *
     * @param series
     *            a time series
     * @return an additional dataset
     */
    private static TimeSeriesCollection createAdditionalDataset(final TimeSeries series) {
        final ClosePriceIndicator indicator = new ClosePriceIndicator(series);
        final TimeSeriesCollection dataset = new TimeSeriesCollection();
        final org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(
                series.getName() + " price");
        for (int i = 0; i < series.getTickCount(); i++) {
            final Tick tick = series.getTick(i);
            chartTimeSeries.add(new Second(tick.getEndTime().toDate()), indicator.getValue(i).toDouble());
        }
        dataset.addSeries(chartTimeSeries);
        return dataset;
    }

    /**
     * Builds a JFreeChart OHLC dataset from a ta4j time series.
     *
     * @param series
     *            a time series
     * @return an Open-High-Low-Close dataset
     */
    private static OHLCDataset createOHLCDataset(final TimeSeries series) {
        final int nbTicks = series.getTickCount();

        final Date[] dates = new Date[nbTicks];
        final double[] opens = new double[nbTicks];
        final double[] highs = new double[nbTicks];
        final double[] lows = new double[nbTicks];
        final double[] closes = new double[nbTicks];
        final double[] volumes = new double[nbTicks];

        for (int i = 0; i < nbTicks; i++) {
            final Tick tick = series.getTick(i);
            dates[i] = tick.getEndTime().toDate();
            opens[i] = tick.getOpenPrice().toDouble();
            highs[i] = tick.getMaxPrice().toDouble();
            lows[i] = tick.getMinPrice().toDouble();
            closes[i] = tick.getClosePrice().toDouble();
            volumes[i] = tick.getVolume().toDouble();
        }

        final OHLCDataset dataset = new DefaultHighLowDataset(series.getName(), dates, highs, lows, opens, closes,
                volumes);

        return dataset;
    }

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

        /**
         * Creating the OHLC dataset
         */
        final OHLCDataset ohlcDataset = CandlestickChart.createOHLCDataset(series);

        /**
         * Creating the additional dataset
         */
        final TimeSeriesCollection xyDataset = CandlestickChart.createAdditionalDataset(series);

        /**
         * Creating the chart
         */
        final JFreeChart chart = ChartFactory.createCandlestickChart(stock.getName() + " price", "Time",
                stock.getCurrency(), ohlcDataset, true);
        // Candlestick rendering
        final CandlestickRenderer renderer = new CandlestickRenderer();
        renderer.setAutoWidthMethod(CandlestickRenderer.WIDTHMETHOD_SMALLEST);
        final XYPlot plot = chart.getXYPlot();
        plot.setRenderer(renderer);
        // Additional dataset
        final int index = 1;
        plot.setDataset(index, xyDataset);
        plot.mapDatasetToRangeAxis(index, 0);
        final XYLineAndShapeRenderer renderer2 = new XYLineAndShapeRenderer(true, false);
        renderer2.setSeriesPaint(index, Color.blue);
        plot.setRenderer(index, renderer2);
        // Misc
        plot.setRangeGridlinePaint(Color.lightGray);
        plot.setBackgroundPaint(Color.white);
        final NumberAxis numberAxis = (NumberAxis) plot.getRangeAxis();
        numberAxis.setAutoRangeIncludesZero(false);
        plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);

        /**
         * Displaying the chart
         */
        ChartDisplay.displayChartInFrame(chart, 740, 300, "Candlestick Chart");
    }

}