Java tutorial
/** * The MIT License (MIT) * * Copyright (c) 2014-2017 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 ta4jexamples.analysis; import eu.verdelhan.ta4j.Indicator; import eu.verdelhan.ta4j.Strategy; import eu.verdelhan.ta4j.Decimal; import eu.verdelhan.ta4j.Tick; import eu.verdelhan.ta4j.TimeSeries; import eu.verdelhan.ta4j.TimeSeriesManager; import eu.verdelhan.ta4j.Trade; import eu.verdelhan.ta4j.indicators.helpers.ClosePriceIndicator; import java.awt.Color; import java.awt.Dimension; import java.text.SimpleDateFormat; import java.util.Date; import java.util.List; import org.jfree.chart.ChartFactory; import org.jfree.chart.ChartPanel; import org.jfree.chart.JFreeChart; import org.jfree.chart.axis.DateAxis; 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 ta4jexamples.loaders.CsvTradesLoader; import ta4jexamples.strategies.MovingMomentumStrategy; /** * This class builds a graphical chart showing the buy/sell signals of a strategy. */ public class BuyAndSellSignalsToChart { /** * 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(TimeSeries tickSeries, Indicator<Decimal> indicator, String name) { org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name); for (int i = 0; i < tickSeries.getTickCount(); i++) { Tick tick = tickSeries.getTick(i); chartTimeSeries.add(new Minute(Date.from(tick.getEndTime().toInstant())), indicator.getValue(i).toDouble()); } return chartTimeSeries; } /** * 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 strategy a trading strategy * @param plot the plot */ private static void addBuySellSignals(TimeSeries series, Strategy strategy, XYPlot plot) { // Running the strategy TimeSeriesManager seriesManager = new TimeSeriesManager(series); List<Trade> trades = seriesManager.run(strategy).getTrades(); // Adding markers to plot for (Trade trade : trades) { // Buy signal double buySignalTickTime = new Minute( Date.from(series.getTick(trade.getEntry().getIndex()).getEndTime().toInstant())) .getFirstMillisecond(); Marker buyMarker = new ValueMarker(buySignalTickTime); buyMarker.setPaint(Color.GREEN); buyMarker.setLabel("B"); plot.addDomainMarker(buyMarker); // Sell signal double sellSignalTickTime = new Minute( Date.from(series.getTick(trade.getExit().getIndex()).getEndTime().toInstant())) .getFirstMillisecond(); Marker sellMarker = new ValueMarker(sellSignalTickTime); sellMarker.setPaint(Color.RED); sellMarker.setLabel("S"); plot.addDomainMarker(sellMarker); } } /** * Displays a chart in a frame. * @param chart the chart to be displayed */ private static void displayChart(JFreeChart chart) { // Chart panel ChartPanel panel = new ChartPanel(chart); panel.setFillZoomRectangle(true); panel.setMouseWheelEnabled(true); panel.setPreferredSize(new Dimension(1024, 400)); // Application frame 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(String[] args) { // Getting the time series TimeSeries series = CsvTradesLoader.loadBitstampSeries(); // Building the trading strategy Strategy strategy = MovingMomentumStrategy.buildStrategy(series); /** * Building chart datasets */ TimeSeriesCollection dataset = new TimeSeriesCollection(); dataset.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)")); /** * Creating the chart */ JFreeChart chart = ChartFactory.createTimeSeriesChart("Bitstamp BTC", // title "Date", // x-axis label "Price", // y-axis label dataset, // data true, // create legend? true, // generate tooltips? false // generate URLs? ); XYPlot plot = (XYPlot) chart.getPlot(); 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 */ addBuySellSignals(series, strategy, plot); /** * Displaying the chart */ displayChart(chart); } }