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.TradingRecord; import eu.verdelhan.ta4j.analysis.CashFlow; import eu.verdelhan.ta4j.indicators.helpers.ClosePriceIndicator; import java.awt.Color; import java.awt.Dimension; import java.text.SimpleDateFormat; import java.util.Date; 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.axis.NumberAxis; import org.jfree.chart.plot.XYPlot; import org.jfree.chart.renderer.xy.StandardXYItemRenderer; 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 cash flow of a strategy. */ public class CashFlowToChart { /** * 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(new Date(tick.getEndTime().toEpochSecond() * 1000)), indicator.getValue(i).toDouble()); } return chartTimeSeries; } /** * Adds the cash flow axis to the plot. * @param plot the plot * @param dataset the cash flow dataset */ private static void addCashFlowAxis(XYPlot plot, TimeSeriesCollection dataset) { final NumberAxis cashAxis = new NumberAxis("Cash Flow Ratio"); cashAxis.setAutoRangeIncludesZero(false); plot.setRangeAxis(1, cashAxis); plot.setDataset(1, dataset); plot.mapDatasetToRangeAxis(1, 1); final StandardXYItemRenderer cashFlowRenderer = new StandardXYItemRenderer(); cashFlowRenderer.setSeriesPaint(0, Color.blue); plot.setRenderer(1, cashFlowRenderer); } /** * 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 - Cash flow 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); // Running the strategy TimeSeriesManager seriesManager = new TimeSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); // Getting the cash flow of the resulting trades CashFlow cashFlow = new CashFlow(series, tradingRecord); /** * Building chart datasets */ TimeSeriesCollection datasetAxis1 = new TimeSeriesCollection(); datasetAxis1 .addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)")); TimeSeriesCollection datasetAxis2 = new TimeSeriesCollection(); datasetAxis2.addSeries(buildChartTimeSeries(series, cashFlow, "Cash Flow")); /** * Creating the chart */ JFreeChart chart = ChartFactory.createTimeSeriesChart("Bitstamp BTC", // title "Date", // x-axis label "Price", // y-axis label datasetAxis1, // 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")); /** * Adding the cash flow axis (on the right) */ addCashFlowAxis(plot, datasetAxis2); /** * Displaying the chart */ displayChart(chart); } }