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/**
 * The MIT License (MIT)
 *
 * Copyright (c) 2014-2017 Marc de Verdelhan, 2017-2019 Ta4j Organization & 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 org.ta4j.core;

import org.ta4j.core.num.Num;

import java.util.List;

/**
 * An analysis criterion.
 *
 * Can be used to:
 * 
    *
  • Analyze the performance of a {@link Strategy strategy} *
  • Compare several {@link Strategy strategies} together *
*/ public interface AnalysisCriterion { /** * @param series a bar series, not null * @param trade a trade, not null * @return the criterion value for the trade */ Num calculate(BarSeries series, Trade trade); /** * @param series a bar series, not null * @param tradingRecord a trading record, not null * @return the criterion value for the trades */ Num calculate(BarSeries series, TradingRecord tradingRecord); /** * @param manager the bar series manager * @param strategies a list of strategies * @return the best strategy (among the provided ones) according to the * criterion */ default Strategy chooseBest(BarSeriesManager manager, List strategies) { Strategy bestStrategy = strategies.get(0); Num bestCriterionValue = calculate(manager.getBarSeries(), manager.run(bestStrategy)); for (int i = 1; i < strategies.size(); i++) { Strategy currentStrategy = strategies.get(i); Num currentCriterionValue = calculate(manager.getBarSeries(), manager.run(currentStrategy)); if (betterThan(currentCriterionValue, bestCriterionValue)) { bestStrategy = currentStrategy; bestCriterionValue = currentCriterionValue; } } return bestStrategy; } /** * @param criterionValue1 the first value * @param criterionValue2 * * * the second value * @return true if the first value is better than (according to the criterion) * the second one, false otherwise */ boolean betterThan(Num criterionValue1, Num criterionValue2); }




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