org.ta4j.core.AnalysisCriterion Maven / Gradle / Ivy
/**
* 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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