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ta4j is a Java library providing a simple API for technical analysis.
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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.io.Serializable;
import java.math.BigDecimal;
import java.time.Duration;
import java.time.ZonedDateTime;
import java.time.format.DateTimeFormatter;
import java.util.List;
import java.util.function.Function;
/**
* Sequence of {@link Bar bars} separated by a predefined period (e.g. 15
* minutes, 1 day, etc.)
*
* Notably, a {@link BarSeries bar series} can be:
*
* - the base of {@link Indicator indicator} calculations
*
- constrained between begin and end indexes (e.g. for some backtesting
* cases)
*
- limited to a fixed number of bars (e.g. for actual trading)
*
*/
public interface BarSeries extends Serializable {
/**
* @return the name of the series
*/
String getName();
/**
* @param i an index
* @return the bar at the i-th position
*/
Bar getBar(int i);
/**
* @return the first bar of the series
*/
default Bar getFirstBar() {
return getBar(getBeginIndex());
}
/**
* @return the last bar of the series
*/
default Bar getLastBar() {
return getBar(getEndIndex());
}
/**
* @return the number of bars in the series
*/
int getBarCount();
/**
* @return true if the series is empty, false otherwise
*/
default boolean isEmpty() {
return getBarCount() == 0;
}
/**
* Warning: should be used carefully!
*
* Returns the raw bar data. It means that it returns the current List object
* used internally to store the {@link Bar bars}. It may be: - a shortened bar
* list if a maximum bar count has been set - an extended bar list if it is a
* constrained bar series
*
* @return the raw bar data
*/
List getBarData();
/**
* @return the begin index of the series
*/
int getBeginIndex();
/**
* @return the end index of the series
*/
int getEndIndex();
/**
* @return the description of the series period (e.g. "from 12:00 21/01/2014 to
* 12:15 21/01/2014")
*/
default String getSeriesPeriodDescription() {
StringBuilder sb = new StringBuilder();
if (!getBarData().isEmpty()) {
Bar firstBar = getFirstBar();
Bar lastBar = getLastBar();
sb.append(firstBar.getEndTime().format(DateTimeFormatter.ISO_DATE_TIME)).append(" - ")
.append(lastBar.getEndTime().format(DateTimeFormatter.ISO_DATE_TIME));
}
return sb.toString();
}
/**
* @return the maximum number of bars
*/
int getMaximumBarCount();
/**
* Sets the maximum number of bars that will be retained in the series.
*
* If a new bar is added to the series such that the number of bars will exceed
* the maximum bar count, then the FIRST bar in the series is automatically
* removed, ensuring that the maximum bar count is not exceeded.
*
* @param maximumBarCount the maximum bar count
*/
void setMaximumBarCount(int maximumBarCount);
/**
* @return the number of removed bars
*/
int getRemovedBarsCount();
/**
* Adds a bar at the end of the series.
*
* Begin index set to 0 if it wasn't initialized.
* End index set to 0 if it wasn't initialized, or incremented if it matches the
* end of the series.
* Exceeding bars are removed.
*
* @param bar the bar to be added
* @apiNote use #addBar(Duration, ZonedDateTime, Num, Num, Num, Num, Num) to add
* bar data directly
* @see BarSeries#setMaximumBarCount(int)
*/
default void addBar(Bar bar) {
addBar(bar, false);
}
/**
* Adds a bar at the end of the series.
*
* Begin index set to 0 if it wasn't initialized.
* End index set to 0 if it wasn't initialized, or incremented if it matches the
* end of the series.
* Exceeding bars are removed.
*
* @param bar the bar to be added
* @param replace true to replace the latest bar. Some exchange provide
* continuous new bar data in the time period. (eg. 1s in 1m
* Duration)
* @apiNote use #addBar(Duration, ZonedDateTime, Num, Num, Num, Num, Num) to add
* bar data directly
* @see BarSeries#setMaximumBarCount(int)
*/
void addBar(Bar bar, boolean replace);
/**
* Adds a bar at the end of the series.
*
* @param timePeriod the {@link Duration} of this bar
* @param endTime the {@link ZonedDateTime end time} of this bar
*/
void addBar(Duration timePeriod, ZonedDateTime endTime);
default void addBar(ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice) {
this.addBar(endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice), numOf(0),
numOf(0));
}
default void addBar(ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice,
Number volume) {
this.addBar(endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice), numOf(volume));
}
default void addBar(ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice,
Number volume, Number amount) {
this.addBar(endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice), numOf(volume),
numOf(amount));
}
default void addBar(Duration timePeriod, ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice,
Number closePrice, Number volume) {
this.addBar(timePeriod, endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice),
numOf(volume), numOf(0));
}
default void addBar(Duration timePeriod, ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice,
Number closePrice, Number volume, Number amount) {
this.addBar(timePeriod, endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice),
numOf(volume), numOf(amount));
}
default void addBar(ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice) {
this.addBar(endTime, numOf(new BigDecimal(openPrice)), numOf(new BigDecimal(highPrice)),
numOf(new BigDecimal(lowPrice)), numOf(new BigDecimal(closePrice)), numOf(0), numOf(0));
}
default void addBar(ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice,
String volume) {
this.addBar(endTime, numOf(new BigDecimal(openPrice)), numOf(new BigDecimal(highPrice)),
numOf(new BigDecimal(lowPrice)), numOf(new BigDecimal(closePrice)), numOf(new BigDecimal(volume)),
numOf(0));
}
default void addBar(ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice,
String volume, String amount) {
this.addBar(endTime, numOf(new BigDecimal(openPrice)), numOf(new BigDecimal(highPrice)),
numOf(new BigDecimal(lowPrice)), numOf(new BigDecimal(closePrice)), numOf(new BigDecimal(volume)),
numOf(new BigDecimal(amount)));
}
default void addBar(ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume) {
this.addBar(endTime, openPrice, highPrice, lowPrice, closePrice, volume, numOf(0));
}
/**
* Adds a new Bar to the bar series.
*
* @param endTime end time of the bar
* @param openPrice the open price
* @param highPrice the high/max price
* @param lowPrice the low/min price
* @param closePrice the last/close price
* @param volume the volume (default zero)
* @param amount the amount (default zero)
*/
void addBar(ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume,
Num amount);
/**
* Adds a new Bar to the bar series.
*
* @param endTime end time of the bar
* @param openPrice the open price
* @param highPrice the high/max price
* @param lowPrice the low/min price
* @param closePrice the last/close price
* @param volume the volume (default zero)
*/
void addBar(Duration timePeriod, ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice,
Num volume);
/**
* Adds a new Bar to the bar series.
*
* @param timePeriod the time period of the bar
* @param endTime end time of the bar
* @param openPrice the open price
* @param highPrice the high/max price
* @param lowPrice the low/min price
* @param closePrice the last/close price
* @param volume the volume (default zero)
* @param amount the amount (default zero)
*/
void addBar(Duration timePeriod, ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice,
Num volume, Num amount);
/**
* Adds a trade at the end of bar period.
*
* @param tradeVolume the traded volume
* @param tradePrice the price
*/
default void addTrade(Number tradeVolume, Number tradePrice) {
addTrade(numOf(tradeVolume), numOf(tradePrice));
}
/**
* Adds a trade at the end of bar period.
*
* @param tradeVolume the traded volume
* @param tradePrice the price
*/
default void addTrade(String tradeVolume, String tradePrice) {
addTrade(numOf(new BigDecimal(tradeVolume)), numOf(new BigDecimal(tradePrice)));
}
/**
* Adds a trade at the end of bar period.
*
* @param tradeVolume the traded volume
* @param tradePrice the price
*/
void addTrade(Num tradeVolume, Num tradePrice);
/**
* Adds a price to the last bar
*
* @param price the price for the bar
*/
void addPrice(Num price);
default void addPrice(String price) {
addPrice(new BigDecimal(price));
}
default void addPrice(Number price) {
addPrice(numOf(price));
}
/**
* Returns a new {@link BarSeries} instance that is a subset of this BarSeries
* instance. It holds a copy of all {@link Bar bars} between startIndex
* (inclusive) and endIndex (exclusive) of this BarSeries. The indices
* of this BarSeries and the new subset BarSeries can be different. I. e. index
* 0 of the new BarSeries will be index startIndex of this BarSeries.
* If startIndex < this.seriesBeginIndex the new BarSeries will start
* with the first available Bar of this BarSeries. If endIndex >
* this.seriesEndIndex the new BarSeries will end at the last available Bar of
* this BarSeries
*
* @param startIndex the startIndex (inclusive)
* @param endIndex the endIndex (exclusive)
* @return a new BarSeries with Bars from startIndex to endIndex-1
* @throws IllegalArgumentException if endIndex <= startIndex or startIndex < 0
*/
BarSeries getSubSeries(int startIndex, int endIndex);
/**
* Transforms a {@link Number} into the {@link Num implementation} used by this
* bar series
*
* @param number a {@link Number} implementing object.
* @return the corresponding value as a Num implementing object
*/
Num numOf(Number number);
/**
* Returns the underlying function to transform a Number into the Num
* implementation used by this bar series
*
* @return a function Number -> Num
*/
Function function();
}
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