io.fair_acc.sample.financial.AbstractBasicFinancialApplication Maven / Gradle / Ivy
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Small sample applications to showcase the features of the chart-fx library.
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package io.fair_acc.sample.financial;
import static io.fair_acc.chartfx.ui.ProfilerInfoBox.DebugLevel.VERSION;
import java.io.IOException;
import java.text.ParseException;
import java.time.ZoneOffset;
import java.util.Arrays;
import java.util.Calendar;
import java.util.Map;
import javafx.application.Application;
import javafx.application.Platform;
import javafx.geometry.Pos;
import javafx.scene.Node;
import javafx.scene.Scene;
import javafx.scene.control.*;
import javafx.scene.layout.*;
import javafx.stage.Stage;
import javafx.stage.WindowEvent;
import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import io.fair_acc.chartfx.Chart;
import io.fair_acc.chartfx.XYChart;
import io.fair_acc.chartfx.axes.AxisLabelOverlapPolicy;
import io.fair_acc.chartfx.axes.AxisMode;
import io.fair_acc.chartfx.axes.spi.DefaultNumericAxis;
import io.fair_acc.chartfx.axes.spi.format.DefaultTimeFormatter;
import io.fair_acc.chartfx.plugins.ChartPlugin;
import io.fair_acc.chartfx.plugins.DataPointTooltip;
import io.fair_acc.chartfx.plugins.EditAxis;
import io.fair_acc.chartfx.plugins.Zoomer;
import io.fair_acc.chartfx.renderer.spi.financial.AbstractFinancialRenderer;
import io.fair_acc.chartfx.renderer.spi.financial.FinancialTheme;
import io.fair_acc.chartfx.ui.ProfilerInfoBox;
import io.fair_acc.chartfx.ui.geometry.Side;
import io.fair_acc.dataset.spi.DefaultDataSet;
import io.fair_acc.dataset.spi.financial.OhlcvDataSet;
import io.fair_acc.dataset.spi.financial.api.ohlcv.IOhlcv;
import io.fair_acc.dataset.spi.financial.api.ohlcv.IOhlcvItem;
import io.fair_acc.dataset.utils.ProcessingProfiler;
import io.fair_acc.sample.chart.ChartSample;
import io.fair_acc.sample.financial.dos.Interval;
import io.fair_acc.sample.financial.service.CalendarUtils;
import io.fair_acc.sample.financial.service.SimpleOhlcvDailyParser;
import io.fair_acc.sample.financial.service.SimpleOhlcvReplayDataSet;
import io.fair_acc.sample.financial.service.SimpleOhlcvReplayDataSet.DataInput;
import io.fair_acc.sample.financial.service.consolidate.OhlcvConsolidationAddon;
import io.fair_acc.sample.financial.service.period.IntradayPeriod;
import fxsampler.SampleBase;
/**
* Base class for demonstration of financial charts.
* This abstract class assemblies and configures important chart components and elements for financial charts.
* Any part can be overridden and modified for final Sample test.
*
* @author afischer
*/
public abstract class AbstractBasicFinancialApplication extends ChartSample {
private static final Logger LOGGER = LoggerFactory.getLogger(AbstractBasicFinancialApplication.class);
protected int prefChartWidth = 640; // 1024
protected int prefChartHeight = 480; // 768
protected int prefSceneWidth = 1920;
protected int prefSceneHeight = 1080;
private final double UPDATE_PERIOD = 10.0; // replay multiple
protected int DEBUG_UPDATE_RATE = 500;
protected String title; // application title
protected FinancialTheme theme = FinancialTheme.Sand;
protected String resource = "@ES-[TF1D]";
protected String timeRange = "2020/08/24 0:00-2020/11/12 0:00";
protected String tt;
protected String replayFrom;
protected IntradayPeriod period;
protected OhlcvDataSet ohlcvDataSet;
protected Map consolidationAddons;
private final Spinner updatePeriod = new Spinner<>(1.0, 500.0, UPDATE_PERIOD, 1.0);
private final CheckBox localRange = new CheckBox("auto-y");
private boolean timerActivated = false;
//@Override
// public void start(final Stage primaryStage) {
// ProcessingProfiler.setVerboseOutputState(true);
// ProcessingProfiler.setLoggerOutputState(true);
// ProcessingProfiler.setDebugState(false);
// long startTime = ProcessingProfiler.getTimeStamp();
// ProcessingProfiler.getTimeDiff(startTime, "adding data to chart");
// startTime = ProcessingProfiler.getTimeStamp();
// configureApp();
// Scene scene = prepareScene();
// ProcessingProfiler.getTimeDiff(startTime, "adding chart into StackPane");
// startTime = ProcessingProfiler.getTimeStamp();
// primaryStage.setTitle(this.getClass().getSimpleName());
// primaryStage.setScene(scene);
// primaryStage.setOnCloseRequest(this::closeDemo);
// primaryStage.show();
// ProcessingProfiler.getTimeDiff(startTime, "for showing");
// // ensure correct state after restart demo
// stopTimer();
//}
protected void configureApp() {
// configure shared variables for application sample tests
}
// protected void closeDemo(final WindowEvent evt) {
// if (evt.getEventType().equals(WindowEvent.WINDOW_CLOSE_REQUEST) && LOGGER.isInfoEnabled()) {
// LOGGER.atInfo().log("requested demo to shut down");
// }
// stopTimer();
// Platform.exit();
// }
protected ToolBar getTestToolBar(Chart chart, AbstractFinancialRenderer renderer, boolean replaySupport) {
ToolBar testVariableToolBar = new ToolBar();
localRange.setSelected(renderer.computeLocalRange());
localRange.setTooltip(new Tooltip("select for auto-adjusting min/max the y-axis (prices)"));
localRange.selectedProperty().bindBidirectional(renderer.computeLocalRangeProperty());
localRange.selectedProperty().addListener((ch, old, selection) -> {
for (ChartPlugin plugin : chart.getPlugins()) {
if (plugin instanceof Zoomer) {
((Zoomer) plugin).setAxisMode(selection ? AxisMode.X : AxisMode.XY);
}
}
chart.invalidate();
});
Button periodicTimer = null;
if (replaySupport) {
// repetitively generate new data
periodicTimer = new Button("replay");
periodicTimer.setTooltip(new Tooltip("replay instrument data in realtime"));
periodicTimer.setOnAction(evt -> {
pauseResumeTimer();
});
updatePeriod.valueProperty().addListener((ch, o, n) -> updateTimer());
updatePeriod.setEditable(true);
updatePeriod.setPrefWidth(80);
}
final ProfilerInfoBox profilerInfoBox = new ProfilerInfoBox(DEBUG_UPDATE_RATE);
profilerInfoBox.setDebugLevel(VERSION);
final Pane spacer = new Pane();
HBox.setHgrow(spacer, Priority.ALWAYS);
if (replaySupport) {
testVariableToolBar.getItems().addAll(localRange, periodicTimer, updatePeriod, new Label("[multiply]"), spacer, profilerInfoBox);
} else {
testVariableToolBar.getItems().addAll(localRange, spacer, profilerInfoBox);
}
return testVariableToolBar;
}
/**
* Prepare charts to the root.
*
* @return prepared scene for sample app
*/
public Node getChartPanel(Stage stage) {
// show all default financial color schemes
final var root = new FlowPane();
root.setAlignment(Pos.CENTER);
Arrays.stream(FinancialTheme.values())
.map(this::getDefaultFinancialTestChart)
.forEach(root.getChildren()::add);
return root;
}
/**
* Default financial chart configuration
*
* @param theme defines theme which has to be used for sample app
*/
protected Chart getDefaultFinancialTestChart(final FinancialTheme theme) {
// load datasets
DefaultDataSet indiSet = null;
if (resource.startsWith("REALTIME")) {
try {
Interval timeRangeInt = CalendarUtils.createByDateTimeInterval(timeRange);
Interval ttInt = CalendarUtils.createByTimeInterval(tt);
Calendar replayFromCal = CalendarUtils.createByDateTime(replayFrom);
ohlcvDataSet = new SimpleOhlcvReplayDataSet(
DataInput.valueOf(resource.substring("REALTIME-".length())),
period,
timeRangeInt,
ttInt,
replayFromCal,
consolidationAddons);
} catch (ParseException e) {
throw new IllegalArgumentException(e.getMessage(), e);
}
} else {
ohlcvDataSet = new OhlcvDataSet(resource);
indiSet = new DefaultDataSet("MA(24)");
try {
loadTestData(resource, ohlcvDataSet, indiSet);
} catch (IOException e) {
throw new IllegalArgumentException(e.getMessage(), e);
}
}
// prepare axis
final DefaultNumericAxis xAxis1 = new DefaultNumericAxis("time", "iso");
xAxis1.setOverlapPolicy(AxisLabelOverlapPolicy.SKIP_ALT);
xAxis1.setAutoRangeRounding(false);
xAxis1.setTimeAxis(true);
// set localised time offset
if (xAxis1.isTimeAxis() && xAxis1.getAxisLabelFormatter() instanceof DefaultTimeFormatter) {
final DefaultTimeFormatter axisFormatter = (DefaultTimeFormatter) xAxis1.getAxisLabelFormatter();
axisFormatter.setTimeZoneOffset(ZoneOffset.ofHoursMinutes(2, 0));
}
// category axis support tests
// final CategoryAxis xAxis = new CategoryAxis("time [iso]");
// xAxis.setTickLabelRotation(90);
// xAxis.setOverlapPolicy(AxisLabelOverlapPolicy.SKIP_ALT);
final DefaultNumericAxis yAxis1 = new DefaultNumericAxis("price", "points");
// prepare chart structure
final XYChart chart = new XYChart(xAxis1, yAxis1);
chart.setTitle(theme.name());
chart.setLegendVisible(true);
chart.setPrefSize(prefChartWidth, prefChartHeight);
// set them false to make the plot faster
chart.setAnimated(false);
// prepare plugins
chart.getPlugins().add(new Zoomer(AxisMode.X));
chart.getPlugins().add(new EditAxis());
chart.getPlugins().add(new DataPointTooltip());
// basic chart financial structure style
chart.getGridRenderer().setDrawOnTop(false);
yAxis1.setAutoRangeRounding(true);
yAxis1.setSide(Side.RIGHT);
// prepare financial renderers
prepareRenderers(chart, ohlcvDataSet, indiSet);
// apply color scheme
theme.applyPseudoClasses(chart);
// zoom to specific time range
if (timeRange != null) {
showPredefinedTimeRange(timeRange, ohlcvDataSet, xAxis1, yAxis1);
}
return chart;
}
/**
* Show required part of the OHLC resource
*
* @param dateIntervalPattern from to pattern for time range
* @param ohlcvDataSet domain object with filled ohlcv data
* @param xaxis X-axis for settings
* @param yaxis Y-axis for settings
*/
protected void showPredefinedTimeRange(String dateIntervalPattern, OhlcvDataSet ohlcvDataSet,
DefaultNumericAxis xaxis, DefaultNumericAxis yaxis) {
try {
Interval fromTo = CalendarUtils.createByDateTimeInterval(dateIntervalPattern);
double fromTime = fromTo.from.getTime().getTime() / 1000.0;
double toTime = fromTo.to.getTime().getTime() / 1000.0;
int fromIdx = ohlcvDataSet.getXIndex(fromTime);
int toIdx = ohlcvDataSet.getXIndex(toTime);
double min = Double.MAX_VALUE;
double max = Double.MIN_VALUE;
for (int i = fromIdx; i <= toIdx; i++) {
IOhlcvItem ohlcvItem = ohlcvDataSet.getItem(i);
if (max < ohlcvItem.getHigh()) {
max = ohlcvItem.getHigh();
}
if (min > ohlcvItem.getLow()) {
min = ohlcvItem.getLow();
}
}
xaxis.set(fromTime, toTime);
yaxis.set(min, max);
xaxis.setAutoRanging(false);
yaxis.setAutoRanging(false);
} catch (ParseException e) {
throw new IllegalArgumentException(e.getMessage(), e);
}
}
/**
* Load OHLC structures and indi calc
*
* @param data required data
* @param dataSet dataset which will be filled by this data
* @param indiSet example of indicator calculation
* @throws IOException if loading fails
*/
protected void loadTestData(String data, final OhlcvDataSet dataSet, DefaultDataSet indiSet) throws IOException {
final long startTime = ProcessingProfiler.getTimeStamp();
IOhlcv ohlcv = new SimpleOhlcvDailyParser().getContinuousOHLCV(data);
dataSet.setData(ohlcv);
DescriptiveStatistics stats = new DescriptiveStatistics(24);
for (IOhlcvItem ohlcvItem : ohlcv) {
double timestamp = ohlcvItem.getTimeStamp().getTime() / 1000.0;
stats.addValue(ohlcvItem.getClose());
indiSet.add(timestamp, stats.getMean());
}
ProcessingProfiler.getTimeDiff(startTime, "adding data into DataSet");
}
/**
* Create and apply renderers
*
* @param chart for applying renderers
*/
protected abstract void prepareRenderers(XYChart chart, OhlcvDataSet ohlcvDataSet, DefaultDataSet indiSet);
//--------- replay support ---------
private void pauseResumeTimer() {
if (!timerActivated) {
startTimer();
} else if (ohlcvDataSet instanceof SimpleOhlcvReplayDataSet) {
((SimpleOhlcvReplayDataSet) ohlcvDataSet).pauseResume();
}
}
private void updateTimer() {
if (timerActivated) {
startTimer();
}
}
private void startTimer() {
if (ohlcvDataSet instanceof SimpleOhlcvReplayDataSet) {
SimpleOhlcvReplayDataSet realtimeDataSet = (SimpleOhlcvReplayDataSet) ohlcvDataSet;
realtimeDataSet.setUpdatePeriod(updatePeriod.getValue());
timerActivated = true;
}
}
private void stopTimer() {
if (timerActivated && ohlcvDataSet instanceof SimpleOhlcvReplayDataSet) {
timerActivated = false;
SimpleOhlcvReplayDataSet realtimeDataSet = (SimpleOhlcvReplayDataSet) ohlcvDataSet;
realtimeDataSet.stop();
}
}
/**
* @param args the command line arguments
*/
public static void main(final String[] args) {
Application.launch(args);
}
}