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Provides examples that demonstrate how to use ta4j
/*
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.indicators;
import org.jfree.chart.ChartFactory;
import org.jfree.chart.ChartPanel;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.NumberAxis;
import org.jfree.chart.plot.DatasetRenderingOrder;
import org.jfree.chart.plot.XYPlot;
import org.jfree.chart.renderer.xy.CandlestickRenderer;
import org.jfree.chart.renderer.xy.XYLineAndShapeRenderer;
import org.jfree.data.time.Second;
import org.jfree.data.time.TimeSeriesCollection;
import org.jfree.data.xy.DefaultHighLowDataset;
import org.jfree.data.xy.OHLCDataset;
import org.jfree.ui.ApplicationFrame;
import org.jfree.ui.RefineryUtilities;
import org.ta4j.core.Bar;
import org.ta4j.core.TimeSeries;
import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
import ta4jexamples.loaders.CsvTradesLoader;
import java.awt.*;
import java.util.Date;
/**
* This class builds a traditional candlestick chart.
*/
public class CandlestickChart {
/**
* Builds a JFreeChart OHLC dataset from a ta4j time series.
* @param series a time series
* @return an Open-High-Low-Close dataset
*/
private static OHLCDataset createOHLCDataset(TimeSeries series) {
final int nbBars = series.getBarCount();
Date[] dates = new Date[nbBars];
double[] opens = new double[nbBars];
double[] highs = new double[nbBars];
double[] lows = new double[nbBars];
double[] closes = new double[nbBars];
double[] volumes = new double[nbBars];
for (int i = 0; i < nbBars; i++) {
Bar bar = series.getBar(i);
dates[i] = new Date(bar.getEndTime().toEpochSecond() * 1000);
opens[i] = bar.getOpenPrice().doubleValue();
highs[i] = bar.getMaxPrice().doubleValue();
lows[i] = bar.getMinPrice().doubleValue();
closes[i] = bar.getClosePrice().doubleValue();
volumes[i] = bar.getVolume().doubleValue();
}
return new DefaultHighLowDataset("btc", dates, highs, lows, opens, closes, volumes);
}
/**
* Builds an additional JFreeChart dataset from a ta4j time series.
* @param series a time series
* @return an additional dataset
*/
private static TimeSeriesCollection createAdditionalDataset(TimeSeries series) {
ClosePriceIndicator indicator = new ClosePriceIndicator(series);
TimeSeriesCollection dataset = new TimeSeriesCollection();
org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries("Btc price");
for (int i = 0; i < series.getBarCount(); i++) {
Bar bar = series.getBar(i);
chartTimeSeries.add(new Second(new Date(bar.getEndTime().toEpochSecond() * 1000)), indicator.getValue(i).toDouble());
}
dataset.addSeries(chartTimeSeries);
return dataset;
}
/**
* 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 java.awt.Dimension(740, 300));
// Application frame
ApplicationFrame frame = new ApplicationFrame("Ta4j example - Candlestick chart");
frame.setContentPane(panel);
frame.pack();
RefineryUtilities.centerFrameOnScreen(frame);
frame.setVisible(true);
}
public static void main(String[] args) {
/*
Getting time series
*/
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
/*
Creating the OHLC dataset
*/
OHLCDataset ohlcDataset = createOHLCDataset(series);
/*
Creating the additional dataset
*/
TimeSeriesCollection xyDataset = createAdditionalDataset(series);
/*
Creating the chart
*/
JFreeChart chart = ChartFactory.createCandlestickChart(
"Bitstamp BTC price",
"Time",
"USD",
ohlcDataset,
true);
// Candlestick rendering
CandlestickRenderer renderer = new CandlestickRenderer();
renderer.setAutoWidthMethod(CandlestickRenderer.WIDTHMETHOD_SMALLEST);
XYPlot plot = chart.getXYPlot();
plot.setRenderer(renderer);
// Additional dataset
int index = 1;
plot.setDataset(index, xyDataset);
plot.mapDatasetToRangeAxis(index, 0);
XYLineAndShapeRenderer renderer2 = new XYLineAndShapeRenderer(true, false);
renderer2.setSeriesPaint(index, Color.blue);
plot.setRenderer(index, renderer2);
// Misc
plot.setRangeGridlinePaint(Color.lightGray);
plot.setBackgroundPaint(Color.white);
NumberAxis numberAxis = (NumberAxis) plot.getRangeAxis();
numberAxis.setAutoRangeIncludesZero(false);
plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
/*
Displaying the chart
*/
displayChart(chart);
}
}
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