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/*
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.DateAxis;
import org.jfree.chart.plot.XYPlot;
import org.jfree.data.time.Day;
import org.jfree.data.time.TimeSeriesCollection;
import org.jfree.ui.ApplicationFrame;
import org.jfree.ui.RefineryUtilities;
import org.ta4j.core.Bar;
import org.ta4j.core.Decimal;
import org.ta4j.core.Indicator;
import org.ta4j.core.TimeSeries;
import org.ta4j.core.indicators.EMAIndicator;
import org.ta4j.core.indicators.bollinger.BollingerBandsLowerIndicator;
import org.ta4j.core.indicators.bollinger.BollingerBandsMiddleIndicator;
import org.ta4j.core.indicators.bollinger.BollingerBandsUpperIndicator;
import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
import org.ta4j.core.indicators.statistics.StandardDeviationIndicator;
import ta4jexamples.loaders.CsvBarsLoader;
import java.text.SimpleDateFormat;
import java.util.Date;
/**
* This class builds a graphical chart showing values from indicators.
*/
public class IndicatorsToChart {
/**
* Builds a JFreeChart time series from a Ta4j time series and an indicator.
* @param barseries the ta4j time series
* @param indicator the indicator
* @param name the name of the chart time series
* @return the JFreeChart time series
*/
private static org.jfree.data.time.TimeSeries buildChartTimeSeries(TimeSeries barseries, Indicator indicator, String name) {
org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name);
for (int i = 0; i < barseries.getBarCount(); i++) {
Bar bar = barseries.getBar(i);
chartTimeSeries.add(new Day(Date.from(bar.getEndTime().toInstant())), indicator.getValue(i).doubleValue());
}
return chartTimeSeries;
}
/**
* 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(500, 270));
// Application frame
ApplicationFrame frame = new ApplicationFrame("Ta4j example - Indicators to chart");
frame.setContentPane(panel);
frame.pack();
RefineryUtilities.centerFrameOnScreen(frame);
frame.setVisible(true);
}
public static void main(String[] args) {
/*
Getting time series
*/
TimeSeries series = CsvBarsLoader.loadAppleIncSeries();
/*
Creating indicators
*/
// Close price
ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
EMAIndicator avg14 = new EMAIndicator(closePrice, 14);
StandardDeviationIndicator sd14 = new StandardDeviationIndicator(closePrice, 14);
// Bollinger bands
BollingerBandsMiddleIndicator middleBBand = new BollingerBandsMiddleIndicator(avg14);
BollingerBandsLowerIndicator lowBBand = new BollingerBandsLowerIndicator(middleBBand, sd14);
BollingerBandsUpperIndicator upBBand = new BollingerBandsUpperIndicator(middleBBand, sd14);
/*
Building chart dataset
*/
TimeSeriesCollection dataset = new TimeSeriesCollection();
dataset.addSeries(buildChartTimeSeries(series, closePrice, "Apple Inc. (AAPL) - NASDAQ GS"));
dataset.addSeries(buildChartTimeSeries(series, lowBBand, "Low Bollinger Band"));
dataset.addSeries(buildChartTimeSeries(series, upBBand, "High Bollinger Band"));
/*
Creating the chart
*/
JFreeChart chart = ChartFactory.createTimeSeriesChart(
"Apple Inc. 2013 Close Prices", // title
"Date", // x-axis label
"Price Per Unit", // y-axis label
dataset, // data
true, // create legend?
true, // generate tooltips?
false // generate URLs?
);
XYPlot plot = (XYPlot) chart.getPlot();
DateAxis axis = (DateAxis) plot.getDomainAxis();
axis.setDateFormatOverride(new SimpleDateFormat("yyyy-MM-dd"));
/*
Displaying the chart
*/
displayChart(chart);
}
}