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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.ta4j.core.TimeSeries;
import org.ta4j.core.indicators.*;
import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
import org.ta4j.core.indicators.helpers.PriceVariationIndicator;
import org.ta4j.core.indicators.helpers.TypicalPriceIndicator;
import org.ta4j.core.indicators.statistics.StandardDeviationIndicator;
import ta4jexamples.loaders.CsvTradesLoader;

import java.io.BufferedWriter;
import java.io.FileWriter;
import java.io.IOException;
import java.util.logging.Level;
import java.util.logging.Logger;

/**
 * This class builds a CSV file containing values from indicators.
 */
public class IndicatorsToCsv {

    public static void main(String[] args) {

        /*
          Getting time series
         */
        TimeSeries series = CsvTradesLoader.loadBitstampSeries();

        /*
          Creating indicators
         */
        // Close price
        ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
        // Typical price
        TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series);
        // Price variation
        PriceVariationIndicator priceVariation = new PriceVariationIndicator(series);
        // Simple moving averages
        SMAIndicator shortSma = new SMAIndicator(closePrice, 8);
        SMAIndicator longSma = new SMAIndicator(closePrice, 20);
        // Exponential moving averages
        EMAIndicator shortEma = new EMAIndicator(closePrice, 8);
        EMAIndicator longEma = new EMAIndicator(closePrice, 20);
        // Percentage price oscillator
        PPOIndicator ppo = new PPOIndicator(closePrice, 12, 26);
        // Rate of change
        ROCIndicator roc = new ROCIndicator(closePrice, 100);
        // Relative strength index
        RSIIndicator rsi = new RSIIndicator(closePrice, 14);
        // Williams %R
        WilliamsRIndicator williamsR = new WilliamsRIndicator(series, 20);
        // Average true range
        ATRIndicator atr = new ATRIndicator(series, 20);
        // Standard deviation
        StandardDeviationIndicator sd = new StandardDeviationIndicator(closePrice, 14);

        /*
          Building header
         */
        StringBuilder sb = new StringBuilder("timestamp,close,typical,variation,sma8,sma20,ema8,ema20,ppo,roc,rsi,williamsr,atr,sd\n");

        /*
          Adding indicators values
         */
        final int nbBars = series.getBarCount();
        for (int i = 0; i < nbBars; i++) {
            sb.append(series.getBar(i).getEndTime()).append(',')
            .append(closePrice.getValue(i)).append(',')
            .append(typicalPrice.getValue(i)).append(',')
            .append(priceVariation.getValue(i)).append(',')
            .append(shortSma.getValue(i)).append(',')
            .append(longSma.getValue(i)).append(',')
            .append(shortEma.getValue(i)).append(',')
            .append(longEma.getValue(i)).append(',')
            .append(ppo.getValue(i)).append(',')
            .append(roc.getValue(i)).append(',')
            .append(rsi.getValue(i)).append(',')
            .append(williamsR.getValue(i)).append(',')
            .append(atr.getValue(i)).append(',')
            .append(sd.getValue(i)).append('\n');
        }

        /*
          Writing CSV file
         */
        BufferedWriter writer = null;
        try {
            writer = new BufferedWriter(new FileWriter("indicators.csv"));
            writer.write(sb.toString());
        } catch (IOException ioe) {
            Logger.getLogger(IndicatorsToCsv.class.getName()).log(Level.SEVERE, "Unable to write CSV file", ioe);
        } finally {
            try {
                if (writer != null) {
                    writer.close();
                }
            } catch (IOException ioe) {
                ioe.printStackTrace();
            }
        }

    }
}