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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.loaders;
import java.io.IOException;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.nio.charset.Charset;
import java.time.LocalDate;
import java.time.ZoneId;
import java.time.ZonedDateTime;
import java.time.format.DateTimeFormatter;
import java.util.ArrayList;
import java.util.List;
import java.util.logging.Level;
import java.util.logging.Logger;
import org.ta4j.core.Bar;
import org.ta4j.core.BaseBar;
import org.ta4j.core.BaseTimeSeries;
import org.ta4j.core.TimeSeries;
import com.opencsv.CSVReader;
/**
* This class build a Ta4j time series from a CSV file containing bars.
*/
public class CsvBarsLoader {
private static final DateTimeFormatter DATE_FORMAT = DateTimeFormatter.ofPattern("yyyy-MM-dd");
/**
* @return a time series from Apple Inc. bars.
*/
public static TimeSeries loadAppleIncSeries() {
InputStream stream = CsvBarsLoader.class.getClassLoader().getResourceAsStream("appleinc_bars_from_20130101_usd.csv");
List bars = new ArrayList<>();
CSVReader csvReader = new CSVReader(new InputStreamReader(stream, Charset.forName("UTF-8")), ',', '"', 1);
try {
String[] line;
while ((line = csvReader.readNext()) != null) {
ZonedDateTime date = LocalDate.parse(line[0], DATE_FORMAT).atStartOfDay(ZoneId.systemDefault());
double open = Double.parseDouble(line[1]);
double high = Double.parseDouble(line[2]);
double low = Double.parseDouble(line[3]);
double close = Double.parseDouble(line[4]);
double volume = Double.parseDouble(line[5]);
bars.add(new BaseBar(date, open, high, low, close, volume));
}
} catch (IOException ioe) {
Logger.getLogger(CsvBarsLoader.class.getName()).log(Level.SEVERE, "Unable to load bars from CSV", ioe);
} catch (NumberFormatException nfe) {
Logger.getLogger(CsvBarsLoader.class.getName()).log(Level.SEVERE, "Error while parsing value", nfe);
}
return new BaseTimeSeries("apple_bars", bars);
}
public static void main(String[] args) {
TimeSeries series = CsvBarsLoader.loadAppleIncSeries();
System.out.println("Series: " + series.getName() + " (" + series.getSeriesPeriodDescription() + ")");
System.out.println("Number of bars: " + series.getBarCount());
System.out.println("First bar: \n"
+ "\tVolume: " + series.getBar(0).getVolume() + "\n"
+ "\tOpen price: " + series.getBar(0).getOpenPrice()+ "\n"
+ "\tClose price: " + series.getBar(0).getClosePrice());
}
}
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