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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.logging;
import ch.qos.logback.classic.LoggerContext;
import ch.qos.logback.classic.joran.JoranConfigurator;
import ch.qos.logback.core.joran.spi.JoranException;
import org.slf4j.LoggerFactory;
import org.ta4j.core.Strategy;
import org.ta4j.core.TimeSeries;
import org.ta4j.core.TimeSeriesManager;
import ta4jexamples.loaders.CsvTradesLoader;
import ta4jexamples.strategies.CCICorrectionStrategy;
import java.net.URL;
import java.util.logging.Level;
import java.util.logging.Logger;
/**
* Strategy execution logging example.
*
*/
public class StrategyExecutionLogging {
private static final URL LOGBACK_CONF_FILE = StrategyExecutionLogging.class.getClassLoader().getResource("logback-traces.xml");
/**
* Loads the Logback configuration from a resource file.
* Only here to avoid polluting other examples with logs. Could be replaced by a simple logback.xml file in the resource folder.
*/
private static void loadLoggerConfiguration() {
LoggerContext context = (LoggerContext) LoggerFactory.getILoggerFactory();
context.reset();
JoranConfigurator configurator = new JoranConfigurator();
configurator.setContext(context);
try {
configurator.doConfigure(LOGBACK_CONF_FILE);
} catch (JoranException je) {
Logger.getLogger(StrategyExecutionLogging.class.getName()).log(Level.SEVERE, "Unable to load Logback configuration", je);
}
}
public static void main(String[] args) {
// Loading the Logback configuration
loadLoggerConfiguration();
// Getting the time series
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
// Building the trading strategy
Strategy strategy = CCICorrectionStrategy.buildStrategy(series);
// Running the strategy
TimeSeriesManager seriesManager = new TimeSeriesManager(series);
seriesManager.run(strategy);
}
}