本文整理汇总了Java中eu.verdelhan.ta4j.Decimal.ONE属性的典型用法代码示例。如果您正苦于以下问题：Java Decimal.ONE属性的具体用法？Java Decimal.ONE怎么用？Java Decimal.ONE使用的例子？那么恭喜您, 这里精选的属性代码示例或许可以为您提供帮助。您也可以进一步了解该属性所在类eu.verdelhan.ta4j.Decimal的用法示例。
在下文中一共展示了Decimal.ONE属性的10个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Java代码示例。
示例1: getTotalReturn
/**
* Gets the TotalReturn from the calculated results of the method 'calculate'.
* For a timeFrame = number of trading days within a year (e. g. 251 days in the US)
* and "end of day"-ticks you will get the 'Annualized Total Return'.
* Only complete timeFrames are taken into the calculation.
* @return the total return from the calculated results of the method 'calculate'
*/
public double getTotalReturn() {
Decimal totalProduct = Decimal.ONE;
int completeTimeframes = (getTimeSeries().getTickCount() / timeFrame);
for (int i = 1; i <= completeTimeframes; i++) {
int index = i * timeFrame;
Decimal currentReturn = getValue(index);
// Skip NaN at the end of a series
if (currentReturn != Decimal.NaN) {
currentReturn = currentReturn.plus(Decimal.ONE);
totalProduct = totalProduct.multipliedBy(currentReturn);
}
}
return (Math.pow(totalProduct.toDouble(), (1.0 / completeTimeframes)));
}
示例2: isSatisfied
@Test
public void isSatisfied() {
final Decimal tradedAmount = Decimal.ONE;
// 5% stop-loss
rule = new StopLossRule(closePrice, Decimal.valueOf("5"));
assertFalse(rule.isSatisfied(0, null));
assertFalse(rule.isSatisfied(1, tradingRecord));
// Enter at 114
tradingRecord.enter(2, Decimal.valueOf("114"), tradedAmount);
assertFalse(rule.isSatisfied(2, tradingRecord));
assertFalse(rule.isSatisfied(3, tradingRecord));
assertTrue(rule.isSatisfied(4, tradingRecord));
// Exit
tradingRecord.exit(5);
// Enter at 128
tradingRecord.enter(5, Decimal.valueOf("128"), tradedAmount);
assertFalse(rule.isSatisfied(5, tradingRecord));
assertTrue(rule.isSatisfied(6, tradingRecord));
assertTrue(rule.isSatisfied(7, tradingRecord));
}
示例3: isSatisfied
@Test
public void isSatisfied() {
final Decimal tradedAmount = Decimal.ONE;
// 30% stop-gain
rule = new StopGainRule(closePrice, Decimal.valueOf("30"));
assertFalse(rule.isSatisfied(0, null));
assertFalse(rule.isSatisfied(1, tradingRecord));
// Enter at 108
tradingRecord.enter(2, Decimal.valueOf("108"), tradedAmount);
assertFalse(rule.isSatisfied(2, tradingRecord));
assertFalse(rule.isSatisfied(3, tradingRecord));
assertTrue(rule.isSatisfied(4, tradingRecord));
// Exit
tradingRecord.exit(5);
// Enter at 118
tradingRecord.enter(5, Decimal.valueOf("118"), tradedAmount);
assertFalse(rule.isSatisfied(5, tradingRecord));
assertTrue(rule.isSatisfied(6, tradingRecord));
assertTrue(rule.isSatisfied(7, tradingRecord));
}
示例4: setUp
@Before
public void setUp() {
constantIndicator = new ConstantIndicator<Decimal>(Decimal.valueOf(6));
mockIndicator = new FixedIndicator<Decimal>(
Decimal.valueOf("-2.0"),
Decimal.valueOf("0.00"),
Decimal.valueOf("1.00"),
Decimal.valueOf("2.53"),
Decimal.valueOf("5.87"),
Decimal.valueOf("6.00"),
Decimal.valueOf("10.0")
);
mockIndicator2 = new FixedIndicator<Decimal>(
Decimal.ZERO,
Decimal.ONE,
Decimal.TWO,
Decimal.THREE,
Decimal.TEN,
Decimal.valueOf("-42"),
Decimal.valueOf("-1337")
);
sumIndicator = new SumIndicator(constantIndicator, mockIndicator, mockIndicator2);
}
示例5: generateRandomTick
/**
* Generates a random tick.
* @return a random tick
*/
private static Tick generateRandomTick() {
final Decimal maxRange = Decimal.valueOf("0.03"); // 3.0%
Decimal openPrice = LAST_TICK_CLOSE_PRICE;
Decimal minPrice = openPrice.minus(openPrice.multipliedBy(maxRange.multipliedBy(Decimal.valueOf(Math.random()))));
Decimal maxPrice = openPrice.plus(openPrice.multipliedBy(maxRange.multipliedBy(Decimal.valueOf(Math.random()))));
Decimal closePrice = randDecimal(minPrice, maxPrice);
LAST_TICK_CLOSE_PRICE = closePrice;
return new BaseTick(ZonedDateTime.now(), openPrice, maxPrice, minPrice, closePrice, Decimal.ONE);
}
示例6: calculateProfit
/**
* Calculates the profit of a trade (Buy and sell).
* @param series a time series
* @param trade a trade
* @return the profit of the trade
*/
private double calculateProfit(TimeSeries series, Trade trade) {
Decimal profit = Decimal.ONE;
if (trade.isClosed()) {
Decimal exitClosePrice = series.getTick(trade.getExit().getIndex()).getClosePrice();
Decimal entryClosePrice = series.getTick(trade.getEntry().getIndex()).getClosePrice();
if (trade.getEntry().isBuy()) {
profit = exitClosePrice.dividedBy(entryClosePrice);
} else {
profit = entryClosePrice.dividedBy(exitClosePrice);
}
}
return profit.toDouble();
}
示例7: calculate
@Override
protected Decimal calculate(int index) {
if (index == 0) {
return Decimal.ONE;
}
Decimal nbPeriods = Decimal.valueOf(timeFrame);
Decimal nbPeriodsMinusOne = Decimal.valueOf(timeFrame - 1);
return getValue(index - 1).multipliedBy(nbPeriodsMinusOne).plus(tr.getValue(index)).dividedBy(nbPeriods);
}
示例8: calculate
@Override
protected Decimal calculate(int index) {
if (index == 0) {
return Decimal.ONE;
}
Decimal nbPeriods = Decimal.valueOf(timeFrame);
Decimal nbPeriodsMinusOne = Decimal.valueOf(timeFrame - 1);
return getValue(index - 1).multipliedBy(nbPeriodsMinusOne).dividedBy(nbPeriods).plus(dmup.getValue(index).dividedBy(nbPeriods));
}
示例9: calculate
@Override
protected Decimal calculate(int index) {
if (index == 0) {
return Decimal.ONE;
}
Decimal nbPeriods = Decimal.valueOf(timeFrame);
Decimal nbPeriodsMinusOne = Decimal.valueOf(timeFrame - 1);
return getValue(index - 1).multipliedBy(nbPeriodsMinusOne).dividedBy(nbPeriods).plus(dmdown.getValue(index).dividedBy(nbPeriods));
}
示例10: calculate
@Override
protected Decimal calculate(int index) {
if (index == 0) {
return Decimal.ONE;
}
Decimal nbPeriods = Decimal.valueOf(timeFrame);
Decimal nbPeriodsMinusOne = Decimal.valueOf(timeFrame - 1);
return getValue(index - 1).multipliedBy(nbPeriodsMinusOne).dividedBy(nbPeriods).plus(dm.getValue(index).dividedBy(nbPeriods));
}