Java Tick类代码示例

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected NR7Breakout calculate(int index) {
    if (index <= nr7Index) {
        return null;
    }
    for (int i = firstIndex; i <= index; i++) {
        Tick tick = timeSeries.getTick(i);
        Tick nr7Tick = timeSeries.getTick(nr7Index);
        if (tick.getClosePrice().isGreaterThan(nr7Tick.getMaxPrice())) { // Return the first bullish signal found
            return new NR7Breakout(nr7Tick, tick, Sentiment.BULLISH);
        }
        if (tick.getClosePrice().isLessThan(nr7Tick.getMinPrice())) { // Return the first bearish signal found
            return new NR7Breakout(nr7Tick, tick, Sentiment.BEARISH);
        }
    }
    return null;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
public static List<Tick> createTickData(String stubData, String separator, Pattern header, DateTimeFormatter dtf) {
    List<Tick> ticks = new ArrayList<>();
    BufferedReader bufferedReader = new BufferedReader(new InputStreamReader(StubDataTestUtils.class.getResourceAsStream(stubData)));
    String line;
    try {
        while ((line = bufferedReader.readLine()) != null) {
            String[] data = line.split(separator);
            if (data == null || (header != null && header.matcher(line).matches()) || line.startsWith(COMMENT_LINE)) { // Headers, comments, no data
                continue;
            }
            DateTime dt = dtf != null ? DateTime.parse(data[TIMESTAMP], dtf) : DateTime.parse(data[TIMESTAMP]);
            Tick tick = new Tick(dt, Double.parseDouble(data[OPEN]), Double.parseDouble(data[HIGH]), Double.parseDouble(data[LOW]),
                    Double.parseDouble(data[CLOSE]), Double.parseDouble(data[VOLUME]));
            ticks.add(tick);
        }
        bufferedReader.close();
    } catch (IOException e) {
        throw new RuntimeException(e);
    }
    return ticks;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Test
public void testLinearRegressionIndicator() {
    /* 
     * Example adapted from: http://onlinestatbook.com/2/regression/intro.html
     */
    List<Tick> ticks = Arrays.asList(
            new Tick(DateTime.parse("2001-01-01"), 0,0,0,1,0),
            new Tick(DateTime.parse("2001-01-02"), 0,0,0,2,0),
            new Tick(DateTime.parse("2001-01-03"), 0,0,0,1.3,0),
            new Tick(DateTime.parse("2001-01-04"), 0,0,0,3.75,0),
            new Tick(DateTime.parse("2001-01-05"), 0,0,0,2.25,0)
    );
    TimeSeries timeSeries = new TimeSeries(ticks);
    LinearRegressionIndicator linearRegressionIndicator = new LinearRegressionIndicator(new ClosePriceIndicator(timeSeries), timeSeries.getEnd());

    assertDecimalEquals(linearRegressionIndicator.getValue(0), 1.21);
    assertDecimalEquals(linearRegressionIndicator.getValue(1), 1.635);
    assertDecimalEquals(linearRegressionIndicator.getValue(2), 2.06);
    assertDecimalEquals(linearRegressionIndicator.getValue(3), 2.485);
    assertDecimalEquals(linearRegressionIndicator.getValue(4), 2.91);
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
/**
 * Builds a JFreeChart OHLC dataset from a ta4j time series.
 * @param series a time series
 * @return an Open-High-Low-Close dataset
 */
private static OHLCDataset createOHLCDataset(TimeSeries series) {
    final int nbTicks = series.getTickCount();
    
    Date[] dates = new Date[nbTicks];
    double[] opens = new double[nbTicks];
    double[] highs = new double[nbTicks];
    double[] lows = new double[nbTicks];
    double[] closes = new double[nbTicks];
    double[] volumes = new double[nbTicks];
    
    for (int i = 0; i < nbTicks; i++) {
        Tick tick = series.getTick(i);
        dates[i] = new Date(tick.getEndTime().toEpochSecond() * 1000);
        opens[i] = tick.getOpenPrice().toDouble();
        highs[i] = tick.getMaxPrice().toDouble();
        lows[i] = tick.getMinPrice().toDouble();
        closes[i] = tick.getClosePrice().toDouble();
        volumes[i] = tick.getVolume().toDouble();
    }
    
    OHLCDataset dataset = new DefaultHighLowDataset("btc", dates, highs, lows, opens, closes, volumes);
    
    return dataset;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected Boolean calculate(int index) {
    if (index < 1) {
        // Harami is a 2-candle pattern
        return false;
    }
    Tick prevTick = series.getTick(index-1);
    Tick currTick = series.getTick(index);
    if (prevTick.isBearish() && currTick.isBullish()) {
        final Decimal prevOpenPrice = prevTick.getOpenPrice();
        final Decimal prevClosePrice = prevTick.getClosePrice();
        final Decimal currOpenPrice = currTick.getOpenPrice();
        final Decimal currClosePrice = currTick.getClosePrice();
        return currOpenPrice.isLessThan(prevOpenPrice) && currOpenPrice.isGreaterThan(prevClosePrice)
                && currClosePrice.isLessThan(prevOpenPrice) && currClosePrice.isGreaterThan(prevClosePrice);
    }
    return false;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected Boolean calculate(int index) {
    if (index < 1) {
        // Harami is a 2-candle pattern
        return false;
    }
    Tick prevTick = series.getTick(index-1);
    Tick currTick = series.getTick(index);
    if (prevTick.isBullish() && currTick.isBearish()) {
        final Decimal prevOpenPrice = prevTick.getOpenPrice();
        final Decimal prevClosePrice = prevTick.getClosePrice();
        final Decimal currOpenPrice = currTick.getOpenPrice();
        final Decimal currClosePrice = currTick.getClosePrice();
        return currOpenPrice.isGreaterThan(prevOpenPrice) && currOpenPrice.isLessThan(prevClosePrice)
                && currClosePrice.isGreaterThan(prevOpenPrice) && currClosePrice.isLessThan(prevClosePrice);
    }
    return false;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected Boolean calculate(int index) {
    if (index < 1) {
        // Engulfing is a 2-candle pattern
        return false;
    }
    Tick prevTick = series.getTick(index-1);
    Tick currTick = series.getTick(index);
    if (prevTick.isBullish() && currTick.isBearish()) {
        final Decimal prevOpenPrice = prevTick.getOpenPrice();
        final Decimal prevClosePrice = prevTick.getClosePrice();
        final Decimal currOpenPrice = currTick.getOpenPrice();
        final Decimal currClosePrice = currTick.getClosePrice();
        return currOpenPrice.isGreaterThan(prevOpenPrice) && currOpenPrice.isGreaterThan(prevClosePrice)
                && currClosePrice.isLessThan(prevOpenPrice) && currClosePrice.isLessThan(prevClosePrice);
    }
    return false;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected Boolean calculate(int index) {
    if (index < 1) {
        // Engulfing is a 2-candle pattern
        return false;
    }
    Tick prevTick = series.getTick(index-1);
    Tick currTick = series.getTick(index);
    if (prevTick.isBearish() && currTick.isBullish()) {
        final Decimal prevOpenPrice = prevTick.getOpenPrice();
        final Decimal prevClosePrice = prevTick.getClosePrice();
        final Decimal currOpenPrice = currTick.getOpenPrice();
        final Decimal currClosePrice = currTick.getClosePrice();
        return currOpenPrice.isLessThan(prevOpenPrice) && currOpenPrice.isLessThan(prevClosePrice)
                && currClosePrice.isGreaterThan(prevOpenPrice) && currClosePrice.isGreaterThan(prevClosePrice);
    }
    return false;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected Decimal calculate(int index) {
    if (index == 0) {
        return Decimal.THOUSAND;
    }
    
    Tick currentTick = series.getTick(index);
    Tick previousTick = series.getTick(index - 1);
    Decimal previousValue = getValue(index - 1);
    
    if (currentTick.getVolume().isLessThan(previousTick.getVolume())) {
        Decimal currentPrice = currentTick.getClosePrice();
        Decimal previousPrice = previousTick.getClosePrice();
        Decimal priceChangeRatio = currentPrice.minus(previousPrice).dividedBy(previousPrice);
        return previousValue.plus(priceChangeRatio.multipliedBy(previousValue));
    }
    return previousValue;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Override
protected Decimal calculate(int index) {
    if (index == 0) {
        return Decimal.THOUSAND;
    }
    
    Tick currentTick = series.getTick(index);
    Tick previousTick = series.getTick(index - 1);
    Decimal previousValue = getValue(index - 1);
    
    if (currentTick.getVolume().isGreaterThan(previousTick.getVolume())) {
        Decimal currentPrice = currentTick.getClosePrice();
        Decimal previousPrice = previousTick.getClosePrice();
        Decimal priceChangeRatio = currentPrice.minus(previousPrice).dividedBy(previousPrice);
        return previousValue.plus(priceChangeRatio.multipliedBy(previousValue));
    }
    return previousValue;
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Test
public void averageDirectionalMovement()
{
    MockTick tick1 = new MockTick(0, 0, 13, 7);
    MockTick tick2 = new MockTick(0, 0, 11, 5);
    MockTick tick3 = new MockTick(0, 0, 15, 3);
    MockTick tick4 = new MockTick(0, 0, 14, 2);
    MockTick tick5 = new MockTick(0, 0, 13, 0.2);
    
    List<Tick> ticks = new ArrayList<Tick>();
    ticks.add(tick1);
    ticks.add(tick2);
    ticks.add(tick3);
    ticks.add(tick4);
    ticks.add(tick5);
    
    MockTimeSeries series = new MockTimeSeries(ticks);
    AverageDirectionalMovementDownIndicator admdown = new AverageDirectionalMovementDownIndicator(series, 3);
    assertDecimalEquals(admdown.getValue(0), 1);
    assertDecimalEquals(admdown.getValue(1), 4d/3);
    assertDecimalEquals(admdown.getValue(2), 4d/3 * 2d/3);
    assertDecimalEquals(admdown.getValue(3), (4d/3 * 2d/3) * 2d/3 + 1d/3);
    assertDecimalEquals(admdown.getValue(4), ((4d/3 * 2d/3) * 2d/3 + 1d/3) * 2d/3 + 1.8 * 1d/3);
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Before
public void setUp() {
    Random r = new Random();
    List<Tick> ticks = new ArrayList<>();
    for (int i = 0; i < 1000; i++) {
        double open = r.nextDouble();
        double close = r.nextDouble();
        double max = Math.max(close+r.nextDouble(), open+r.nextDouble());
        double min = Math.min(0, Math.min(close-r.nextDouble(), open-r.nextDouble()));
        ZonedDateTime dateTime = ZonedDateTime.now();
        Tick tick = new BaseTick(dateTime, open, close, max, min, i);
        ticks.add(tick);
    }
    this.series = new BaseTimeSeries("test", ticks);

    this.openPriceIndicator = new OpenPriceIndicator(this.series);
    this.minPriceIndicator = new MinPriceIndicator(this.series);
    this.maxPriceIndicator = new MaxPriceIndicator(this.series);
    this.volumeIndicator = new VolumeIndicator(this.series);
    this.closePriceIndicator = new ClosePriceIndicator(this.series);
    this.emaIndicator = new EMAIndicator(this.closePriceIndicator, 20);
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Test
public void averageDirectionalMovement()
{
    List<Tick> ticks = new ArrayList<Tick>();
    ticks.add(new MockTick(0, 0, 10, 2));
    ticks.add(new MockTick(0, 0, 12, 2));
    ticks.add(new MockTick(0, 0, 15, 2));
    ticks.add(new MockTick(0, 0, 11, 2));
    ticks.add(new MockTick(0, 0, 13, 7));
    
    MockTimeSeries series = new MockTimeSeries(ticks);
    AverageDirectionalMovementUpIndicator admup = new AverageDirectionalMovementUpIndicator(series, 3);
    assertDecimalEquals(admup.getValue(0), 1);
    assertDecimalEquals(admup.getValue(1), 4d/3);
    assertDecimalEquals(admup.getValue(2), 4d/3 * 2d/3 + 1);
    assertDecimalEquals(admup.getValue(3), (4d/3 * 2d/3 + 1) * 2d/3);
    assertDecimalEquals(admup.getValue(4), (4d/3 * 2d/3 + 1) * 2d/3 * 2d/3 + 2d/3);
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Test
public void sumOfVolume() {
    List<Tick> ticks = new ArrayList<Tick>();
    ticks.add(new MockTick(0, 10));
    ticks.add(new MockTick(0, 11));
    ticks.add(new MockTick(0, 12));
    ticks.add(new MockTick(0, 13));
    ticks.add(new MockTick(0, 150));
    ticks.add(new MockTick(0, 155));
    ticks.add(new MockTick(0, 160));
    VolumeIndicator volumeIndicator = new VolumeIndicator(new MockTimeSeries(ticks), 3);
    
    assertDecimalEquals(volumeIndicator.getValue(0), 10);
    assertDecimalEquals(volumeIndicator.getValue(1), 21);
    assertDecimalEquals(volumeIndicator.getValue(2), 33);
    assertDecimalEquals(volumeIndicator.getValue(3), 36);
    assertDecimalEquals(volumeIndicator.getValue(4), 175);
    assertDecimalEquals(volumeIndicator.getValue(5), 318);
    assertDecimalEquals(volumeIndicator.getValue(6), 465);
}
 

import eu.verdelhan.ta4j.Tick; //导入依赖的package包/类
@Test
public void getValue()
{
    List<Tick> ticks = new ArrayList<Tick>();
    
    ticks.add(new MockTick(0, 0, 10, 2));
    ticks.add(new MockTick(0, 0, 12, 2));
    ticks.add(new MockTick(0, 0, 15, 2));
    ticks.add(new MockTick(0, 0, 11, 2));
    ticks.add(new MockTick(0, 0, 13, 7));
    
    MockTimeSeries series = new MockTimeSeries(ticks);
    DirectionalUpIndicator dup = new DirectionalUpIndicator(series, 3);
    assertDecimalEquals(dup.getValue(0), 1);
    assertDecimalEquals(dup.getValue(1), (4d/3) / (14d/3));
    assertDecimalEquals(dup.getValue(2), (4d/3 * 2d/3 + 1) / (14d/3 * 2d/3 + 15d/3));
    assertDecimalEquals(dup.getValue(3), ((4d/3 * 2d/3 + 1) * 2d/3) / (((14d/3 * 2d/3 + 15d/3) * 2d/3) + 11d/3));
    assertDecimalEquals(dup.getValue(4), ((4d/3 * 2d/3 + 1) * 2d/3 * 2d/3 + 2d/3) / (((((14d/3 * 2d/3 + 15d/3) * 2d/3) + 11d/3) * 2d/3) + 13d/3));
}