本文整理汇总了Java中org.ta4j.core.Tick类的典型用法代码示例。如果您正苦于以下问题：Java Tick类的具体用法？Java Tick怎么用？Java Tick使用的例子？那么恭喜您, 这里精选的类代码示例或许可以为您提供帮助。
Tick类属于org.ta4j.core包，在下文中一共展示了Tick类的15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: createOHLCDataset
import org.ta4j.core.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;
}
示例2: calculate
import org.ta4j.core.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;
}
示例3: testTickMerger3
import org.ta4j.core.Tick; //导入依赖的package包/类
/**
* Test three tick merge
* @throws InterruptedException
* @throws IOException
* @throws ParseException
*/
@Test(timeout=6000)
public void testTickMerger3() throws InterruptedException, IOException, ParseException {
final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
final CountDownLatch latch = new CountDownLatch(2);
final BiConsumer<BitfinexCurrencyPair, Tick> tickConsumer = (s, t) -> {
latch.countDown();
};
final TickMerger tickMerger = new TickMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
tickMerger.addNewPrice(parser.parse("01:01:33").getTime(), 2.0, 5.0);
tickMerger.addNewPrice(parser.parse("01:02:53").getTime(), 2.0, 5.0);
tickMerger.close();
latch.await();
}
示例4: calculate
import org.ta4j.core.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;
}
示例5: calculate
import org.ta4j.core.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;
}
示例6: getPreviousPeriod
import org.ta4j.core.Tick; //导入依赖的package包/类
private long getPreviousPeriod(Tick tick, int indexOfPreviousTick) {
switch (timeLevel) {
case DAY: // return previous day
int prevCalendarDay = tick.getEndTime().minusDays(1).getDayOfYear();
// skip weekend and holidays:
while (getTimeSeries().getTick(indexOfPreviousTick).getEndTime().getDayOfYear() != prevCalendarDay && indexOfPreviousTick > 0) {
prevCalendarDay--;
}
return prevCalendarDay;
case WEEK: // return previous week
return tick.getEndTime().minusWeeks(1).get(IsoFields.WEEK_OF_WEEK_BASED_YEAR);
case MONTH: // return previous month
return tick.getEndTime().minusMonths(1).getMonthValue();
default: // return previous year
return tick.getEndTime().minusYears(1).getYear();
}
}
示例7: testTickMerger4
import org.ta4j.core.Tick; //导入依赖的package包/类
/**
* Test three tick merge with other timestamps
* @throws InterruptedException
* @throws IOException
* @throws ParseException
*/
@Test(timeout=6000)
public void testTickMerger4() throws InterruptedException, IOException, ParseException {
final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
final CountDownLatch latch = new CountDownLatch(2);
final BiConsumer<BitfinexCurrencyPair, Tick> tickConsumer = (s, t) -> {
latch.countDown();
};
final TickMerger tickMerger = new TickMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
tickMerger.addNewPrice(parser.parse("01:01:33").getTime(), 2.0, 5.0);
tickMerger.addNewPrice(parser.parse("02:02:53").getTime(), 2.0, 5.0);
tickMerger.close();
latch.await();
}
示例8: calculate
import org.ta4j.core.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;
}
示例9: averageDirectionalMovement
import org.ta4j.core.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);
}
示例10: setUp
import org.ta4j.core.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);
}
示例11: averageDirectionalMovement
import org.ta4j.core.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);
}
示例12: sumOfVolume
import org.ta4j.core.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);
}
示例13: getValue
import org.ta4j.core.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));
}
示例14: setUp
import org.ta4j.core.Tick; //导入依赖的package包/类
@Before
public void setUp() {
List<Tick> ticks = new ArrayList<Tick>();
ticks.add(new MockTick(0, 0, 16, 8));
ticks.add(new MockTick(0, 0, 12, 6));
ticks.add(new MockTick(0, 0, 18, 14));
ticks.add(new MockTick(0, 0, 10, 6));
ticks.add(new MockTick(0, 0, 32, 6));
ticks.add(new MockTick(0, 0, 2, 2));
ticks.add(new MockTick(0, 0, 0, 0));
ticks.add(new MockTick(0, 0, 8, 1));
ticks.add(new MockTick(0, 0, 83, 32));
ticks.add(new MockTick(0, 0, 9, 3));
this.timeSeries = new MockTimeSeries(ticks);
average = new MedianPriceIndicator(timeSeries);
}
示例15: averageDirectionalMovement
import org.ta4j.core.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, 13, 7));
ticks.add(new MockTick(0, 0, 11, 5));
ticks.add(new MockTick(0, 0, 15, 3));
ticks.add(new MockTick(0, 0, 14, 2));
ticks.add(new MockTick(0, 0, 13, 0.2));
MockTimeSeries series = new MockTimeSeries(ticks);
DirectionalDownIndicator ddown = new DirectionalDownIndicator(series, 3);
assertDecimalEquals(ddown.getValue(0), 1);
assertDecimalEquals(ddown.getValue(1), (4d/3) / (13d/3));
assertDecimalEquals(ddown.getValue(2), (4d/3 * 2d/3) / (13d/3 * 2d/3 + 15d/3));
assertDecimalEquals(ddown.getValue(3), ((4d/3 * 2d/3) * 2d/3 + 1d/3) / (((13d/3 * 2d/3 + 15d/3) * 2d/3) + 14d/3));
assertDecimalEquals(ddown.getValue(4), (((4d/3 * 2d/3) * 2d/3 + 1d/3) * 2d/3 + 1.8 * 1d/3) / (((((13d/3 * 2d/3 + 15d/3) * 2d/3) + 14d/3) * 2d/3) + 13d/3));
}