Examples with Bar org.ta4j.core.Bar used on opensource projects

Example 1 with Bar

use of org.ta4j.core.Bar in project crypto-bot by jnidzwetzki.

the class BarConverter method convertBitfinexTick.

/**
 * Convert a bitfinex tick into a ta4j bar
 * @param bitfinexTick
 * @return
 */
public static Bar convertBitfinexTick(final BitfinexTick bitfinexTick) {
    final Instant instant = Instant.ofEpochMilli(bitfinexTick.getTimestamp());
    final ZonedDateTime time = ZonedDateTime.ofInstant(instant, Const.BITFINEX_TIMEZONE);
    final Bar bar = new BaseBar(time, bitfinexTick.getOpen(), bitfinexTick.getHigh(), bitfinexTick.getLow(), bitfinexTick.getClose(), bitfinexTick.getVolume() != BitfinexTick.INVALID_VOLUME ? bitfinexTick.getVolume() : 0);
    return bar;
}

Example 2 with Bar

use of org.ta4j.core.Bar in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarAlignment1.

/**
 * Test the alignment of the Bars
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 10000)
public void testBarAlignment1() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(3);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        Assert.assertTrue(t.getEndTime().getSecond() == 59);
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    BarMerger.addNewPrice(parser.parse("01:02:33").getTime(), 2.0, 5.0);
    BarMerger.addNewPrice(parser.parse("02:03:53").getTime(), 2.0, 5.0);
    BarMerger.addNewPrice(parser.parse("22:22:53").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 3 with Bar

use of org.ta4j.core.Bar in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarAlignment2.

/**
 * Test the alignment of the Bars
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 10000)
public void testBarAlignment2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(4);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        Assert.assertTrue(t.getEndTime().getMinute() == 14 || t.getEndTime().getMinute() == 29 || t.getEndTime().getMinute() == 44 || t.getEndTime().getMinute() == 59);
        Assert.assertEquals(59, t.getEndTime().getSecond());
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_15, BarConsumer);
    BarMerger.addNewPrice(parser.parse("01:01:00").getTime(), 1.0, 5.0);
    BarMerger.addNewPrice(parser.parse("02:41:33").getTime(), 2.0, 5.0);
    BarMerger.addNewPrice(parser.parse("10:33:11").getTime(), 2.0, 5.0);
    BarMerger.addNewPrice(parser.parse("22:22:53").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 4 with Bar

use of org.ta4j.core.Bar in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarMerger4.

/**
 * Test three Bar merge with other timestamps
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testBarMerger4() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(2);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    BarMerger.addNewPrice(parser.parse("01:01:33").getTime(), 2.0, 5.0);
    BarMerger.addNewPrice(parser.parse("02:02:53").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 5 with Bar

use of org.ta4j.core.Bar in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarMerger2.

/**
 * Test two Bar merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 5000)
public void testBarMerger2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        Assert.assertEquals(10, t.getVolume().doubleValue(), DELTA);
        Assert.assertEquals(1.0, t.getMinPrice().doubleValue(), DELTA);
        Assert.assertEquals(2.0, t.getMaxPrice().doubleValue(), DELTA);
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(parser.parse("01:01:13").getTime(), 1.0, 5.0);
    BarMerger.addNewPrice(parser.parse("01:01:23").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}