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

Example 51 with Bar

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

the class BarMegerTest method testTickMerger2.

/**
 * Test two tick merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 5000)
public void testTickMerger2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (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 tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:13").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 52 with Bar

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

the class BarMegerTest method testTickAlignment1.

/**
 * Test the alignment of the ticks
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 10000)
public void testTickAlignment1() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(3);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        Assert.assertTrue(t.getEndTime().getSecond() == 59);
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:02:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("02:03:53").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("22:22:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 53 with Bar

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

the class BarMegerTest method testTickAlignment2.

/**
 * Test the alignment of the ticks
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 10000)
public void testTickAlignment2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(4);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (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 tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_15, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:00").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("02:41:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("10:33:11").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("22:22:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 54 with Bar

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

the class BarMegerTest method testTickMerger1.

/**
 * Test one tick
 * @throws InterruptedException
 * @throws IOException
 */
@Test(timeout = 5000)
public void testTickMerger1() throws InterruptedException, IOException {
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(1000000, 1.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 55 with Bar

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

the class BarMegerTest method testTickMergerMinMax.

/**
 * Test tick merger min max
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testTickMergerMinMax() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        Assert.assertEquals(1.0, t.getMinPrice().doubleValue(), DELTA);
        Assert.assertEquals(8.0, t.getMaxPrice().doubleValue(), DELTA);
        Assert.assertEquals(3.0, t.getOpenPrice().doubleValue(), DELTA);
        Assert.assertEquals(4.5, t.getClosePrice().doubleValue(), DELTA);
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:01").getTime(), 3.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:02").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:03").getTime(), 8.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:04").getTime(), 1.5, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:05").getTime(), 2.5, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:06").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:07").getTime(), 4.5, 5.0);
    tickMerger.close();
    latch.await();
}