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Example 86 with Bar

use of org.ta4j.core.Bar in project ta4j by ta4j.

the class ROCVIndicatorTest method setUp.

@Before
public void setUp() {
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(new MockBar(1355.69, 1000));
    bars.add(new MockBar(1325.51, 3000));
    bars.add(new MockBar(1335.02, 3500));
    bars.add(new MockBar(1313.72, 2200));
    bars.add(new MockBar(1319.99, 2300));
    bars.add(new MockBar(1331.85, 200));
    bars.add(new MockBar(1329.04, 2700));
    bars.add(new MockBar(1362.16, 5000));
    bars.add(new MockBar(1365.51, 1000));
    bars.add(new MockBar(1374.02, 2500));
    series = new MockTimeSeries(bars);
}
Also used : MockBar(org.ta4j.core.mocks.MockBar) Bar(org.ta4j.core.Bar) MockBar(org.ta4j.core.mocks.MockBar) ArrayList(java.util.ArrayList) MockTimeSeries(org.ta4j.core.mocks.MockTimeSeries) Before(org.junit.Before)

Example 87 with Bar

use of org.ta4j.core.Bar in project ta4j by ta4j.

the class PlusDMIndicatorTest method zeroDirectionalMovement.

@Test
public void zeroDirectionalMovement() {
    MockBar yesterdayBar = new MockBar(0, 0, 10, 2);
    MockBar todayBar = new MockBar(0, 0, 6, 6);
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(yesterdayBar);
    bars.add(todayBar);
    MockTimeSeries series = new MockTimeSeries(bars);
    PlusDMIndicator dup = new PlusDMIndicator(series);
    assertDecimalEquals(dup.getValue(1), 0);
}
Also used : MockBar(org.ta4j.core.mocks.MockBar) Bar(org.ta4j.core.Bar) MockBar(org.ta4j.core.mocks.MockBar) ArrayList(java.util.ArrayList) MockTimeSeries(org.ta4j.core.mocks.MockTimeSeries) Test(org.junit.Test)

Example 88 with Bar

use of org.ta4j.core.Bar in project ta4j by ta4j.

the class TRIndicatorTest method getValue.

@Test
public void getValue() {
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(new MockBar(0, 12, 15, 8));
    bars.add(new MockBar(0, 8, 11, 6));
    bars.add(new MockBar(0, 15, 17, 14));
    bars.add(new MockBar(0, 15, 17, 14));
    bars.add(new MockBar(0, 0, 0, 2));
    TRIndicator tr = new TRIndicator(new MockTimeSeries(bars));
    assertDecimalEquals(tr.getValue(0), 7);
    assertDecimalEquals(tr.getValue(1), 6);
    assertDecimalEquals(tr.getValue(2), 9);
    assertDecimalEquals(tr.getValue(3), 3);
    assertDecimalEquals(tr.getValue(4), 15);
}
Also used : MockBar(org.ta4j.core.mocks.MockBar) Bar(org.ta4j.core.Bar) MockBar(org.ta4j.core.mocks.MockBar) ArrayList(java.util.ArrayList) MockTimeSeries(org.ta4j.core.mocks.MockTimeSeries) Test(org.junit.Test)

Example 89 with Bar

use of org.ta4j.core.Bar in project ta4j by ta4j.

the class TypicalPriceIndicatorTest method indicatorShouldRetrieveBarMaxPrice.

@Test
public void indicatorShouldRetrieveBarMaxPrice() {
    for (int i = 0; i < 10; i++) {
        Bar bar = timeSeries.getBar(i);
        Decimal typicalPrice = bar.getMaxPrice().plus(bar.getMinPrice()).plus(bar.getClosePrice()).dividedBy(Decimal.THREE);
        assertEquals(typicalPrice, typicalPriceIndicator.getValue(i));
    }
}
Also used : Bar(org.ta4j.core.Bar) Decimal(org.ta4j.core.Decimal) Test(org.junit.Test)

Example 90 with Bar

use of org.ta4j.core.Bar in project ta4j by ta4j.

the class VolumeIndicatorTest method sumOfVolume.

@Test
public void sumOfVolume() {
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(new MockBar(0, 10));
    bars.add(new MockBar(0, 11));
    bars.add(new MockBar(0, 12));
    bars.add(new MockBar(0, 13));
    bars.add(new MockBar(0, 150));
    bars.add(new MockBar(0, 155));
    bars.add(new MockBar(0, 160));
    VolumeIndicator volumeIndicator = new VolumeIndicator(new MockTimeSeries(bars), 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);
}
Also used : MockBar(org.ta4j.core.mocks.MockBar) Bar(org.ta4j.core.Bar) MockBar(org.ta4j.core.mocks.MockBar) ArrayList(java.util.ArrayList) MockTimeSeries(org.ta4j.core.mocks.MockTimeSeries) Test(org.junit.Test)

Aggregations

Bar (org.ta4j.core.Bar)104 ArrayList (java.util.ArrayList)60 MockBar (org.ta4j.core.mocks.MockBar)48 MockTimeSeries (org.ta4j.core.mocks.MockTimeSeries)42 Before (org.junit.Before)37 Test (org.junit.Test)33 Decimal (org.ta4j.core.Decimal)20 IOException (java.io.IOException)16 BaseTimeSeries (org.ta4j.core.BaseTimeSeries)16 BitfinexCurrencyPair (com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair)15 Timeframe (com.github.jnidzwetzki.bitfinex.v2.entity.Timeframe)15 ZonedDateTime (java.time.ZonedDateTime)15 CountDownLatch (java.util.concurrent.CountDownLatch)15 BiConsumer (java.util.function.BiConsumer)15 BarMerger (com.github.jnidzwetzki.cryptobot.util.BarMerger)14 ParseException (java.text.ParseException)14 SimpleDateFormat (java.text.SimpleDateFormat)14 Assert (org.junit.Assert)14 BaseBar (org.ta4j.core.BaseBar)12 TimeSeries (org.ta4j.core.TimeSeries)9