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

Example 6 with Bar

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

the class BarMegerTest method testBarMerger1.

/**
 * Test one Bar
 * @throws InterruptedException
 * @throws IOException
 */
@Test(timeout = 5000)
public void testBarMerger1() throws InterruptedException, IOException {
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(1000000, 1.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 7 with Bar

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

the class BarMegerTest method testTickMerger4.

/**
 * 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, Bar> tickConsumer = (s, t) -> {
        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("01:01:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("02:02:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 8 with Bar

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

the class BarMegerTest method testTickMerger3.

/**
 * 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, Bar> tickConsumer = (s, t) -> {
        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("01:01:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:02:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 9 with Bar

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

the class HistoricalCandlesHelper method requestHistoricalCandles.

/**
 * Request historical candles
 *
 * @param bitfinexApiBroker
 * @param timeframe
 * @param tradedCurrencies
 * @return
 * @throws InterruptedException
 * @throws APIException
 */
public static Map<BitfinexCandlestickSymbol, TimeSeries> requestHistoricalCandles(final BitfinexApiBroker bitfinexApiBroker, final Timeframe timeframe, final List<BitfinexCurrencyPair> tradedCurrencies) throws InterruptedException, APIException {
    logger.info("Request historical candles");
    final Map<BitfinexCandlestickSymbol, TimeSeries> timeSeries = new HashMap<>();
    for (final BitfinexCurrencyPair currency : tradedCurrencies) {
        final String bitfinexString = currency.toBitfinexString();
        final BaseTimeSeries currencyTimeSeries = new BaseTimeSeries(bitfinexString);
        final BitfinexCandlestickSymbol barSymbol = new BitfinexCandlestickSymbol(currency, timeframe);
        timeSeries.put(barSymbol, currencyTimeSeries);
        final CountDownLatch tickCountdown = new CountDownLatch(100);
        // Add bars to timeseries callback
        final BiConsumer<BitfinexCandlestickSymbol, BitfinexTick> callback = (channelSymbol, tick) -> {
            final TimeSeries timeSeriesToAdd = timeSeries.get(channelSymbol);
            final Bar bar = BarConverter.convertBitfinexTick(tick);
            try {
                timeSeriesToAdd.addBar(bar);
                tickCountdown.countDown();
            } catch (IllegalArgumentException e) {
                logger.error("Unable to add tick {} to time series, last tick is {}", bar, timeSeriesToAdd.getLastBar());
            }
        };
        bitfinexApiBroker.getQuoteManager().registerCandlestickCallback(barSymbol, callback);
        bitfinexApiBroker.getQuoteManager().subscribeCandles(barSymbol);
        // Wait for 100 bars or 10 seconds. All snapshot ticks are handled in
        // a synchronized block, so we receive the full snapshot even if we
        // call removeTickCallback.
        tickCountdown.await(10, TimeUnit.SECONDS);
        bitfinexApiBroker.getQuoteManager().registerCandlestickCallback(barSymbol, callback);
        bitfinexApiBroker.getQuoteManager().unsubscribeCandles(barSymbol);
        logger.info("Loaded ticks for symbol {} {}", bitfinexString, +timeSeries.get(barSymbol).getEndIndex());
    }
    return timeSeries;
}

Example 10 with Bar

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

the class Chart method buildChartTimeSeries.

private static org.jfree.data.time.TimeSeries buildChartTimeSeries(TimeSeries tickSeries, Indicator<Decimal> indicator, String name) {
    org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name);
    for (int i = 0; i < tickSeries.getBarCount(); i++) {
        final Bar tick = tickSeries.getBar(i);
        chartTimeSeries.add(new Minute(Date.from(tick.getEndTime().toInstant())), indicator.getValue(i).doubleValue());
    }
    return chartTimeSeries;
}