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

Example 16 with TimeSeries

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

the class CashFlowTest method cashFlowValueWithOnlyOneTradeAndAGapBefore.

@Test
public void cashFlowValueWithOnlyOneTradeAndAGapBefore() {
    TimeSeries sampleTimeSeries = new MockTimeSeries(1d, 1d, 2d);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(1, sampleTimeSeries), Order.sellAt(2, sampleTimeSeries));
    CashFlow cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
    assertDecimalEquals(cashFlow.getValue(0), 1);
    assertDecimalEquals(cashFlow.getValue(1), 1);
    assertDecimalEquals(cashFlow.getValue(2), 2);
}

Example 17 with TimeSeries

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

the class CashFlowTest method cashFlowBuyWithOnlyOneTrade.

@Test
public void cashFlowBuyWithOnlyOneTrade() {
    TimeSeries sampleTimeSeries = new MockTimeSeries(1d, 2d);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleTimeSeries), Order.sellAt(1, sampleTimeSeries));
    CashFlow cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
    assertDecimalEquals(cashFlow.getValue(0), 1);
    assertDecimalEquals(cashFlow.getValue(1), 2);
}

Example 18 with TimeSeries

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

the class CashFlowTest method cashFlowShortSell.

@Test
public void cashFlowShortSell() {
    TimeSeries sampleTimeSeries = new MockTimeSeries(1, 2, 4, 8, 16, 32);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleTimeSeries), Order.sellAt(2, sampleTimeSeries), Order.sellAt(2, sampleTimeSeries), Order.buyAt(4, sampleTimeSeries), Order.buyAt(4, sampleTimeSeries), Order.sellAt(5, sampleTimeSeries));
    CashFlow cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
    assertDecimalEquals(cashFlow.getValue(0), 1);
    assertDecimalEquals(cashFlow.getValue(1), 2);
    assertDecimalEquals(cashFlow.getValue(2), 4);
    assertDecimalEquals(cashFlow.getValue(3), 2);
    assertDecimalEquals(cashFlow.getValue(4), 1);
    assertDecimalEquals(cashFlow.getValue(5), 2);
}

Example 19 with TimeSeries

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

the class CashFlowTest method cashFlowValue.

@Test
public void cashFlowValue() {
    // First sample series
    TimeSeries sampleTimeSeries = new MockTimeSeries(3d, 2d, 5d, 1000d, 5000d, 0.0001d, 4d, 7d, 6d, 7d, 8d, 5d, 6d);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleTimeSeries), Order.sellAt(2, sampleTimeSeries), Order.buyAt(6, sampleTimeSeries), Order.sellAt(8, sampleTimeSeries), Order.buyAt(9, sampleTimeSeries), Order.sellAt(11, sampleTimeSeries));
    CashFlow cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
    assertDecimalEquals(cashFlow.getValue(0), 1);
    assertDecimalEquals(cashFlow.getValue(1), 2d / 3);
    assertDecimalEquals(cashFlow.getValue(2), 5d / 3);
    assertDecimalEquals(cashFlow.getValue(3), 5d / 3);
    assertDecimalEquals(cashFlow.getValue(4), 5d / 3);
    assertDecimalEquals(cashFlow.getValue(5), 5d / 3);
    assertDecimalEquals(cashFlow.getValue(6), 5d / 3);
    assertDecimalEquals(cashFlow.getValue(7), 5d / 3 * 7d / 4);
    assertDecimalEquals(cashFlow.getValue(8), 5d / 3 * 6d / 4);
    assertDecimalEquals(cashFlow.getValue(9), 5d / 3 * 6d / 4);
    assertDecimalEquals(cashFlow.getValue(10), 5d / 3 * 6d / 4 * 8d / 7);
    assertDecimalEquals(cashFlow.getValue(11), 5d / 3 * 6d / 4 * 5d / 7);
    assertDecimalEquals(cashFlow.getValue(12), 5d / 3 * 6d / 4 * 5d / 7);
    // Second sample series
    sampleTimeSeries = new MockTimeSeries(5d, 6d, 3d, 7d, 8d, 6d, 10d, 15d, 6d);
    tradingRecord = new BaseTradingRecord(Order.buyAt(4, sampleTimeSeries), Order.sellAt(5, sampleTimeSeries), Order.buyAt(6, sampleTimeSeries), Order.sellAt(8, sampleTimeSeries));
    CashFlow flow = new CashFlow(sampleTimeSeries, tradingRecord);
    assertDecimalEquals(flow.getValue(0), 1);
    assertDecimalEquals(flow.getValue(1), 1);
    assertDecimalEquals(flow.getValue(2), 1);
    assertDecimalEquals(flow.getValue(3), 1);
    assertDecimalEquals(flow.getValue(4), 1);
    assertDecimalEquals(flow.getValue(5), "0.75");
    assertDecimalEquals(flow.getValue(6), "0.75");
    assertDecimalEquals(flow.getValue(7), "1.125");
    assertDecimalEquals(flow.getValue(8), "0.45");
}

Example 20 with TimeSeries

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

the class CashFlowTest method cashFlowValueWithNoTrades.

@Test
public void cashFlowValueWithNoTrades() {
    TimeSeries sampleTimeSeries = new MockTimeSeries(3d, 2d, 5d, 4d, 7d, 6d, 7d, 8d, 5d, 6d);
    CashFlow cashFlow = new CashFlow(sampleTimeSeries, new BaseTradingRecord());
    assertDecimalEquals(cashFlow.getValue(4), 1);
    assertDecimalEquals(cashFlow.getValue(7), 1);
    assertDecimalEquals(cashFlow.getValue(9), 1);
}