Examples with ClosePriceIndicator org.ta4j.core.indicators.helpers.ClosePriceIndicator used on opensource projects

Example 6 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class CorrelationCoefficientIndicatorTest method setUp.

@Before
public void setUp() {
    List<Bar> bars = new ArrayList<Bar>();
    // close, volume
    bars.add(new MockBar(6, 100));
    bars.add(new MockBar(7, 105));
    bars.add(new MockBar(9, 130));
    bars.add(new MockBar(12, 160));
    bars.add(new MockBar(11, 150));
    bars.add(new MockBar(10, 130));
    bars.add(new MockBar(11, 95));
    bars.add(new MockBar(13, 120));
    bars.add(new MockBar(15, 180));
    bars.add(new MockBar(12, 160));
    bars.add(new MockBar(8, 150));
    bars.add(new MockBar(4, 200));
    bars.add(new MockBar(3, 150));
    bars.add(new MockBar(4, 85));
    bars.add(new MockBar(3, 70));
    bars.add(new MockBar(5, 90));
    bars.add(new MockBar(8, 100));
    bars.add(new MockBar(9, 95));
    bars.add(new MockBar(11, 110));
    bars.add(new MockBar(10, 95));
    TimeSeries data = new BaseTimeSeries(bars);
    close = new ClosePriceIndicator(data);
    volume = new VolumeIndicator(data, 2);
}

Example 7 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class CovarianceIndicatorTest method setUp.

@Before
public void setUp() {
    List<Bar> bars = new ArrayList<Bar>();
    // close, volume
    bars.add(new MockBar(6, 100));
    bars.add(new MockBar(7, 105));
    bars.add(new MockBar(9, 130));
    bars.add(new MockBar(12, 160));
    bars.add(new MockBar(11, 150));
    bars.add(new MockBar(10, 130));
    bars.add(new MockBar(11, 95));
    bars.add(new MockBar(13, 120));
    bars.add(new MockBar(15, 180));
    bars.add(new MockBar(12, 160));
    bars.add(new MockBar(8, 150));
    bars.add(new MockBar(4, 200));
    bars.add(new MockBar(3, 150));
    bars.add(new MockBar(4, 85));
    bars.add(new MockBar(3, 70));
    bars.add(new MockBar(5, 90));
    bars.add(new MockBar(8, 100));
    bars.add(new MockBar(9, 95));
    bars.add(new MockBar(11, 110));
    bars.add(new MockBar(10, 95));
    TimeSeries data = new BaseTimeSeries(bars);
    close = new ClosePriceIndicator(data);
    volume = new VolumeIndicator(data, 2);
}

Example 8 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class MeanDeviationIndicatorTest method meanDeviationShouldBeZeroWhenTimeFrameIs1.

@Test
public void meanDeviationShouldBeZeroWhenTimeFrameIs1() {
    MeanDeviationIndicator meanDeviation = new MeanDeviationIndicator(new ClosePriceIndicator(data), 1);
    assertDecimalEquals(meanDeviation.getValue(2), 0);
    assertDecimalEquals(meanDeviation.getValue(7), 0);
}

Example 9 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class PearsonCorrelationIndicatorTest method setUp.

@Before
public void setUp() {
    List<Bar> bars = new ArrayList<Bar>();
    // close, volume
    bars.add(new MockBar(6, 100));
    bars.add(new MockBar(7, 105));
    bars.add(new MockBar(9, 130));
    bars.add(new MockBar(12, 160));
    bars.add(new MockBar(11, 150));
    bars.add(new MockBar(10, 130));
    bars.add(new MockBar(11, 95));
    bars.add(new MockBar(13, 120));
    bars.add(new MockBar(15, 180));
    bars.add(new MockBar(12, 160));
    bars.add(new MockBar(8, 150));
    bars.add(new MockBar(4, 200));
    bars.add(new MockBar(3, 150));
    bars.add(new MockBar(4, 85));
    bars.add(new MockBar(3, 70));
    bars.add(new MockBar(5, 90));
    bars.add(new MockBar(8, 100));
    bars.add(new MockBar(9, 95));
    bars.add(new MockBar(11, 110));
    bars.add(new MockBar(10, 95));
    TimeSeries data = new BaseTimeSeries(bars);
    close = new ClosePriceIndicator(data);
    volume = new VolumeIndicator(data, 2);
}

Example 10 with ClosePriceIndicator

use of org.ta4j.core.indicators.helpers.ClosePriceIndicator in project ta4j by ta4j.

the class SigmaIndicatorTest method test.

@Test
public void test() {
    SigmaIndicator zScore = new SigmaIndicator(new ClosePriceIndicator(data), 5);
    assertDecimalEquals(zScore.getValue(1), 1.0);
    assertDecimalEquals(zScore.getValue(2), 1.224744871391589);
    assertDecimalEquals(zScore.getValue(3), 1.34164078649987387);
    assertDecimalEquals(zScore.getValue(4), 1.414213562373095);
    assertDecimalEquals(zScore.getValue(5), 1.414213562373095);
}