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

Example 36 with ClosePriceIndicator

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

the class BollingerBandWidthIndicatorTest method setUp.

@Before
public void setUp() {
    TimeSeries data = new MockTimeSeries(10, 12, 15, 14, 17, 20, 21, 20, 20, 19, 20, 17, 12, 12, 9, 8, 9, 10, 9, 10);
    closePrice = new ClosePriceIndicator(data);
}

Example 37 with ClosePriceIndicator

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

the class BollingerBandsMiddleIndicatorTest method bollingerBandsMiddleUsingSMA.

@Test
public void bollingerBandsMiddleUsingSMA() {
    SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(data), 3);
    BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma);
    for (int i = 0; i < data.getBarCount(); i++) {
        assertEquals(sma.getValue(i), bbmSMA.getValue(i));
    }
}

Example 38 with ClosePriceIndicator

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

the class BollingerBandsUpperIndicatorTest method setUp.

@Before
public void setUp() {
    TimeSeries data = new MockTimeSeries(1, 2, 3, 4, 3, 4, 5, 4, 3, 3, 4, 3, 2);
    timeFrame = 3;
    closePrice = new ClosePriceIndicator(data);
    sma = new SMAIndicator(closePrice, timeFrame);
}

Example 39 with ClosePriceIndicator

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

the class KAMAIndicatorTest method kama.

@Test
public void kama() {
    ClosePriceIndicator closePrice = new ClosePriceIndicator(data);
    KAMAIndicator kama = new KAMAIndicator(closePrice, 10, 2, 30);
    assertDecimalEquals(kama.getValue(9), 109.2400);
    assertDecimalEquals(kama.getValue(10), 109.2449);
    assertDecimalEquals(kama.getValue(11), 109.2165);
    assertDecimalEquals(kama.getValue(12), 109.1173);
    assertDecimalEquals(kama.getValue(13), 109.0981);
    assertDecimalEquals(kama.getValue(14), 109.0894);
    assertDecimalEquals(kama.getValue(15), 109.1240);
    assertDecimalEquals(kama.getValue(16), 109.1376);
    assertDecimalEquals(kama.getValue(17), 109.2769);
    assertDecimalEquals(kama.getValue(18), 109.4365);
    assertDecimalEquals(kama.getValue(19), 109.4569);
    assertDecimalEquals(kama.getValue(20), 109.4651);
    assertDecimalEquals(kama.getValue(21), 109.4612);
    assertDecimalEquals(kama.getValue(22), 109.3904);
    assertDecimalEquals(kama.getValue(23), 109.3165);
    assertDecimalEquals(kama.getValue(24), 109.2924);
    assertDecimalEquals(kama.getValue(25), 109.1836);
    assertDecimalEquals(kama.getValue(26), 109.0778);
    assertDecimalEquals(kama.getValue(27), 108.9498);
    assertDecimalEquals(kama.getValue(28), 108.4230);
    assertDecimalEquals(kama.getValue(29), 108.0157);
    assertDecimalEquals(kama.getValue(30), 107.9967);
    assertDecimalEquals(kama.getValue(31), 108.0069);
    assertDecimalEquals(kama.getValue(32), 108.2596);
    assertDecimalEquals(kama.getValue(33), 108.4818);
    assertDecimalEquals(kama.getValue(34), 108.9119);
    assertDecimalEquals(kama.getValue(35), 109.6734);
    assertDecimalEquals(kama.getValue(36), 110.4947);
    assertDecimalEquals(kama.getValue(37), 111.1077);
    assertDecimalEquals(kama.getValue(38), 111.4622);
    assertDecimalEquals(kama.getValue(39), 111.6092);
    assertDecimalEquals(kama.getValue(40), 111.5663);
    assertDecimalEquals(kama.getValue(41), 111.5491);
    assertDecimalEquals(kama.getValue(42), 111.5425);
    assertDecimalEquals(kama.getValue(43), 111.5426);
    assertDecimalEquals(kama.getValue(44), 111.5457);
    assertDecimalEquals(kama.getValue(45), 111.5658);
    assertDecimalEquals(kama.getValue(46), 111.5688);
    assertDecimalEquals(kama.getValue(47), 111.5522);
    assertDecimalEquals(kama.getValue(48), 111.5595);
}

Example 40 with ClosePriceIndicator

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

the class KAMAIndicatorTest method getValueOnDeepIndicesShouldNotCauseStackOverflow.

@Test
public void getValueOnDeepIndicesShouldNotCauseStackOverflow() {
    TimeSeries series = new MockTimeSeries();
    series.setMaximumBarCount(5000);
    assertEquals(5000, series.getBarCount());
    KAMAIndicator kama = new KAMAIndicator(new ClosePriceIndicator(series), 10, 2, 30);
    try {
        assertDecimalEquals(kama.getValue(3000), "2999.75");
    } catch (Throwable t) {
        fail(t.getMessage());
    }
}