Examples with MockTimeSeries org.ta4j.core.mocks.MockTimeSeries used on opensource projects

Example 66 with MockTimeSeries

use of org.ta4j.core.mocks.MockTimeSeries in project ta4j by ta4j.

the class CashFlowTest method cashFlowWithSellAndBuyOrders.

@Test
public void cashFlowWithSellAndBuyOrders() {
    TimeSeries sampleTimeSeries = new MockTimeSeries(2, 1, 3, 5, 6, 3, 20);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleTimeSeries), Order.sellAt(1, sampleTimeSeries), Order.buyAt(3, sampleTimeSeries), Order.sellAt(4, sampleTimeSeries), Order.sellAt(5, sampleTimeSeries), Order.buyAt(6, sampleTimeSeries));
    CashFlow cashFlow = new CashFlow(sampleTimeSeries, tradingRecord);
    assertDecimalEquals(cashFlow.getValue(0), 1);
    assertDecimalEquals(cashFlow.getValue(1), "0.5");
    assertDecimalEquals(cashFlow.getValue(2), "0.5");
    assertDecimalEquals(cashFlow.getValue(3), "0.5");
    assertDecimalEquals(cashFlow.getValue(4), "0.6");
    assertDecimalEquals(cashFlow.getValue(5), "0.6");
    assertDecimalEquals(cashFlow.getValue(6), "0.09");
}

Example 67 with MockTimeSeries

use of org.ta4j.core.mocks.MockTimeSeries in project ta4j by ta4j.

the class AbstractAnalysisCriterionTest method bestShouldBeBuyAndHoldOnLoss.

@Test
public void bestShouldBeBuyAndHoldOnLoss() {
    MockTimeSeries series = new MockTimeSeries(6.0, 3.0, 6.0, 6.0);
    TimeSeriesManager manager = new TimeSeriesManager(series);
    Strategy bestStrategy = new TotalProfitCriterion().chooseBest(manager, strategies);
    assertEquals(buyAndHoldStrategy, bestStrategy);
}

Example 68 with MockTimeSeries

use of org.ta4j.core.mocks.MockTimeSeries in project ta4j by ta4j.

the class AbstractAnalysisCriterionTest method bestShouldBeAlwaysOperateOnProfit.

@Test
public void bestShouldBeAlwaysOperateOnProfit() {
    MockTimeSeries series = new MockTimeSeries(6.0, 9.0, 6.0, 6.0);
    TimeSeriesManager manager = new TimeSeriesManager(series);
    Strategy bestStrategy = new TotalProfitCriterion().chooseBest(manager, strategies);
    assertEquals(alwaysStrategy, bestStrategy);
}

Example 69 with MockTimeSeries

use of org.ta4j.core.mocks.MockTimeSeries in project ta4j by ta4j.

the class AverageProfitCriterionTest method calculateOnlyWithGainTrades.

@Test
public void calculateOnlyWithGainTrades() {
    series = new MockTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series));
    AnalysisCriterion averageProfit = new AverageProfitCriterion();
    assertEquals(1.0243, TATestsUtils.TA_OFFSET, averageProfit.calculate(series, tradingRecord));
}

Example 70 with MockTimeSeries

use of org.ta4j.core.mocks.MockTimeSeries in project ta4j by ta4j.

the class AverageProfitCriterionTest method calculateWithASimpleTrade.

@Test
public void calculateWithASimpleTrade() {
    series = new MockTimeSeries(100d, 105d, 110d, 100d, 95d, 105d);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series));
    AnalysisCriterion averageProfit = new AverageProfitCriterion();
    assertEquals(Math.pow(110d / 100, 1d / 3), averageProfit.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);
}