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

Example 76 with MockTimeSeries

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

the class MaximumDrawdownCriterionTest method calculateShouldWork.

@Test
public void calculateShouldWork() {
    MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 5, 20, 3);
    MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(3, series), Order.sellAt(4, series), Order.buyAt(5, series), Order.sellAt(6, series));
    assertEquals(.875d, mdd.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);
}

Example 77 with MockTimeSeries

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

the class MaximumDrawdownCriterionTest method withTradesThatSellBeforeBuying.

@Test
public void withTradesThatSellBeforeBuying() {
    MockTimeSeries series = new MockTimeSeries(2, 1, 3, 5, 6, 3, 20);
    MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(3, series), Order.sellAt(4, series), Order.sellAt(5, series), Order.buyAt(6, series));
    assertEquals(.91, mdd.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);
}

Example 78 with MockTimeSeries

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

the class NumberOfBarsCriterionTest method calculateWithNoTrades.

@Test
public void calculateWithNoTrades() {
    MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105);
    AnalysisCriterion numberOfBars = new NumberOfBarsCriterion();
    assertEquals(0, (int) numberOfBars.calculate(series, new BaseTradingRecord()));
}

Example 79 with MockTimeSeries

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

the class NumberOfTradesCriterionTest method calculateWithNoTrades.

@Test
public void calculateWithNoTrades() {
    MockTimeSeries series = new MockTimeSeries(100, 105, 110, 100, 95, 105);
    AnalysisCriterion buyAndHold = new NumberOfTradesCriterion();
    assertEquals(0d, buyAndHold.calculate(series, new BaseTradingRecord()), TATestsUtils.TA_OFFSET);
}

Example 80 with MockTimeSeries

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

the class NumberOfTradesCriterionTest method calculateWithTwoTrades.

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