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

Example 81 with MockTimeSeries

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

the class RandomWalkIndexHighIndicatorTest method setUp.

@Before
public void setUp() {
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(new MockBar(44.98, 45.05, 45.17, 44.96));
    bars.add(new MockBar(45.05, 45.10, 45.15, 44.99));
    bars.add(new MockBar(45.11, 45.19, 45.32, 45.11));
    bars.add(new MockBar(45.19, 45.14, 45.25, 45.04));
    bars.add(new MockBar(45.12, 45.15, 45.20, 45.10));
    bars.add(new MockBar(45.15, 45.14, 45.20, 45.10));
    bars.add(new MockBar(45.13, 45.10, 45.16, 45.07));
    bars.add(new MockBar(45.12, 45.15, 45.22, 45.10));
    bars.add(new MockBar(45.15, 45.22, 45.27, 45.14));
    bars.add(new MockBar(45.24, 45.43, 45.45, 45.20));
    bars.add(new MockBar(45.43, 45.44, 45.50, 45.39));
    bars.add(new MockBar(45.43, 45.55, 45.60, 45.35));
    bars.add(new MockBar(45.58, 45.55, 45.61, 45.39));
    bars.add(new MockBar(45.45, 45.01, 45.55, 44.80));
    bars.add(new MockBar(45.03, 44.23, 45.04, 44.17));
    bars.add(new MockBar(44.23, 43.95, 44.29, 43.81));
    bars.add(new MockBar(43.91, 43.08, 43.99, 43.08));
    bars.add(new MockBar(43.07, 43.55, 43.65, 43.06));
    bars.add(new MockBar(43.56, 43.95, 43.99, 43.53));
    bars.add(new MockBar(43.93, 44.47, 44.58, 43.93));
    data = new MockTimeSeries(bars);
}

Example 82 with MockTimeSeries

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

the class TripleEMAIndicatorTest method setUp.

@Before
public void setUp() {
    TimeSeries data = new MockTimeSeries(0.73, 0.72, 0.86, 0.72, 0.62, 0.76, 0.84, 0.69, 0.65, 0.71, 0.53, 0.73, 0.77, 0.67, 0.68);
    closePrice = new ClosePriceIndicator(data);
}

Example 83 with MockTimeSeries

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

the class WMAIndicatorTest method calculate.

@Test
public void calculate() {
    MockTimeSeries series = new MockTimeSeries(1d, 2d, 3d, 4d, 5d, 6d);
    Indicator<Decimal> close = new ClosePriceIndicator(series);
    Indicator<Decimal> wmaIndicator = new WMAIndicator(close, 3);
    assertDecimalEquals(wmaIndicator.getValue(0), 1);
    assertDecimalEquals(wmaIndicator.getValue(1), 1.6667);
    assertDecimalEquals(wmaIndicator.getValue(2), 2.3333);
    assertDecimalEquals(wmaIndicator.getValue(3), 3.3333);
    assertDecimalEquals(wmaIndicator.getValue(4), 4.3333);
    assertDecimalEquals(wmaIndicator.getValue(5), 5.3333);
}

Example 84 with MockTimeSeries

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

the class WMAIndicatorTest method wmaUsingTimeFrame9UsingClosePrice.

@Test
public void wmaUsingTimeFrame9UsingClosePrice() {
    // Example from http://traders.com/Documentation/FEEDbk_docs/2010/12/TradingIndexesWithHullMA.xls
    TimeSeries data = new MockTimeSeries(84.53, 87.39, 84.55, 82.83, 82.58, 83.74, 83.33, 84.57, 86.98, 87.10, 83.11, 83.60, 83.66, 82.76, 79.22, 79.03, 78.18, 77.42, 74.65, 77.48, 76.87);
    WMAIndicator wma = new WMAIndicator(new ClosePriceIndicator(data), 9);
    assertDecimalEquals(wma.getValue(8), 84.4958);
    assertDecimalEquals(wma.getValue(9), 85.0158);
    assertDecimalEquals(wma.getValue(10), 84.6807);
    assertDecimalEquals(wma.getValue(11), 84.5387);
    assertDecimalEquals(wma.getValue(12), 84.4298);
    assertDecimalEquals(wma.getValue(13), 84.1224);
    assertDecimalEquals(wma.getValue(14), 83.1031);
    assertDecimalEquals(wma.getValue(15), 82.1462);
    assertDecimalEquals(wma.getValue(16), 81.1149);
    assertDecimalEquals(wma.getValue(17), 80.0736);
    assertDecimalEquals(wma.getValue(18), 78.6907);
    assertDecimalEquals(wma.getValue(19), 78.1504);
    assertDecimalEquals(wma.getValue(20), 77.6133);
}

Example 85 with MockTimeSeries

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

the class AwesomeOscillatorIndicatorTest method setUp.

@Before
public void setUp() {
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(new MockBar(0, 0, 16, 8));
    bars.add(new MockBar(0, 0, 12, 6));
    bars.add(new MockBar(0, 0, 18, 14));
    bars.add(new MockBar(0, 0, 10, 6));
    bars.add(new MockBar(0, 0, 8, 4));
    this.series = new MockTimeSeries(bars);
}