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

Example 91 with MockTimeSeries

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

the class PPOIndicatorTest method setUp.

@Before
public void setUp() {
    TimeSeries series = new MockTimeSeries(22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82, 23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 23.10, 21.40, 20.17);
    closePriceIndicator = new ClosePriceIndicator(series);
}

Example 92 with MockTimeSeries

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

the class ParabolicSarIndicatorTest method startUpAndDownTrendTest.

@Test
public void startUpAndDownTrendTest() {
    List<Bar> bars = new ArrayList<Bar>();
    bars.add(new MockBar(0, 75.1, 74.06, 75.11));
    bars.add(new MockBar(0, 75.9, 76.030000, 74.640000));
    bars.add(new MockBar(0, 75.24, 76.269900, 75.060000));
    bars.add(new MockBar(0, 75.17, 75.280000, 74.500000));
    bars.add(new MockBar(0, 74.6, 75.310000, 74.540000));
    bars.add(new MockBar(0, 74.1, 75.467000, 74.010000));
    bars.add(new MockBar(0, 73.740000, 74.700000, 73.546000));
    bars.add(new MockBar(0, 73.390000, 73.830000, 72.720000));
    bars.add(new MockBar(0, 73.25, 73.890000, 72.86));
    bars.add(new MockBar(0, 74.36, 74.410000, 73, 26));
    bars.add(new MockBar(0, 76.510000, 76.830000, 74.820000));
    bars.add(new MockBar(0, 75.590000, 76.850000, 74.540000));
    bars.add(new MockBar(0, 75.910000, 76.960000, 75.510000));
    bars.add(new MockBar(0, 74.610000, 77.070000, 74.560000));
    bars.add(new MockBar(0, 75.330000, 75.530000, 74.010000));
    bars.add(new MockBar(0, 75.010000, 75.500000, 74.510000));
    bars.add(new MockBar(0, 75.620000, 76.210000, 75.250000));
    bars.add(new MockBar(0, 76.040000, 76.460000, 75.092800));
    bars.add(new MockBar(0, 76.450000, 76.450000, 75.435000));
    bars.add(new MockBar(0, 76.260000, 76.470000, 75.840000));
    bars.add(new MockBar(0, 76.850000, 77.000000, 76.190000));
    ParabolicSarIndicator sar = new ParabolicSarIndicator(new MockTimeSeries(bars));
    assertEquals(sar.getValue(0).toString(), "NaN");
    assertDecimalEquals(sar.getValue(1), 74.640000000000000568434188608080);
    // start with up trend
    assertDecimalEquals(sar.getValue(2), 74.640000000000000568434188608080);
    // switch to downtrend
    assertDecimalEquals(sar.getValue(3), 76.269900000000006912159733474255);
    // hold trend...
    assertDecimalEquals(sar.getValue(4), 76.234502000000006773916538804770);
    assertDecimalEquals(sar.getValue(5), 76.200611960000006763493729522452);
    assertDecimalEquals(sar.getValue(6), 76.112987481600006697590288240463);
    assertDecimalEquals(sar.getValue(7), 75.958968232704006684543855953962);
    assertDecimalEquals(sar.getValue(8), 75.699850774087686058830877300352);
    // switch to up trend
    assertDecimalEquals(sar.getValue(9), 75.461462712160671083174936939031);
    // hold trend
    assertDecimalEquals(sar.getValue(10), 72.719999999999998863131622783840);
    assertDecimalEquals(sar.getValue(11), 72.802199999999998851762939011678);
    assertDecimalEquals(sar.getValue(12), 72.964111999999998670318746007979);
    assertDecimalEquals(sar.getValue(13), 73.203865279999998374933056766167);
    assertDecimalEquals(sar.getValue(14), 73.513156057599997959241591161117);
    assertDecimalEquals(sar.getValue(15), 73.797703572991997576805442804471);
    assertDecimalEquals(sar.getValue(16), 74.059487287152637224964186316356);
    assertDecimalEquals(sar.getValue(17), 74.300328304180425701270230347291);
    assertDecimalEquals(sar.getValue(18), 74.521902039845991099471790855751);
    assertDecimalEquals(sar.getValue(19), 74.725749876658311265817226523534);
    assertDecimalEquals(sar.getValue(20), 74.913289886525645818855027337894);
}

Example 93 with MockTimeSeries

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

the class BollingerBandsLowerIndicatorTest 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 94 with MockTimeSeries

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

the class RewardRiskRatioCriterionTest method rewardRiskRatioCriterionWithNoTrades.

@Test
public void rewardRiskRatioCriterionWithNoTrades() {
    MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 8, 20, 3);
    assertTrue(Double.isInfinite(rrc.calculate(series, new BaseTradingRecord())));
}

Example 95 with MockTimeSeries

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

the class RewardRiskRatioCriterionTest method rewardRiskRatioCriterion.

@Test
public void rewardRiskRatioCriterion() {
    MockTimeSeries series = new MockTimeSeries(100, 105, 95, 100, 90, 95, 80, 120);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(4, series), Order.buyAt(5, series), Order.sellAt(7, series));
    double totalProfit = (105d / 100) * (90d / 95d) * (120d / 95);
    double peak = (105d / 100) * (100d / 95);
    double low = (105d / 100) * (90d / 95) * (80d / 95);
    assertEquals(totalProfit / ((peak - low) / peak), rrc.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);
}