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

Example 11 with MockTimeSeries

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

the class MaxPriceIndicatorTest method setUp.

@Before
public void setUp() {
    timeSeries = new MockTimeSeries();
    maxPriceIndicator = new MaxPriceIndicator(timeSeries);
}

Example 12 with MockTimeSeries

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

the class MedianPriceIndicatorTest 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, 32, 6));
    bars.add(new MockBar(0, 0, 2, 2));
    bars.add(new MockBar(0, 0, 0, 0));
    bars.add(new MockBar(0, 0, 8, 1));
    bars.add(new MockBar(0, 0, 83, 32));
    bars.add(new MockBar(0, 0, 9, 3));
    this.timeSeries = new MockTimeSeries(bars);
    average = new MedianPriceIndicator(timeSeries);
}

Example 13 with MockTimeSeries

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

the class OpenPriceIndicatorTest method setUp.

@Before
public void setUp() {
    timeSeries = new MockTimeSeries();
    openPriceIndicator = new OpenPriceIndicator(timeSeries);
}

Example 14 with MockTimeSeries

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

the class RewardRiskRatioCriterionTest method rewardRiskRatioCriterionOnlyWithGain.

@Test
public void rewardRiskRatioCriterionOnlyWithGain() {
    MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 8, 20, 3);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(5, series));
    assertTrue(Double.isInfinite(rrc.calculate(series, tradingRecord)));
}

Example 15 with MockTimeSeries

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

the class TotalProfitCriterionTest method calculateOnlyWithLossTrades.

@Test
public void calculateOnlyWithLossTrades() {
    MockTimeSeries series = new MockTimeSeries(100, 95, 100, 80, 85, 70);
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(5, series));
    AnalysisCriterion profit = new TotalProfitCriterion();
    assertEquals(0.95 * 0.7, profit.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);
}