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

Example 36 with MockTimeSeries

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

the class LinearTransactionCostCriterionTest method fixedCostWithOneTrade.

@Test
public void fixedCostWithOneTrade() {
    MockTimeSeries series = new MockTimeSeries(100, 95, 100, 80, 85, 70);
    Trade trade = new Trade();
    double criterion;
    criterion = getCriterion(1000d, 0d, 0.75d).calculate(series, trade);
    assertEquals(0d, criterion, TATestsUtils.TA_OFFSET);
    trade.operate(1);
    criterion = getCriterion(1000d, 0d, 0.75d).calculate(series, trade);
    assertEquals(0.75d, criterion, TATestsUtils.TA_OFFSET);
    trade.operate(3);
    criterion = getCriterion(1000d, 0d, 0.75d).calculate(series, trade);
    assertEquals(1.5d, criterion, TATestsUtils.TA_OFFSET);
    trade.operate(4);
    criterion = getCriterion(1000d, 0d, 0.75d).calculate(series, trade);
    assertEquals(1.5d, criterion, TATestsUtils.TA_OFFSET);
}

Example 37 with MockTimeSeries

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

the class MaximumDrawdownCriterionTest method calculateWithOnlyGains.

@Test
public void calculateWithOnlyGains() {
    MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 8, 20, 3);
    MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
    TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(5, series));
    assertEquals(0d, mdd.calculate(series, tradingRecord), TATestsUtils.TA_OFFSET);
}

Example 38 with MockTimeSeries

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

the class MaximumDrawdownCriterionTest method calculateWithNoTrades.

@Test
public void calculateWithNoTrades() {
    MockTimeSeries series = new MockTimeSeries(1, 2, 3, 6, 5, 20, 3);
    MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
    assertEquals(0d, mdd.calculate(series, new BaseTradingRecord()), TATestsUtils.TA_OFFSET);
}

Example 39 with MockTimeSeries

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

the class MaximumDrawdownCriterionTest method calculateWithNullSeriesSizeShouldReturn0.

@Test
public void calculateWithNullSeriesSizeShouldReturn0() {
    MockTimeSeries series = new MockTimeSeries(new double[] {});
    MaximumDrawdownCriterion mdd = new MaximumDrawdownCriterion();
    assertEquals(0d, mdd.calculate(series, new BaseTradingRecord()), TATestsUtils.TA_OFFSET);
}

Example 40 with MockTimeSeries

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

the class NumberOfBarsCriterionTest method calculateWithOneTrade.

@Test
public void calculateWithOneTrade() {
    MockTimeSeries series = new MockTimeSeries(100, 95, 100, 80, 85, 70);
    Trade t = new Trade(Order.buyAt(2, series), Order.sellAt(5, series));
    AnalysisCriterion numberOfBars = new NumberOfBarsCriterion();
    assertEquals(4, numberOfBars.calculate(series, t), TATestsUtils.TA_OFFSET);
}