goldenChat base source add
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aidev
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/*
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* SPDX-License-Identifier: MIT
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*/
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package ta4jexamples;
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import java.awt.GraphicsEnvironment;
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import org.apache.logging.log4j.LogManager;
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import org.apache.logging.log4j.Logger;
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import org.jfree.chart.JFreeChart;
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import org.ta4j.core.AnalysisCriterion;
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import org.ta4j.core.AnalysisCriterion.PositionFilter;
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import org.ta4j.core.BarSeries;
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import org.ta4j.core.BaseStrategy;
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import org.ta4j.core.Rule;
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import org.ta4j.core.Strategy;
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import org.ta4j.core.TradingRecord;
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import org.ta4j.core.backtest.BarSeriesManager;
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import org.ta4j.core.criteria.PositionsRatioCriterion;
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import org.ta4j.core.criteria.drawdown.ReturnOverMaxDrawdownCriterion;
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import org.ta4j.core.criteria.VersusEnterAndHoldCriterion;
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import org.ta4j.core.criteria.pnl.NetProfitLossCriterion;
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import org.ta4j.core.criteria.pnl.NetReturnCriterion;
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import org.ta4j.core.indicators.averages.SMAIndicator;
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import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
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import org.ta4j.core.num.Num;
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import org.ta4j.core.rules.CrossedDownIndicatorRule;
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import org.ta4j.core.rules.CrossedUpIndicatorRule;
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import org.ta4j.core.rules.StopGainRule;
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import org.ta4j.core.rules.StopLossRule;
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import ta4jexamples.charting.workflow.ChartWorkflow;
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import ta4jexamples.datasources.BitStampCsvTradesFileBarSeriesDataSource;
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/**
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* Quickstart example for ta4j.
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*
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* This class demonstrates how to:
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* <ul>
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* <li>Load a {@link BarSeries} from a CSV file.</li>
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* <li>Build a trading {@link Strategy} using primitive {@link Rule rules} and
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* indicators.</li>
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* <li>Run a backtest over the series using {@link BarSeriesManager}.</li>
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* <li>Analyze the resulting {@link TradingRecord} with various criteria.</li>
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* <li>Display the results in a generated chart.</li>
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* </ul>
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*/
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public class Quickstart {
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private static final Logger LOG = LogManager.getLogger(Quickstart.class);
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public static void main(String[] args) {
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System.out.println("╔══════════════════════════════════════════════════════════════╗");
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System.out.println("║ Welcome to ta4j - Your First Trading Strategy ║");
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System.out.println("╚══════════════════════════════════════════════════════════════╝");
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System.out.println();
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// Step 1: Load historical price data
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System.out.println("[1/6] Loading historical Bitcoin price data from Bitstamp...");
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BarSeries series = BitStampCsvTradesFileBarSeriesDataSource.loadBitstampSeries();
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if (series == null || series.isEmpty()) {
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System.err.println(
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" [ERROR] Failed to load price data. The Bitstamp CSV file may be missing from the classpath.");
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System.err.println(
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" [TIP] Ensure the file 'Bitstamp-BTC-USD-PT5M-20131125_20131201.csv' exists in src/main/resources");
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return;
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}
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System.out.printf(" [OK] Loaded %d bars of price data%n", series.getBarCount());
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System.out.println();
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// Step 2: Create indicators
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System.out.println("[2/6] Creating technical indicators...");
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ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
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SMAIndicator shortSma = new SMAIndicator(closePrice, 50); // 50-period SMA
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SMAIndicator longSma = new SMAIndicator(closePrice, 200); // 200-period SMA
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System.out.println(" [OK] Created 50-period and 200-period Simple Moving Averages");
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System.out.println();
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// Step 3: Build trading rules
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System.out.println("[3/6] Building trading strategy rules...");
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// Entry rule: Buy when fast SMA crosses above slow SMA (golden cross)
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Rule buyingRule = new CrossedUpIndicatorRule(shortSma, longSma);
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// Exit rule: Sell when fast SMA crosses below slow SMA (death cross)
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// OR take profit at +6% OR cut losses at -5%
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Rule sellingRule = new CrossedDownIndicatorRule(shortSma, longSma)
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.or(new StopLossRule(closePrice, series.numFactory().numOf(5)))
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.or(new StopGainRule(closePrice, series.numFactory().numOf(6)));
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Strategy strategy = new BaseStrategy("SMA Crossover Strategy", buyingRule, sellingRule);
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System.out.println(" [OK] Strategy: SMA Crossover with stop-loss and take-profit");
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System.out.println();
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// Step 4: Run backtest
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System.out.println("[4/6] Running backtest on historical data...");
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BarSeriesManager seriesManager = new BarSeriesManager(series);
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TradingRecord tradingRecord = seriesManager.run(strategy);
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System.out.printf(" [OK] Backtest complete: %d trades executed%n", tradingRecord.getPositionCount());
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System.out.println();
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// Step 5: Analyze results
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System.out.println("[5/6] Performance Analysis");
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System.out.println(" ──────────────────────────────────────────");
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// Calculate key metrics
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AnalysisCriterion netReturn = new NetReturnCriterion();
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AnalysisCriterion winningPositionsRatio = new PositionsRatioCriterion(PositionFilter.PROFIT);
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AnalysisCriterion romad = new ReturnOverMaxDrawdownCriterion();
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AnalysisCriterion versusEnterAndHoldCriterion = new VersusEnterAndHoldCriterion(new NetReturnCriterion());
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Num netReturnValue = netReturn.calculate(series, tradingRecord);
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Num winRate = winningPositionsRatio.calculate(series, tradingRecord);
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Num romadValue = romad.calculate(series, tradingRecord);
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Num vsBuyHold = versusEnterAndHoldCriterion.calculate(series, tradingRecord);
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// Display formatted results
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System.out.printf(" Total Trades: %d%n", tradingRecord.getPositionCount());
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System.out.printf(" Net Return: %.2f%%%n",
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netReturnValue.multipliedBy(series.numFactory().numOf(100)).doubleValue());
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System.out.printf(" Win Rate: %.1f%%%n",
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winRate.multipliedBy(series.numFactory().numOf(100)).doubleValue());
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System.out.printf(" Return/Max Drawdown: %.2f%n", romadValue.doubleValue());
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System.out.printf(" vs Buy & Hold: %.2f%%%n",
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vsBuyHold.multipliedBy(series.numFactory().numOf(100)).doubleValue());
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System.out.println();
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// Step 6: Visualize the strategy
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System.out.println("[6/6] Generating strategy visualization...");
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boolean isHeadless = GraphicsEnvironment.isHeadless();
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if (isHeadless) {
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System.out.println(" [WARN] Headless environment detected - skipping chart display");
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System.out.println(" [TIP] Run in a GUI environment to see interactive charts!");
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} else {
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try {
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ChartWorkflow chartWorkflow = new ChartWorkflow();
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JFreeChart chart = chartWorkflow.builder()
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.withTitle("SMA Crossover Strategy - Quickstart Example")
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.withSeries(series) // Price bars (candlesticks)
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.withTradingRecordOverlay(tradingRecord) // Trading positions in subchart
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.withIndicatorOverlay(shortSma) // Fast SMA overlay
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.withIndicatorOverlay(longSma) // Slow SMA overlay
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.withSubChart(new NetProfitLossCriterion(), tradingRecord) // Net profit/loss in subchart
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.toChart();
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chartWorkflow.displayChart(chart, "ta4j Quickstart - SMA Crossover Strategy");
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System.out.println(" [OK] Chart displayed in new window");
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System.out.println(" [TIP] Net profit/loss shown in subchart below price chart");
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} catch (Exception ex) {
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LOG.warn("Failed to display chart: {}", ex.getMessage(), ex);
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System.out.println(" [WARN] Could not display chart: " + ex.getMessage());
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}
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}
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System.out.println();
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// Summary
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System.out.println("╔══════════════════════════════════════════════════════════════╗");
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System.out.println("║ Summary ║");
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System.out.println("╚══════════════════════════════════════════════════════════════╝");
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System.out.println();
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System.out.println("What just happened?");
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System.out.println();
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System.out.println(" 1. We loaded historical Bitcoin price data");
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System.out.println(" 2. Created two moving averages (50-period and 200-period)");
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System.out.println(" 3. Built a strategy that:");
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System.out.println(" - Buys when the fast MA crosses above the slow MA");
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System.out.println(" - Sells when the fast MA crosses below the slow MA");
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System.out.println(" - Uses stop-loss (-5%) and take-profit (+6%) rules");
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System.out.println(" 4. Backtested the strategy on historical data");
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System.out.println(" 5. Analyzed the performance metrics");
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if (!isHeadless) {
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System.out.println(" 6. Visualized the strategy with a chart");
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}
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System.out.println();
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System.out.println("Next Steps:");
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System.out.println(" - Modify the indicator periods (try 20/100 for more frequent trades)");
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System.out.println(" - Adjust stop-loss and take-profit percentages");
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System.out.println(" - Add more indicators (RSI, MACD, etc.)");
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System.out.println(" - Explore other examples in ta4j-examples");
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System.out.println(" - Check out the wiki: https://ta4j.github.io/ta4j-wiki/");
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System.out.println();
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System.out.println("Your turn! Modify this code and see how it affects performance.");
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System.out.println();
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}
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}
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