goldenChat base source add

2026-05-23 15:11:48 +09:00
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+/*
+ * SPDX-License-Identifier: MIT
+ */
+package ta4jexamples.analysis;
+
+import java.text.DecimalFormat;
+
+import org.apache.logging.log4j.LogManager;
+import org.apache.logging.log4j.Logger;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.BaseStrategy;
+import org.ta4j.core.Indicator;
+import org.ta4j.core.Rule;
+import org.ta4j.core.Strategy;
+import org.ta4j.core.Trade;
+import org.ta4j.core.TradingRecord;
+import org.ta4j.core.analysis.cost.CostModel;
+import org.ta4j.core.analysis.cost.LinearBorrowingCostModel;
+import org.ta4j.core.analysis.cost.LinearTransactionCostModel;
+import org.ta4j.core.backtest.BarSeriesManager;
+import org.ta4j.core.indicators.averages.SMAIndicator;
+import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
+import org.ta4j.core.num.Num;
+import org.ta4j.core.rules.OverIndicatorRule;
+import org.ta4j.core.rules.UnderIndicatorRule;
+
+import ta4jexamples.datasources.BitStampCsvTradesFileBarSeriesDataSource;
+
+/**
+ * This class displays an example of the transaction cost calculation.
+ */
+public class TradeCost {
+
+    private static final Logger LOG = LogManager.getLogger(TradeCost.class);
+
+    public static void main(String[] args) {
+
+        // Getting the bar series
+        BarSeries series = BitStampCsvTradesFileBarSeriesDataSource.loadBitstampSeries();
+        // Building the short selling trading strategy
+        Strategy strategy = buildShortSellingMomentumStrategy(series);
+
+        // Setting the trading cost models
+        double feePerTrade = 0.0005;
+        double borrowingFee = 0.00001;
+        CostModel transactionCostModel = new LinearTransactionCostModel(feePerTrade);
+        CostModel borrowingCostModel = new LinearBorrowingCostModel(borrowingFee);
+
+        // Running the strategy
+        BarSeriesManager seriesManager = new BarSeriesManager(series, transactionCostModel, borrowingCostModel);
+        Trade.TradeType entryTrade = Trade.TradeType.SELL;
+        TradingRecord tradingRecord = seriesManager.run(strategy, entryTrade);
+
+        DecimalFormat df = new DecimalFormat("##.##");
+        LOG.debug("------------ Borrowing Costs ------------");
+        tradingRecord.getPositions()
+                .forEach(position -> LOG.debug("Borrowing cost for {} periods is: {}",
+                        df.format(position.getExit().getIndex() - position.getEntry().getIndex()),
+                        df.format(position.getHoldingCost().doubleValue())));
+        LOG.debug("------------ Transaction Costs ------------");
+        tradingRecord.getPositions()
+                .forEach(position -> LOG.debug("Transaction cost for selling: {} -- Transaction cost for buying: {}",
+                        df.format(position.getEntry().getCost().doubleValue()),
+                        df.format(position.getExit().getCost().doubleValue())));
+    }
+
+    private static Strategy buildShortSellingMomentumStrategy(BarSeries series) {
+        Indicator<Num> closingPrices = new ClosePriceIndicator(series);
+        SMAIndicator shortEma = new SMAIndicator(closingPrices, 10);
+        SMAIndicator longEma = new SMAIndicator(closingPrices, 50);
+        Rule shortOverLongRule = new OverIndicatorRule(shortEma, longEma);
+        Rule shortUnderLongRule = new UnderIndicatorRule(shortEma, longEma);
+
+        String strategyName = "Momentum short-selling strategy";
+        return new BaseStrategy(strategyName, shortOverLongRule, shortUnderLongRule);
+    }
+}