goldenChat base source add

2026-05-23 15:11:48 +09:00
commit a4ea7762b5
2081 changed files with 1155760 additions and 0 deletions
@@ -0,0 +1,90 @@
+/*
+ * SPDX-License-Identifier: MIT
+ */
+package ta4jexamples.strategies;
+
+import java.time.Duration;
+import java.time.Instant;
+import java.util.stream.Stream;
+
+import org.apache.logging.log4j.LogManager;
+import org.apache.logging.log4j.Logger;
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.BaseBarSeriesBuilder;
+import org.ta4j.core.BaseStrategy;
+import org.ta4j.core.Indicator;
+import org.ta4j.core.Rule;
+import org.ta4j.core.Strategy;
+import org.ta4j.core.TradingRecord;
+import org.ta4j.core.backtest.BarSeriesManager;
+import org.ta4j.core.indicators.averages.SMAIndicator;
+import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
+import org.ta4j.core.indicators.helpers.UnstableIndicator;
+import org.ta4j.core.num.Num;
+import org.ta4j.core.rules.CrossedDownIndicatorRule;
+import org.ta4j.core.rules.CrossedUpIndicatorRule;
+
+public class UnstableIndicatorStrategy {
+
+    private static final Logger LOG = LogManager.getLogger(UnstableIndicatorStrategy.class);
+
+    public static final Duration MINUTE = Duration.ofMinutes(1);
+
+    public static final Instant TIME = Instant.parse("2020-01-01T00:00:00Z");
+
+    public static Strategy buildStrategy(BarSeries series) {
+        ClosePriceIndicator close = new ClosePriceIndicator(series);
+        int smaPeriod = 3;
+        Indicator<Num> sma = new UnstableIndicator(new SMAIndicator(close, smaPeriod), smaPeriod - 1);
+
+        Rule entryRule = new CrossedUpIndicatorRule(close, sma);
+        Rule exitRule = new CrossedDownIndicatorRule(close, sma);
+
+        BaseStrategy strategy = new BaseStrategy(entryRule, exitRule);
+        strategy.setUnstableBars(3);
+        return strategy;
+    }
+
+    public static void main(String[] args) {
+        inappropriateTrade();
+        appropriateTrade();
+    }
+
+    public static void inappropriateTrade() {
+        // Should not trade
+        test("Inappropriate trade", Stream.of(10d, 2d, 6d, 16d, 8d));
+    }
+
+    public static void appropriateTrade() {
+        // Should trade
+        test("Appropriate trade", Stream.of(10d, 8d, 6d, 16d, 8d));
+    }
+
+    public static void test(String name, Stream<Double> closePrices) {
+        // Getting the bar series
+        BarSeries series = new BaseBarSeriesBuilder().build();
+
+        Instant[] currentTime = { TIME };
+        closePrices.forEach(close -> {
+            series.barBuilder()
+                    .timePeriod(MINUTE)
+                    .endTime(currentTime[0])
+                    .openPrice(0)
+                    .closePrice(close)
+                    .highPrice(0)
+                    .lowPrice(0)
+                    .add();
+            currentTime[0] = currentTime[0].plus(MINUTE);
+        });
+
+        // Building the trading strategy
+        Strategy strategy = buildStrategy(series);
+
+        // Running the strategy
+        BarSeriesManager seriesManager = new BarSeriesManager(series);
+        TradingRecord tradingRecord = seriesManager.run(strategy);
+
+        LOG.debug("{} {}", name, tradingRecord.getPositions());
+    }
+
+}