aidev
51 lines
1.8 KiB
Java
51 lines
1.8 KiB
Java
/*
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* SPDX-License-Identifier: MIT
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*/
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package ta4jexamples.analysis;
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import org.ta4j.core.BarSeries;
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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.analysis.CashFlow;
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import org.ta4j.core.backtest.BarSeriesManager;
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import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
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import ta4jexamples.charting.workflow.ChartWorkflow;
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import ta4jexamples.datasources.BitStampCsvTradesFileBarSeriesDataSource;
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import ta4jexamples.strategies.MovingMomentumStrategy;
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/**
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* This class builds a graphical chart showing the cash flow of a strategy.
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*
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* <p>
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* This example demonstrates the use of the dual-axis chart functionality in
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* {@link ChartWorkflow} to display both the close price and cash flow of a
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* trading strategy on the same chart with separate Y-axes.
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* </p>
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*/
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public class CashFlowToChart {
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public static void main(String[] args) {
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// Getting the bar series
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BarSeries series = BitStampCsvTradesFileBarSeriesDataSource.loadBitstampSeries();
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// Building the trading strategy
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Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
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// Running the strategy
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BarSeriesManager seriesManager = new BarSeriesManager(series);
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TradingRecord tradingRecord = seriesManager.run(strategy);
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// Getting the cash flow of the resulting positions
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CashFlow cashFlow = new CashFlow(series, tradingRecord);
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// Creating indicators for the dual-axis chart
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ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
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// Building and displaying the dual-axis chart using ChartWorkflow
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ChartWorkflow chartWorkflow = new ChartWorkflow();
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chartWorkflow.displayDualAxisChart(series, closePrice, "Price (USD)", cashFlow, "Cash Flow Ratio",
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"Bitstamp BTC", "Ta4j example - Cash flow to chart");
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}
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}
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