101 lines
3.8 KiB
Markdown
101 lines
3.8 KiB
Markdown
# ta4j-examples
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`ta4j-examples` is the runnable companion module for `ta4j-core`.
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It is organized as progressive learning tracks so production-minded Java developers can move from first run to robust execution workflows.
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## Prerequisites
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- JDK 25+
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- Maven 3.9+
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- Build from the repository root where `ta4j-core` and `ta4j-examples` are both available
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## Run an example
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From the repository root:
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```bash
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mvn -pl ta4j-examples exec:java -Dexec.mainClass=ta4jexamples.Quickstart
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```
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Replace `ta4jexamples.Quickstart` with any class listed below.
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## Verify your run succeeded
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Use these quick checks before moving to the next track:
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- `ta4jexamples.Quickstart`: prints step-by-step run stages and trade/return metrics
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- `ta4jexamples.backtesting.TradingRecordParityBacktest`: logs execution-model comparison and parity check success
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- `ta4jexamples.backtesting.TradeFillRecordingExample`: logs streamed-vs-grouped fill handling and lot-matching outcomes
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If chart windows do not appear, you are likely in a headless environment; switch to chart file output or run on a GUI-enabled machine.
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## Learning tracks
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### 1) First strategy and metrics
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- `ta4jexamples.Quickstart`
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- `ta4jexamples.analysis.StrategyAnalysis`
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### 2) Data sourcing and normalization
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- `ta4jexamples.backtesting.YahooFinanceBacktest`
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- `ta4jexamples.backtesting.CoinbaseBacktest`
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- `ta4jexamples.datasources.YahooFinanceHttpBarSeriesDataSource`
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- `ta4jexamples.datasources.CoinbaseHttpBarSeriesDataSource`
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### 3) Execution semantics and performance
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- `ta4jexamples.backtesting.TradingRecordParityBacktest`
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- `ta4jexamples.backtesting.TradeFillRecordingExample`
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- `ta4jexamples.backtesting.SimpleMovingAverageRangeBacktest`
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- `ta4jexamples.backtesting.BacktestPerformanceTuningHarness`
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Run a fixed throughput matrix and write `matrix_performance.json`:
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```bash
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mvn -pl ta4j-examples -am compile
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mvn -pl ta4j-examples exec:java \
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-Dexec.mainClass=ta4jexamples.backtesting.BacktestPerformanceTuningHarness \
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-Dexec.args="--throughputControl --throughputOutputDir .agents/benchmarks/backtest-throughput/current --matrixStrategyCounts 250,500,1000 --matrixBarCounts 500,1000 --matrixMaxBarCountHints 0 --executionMode topK --topK 10 --parallelism 1"
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```
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Compare two refs on the same host/spec/dataset:
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```bash
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scripts/benchmark-backtest-throughput.sh HEAD^ HEAD
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```
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Both refs must include throughput-control support; use `HEAD^` vs `HEAD` after
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the harness and optimization commits are in place. The JSON artifacts include a
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hashed `hostId` plus JVM/OS metadata so reports can be shared without exposing a
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raw machine hostname.
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### 4) Live-style workflows
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- `ta4jexamples.bots.TradingBotOnMovingBarSeries`
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- `ta4jexamples.backtesting.TradeFillRecordingExample`
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### 5) Charting and diagnostics
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- `ta4jexamples.indicators.IndicatorsToChart`
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- `ta4jexamples.indicators.CandlestickChart`
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- `ta4jexamples.analysis.CashFlowToChart`
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## Suggested progression
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1. `ta4jexamples.Quickstart`
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2. `ta4jexamples.backtesting.TradingRecordParityBacktest`
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3. `ta4jexamples.backtesting.TradeFillRecordingExample`
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4. `ta4jexamples.backtesting.SimpleMovingAverageRangeBacktest`
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5. `ta4jexamples.backtesting.YahooFinanceBacktest` or `ta4jexamples.backtesting.CoinbaseBacktest`
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6. `ta4jexamples.bots.TradingBotOnMovingBarSeries`
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## Companion guides
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- Troubleshooting: https://ta4j.github.io/ta4j-wiki/Troubleshooting-Hub.html
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- Backtesting realism gate: https://ta4j.github.io/ta4j-wiki/Backtesting-Realism-Checklist.html
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- Live operations runbook: https://ta4j.github.io/ta4j-wiki/Live-Trading-Runbook.html
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- Canonical end-to-end path: https://ta4j.github.io/ta4j-wiki/Canonical-User-Journey.html
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- Expected example output signatures: https://ta4j.github.io/ta4j-wiki/Examples-Expected-Outputs.html
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- API migration compatibility map: https://ta4j.github.io/ta4j-wiki/Migration-and-Version-Compatibility.html
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