152 lines
5.3 KiB
Java
152 lines
5.3 KiB
Java
/*
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* SPDX-License-Identifier: MIT
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*/
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package ta4jexamples.indicators;
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import java.awt.Color;
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import java.awt.Dimension;
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import java.util.Date;
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import org.jfree.chart.ChartFactory;
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import org.jfree.chart.ChartPanel;
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import org.jfree.chart.JFreeChart;
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import org.jfree.chart.axis.NumberAxis;
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import org.jfree.chart.plot.DatasetRenderingOrder;
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import org.jfree.chart.plot.XYPlot;
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import org.jfree.chart.renderer.xy.CandlestickRenderer;
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import org.jfree.chart.renderer.xy.XYLineAndShapeRenderer;
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import org.jfree.chart.ui.ApplicationFrame;
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import org.jfree.chart.ui.UIUtils;
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import org.jfree.data.time.Second;
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import org.jfree.data.time.TimeSeries;
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import org.jfree.data.time.TimeSeriesCollection;
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import org.jfree.data.xy.DefaultHighLowDataset;
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import org.jfree.data.xy.OHLCDataset;
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import org.ta4j.core.Bar;
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import org.ta4j.core.BarSeries;
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import org.ta4j.core.indicators.helpers.ClosePriceIndicator;
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import ta4jexamples.datasources.BitStampCsvTradesFileBarSeriesDataSource;
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/**
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* This class builds a traditional candlestick chart.
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*/
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public class CandlestickChart {
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/**
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* Builds a JFreeChart OHLC dataset from a ta4j bar series.
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*
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* @param series the bar series
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* @return an Open-High-Low-Close dataset
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*/
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private static OHLCDataset createOHLCDataset(BarSeries series) {
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final int nbBars = series.getBarCount();
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Date[] dates = new Date[nbBars];
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double[] opens = new double[nbBars];
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double[] highs = new double[nbBars];
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double[] lows = new double[nbBars];
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double[] closes = new double[nbBars];
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double[] volumes = new double[nbBars];
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for (int i = 0; i < nbBars; i++) {
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Bar bar = series.getBar(i);
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dates[i] = new Date(bar.getEndTime().toEpochMilli());
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opens[i] = bar.getOpenPrice().doubleValue();
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highs[i] = bar.getHighPrice().doubleValue();
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lows[i] = bar.getLowPrice().doubleValue();
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closes[i] = bar.getClosePrice().doubleValue();
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volumes[i] = bar.getVolume().doubleValue();
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}
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return new DefaultHighLowDataset("btc", dates, highs, lows, opens, closes, volumes);
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}
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/**
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* Builds an additional JFreeChart dataset from a ta4j bar series.
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*
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* @param series the bar series
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* @return an additional dataset
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*/
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private static TimeSeriesCollection createAdditionalDataset(BarSeries series) {
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ClosePriceIndicator indicator = new ClosePriceIndicator(series);
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TimeSeriesCollection dataset = new TimeSeriesCollection();
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TimeSeries chartTimeSeries = new TimeSeries("Btc price");
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for (int i = 0; i < series.getBarCount(); i++) {
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Bar bar = series.getBar(i);
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chartTimeSeries.add(new Second(new Date(bar.getEndTime().toEpochMilli())),
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indicator.getValue(i).doubleValue());
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}
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dataset.addSeries(chartTimeSeries);
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return dataset;
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}
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/**
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* Displays a chart in a frame. The frame is configured to avoid stealing focus
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* when launched from tests or scripts.
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*
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* @param chart the chart to be displayed
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*/
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private static void displayChart(JFreeChart chart) {
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// Chart panel
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ChartPanel panel = new ChartPanel(chart);
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panel.setFillZoomRectangle(true);
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panel.setMouseWheelEnabled(true);
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panel.setPreferredSize(new Dimension(740, 300));
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// Application frame
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ApplicationFrame frame = new ApplicationFrame("Ta4j example - Candlestick chart");
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frame.setContentPane(panel);
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frame.pack();
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UIUtils.centerFrameOnScreen(frame);
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frame.setFocusableWindowState(false);
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frame.setVisible(true);
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frame.setAlwaysOnTop(false);
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frame.setAutoRequestFocus(false);
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}
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public static void main(String[] args) {
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/*
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* Getting bar series
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*/
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BarSeries series = BitStampCsvTradesFileBarSeriesDataSource.loadBitstampSeries();
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/*
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* Creating the OHLC dataset
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*/
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OHLCDataset ohlcDataset = createOHLCDataset(series);
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/*
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* Creating the additional dataset
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*/
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TimeSeriesCollection xyDataset = createAdditionalDataset(series);
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/*
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* Creating the chart
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*/
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JFreeChart chart = ChartFactory.createCandlestickChart("Bitstamp BTC price", "Time", "USD", ohlcDataset, true);
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// Candlestick rendering
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CandlestickRenderer renderer = new CandlestickRenderer();
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renderer.setAutoWidthMethod(CandlestickRenderer.WIDTHMETHOD_SMALLEST);
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XYPlot plot = chart.getXYPlot();
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plot.setRenderer(renderer);
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// Additional dataset
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int index = 1;
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plot.setDataset(index, xyDataset);
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plot.mapDatasetToRangeAxis(index, 0);
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XYLineAndShapeRenderer renderer2 = new XYLineAndShapeRenderer(true, false);
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renderer2.setSeriesPaint(index, Color.blue);
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plot.setRenderer(index, renderer2);
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// Misc
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plot.setRangeGridlinePaint(Color.lightGray);
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plot.setBackgroundPaint(Color.white);
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NumberAxis numberAxis = (NumberAxis) plot.getRangeAxis();
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numberAxis.setAutoRangeIncludesZero(false);
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plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
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/*
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* Displaying the chart
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*/
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displayChart(chart);
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}
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}
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