aidev
74 lines
2.7 KiB
Java
74 lines
2.7 KiB
Java
/*
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* SPDX-License-Identifier: MIT
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*/
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package ta4jexamples.wyckoff;
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import java.util.Locale;
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import org.apache.logging.log4j.LogManager;
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import org.apache.logging.log4j.Logger;
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import org.ta4j.core.BarSeries;
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import org.ta4j.core.indicators.wyckoff.WyckoffCycleAnalysisRunner;
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import org.ta4j.core.indicators.wyckoff.WyckoffCycleFacade;
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import org.ta4j.core.indicators.wyckoff.WyckoffCycleType;
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import org.ta4j.core.indicators.wyckoff.WyckoffPhase;
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import ta4jexamples.datasources.CsvFileBarSeriesDataSource;
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/**
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* Demonstrates Wyckoff cycle indicator-suite and one-shot analysis entry
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* points.
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*/
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public final class WyckoffCycleIndicatorSuiteDemo {
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private static final Logger LOG = LogManager.getLogger(WyckoffCycleIndicatorSuiteDemo.class);
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/**
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* Creates a new WyckoffCycleIndicatorSuiteDemo instance.
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*/
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private WyckoffCycleIndicatorSuiteDemo() {
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}
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/**
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* Executes the demo entry point.
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*/
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public static void main(String[] args) {
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BarSeries series = CsvFileBarSeriesDataSource.loadSeriesFromFile();
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var numFactory = series.numFactory();
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WyckoffCycleFacade facade = WyckoffCycleFacade.builder(series)
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.withSwingConfiguration(3, 3, 1)
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.withVolumeWindows(5, 20)
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.withTolerances(numFactory.numOf(0.02), numFactory.numOf(0.05))
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.withVolumeThresholds(numFactory.numOf(1.5), numFactory.numOf(0.7))
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.build();
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int begin = series.getBeginIndex() + facade.unstableBars();
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for (int i = begin; i <= series.getEndIndex(); i++) {
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WyckoffPhase phase = facade.phase(i);
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if (phase.cycleType() == WyckoffCycleType.UNKNOWN) {
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continue;
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}
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if (facade.lastPhaseTransitionIndex(i) != i) {
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continue;
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}
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var bar = series.getBar(i);
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var low = facade.tradingRangeLow(i);
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var high = facade.tradingRangeHigh(i);
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LOG.info("{} -> {} {} (confidence={}, range=[{}, {}])", bar.getEndTime(), phase.cycleType(),
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phase.phaseType(), String.format(Locale.US, "%.2f", phase.confidence()), low, high);
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}
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var analysis = WyckoffCycleAnalysisRunner.builder()
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.withSwingConfiguration(3, 3, 1)
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.withVolumeWindows(5, 20)
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.withTolerances(0.02, 0.05)
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.withVolumeThresholds(1.5, 0.7)
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.build();
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var result = analysis.analyze(series);
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result.baseAnalysis()
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.ifPresent(base -> LOG.info("One-shot analysis transitions: {}",
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base.cycleSnapshot().transitions().size()));
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}
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}
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