OHLCMaker.java

package uk.ac.cam.cstibhotel.otcanalyser.gui;
	
import uk.ac.cam.cstibhotel.otcanalyser.trade.Trade;

import org.jfree.chart.ChartFactory;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.DateAxis;
import org.jfree.chart.plot.XYPlot;
import org.jfree.chart.renderer.xy.CandlestickRenderer;
import org.jfree.data.general.SeriesException;
import org.jfree.data.time.ohlc.OHLCSeries;
import org.jfree.data.time.ohlc.OHLCSeriesCollection;
import org.jfree.data.xy.OHLCDataset;

import java.awt.Color;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.List;

//makes an OHLC chart based on execution timestamps and rounded notional amount 1 per day
public class OHLCMaker {
  
  public static JFreeChart makeChart(String name, OHLCDataset dataset) {
    JFreeChart chart = ChartFactory.createCandlestickChart(name, "Execution Date", "Price",
        dataset, false);
    
    //appearance tweaks
    XYPlot plot = (XYPlot) chart.getPlot();
    CandlestickRenderer csr = (CandlestickRenderer) plot.getRenderer();
    csr.setUseOutlinePaint(true);
    //set up paint to white and down paint to dark gray
    csr.setUpPaint(Color.WHITE); //for when close > open
    csr.setDownPaint(Color.DARK_GRAY); //for when open > close
    
    //date formatting
    DateAxis axis = (DateAxis) plot.getDomainAxis();
    Calendar max = Calendar.getInstance();
    Calendar min = Calendar.getInstance();
    max.setTime(axis.getMaximumDate());
    min.setTime(axis.getMinimumDate());
    if (max.get(Calendar.MONTH) > min.get(Calendar.MONTH) ||
        max.get(Calendar.YEAR) > max.get(Calendar.YEAR)){
      axis.setDateFormatOverride(new SimpleDateFormat("MMM-yyyy"));
    } else {
      axis.setDateFormatOverride(new SimpleDateFormat("dd-MMM-yyyy"));
    }
    
    return chart;
  }
  
  public static OHLCSeriesCollection makeDataset(List<Trade> trade, String name, boolean sorted) {
    if (!sorted) { //not sorted by execution timestamps
      DateSorter.sortByExecutionTimestamp(trade);
    }
    OHLCSeriesCollection dataset = new OHLCSeriesCollection();
    dataset.addSeries(makeSeries(trade, name));
    return dataset;
  }
  
  //given a list of trades ordered by execution timestamps, makes OHLCSeries
  public static OHLCSeries makeSeries(List<Trade> trade, Comparable<String> key) {
    OHLCSeries ohlcs = new OHLCSeries(key);
    addToSeries(ohlcs, trade);
    return ohlcs;
  }
  
  // returns true if series successfully updates and otherwise returns false
  public static boolean updateSeries(OHLCSeriesCollection dataset, int series, List<Trade> trade) {
    OHLCSeries ohlcs = dataset.getSeries(series);
    try {
      addToSeries(ohlcs, trade);
    } catch(SeriesException e) {
    	// overlap with dates
      return false;
    }
    return true;
  }
  
  private static void addToSeries(OHLCSeries ohlcs, List<Trade> trade) {
//    if (trade.isEmpty()) {
//      return;
//    }
//    int k = 0;
//    Day rtp = new Day(trade.get(k).getExecutionTimestamp()); //day time period
//    String rna = trade.get(k).getRoundedNotionalAmount1();
//    //cycle through trade list looking for first readable rounded notional amount 1
//    while (!(RNAExtractor.validRNA(rna)) && k < trade.size() - 1) {
//    	k++;
//    	rtp = new Day(trade.get(k).getExecutionTimestamp());
//    	rna = trade.get(k).getRoundedNotionalAmount1();
//    }
//    //if they are all unreadable
//    if (k == trade.size() - 1) {
//    	return;
//    }
//    double open = RNAExtractor.getDoubleRNA(rna);
//    double high = open;
//    double low = open;
//    double close = open;
//    for (int i = k; i < trade.size(); i++) {
//      Trade currentTrade = trade.get(i);
//      rna = currentTrade.getRoundedNotionalAmount1();
//      if (RNAExtractor.validRNA(rna)) {
//        double price = RNAExtractor.getDoubleRNA(rna);
//        if(rtp.equals(new Day(currentTrade.getExecutionTimestamp()))) { //same time period
//        	if (price > high) {
//        		high = price;
//        	}
//        	if (price < low) {
//        		low = price;
//        	}
//        	close = price;
//        } else {
//        	ohlcs.add(rtp, open, high, low, close);
//        	rtp = new Day(currentTrade.getExecutionTimestamp());
//        	open = price;
//        	high = open;
//        	low = open;
//          close = open;
//       }
//      }
//    }
//    ohlcs.add(rtp, open, high, low, close); //add last item in
  }
  
}