CandlestickChart.java

/**
 * The MIT License (MIT)
 *
 * Copyright (c) 2014-2017 Marc de Verdelhan & respective authors (see AUTHORS)
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy of
 * this software and associated documentation files (the "Software"), to deal in
 * the Software without restriction, including without limitation the rights to
 * use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
 * the Software, and to permit persons to whom the Software is furnished to do so,
 * subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in all
 * copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
 * FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
 * COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
 * IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
 * CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 */
package ta4jexamples.indicators;

import eu.verdelhan.ta4j.Tick;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator;
import java.awt.Color;
import java.util.Date;
import org.jfree.chart.ChartFactory;
import org.jfree.chart.ChartPanel;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.NumberAxis;
import org.jfree.chart.plot.DatasetRenderingOrder;
import org.jfree.chart.plot.XYPlot;
import org.jfree.chart.renderer.xy.CandlestickRenderer;
import org.jfree.chart.renderer.xy.XYLineAndShapeRenderer;
import org.jfree.data.time.Second;
import org.jfree.data.time.TimeSeriesCollection;
import org.jfree.data.xy.DefaultHighLowDataset;
import org.jfree.data.xy.OHLCDataset;
import org.jfree.ui.ApplicationFrame;
import org.jfree.ui.RefineryUtilities;
import org.joda.time.Period;
import ta4jexamples.loaders.CsvTradesLoader;

/**
 * This class builds a traditional candlestick chart.
 */
public class CandlestickChart {

    /**
     * Builds a JFreeChart OHLC dataset from a ta4j time series.
     * @param series a time series
     * @return an Open-High-Low-Close dataset
     */
    private static OHLCDataset createOHLCDataset(TimeSeries series) {
        final int nbTicks = series.getTickCount();
        
        Date[] dates = new Date[nbTicks];
        double[] opens = new double[nbTicks];
        double[] highs = new double[nbTicks];
        double[] lows = new double[nbTicks];
        double[] closes = new double[nbTicks];
        double[] volumes = new double[nbTicks];
        
        for (int i = 0; i < nbTicks; i++) {
            Tick tick = series.getTick(i);
            dates[i] = tick.getEndTime().toDate();
            opens[i] = tick.getOpenPrice().toDouble();
            highs[i] = tick.getMaxPrice().toDouble();
            lows[i] = tick.getMinPrice().toDouble();
            closes[i] = tick.getClosePrice().toDouble();
            volumes[i] = tick.getVolume().toDouble();
        }
        
        OHLCDataset dataset = new DefaultHighLowDataset("btc", dates, highs, lows, opens, closes, volumes);
        
        return dataset;
    }
    
    /**
     * Builds an additional JFreeChart dataset from a ta4j time series.
     * @param series a time series
     * @return an additional dataset
     */
    private static TimeSeriesCollection createAdditionalDataset(TimeSeries series) {
        ClosePriceIndicator indicator = new ClosePriceIndicator(series);
        TimeSeriesCollection dataset = new TimeSeriesCollection();
        org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries("Btc price");
        for (int i = 0; i < series.getTickCount(); i++) {
            Tick tick = series.getTick(i);
            chartTimeSeries.add(new Second(tick.getEndTime().toDate()), indicator.getValue(i).toDouble());
        }
        dataset.addSeries(chartTimeSeries);
        return dataset;
    }

    /**
     * Displays a chart in a frame.
     * @param chart the chart to be displayed
     */
    private static void displayChart(JFreeChart chart) {
        // Chart panel
        ChartPanel panel = new ChartPanel(chart);
        panel.setFillZoomRectangle(true);
        panel.setMouseWheelEnabled(true);
        panel.setPreferredSize(new java.awt.Dimension(740, 300));
        // Application frame
        ApplicationFrame frame = new ApplicationFrame("Ta4j example - Candlestick chart");
        frame.setContentPane(panel);
        frame.pack();
        RefineryUtilities.centerFrameOnScreen(frame);
        frame.setVisible(true);
    }
    
    public static void main(String[] args) {
        /**
         * Getting time series
         */
        TimeSeries series = CsvTradesLoader.loadBitstampSeries().subseries(0, Period.hours(6));
        
        /**
         * Creating the OHLC dataset
         */
        OHLCDataset ohlcDataset = createOHLCDataset(series);
        
        /**
         * Creating the additional dataset
         */
        TimeSeriesCollection xyDataset = createAdditionalDataset(series);
        
        /**
         * Creating the chart
         */
        JFreeChart chart = ChartFactory.createCandlestickChart(
                "Bitstamp BTC price",
                "Time",
                "USD",
                ohlcDataset,
                true);
        // Candlestick rendering
        CandlestickRenderer renderer = new CandlestickRenderer();
        renderer.setAutoWidthMethod(CandlestickRenderer.WIDTHMETHOD_SMALLEST);
        XYPlot plot = chart.getXYPlot();
        plot.setRenderer(renderer);
        // Additional dataset
        int index = 1;
        plot.setDataset(index, xyDataset);
        plot.mapDatasetToRangeAxis(index, 0);
        XYLineAndShapeRenderer renderer2 = new XYLineAndShapeRenderer(true, false);
        renderer2.setSeriesPaint(index, Color.blue);
        plot.setRenderer(index, renderer2);
        // Misc
        plot.setRangeGridlinePaint(Color.lightGray);
        plot.setBackgroundPaint(Color.white);
        NumberAxis numberAxis = (NumberAxis) plot.getRangeAxis();
        numberAxis.setAutoRangeIncludesZero(false);
        plot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
        
        /**
         * Displaying the chart
         */
        displayChart(chart);
    }
}