/**
* 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 eu.verdelhan.ta4j.analysis.criteria;
import eu.verdelhan.ta4j.TimeSeries;
import eu.verdelhan.ta4j.Trade;
import eu.verdelhan.ta4j.TradingRecord;
/**
* Buy and hold criterion.
* <p>
* @see <a href="http://en.wikipedia.org/wiki/Buy_and_hold">http://en.wikipedia.org/wiki/Buy_and_hold</a>
*/
public class BuyAndHoldCriterion extends AbstractAnalysisCriterion {
@Override
public double calculate(TimeSeries series, TradingRecord tradingRecord) {
return series.getTick(series.getEnd()).getClosePrice().dividedBy(series.getTick(series.getBegin()).getClosePrice()).toDouble();
}
@Override
public double calculate(TimeSeries series, Trade trade) {
int entryIndex = trade.getEntry().getIndex();
int exitIndex = trade.getExit().getIndex();
if (trade.getEntry().isBuy()) {
return series.getTick(exitIndex).getClosePrice().dividedBy(series.getTick(entryIndex).getClosePrice()).toDouble();
} else {
return series.getTick(entryIndex).getClosePrice().dividedBy(series.getTick(exitIndex).getClosePrice()).toDouble();
}
}
@Override
public boolean betterThan(double criterionValue1, double criterionValue2) {
return criterionValue1 > criterionValue2;
}
}