-
Notifications
You must be signed in to change notification settings - Fork 89
/
FinancialRealtimeCandlestickSample.java
177 lines (148 loc) · 7.99 KB
/
FinancialRealtimeCandlestickSample.java
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
package io.fair_acc.sample.financial;
import static io.fair_acc.sample.financial.service.StandardTradePlanAttributes.ORDERS;
import static io.fair_acc.sample.financial.service.StandardTradePlanAttributes.POSITIONS;
import static io.fair_acc.sample.financial.service.period.IntradayPeriod.IntradayPeriodEnum.M;
import java.util.ArrayList;
import java.util.List;
import javafx.geometry.HPos;
import javafx.scene.Node;
import javafx.scene.control.ToolBar;
import javafx.scene.layout.Priority;
import javafx.scene.layout.VBox;
import javafx.stage.Stage;
import io.fair_acc.chartfx.Chart;
import io.fair_acc.chartfx.XYChart;
import io.fair_acc.chartfx.axes.Axis;
import io.fair_acc.chartfx.plugins.YRangeIndicator;
import io.fair_acc.chartfx.plugins.YWatchValueIndicator;
import io.fair_acc.chartfx.renderer.Renderer;
import io.fair_acc.chartfx.renderer.spi.financial.AbstractFinancialRenderer;
import io.fair_acc.chartfx.renderer.spi.financial.CandleStickRenderer;
import io.fair_acc.chartfx.renderer.spi.financial.FinancialTheme;
import io.fair_acc.chartfx.renderer.spi.financial.PositionFinancialRendererPaintAfterEP;
import io.fair_acc.chartfx.renderer.spi.financial.service.RendererPaintAfterEPAware;
import io.fair_acc.chartfx.utils.FXUtils;
import io.fair_acc.dataset.spi.DefaultDataSet;
import io.fair_acc.dataset.spi.financial.OhlcvDataSet;
import io.fair_acc.dataset.spi.financial.api.attrs.AttributeModel;
import io.fair_acc.sample.financial.dos.OrderContainer;
import io.fair_acc.sample.financial.dos.PositionContainer;
import io.fair_acc.sample.financial.service.SimpleOhlcvReplayDataSet;
import io.fair_acc.sample.financial.service.execution.BacktestExecutionPlatform;
import io.fair_acc.sample.financial.service.execution.BasicOrderExecutionService;
import io.fair_acc.sample.financial.service.order.PositionFinancialDataSet;
import io.fair_acc.sample.financial.service.period.IntradayPeriod;
import io.fair_acc.sample.financial.service.plan.MktOrderListTradePlan;
import io.fair_acc.sample.financial.service.plan.MktOrderListTradePlan.SimMktOrder;
/**
* Tick OHLC/V realtime processing. Demonstration of re-sample data to 2M timeframe.
* Support/Resistance range levels added.
* YWatchValueIndicator for better visualization of y-values, auto-handling of close prices and manual settings of price levels.
*
* @author afischer
*/
public class FinancialRealtimeCandlestickSample extends AbstractBasicFinancialApplication {
/**
* Sample App Test Configuration
*/
@Override
protected void configureApp() {
title = "Replay OHLC/V Tick Data in real-time (press 'replay' button, zoom by mousewheel)";
theme = FinancialTheme.Sand;
resource = "REALTIME_OHLC_TICK";
timeRange = "2016/07/29 00:00-2016/07/29 20:15";
tt = "00:00-23:59"; // time template whole day session
replayFrom = "2016/07/29 13:58";
period = new IntradayPeriod(M, 2.0);
}
/**
* Prepare charts to the root.
*/
@Override
public Node getChartPanel(Stage stage) {
// simulate market orders list
List<SimMktOrder> orders = new ArrayList<>();
orders.add(new SimMktOrder("2016/07/29 14:06", 3));
orders.add(new SimMktOrder("2016/07/29 14:15", -1));
orders.add(new SimMktOrder("2016/07/29 14:24", -1));
orders.add(new SimMktOrder("2016/07/29 14:36", -1));
orders.add(new SimMktOrder("2016/07/29 15:10", -3));
orders.add(new SimMktOrder("2016/07/29 15:38", 3));
orders.add(new SimMktOrder("2016/07/29 16:39", -3));
orders.add(new SimMktOrder("2016/07/29 16:44", 1));
orders.add(new SimMktOrder("2016/07/29 16:56", 1));
orders.add(new SimMktOrder("2016/07/29 18:40", 1));
final Chart chart = getDefaultFinancialTestChart(theme);
final AbstractFinancialRenderer<?> renderer = (AbstractFinancialRenderer<?>) chart.getRenderers().get(0);
chart.setTitle(title);
// prepare top financial toolbar with replay support
ToolBar testVariableToolBar = getTestToolBar(chart, renderer, true);
// prepare financial y-value indicator
Axis yAxis = chart.getAxes().get(1);
if (ohlcvDataSet instanceof SimpleOhlcvReplayDataSet) {
SimpleOhlcvReplayDataSet replayDataSet = ((SimpleOhlcvReplayDataSet) ohlcvDataSet);
// close prices visualization
final YWatchValueIndicator closeIndicator = new YWatchValueIndicator(yAxis);
closeIndicator.setPreventOcclusion(true);
closeIndicator.setId("price");
closeIndicator.setLineVisible(false);
closeIndicator.setEditable(false);
chart.getPlugins().add(closeIndicator);
replayDataSet.addOhlcvChangeListener(ohlcvItem -> FXUtils.runFX(() -> closeIndicator.setMarkerValue(ohlcvItem.getClose())));
// define context
AttributeModel context = new AttributeModel()
.setAttribute(ORDERS, new OrderContainer())
.setAttribute(POSITIONS, new PositionContainer());
// position/order visualization
String asset = replayDataSet.getResource(); // just example, it is more complex in real platform
PositionFinancialDataSet positionFinancialDataSet = new PositionFinancialDataSet(
asset, ohlcvDataSet, context);
// example of addition complex extension-point to renderer
if (renderer instanceof RendererPaintAfterEPAware) {
((RendererPaintAfterEPAware) renderer).addPaintAfterEp(new PositionFinancialRendererPaintAfterEP(positionFinancialDataSet, (XYChart) chart));
}
// execution platform (has to be last added to dataset)
BacktestExecutionPlatform executionPlatform = new BacktestExecutionPlatform();
executionPlatform.setContext(context);
executionPlatform.addExecutionPlatformListener(positionFinancialDataSet); // order notification listens position dataset
// basic handling of orders simple example (MKT only)
BasicOrderExecutionService orderExecutionService = new BasicOrderExecutionService(context, executionPlatform);
// create custom trade plan
MktOrderListTradePlan tradePlan = new MktOrderListTradePlan(context, asset, orderExecutionService, orders);
// connection OHLC/V listeners
replayDataSet.addOhlcvChangeListener(tradePlan);
replayDataSet.addOhlcvChangeListener(executionPlatform); // execution platform listens replay data (has to be last!)
}
// manual levels
chart.getPlugins().add(new YWatchValueIndicator(yAxis, 4727.5));
chart.getPlugins().add(new YWatchValueIndicator(yAxis, 4715.0));
// simple S/R ranges
chart.getPlugins().add(createRsLevel(yAxis, 4710, 4711, "Daily Support"));
chart.getPlugins().add(createRsLevel(yAxis, 4731, 4733, "Daily Resistance"));
// apply all changes by addons and extensions
theme.applyPseudoClasses(chart);
VBox root = new VBox();
VBox.setVgrow(chart, Priority.SOMETIMES);
root.getChildren().addAll(testVariableToolBar, chart);
return root;
}
protected YRangeIndicator createRsLevel(Axis yAxis, double lowerBound, double upperBound, String description) {
final YRangeIndicator rangeIndi = new YRangeIndicator(yAxis, lowerBound, upperBound, description);
rangeIndi.setLabelHorizontalAnchor(HPos.LEFT);
rangeIndi.setLabelHorizontalPosition(0.01);
return rangeIndi;
}
protected void prepareRenderers(XYChart chart, OhlcvDataSet ohlcvDataSet, DefaultDataSet indiSet) {
// create and apply renderers
Renderer renderer = new CandleStickRenderer(true);
renderer.getDatasets().addAll(ohlcvDataSet);
chart.getRenderers().clear();
chart.getRenderers().add(renderer);
}
/**
* @param args the command line arguments
*/
public static void main(final String[] args) {
launch(args);
}
}