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Introduced NumFactory and other factories #1147

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2 changes: 1 addition & 1 deletion CHANGELOG.md
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
Changelog for `ta4j`, roughly following [keepachangelog.com](http://keepachangelog.com/en/1.0.0/) from version 0.9 onwards.

## 0.17

- Extracted NumFactory as source of numbers with defined precision


## 0.16 (released May 15, 2024)
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32 changes: 32 additions & 0 deletions ta4j-core/src/main/java/org/ta4j/core/BarBuilderFactory.java
Original file line number Diff line number Diff line change
@@ -0,0 +1,32 @@
/**
* The MIT License (MIT)
*
* Copyright (c) 2017-2023 Ta4j Organization & 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 org.ta4j.core;

/**
* A factory that provides builders of bars.
*/
public interface BarBuilderFactory {

BaseBarConvertibleBuilder createBarBuilder(BarSeries series);
}
193 changes: 9 additions & 184 deletions ta4j-core/src/main/java/org/ta4j/core/BarSeries.java
Original file line number Diff line number Diff line change
Expand Up @@ -24,14 +24,11 @@
package org.ta4j.core;

import java.io.Serializable;
import java.math.BigDecimal;
import java.time.Duration;
import java.time.ZonedDateTime;
import java.time.format.DateTimeFormatter;
import java.util.List;
import java.util.function.Function;

import org.ta4j.core.num.Num;
import org.ta4j.core.num.NumFactory;

/**
* A {@code BarSeries} is a sequence of {@link Bar bars} separated by a
Expand All @@ -49,56 +46,19 @@
public interface BarSeries extends Serializable {

/**
* @return the name of the series
*/
String getName();

/**
* @return any instance of Num to determine its Num type and function.
* @return factory that generates numbers usable in this BarSeries
*/
Num num();
NumFactory numFactory();

/**
* Returns the underlying function to transform a Number into the Num
* implementation used by this bar series
*
* @return a function Number -> Num
* @return builder that generates compatible bars
*/
default Function<Number, Num> function() {
return num().function();
}

/**
* @return the Num of 0
*/
default Num zero() {
return num().zero();
}
BaseBarConvertibleBuilder barBuilder();

/**
* @return the Num of 1
*/
default Num one() {
return num().one();
}

/**
* @return the Num of 100
*/
default Num hundred() {
return num().hundred();
}

/**
* Transforms a {@link Number} into the {@link Num implementation} used by this
* bar series
*
* @param number a {@link Number} implementing object.
* @return the corresponding value as a Num implementing object
* @return the name of the series
*/
default Num numOf(Number number) {
return num().function().apply(number);
}
String getName();

/**
* Gets the bar from {@link #getBarData()} with index {@code i}.
Expand Down Expand Up @@ -216,8 +176,6 @@ default String getSeriesPeriodDescription() {
* Exceeding bars are removed.
*
* @param bar the bar to be added
* @apiNote to add bar data directly you can use
* {@link #addBar(Duration, ZonedDateTime, Num, Num, Num, Num, Num)}
* @see BarSeries#setMaximumBarCount(int)
*/
default void addBar(Bar bar) {
Expand All @@ -237,121 +195,10 @@ default void addBar(Bar bar) {
* @param replace true to replace the latest bar. Some exchanges continuously
* provide new bar data in the respective period, e.g. 1 second
* in 1 minute duration.
* @apiNote to add bar data directly you can use
* {@link #addBar(Duration, ZonedDateTime, Num, Num, Num, Num, Num)}
* @see BarSeries#setMaximumBarCount(int)
*/
void addBar(Bar bar, boolean replace);

/**
* Adds the {@code bar} at the end of the series.
*
* <p>
* The {@code beginIndex} is set to {@code 0} if not already initialized.<br>
* The {@code endIndex} is set to {@code 0} if not already initialized, or
* incremented if it matches the end of the series.<br>
* Exceeding bars are removed.
*
* @param timePeriod the {@link Duration} of this bar
* @param endTime the {@link ZonedDateTime end time} of this bar
* @apiNote to add bar data directly you can use
* {@link #addBar(Duration, ZonedDateTime, Num, Num, Num, Num, Num)}
* @see BarSeries#setMaximumBarCount(int)
*/
void addBar(Duration timePeriod, ZonedDateTime endTime);

default void addBar(ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice) {
this.addBar(endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice), zero(), zero());
}

default void addBar(ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice,
Number volume) {
this.addBar(endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice), numOf(volume));
}

default void addBar(ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice,
Number volume, Number amount) {
this.addBar(endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice), numOf(volume),
numOf(amount));
}

default void addBar(Duration timePeriod, ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice,
Number closePrice, Number volume) {
this.addBar(timePeriod, endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice),
numOf(volume), zero());
}

default void addBar(Duration timePeriod, ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice,
Number closePrice, Number volume, Number amount) {
this.addBar(timePeriod, endTime, numOf(openPrice), numOf(highPrice), numOf(lowPrice), numOf(closePrice),
numOf(volume), numOf(amount));
}

default void addBar(ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice) {
this.addBar(endTime, numOf(new BigDecimal(openPrice)), numOf(new BigDecimal(highPrice)),
numOf(new BigDecimal(lowPrice)), numOf(new BigDecimal(closePrice)), zero(), zero());
}

default void addBar(ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice,
String volume) {
this.addBar(endTime, numOf(new BigDecimal(openPrice)), numOf(new BigDecimal(highPrice)),
numOf(new BigDecimal(lowPrice)), numOf(new BigDecimal(closePrice)), numOf(new BigDecimal(volume)),
zero());
}

default void addBar(ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice,
String volume, String amount) {
this.addBar(endTime, numOf(new BigDecimal(openPrice)), numOf(new BigDecimal(highPrice)),
numOf(new BigDecimal(lowPrice)), numOf(new BigDecimal(closePrice)), numOf(new BigDecimal(volume)),
numOf(new BigDecimal(amount)));
}

default void addBar(ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume) {
this.addBar(endTime, openPrice, highPrice, lowPrice, closePrice, volume, zero());
}

/**
* Adds a new {@code Bar} to the bar series.
*
* @param endTime end time of the bar
* @param openPrice the open price
* @param highPrice the high/max price
* @param lowPrice the low/min price
* @param closePrice the last/close price
* @param volume the volume (default zero)
* @param amount the amount (default zero)
*/
void addBar(ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume,
Num amount);

/**
* Adds a new {@code Bar} to the bar series.
*
* @param endTime end time of the bar
* @param openPrice the open price
* @param highPrice the high/max price
* @param lowPrice the low/min price
* @param closePrice the last/close price
* @param volume the volume (default zero)
*/
void addBar(Duration timePeriod, ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice,
Num volume);

/**
* Adds a new {@code Bar} to the bar series.
*
* @param timePeriod the time period of the bar
* @param endTime end time of the bar
* @param openPrice the open price
* @param highPrice the high/max price
* @param lowPrice the low/min price
* @param closePrice the last/close price
* @param volume the volume (default zero)
* @param amount the amount (default zero)
*/
void addBar(Duration timePeriod, ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice,
Num volume, Num amount);

/**
* Adds a trade and updates the close price of the last bar.
*
Expand All @@ -360,18 +207,7 @@ void addBar(Duration timePeriod, ZonedDateTime endTime, Num openPrice, Num highP
* @see Bar#addTrade(Num, Num)
*/
default void addTrade(Number tradeVolume, Number tradePrice) {
addTrade(numOf(tradeVolume), numOf(tradePrice));
}

/**
* Adds a trade and updates the close price of the last bar.
*
* @param tradeVolume the traded volume
* @param tradePrice the price
* @see Bar#addTrade(Num, Num)
*/
default void addTrade(String tradeVolume, String tradePrice) {
addTrade(numOf(new BigDecimal(tradeVolume)), numOf(new BigDecimal(tradePrice)));
addTrade(numFactory().numOf(tradeVolume), numFactory().numOf(tradePrice));
}

/**
Expand All @@ -392,17 +228,6 @@ default void addTrade(String tradeVolume, String tradePrice) {
*/
void addPrice(Num price);

/**
* Updates the close price of the last bar. The open, high and low prices are
* also updated as needed.
*
* @param price the price for the bar
* @see Bar#addPrice(Num)
*/
default void addPrice(String price) {
addPrice(new BigDecimal(price));
}

/**
* Updates the close price of the last bar. The open, high and low prices are
* also updated as needed.
Expand All @@ -411,7 +236,7 @@ default void addPrice(String price) {
* @see Bar#addPrice(Num)
*/
default void addPrice(Number price) {
addPrice(numOf(price));
addPrice(numFactory().numOf(price));
}

/**
Expand Down