Introduced live trading LiveIndicator

CHANGELOG.md

@@ -1,6 +1,7 @@
 Changelog for `ta4j`, roughly following [keepachangelog.com](http://keepachangelog.com/en/1.0.0/) from version 0.9 onwards.
 
 ## 0.16 (unreleased)
+- **Added LiveIndicator for live trading side channels
 
 ### Breaking
 - **Upgraded to Java 11**

ta4j-core/src/main/java/org/ta4j/core/indicators/LiveIndicator.java

@@ -0,0 +1,62 @@
+/**
+ * The MIT License (MIT)
+ *
+ * Copyright (c) 2017-2024 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.indicators;
+
+import java.util.function.Supplier;
+
+import org.ta4j.core.BarSeries;
+import org.ta4j.core.Indicator;
+import org.ta4j.core.num.Num;
+
+/**
+ * This indicator is usable in live trading as side channel for data analysis.
+ *
+ * For example exchange may send profit calculations and we want base entry exit
+ * rules on that information.
+ */
+class LiveIndicator implements Indicator<Num> {
+
+    private final Supplier<Num> valueSupplier;
+    private final BarSeries series;
+
+    public LiveIndicator(final BarSeries series, final Supplier<Number> valueSupplier) {
+        this.series = series;
+        this.valueSupplier = () -> numOf(valueSupplier.get());
+    }
+
+    @Override
+    public Num getValue(final int index) {
+        return this.valueSupplier.get();
+    }
+
+    @Override
+    public int getUnstableBars() {
+        return 0;
+    }
+
+    @Override
+    public BarSeries getBarSeries() {
+        return this.series;
+    }
+}

ta4j-core/src/test/java/org/ta4j/core/indicators/LiveIndicatorTest.java

@@ -0,0 +1,29 @@
+package org.ta4j.core.indicators;
+
+import static org.junit.Assert.assertEquals;
+
+import java.util.function.Function;
+
+import org.junit.Test;
+import org.ta4j.core.BaseBarSeries;
+import org.ta4j.core.num.Num;
+
+public class LiveIndicatorTest extends AbstractIndicatorTest {
+
+    public LiveIndicatorTest(final Function<Number, Num> function) {
+        super(function);
+    }
+
+    @Test
+    public void getValue() {
+        final var liveIndicator = new LiveIndicator(new BaseBarSeries() {
+            @Override
+            public Num numOf(final Number number) {
+                return LiveIndicatorTest.super.numOf(number);
+            }
+        }, () -> 37.5);
+
+        final var indicatorValue = liveIndicator.getValue(4534534);
+        assertEquals(numOf(37.5), indicatorValue);
+    }
+}