tail-cvs Mailing List for Tail - A Java Technical Analysis Lib (Page 47)

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[Tail-cvs] Tail/src/test/net/sf/tail/graphics StockAndFlowChartTest.java, 1.2

From: Carlos <ma...@us...> - 2007-08-20 19:32:37

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/graphics
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv5497/src/test/net/sf/tail/graphics

Modified Files:
	StockAndFlowChartTest.java 
Log Message:
MudanÃ§a no construtor.

Index: StockAndFlowChartTest.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/test/net/sf/tail/graphics/StockAndFlowChartTest.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** StockAndFlowChartTest.java	20 Aug 2007 19:02:00 -0000	1.1
--- StockAndFlowChartTest.java	20 Aug 2007 19:32:31 -0000	1.2
***************
*** 64,71 ****
  		SMAIndicator sma = new SMAIndicator(indicator, 8);
  
! 		List<Trade> trades = new HistoryRunner(OperationType.BUY).run(new IndicatorCrossedIndicatorStrategy(indicator,sma), 0, timeSeries.getSize() - 1);
  		cashFlow = new CashFlow(timeSeries, trades, indicator.getValue(0).doubleValue());
  		
! 		seriesDataset = new StockAndCashFlowDataset(timeSeries, indicator, cashFlow, 0, timeSeries.getSize() - 1);
  		
  		StockAndCashFlowChart seriesAndFlowChart = new StockAndCashFlowChart(seriesDataset);
--- 64,71 ----
  		SMAIndicator sma = new SMAIndicator(indicator, 8);
  
! 		List<Trade> trades = new HistoryRunner(OperationType.BUY).run(new IndicatorCrossedIndicatorStrategy(indicator,sma), timeSeries.getBegin(), timeSeries.getEnd());
  		cashFlow = new CashFlow(timeSeries, trades, indicator.getValue(0).doubleValue());
  		
! 		seriesDataset = new StockAndCashFlowDataset(timeSeries, indicator, cashFlow);
  		
  		StockAndCashFlowChart seriesAndFlowChart = new StockAndCashFlowChart(seriesDataset);

[Tail-cvs] Tail/src/java/net/sf/tail/graphics StockAndCashFlowDataset.java, 1.2

From: Carlos <ma...@us...> - 2007-08-20 19:32:37

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/graphics
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv5497/src/java/net/sf/tail/graphics

Modified Files:
	StockAndCashFlowDataset.java 
Log Message:
MudanÃ§a no construtor.

Index: StockAndCashFlowDataset.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/graphics/StockAndCashFlowDataset.java,v
retrieving revision 1.1
retrieving revision 1.2
diff -C2 -d -r1.1 -r1.2
*** StockAndCashFlowDataset.java	20 Aug 2007 19:02:00 -0000	1.1
--- StockAndCashFlowDataset.java	20 Aug 2007 19:32:31 -0000	1.2
***************
*** 39,42 ****
--- 39,53 ----
  		loadValues();
  	}
+ 	
+ 	public StockAndCashFlowDataset(TimeSeries series, Indicator<? extends Number> closePrice, CashFlow cashFlow) {
+ 		this.data = new DefaultKeyedValues2D();
+ 		this.closePrice = closePrice;
+ 		this.cashFlow = cashFlow;
+ 		this.firstIndex = series.getBegin();
+ 		this.lastIndex = series.getEnd();
+ 		this.series = series;
+ 
+ 		loadValues();
+ 	}
  
  	private void loadValues() {

[Tail-cvs] Tail/src/java/net/sf/tail/flow CashFlow.java,1.9

From: Carlos <ma...@us...> - 2007-08-20 19:02:02

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/flow
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24551/src/java/net/sf/tail/flow

Modified Files:
	CashFlow.java 
Log Message:
Novo construtor no cashflow para o valor inicial nÃ£o necessariamente ser 1.
Stockandcashflow criado para o report geral, imprime o cash flow versus buy and hold de todo o timeseries, sem setas de trade.

Index: CashFlow.java
===================================================================
RCS file: /cvsroot/tail/Tail/src/java/net/sf/tail/flow/CashFlow.java,v
retrieving revision 1.8
retrieving revision 1.9
diff -C2 -d -r1.8 -r1.9
*** CashFlow.java	18 Aug 2007 14:05:33 -0000	1.8
--- CashFlow.java	20 Aug 2007 19:02:00 -0000	1.9
***************
*** 24,27 ****
--- 24,35 ----
  		calculate();
  	}
+ 	
+ 	public CashFlow(TimeSeries timeSeries, List<Trade> trades, double initialValue) {
+ 		this.timeSeries = timeSeries;
+ 		this.trades = trades;
+ 		values = new ArrayList<Double>();
+ 		values.add(initialValue);
+ 		calculate();
+ 	}
  
  	private void calculate() {

[Tail-cvs] Tail/src/java/net/sf/tail/graphics StockAndCashFlowChart.java, 1.1 StockAndCashFlowDataset.java, 1.1

From: Carlos <ma...@us...> - 2007-08-20 19:02:00

Update of /cvsroot/tail/Tail/src/java/net/sf/tail/graphics
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24551/src/java/net/sf/tail/graphics

Added Files:
	StockAndCashFlowChart.java StockAndCashFlowDataset.java 
Log Message:
Novo construtor no cashflow para o valor inicial nÃ£o necessariamente ser 1.
Stockandcashflow criado para o report geral, imprime o cash flow versus buy and hold de todo o timeseries, sem setas de trade.

--- NEW FILE: StockAndCashFlowChart.java ---
package net.sf.tail.graphics;

import java.awt.Color;
import java.awt.Font;

import org.jfree.chart.ChartFactory;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.CategoryAxis;
import org.jfree.chart.axis.NumberAxis;
import org.jfree.chart.plot.CategoryPlot;
import org.jfree.chart.plot.PlotOrientation;
import org.jfree.chart.renderer.category.LineAndShapeRenderer;
import org.jfree.data.category.CategoryDataset;
import org.jfree.data.general.DatasetChangeEvent;
import org.jfree.data.general.DatasetChangeListener;

public class StockAndCashFlowChart implements DatasetChangeListener
{

	private CategoryDataset dataSet;
	private CategoryPlot plot;
	private LineAndShapeRenderer lineAndShapeRenderer;

	public StockAndCashFlowChart(CategoryDataset dataSet) {
		this.dataSet = dataSet;
		this.dataSet.addChangeListener(this);
		this.lineAndShapeRenderer = new LineAndShapeRenderer(true, true);
	}
	
    public JFreeChart createChart(String chartName)
    {
        JFreeChart jfreechart = ChartFactory.createLineChart(chartName, "Date", "Value", dataSet, PlotOrientation.VERTICAL, true, true, false);
        

        plot = (CategoryPlot)jfreechart.getPlot();
        plot.setBackgroundPaint(Color.LIGHT_GRAY);

        //Setando labels em 90 graus
        CategoryAxis categoryAxis = plot.getDomainAxis();
        
        //Setando tamanho do grafico
        NumberAxis rangeAxis = (NumberAxis) plot.getRangeAxis();
        rangeAxis.setAutoRangeIncludesZero(false);
        
        //Setando tamanho do label
        categoryAxis.setLabelFont(new Font("SansSerif", 0, 10));
       
        //Setando tamanho do label de cada tick
        categoryAxis.setTickLabelFont(new Font("SansSerif", 0, 10));
        
        //gerando setas
        setSeriesShapes();	
        
        return jfreechart;
    }

	/**
	 * @param dataSet
	 * @param plot
	 */
	private void setSeriesShapes() {
		lineAndShapeRenderer.setSeriesShapesVisible(0, false);
		lineAndShapeRenderer.setSeriesShapesVisible(1, false);
        plot.setRenderer(lineAndShapeRenderer);
	}

	public void datasetChanged(DatasetChangeEvent event) {
		setSeriesShapes();
	}
 }

--- NEW FILE: StockAndCashFlowDataset.java ---
package net.sf.tail.graphics;

import java.util.List;

import net.sf.tail.Indicator;
import net.sf.tail.TimeSeries;
import net.sf.tail.flow.CashFlow;

import org.jfree.data.DefaultKeyedValues2D;
import org.jfree.data.category.CategoryDataset;
import org.jfree.data.general.AbstractDataset;

@SuppressWarnings("unchecked")
public class StockAndCashFlowDataset extends AbstractDataset implements CategoryDataset {


	private static final long serialVersionUID = -7204964027452086107L;

	private DefaultKeyedValues2D data;

	private Indicator<? extends Number> closePrice;
	
	private CashFlow cashFlow;

	private int firstIndex;

	private int lastIndex;

	private TimeSeries series;

	public StockAndCashFlowDataset(TimeSeries series, Indicator<? extends Number> closePrice, CashFlow cashFlow, int firstIndex, int lastIndex) {
		this.data = new DefaultKeyedValues2D();
		this.closePrice = closePrice;
		this.cashFlow = cashFlow;
		this.firstIndex = firstIndex;
		this.lastIndex = lastIndex;
		this.series = series;

		loadValues();
	}

	private void loadValues() {
		data = new  DefaultKeyedValues2D();
			for (int i = firstIndex; i <= lastIndex; i++) {
				data.addValue(closePrice.getValue(i), closePrice.getName() ,series.getTick(i).getDate().toString("hh:mm d/M/yyyy"));
				}
			for (int i = firstIndex; i <= lastIndex; i++) {
				data.addValue(cashFlow.getValue(i), "Money Amount", series.getTick(i).getDate().toString("hh:mm d/M/yyyy"));
			}
	}

	public int getColumnIndex(Comparable key) {
		return this.data.getColumnIndex(key);
	}

	public Comparable getColumnKey(int column) {
		return this.data.getColumnKey(column);
	}

	public List getColumnKeys() {
		return this.data.getColumnKeys();
	}

	public int getRowIndex(Comparable key) {
		return this.data.getRowIndex(key);
	}

	public Comparable getRowKey(int row) {
		return this.data.getRowKey(row);
	}

	public List getRowKeys() {
		return this.data.getRowKeys();
	}

	public Number getValue(Comparable rowKey, Comparable columnKey) {
		return this.data.getValue(rowKey, columnKey);
	}

	public int getColumnCount() {
		return this.data.getColumnCount();
	}

	public int getRowCount() {
		return this.data.getRowCount();
	}

	public Number getValue(int row, int column) {
		return this.data.getValue(row, column);
	}
}

[Tail-cvs] Tail/src/test/net/sf/tail/graphics StockAndFlowChartTest.java, 1.1

From: Carlos <ma...@us...> - 2007-08-20 19:02:00

Update of /cvsroot/tail/Tail/src/test/net/sf/tail/graphics
In directory sc8-pr-cvs10.sourceforge.net:/tmp/cvs-serv24551/src/test/net/sf/tail/graphics

Added Files:
	StockAndFlowChartTest.java 
Log Message:
Novo construtor no cashflow para o valor inicial nÃ£o necessariamente ser 1.
Stockandcashflow criado para o report geral, imprime o cash flow versus buy and hold de todo o timeseries, sem setas de trade.

--- NEW FILE: StockAndFlowChartTest.java ---
package net.sf.tail.graphics;

import java.awt.Dimension;
import java.awt.FlowLayout;
import java.io.FileInputStream;
import java.io.FileNotFoundException;
import java.io.IOException;
import java.util.List;

import javax.swing.JPanel;

import net.sf.tail.Indicator;
import net.sf.tail.OperationType;
import net.sf.tail.TimeSeries;
import net.sf.tail.Trade;
import net.sf.tail.flow.CashFlow;
import net.sf.tail.indicator.simple.ClosePriceIndicator;
import net.sf.tail.indicator.tracker.SMAIndicator;
import net.sf.tail.reader.CedroTimeSeriesLoader;
import net.sf.tail.runner.HistoryRunner;
import net.sf.tail.strategy.IndicatorCrossedIndicatorStrategy;

import org.jfree.chart.ChartPanel;
import org.jfree.chart.JFreeChart;
import org.jfree.ui.ApplicationFrame;
import org.jfree.ui.RefineryUtilities;

public class StockAndFlowChartTest extends ApplicationFrame{

	private static final long serialVersionUID = -6626066873257820845L;
	private StockAndCashFlowDataset seriesDataset;
	private Indicator<? extends Number> indicator;
	private CashFlow cashFlow;
	private final TimeSeries timeSeries;

	public StockAndFlowChartTest(String chartName) {
		super(chartName);

		timeSeries = readFileData();

		JPanel chartPanel = createSmaAndStrategyChart();
		chartPanel.setPreferredSize(new Dimension(800, 600));

		JPanel mainPanel = new JPanel(new FlowLayout());
		mainPanel.add(chartPanel,"North");

		mainPanel.setPreferredSize(new Dimension(1280, 1024));

		setContentPane(mainPanel);
	}


	public static void main(String args[])
	{
		StockAndFlowChartTest chart = new StockAndFlowChartTest("Chart test");
		chart.pack();
		RefineryUtilities.centerFrameOnScreen(chart);
		chart.setVisible(true);
	}

	public JPanel createSmaAndStrategyChart()
	{
		indicator = new ClosePriceIndicator(timeSeries);
		SMAIndicator sma = new SMAIndicator(indicator, 8);

		List<Trade> trades = new HistoryRunner(OperationType.BUY).run(new IndicatorCrossedIndicatorStrategy(indicator,sma), 0, timeSeries.getSize() - 1);
		cashFlow = new CashFlow(timeSeries, trades, indicator.getValue(0).doubleValue());
		
		seriesDataset = new StockAndCashFlowDataset(timeSeries, indicator, cashFlow, 0, timeSeries.getSize() - 1);
		
		StockAndCashFlowChart seriesAndFlowChart = new StockAndCashFlowChart(seriesDataset);
		JFreeChart jfreechart = seriesAndFlowChart.createChart("Test Chart");

		return new   ChartPanel(jfreechart);
	}
	
	/**
	 * @return
	 */
	private TimeSeries readFileData() {
		CedroTimeSeriesLoader ctsl = new CedroTimeSeriesLoader();
		TimeSeries timeSeries = null;
		try {
			timeSeries = ctsl.load(new FileInputStream("BaseBovespa/diario/aces4Dia.csv"), "");
		} catch (FileNotFoundException e) {
			e.printStackTrace();
		} catch (IOException e) {
			e.printStackTrace();
		}
		return timeSeries;
	}
}

[Tail-cvs] Tail/src/test/net/sf/tail/indicator/tracker WilliamsRIndicatorTest.java, 1.4