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FinancialRealtimeCandlestickSample.java
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FinancialRealtimeCandlestickSample.java
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package de.gsi.financial.samples;
import static de.gsi.financial.samples.service.StandardTradePlanAttributes.ORDERS;
import static de.gsi.financial.samples.service.StandardTradePlanAttributes.POSITIONS;
import static de.gsi.financial.samples.service.period.IntradayPeriod.IntradayPeriodEnum.M;
import java.util.ArrayList;
import java.util.List;
import javafx.application.Application;
import javafx.geometry.HPos;
import javafx.scene.Scene;
import javafx.scene.control.ToolBar;
import javafx.scene.layout.Priority;
import javafx.scene.layout.VBox;
import de.gsi.chart.Chart;
import de.gsi.chart.XYChart;
import de.gsi.chart.axes.Axis;
import de.gsi.chart.plugins.YRangeIndicator;
import de.gsi.chart.plugins.YWatchValueIndicator;
import de.gsi.chart.renderer.Renderer;
import de.gsi.chart.renderer.spi.financial.AbstractFinancialRenderer;
import de.gsi.chart.renderer.spi.financial.CandleStickRenderer;
import de.gsi.chart.renderer.spi.financial.PositionFinancialRendererPaintAfterEP;
import de.gsi.chart.renderer.spi.financial.css.FinancialColorSchemeConstants;
import de.gsi.chart.renderer.spi.financial.service.RendererPaintAfterEPAware;
import de.gsi.chart.utils.FXUtils;
import de.gsi.dataset.spi.DefaultDataSet;
import de.gsi.dataset.spi.financial.OhlcvDataSet;
import de.gsi.dataset.spi.financial.api.attrs.AttributeModel;
import de.gsi.financial.samples.dos.OrderContainer;
import de.gsi.financial.samples.dos.PositionContainer;
import de.gsi.financial.samples.service.SimpleOhlcvReplayDataSet;
import de.gsi.financial.samples.service.execution.BacktestExecutionPlatform;
import de.gsi.financial.samples.service.execution.BasicOrderExecutionService;
import de.gsi.financial.samples.service.order.PositionFinancialDataSet;
import de.gsi.financial.samples.service.period.IntradayPeriod;
import de.gsi.financial.samples.service.plan.MktOrderListTradePlan;
import de.gsi.financial.samples.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 = FinancialColorSchemeConstants.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.
*/
protected Scene prepareScene() {
String priceFormat = "%1.1f";
// 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, priceFormat);
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, priceFormat, 4727.5));
chart.getPlugins().add(new YWatchValueIndicator(yAxis, priceFormat, 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
applyColorScheme(theme, (XYChart) chart);
VBox root = new VBox();
VBox.setVgrow(chart, Priority.SOMETIMES);
root.getChildren().addAll(testVariableToolBar, chart);
return new Scene(root, prefSceneWidth, prefSceneHeight);
}
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) {
Application.launch(args);
}
}