/*
GNU Lesser General Public License
Copyright (c) 2017 Wimmer, Simon-Justus
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.sjwimmer.tacharting.chart.view;
import javafx.collections.FXCollections;
import javafx.collections.MapChangeListener;
import javafx.collections.ObservableList;
import javafx.scene.CacheHint;
import javafx.scene.layout.StackPane;
import org.jfree.chart.JFreeChart;
import org.jfree.chart.axis.AxisLocation;
import org.jfree.chart.axis.DateAxis;
import org.jfree.chart.axis.NumberAxis;
import org.jfree.chart.axis.NumberTickUnit;
import org.jfree.chart.labels.HighLowItemLabelGenerator;
import org.jfree.chart.plot.*;
import org.jfree.chart.renderer.xy.CandlestickRenderer;
import org.jfree.chart.renderer.xy.XYItemRenderer;
import org.jfree.chart.title.LegendTitle;
import org.jfree.chart.ui.RectangleAnchor;
import org.jfree.chart.ui.RectangleEdge;
import org.jfree.data.time.Minute;
import org.jfree.data.xy.DefaultHighLowDataset;
import org.jfree.data.xy.OHLCDataset;
import org.jfree.data.xy.XYDataset;
import org.sjwimmer.tacharting.chart.model.IndicatorBox;
import org.sjwimmer.tacharting.chart.view.jfreechart.TaChartViewer;
import org.sjwimmer.tacharting.implementation.model.BaseIndicatorBox;
import org.sjwimmer.tacharting.implementation.model.ChartIndicator;
import org.ta4j.core.*;
import java.awt.*;
import java.util.*;
import java.util.List;
/**
* Main class for creating and managing the charts.
* Creates a Chart, a ChartViewer and shows it.
* Adds and removes ChartIndicators, TradingRecords
*/
public class TaChart extends StackPane implements MapChangeListener<String, ChartIndicator> {
private final IndicatorBox chartIndicatorBox;
private final CombinedDomainXYPlot combinedXYPlot;
private final XYPlot mainPlot;
private final Map<TradingRecord, List<Marker>> mapTradingRecordMarker;
//private final List<XYPlot> currentSubPlots;
private final ObservableList<String> currentOverlayKeys = FXCollections.observableArrayList();
private final ObservableList<String> currentSubplotKeys = FXCollections.observableArrayList();
/**
* Constructor.
* @param box a ChartIndicatorBox
*/
public TaChart(IndicatorBox box){
mapTradingRecordMarker = new HashMap<>();
this.chartIndicatorBox = box;
this.chartIndicatorBox.getIndicartors().addListener(this);
XYDataset candlesBarData = createOHLCDataset(chartIndicatorBox.getBarSeries());
this.mainPlot = createMainPlot(candlesBarData);
this.combinedXYPlot = createCombinedDomainXYPlot(mainPlot);
this.setCache(true);
this.setCacheHint(CacheHint.SPEED);
final JFreeChart chart = new JFreeChart(combinedXYPlot);
TaChartViewer viewer = new TaChartViewer(chart);
Color chartBackground = Color.WHITE;
chart.setBackgroundPaint(chartBackground);
getChildren().add(viewer);
LegendTitle legend = chart.getLegend();
legend.setPosition(RectangleEdge.TOP);
legend.setItemFont(new Font("Arial", Font.BOLD, 12));
Color legendBackground = new Color(0, 0, 0, 0);
legend.setBackgroundPaint(legendBackground);
chartIndicatorBox.getObservableBarSeries().addListener((ob, o, n) -> reloadBarSeries(n));
}
public IndicatorBox getChartIndicatorBox() {
return chartIndicatorBox;
}
/**
* plots or removes the trading record
* @param record the trading record
* @param on adds the record if true, else the record will be removed from the org.sjwimmer.tacharting.chart
*/
public void plotTradingRecord(TradingRecord record, boolean on){
if (on){
addEntryExitSignals(record);
}else {
removeEntryExitSignals(record);
}
}
/**
* removes entry and exit signals from the org.sjwimmer.tacharting.chart.
* @param record the {@link TradingRecord}
*/
private void removeEntryExitSignals(TradingRecord record) {
List<Marker> markers = this.mapTradingRecordMarker.get(record);
if (markers!= null) {
for (Marker m : markers) {
this.mainPlot.removeDomainMarker(m);
}
this.mapTradingRecordMarker.remove(record);
}
}
/**
* Adds entry and exits signals to the cahrt.
* @param record the trading record
* */
private void addEntryExitSignals(TradingRecord record){
List<Trade> trades = record.getTrades();
Order.OrderType orderType = record.getLastExit().getType().complementType();
List<Marker> markers = new ArrayList<>();
RectangleAnchor entryAnchor = RectangleAnchor.TOP_LEFT;
RectangleAnchor exitAnchor = RectangleAnchor.BOTTOM_RIGHT;
Color entryColor = orderType==Order.OrderType.SELL ? Color.RED : Color.GREEN;
Color exitColor = orderType==Order.OrderType.SELL ? Color.GREEN: Color.RED;
BarSeries series = chartIndicatorBox.getBarSeries();
for(Trade trade: trades){
double entry = new Minute(Date.from(
series.getBar(trade.getEntry().getIndex()).getEndTime().toInstant())).getFirstMillisecond();
double exit = new Minute(Date.from(
series.getBar(trade.getExit().getIndex()).getEndTime().toInstant())).getFirstMillisecond();
ValueMarker in = new ValueMarker(entry);
in.setLabel(orderType.toString());
in.setLabelPaint(Color.WHITE);
in.setLabelAnchor(entryAnchor);
in.setPaint(entryColor);
this.mainPlot.addDomainMarker(in);
ValueMarker out = new ValueMarker(exit);
out.setLabel(orderType.complementType().toString());
out.setLabelPaint(Color.WHITE);
out.setLabelAnchor(exitAnchor);
out.setPaint(exitColor);
this.mainPlot.addDomainMarker(out);
IntervalMarker imarker = new IntervalMarker(entry, exit, entryColor);
imarker.setAlpha(0.1f);
this.mainPlot.addDomainMarker(imarker);
markers.add(imarker);
markers.add(in);
markers.add(out);
}
this.mapTradingRecordMarker.put(record, markers);
}
/**
* Plots the corresponding indicators of the list of identifiers as overlays
* @param indicatorIdentifiers a list of identifiers e.g. "EMAIndicator_1"
*/
private void plotOverlays(List<String> indicatorIdentifiers) {
for(int i = 1; i < mainPlot.getRendererCount(); i++){ // 0 = candlesBar renderer
XYItemRenderer renderer = mainPlot.getRenderer(i);
int seriesCounter = 0;
while(renderer.getSeriesVisible(seriesCounter) != null){
renderer.setSeriesVisible(seriesCounter,false);
seriesCounter++;
}
}
int anonymID = 1; // 0 = candlesBar data
for(String identifier: indicatorIdentifiers) {
ChartIndicator chartIndicator = chartIndicatorBox.getChartIndicator(identifier);
mainPlot.setRenderer(anonymID, chartIndicator.getRenderer()); // set renderer first!
mainPlot.setDataset(anonymID, chartIndicator.getDataSet());
chartIndicator.setVisible(true);
mainPlot.mapDatasetToRangeAxis(anonymID, 0);
mainPlot.setDatasetRenderingOrder(DatasetRenderingOrder.FORWARD);
anonymID++;
}
}
/**
* Plots the corresponding indicators of the list of identifiers as subplots
* @param indicatorIdentifiers a list of identifiers e.g. "MACDIndicator_1"
*/
@SuppressWarnings("unchecked ") // the CombinedXYPlot can only return Plots of XYPlot instance
private void plotSubPlots(List<String> indicatorIdentifiers){
List<XYPlot> plots = new ArrayList<>();
plots.addAll(combinedXYPlot.getSubplots());
for(XYPlot plot: plots){
if(!plot.equals(mainPlot)){
combinedXYPlot.remove(plot);
}
}
for (String identifier: indicatorIdentifiers){
ChartIndicator chartIndicator = chartIndicatorBox.getChartIndicator(identifier);
XYPlot subPlot = createSubplotFor(chartIndicator);
combinedXYPlot.add(subPlot);
//currentSubPlots.add(subPlot);
}
// workaround, combinedXYPlot would loos the domain axis and chart would look empty
if(indicatorIdentifiers.size() < 1){
combinedXYPlot.setDomainAxis(((XYPlot)combinedXYPlot.getSubplots().get(0)).getDomainAxis());
}
}
/**
* Creating the xyPlot for the base candlesBar org.sjwimmer.tacharting.chart
* @param dataset a XYDataset for the candlesBar
*/
private static XYPlot createMainPlot(XYDataset dataset){
TaCandlestickRenderer renderer = new TaCandlestickRenderer(3, true);
NumberAxis numberAxis = new NumberAxis("Price");
numberAxis.setTickLabelPaint(Color.GRAY);
numberAxis.setLabelPaint(Color.GRAY);
DateAxis dateAxis = new DateAxis("Date");
dateAxis.setTickLabelPaint(Color.GRAY);
dateAxis.setLabelPaint(Color.GRAY);
// XYPlot with candlesBars
XYPlot plot = new XYPlot(dataset, dateAxis, numberAxis, renderer);
plot.setOrientation(PlotOrientation.VERTICAL);
plot.setRangeAxisLocation(AxisLocation.BOTTOM_OR_LEFT);
BasicStroke grid = new BasicStroke(0.5f, BasicStroke.CAP_BUTT, BasicStroke.JOIN_MITER,10.0f,
new float[]{1f}, 0.0f);
plot.setDomainGridlineStroke(grid);
plot.setRangeGridlineStroke(grid);
return plot;
}
private void reloadBarSeries(BarSeries series){
mainPlot.setDataset(0, createOHLCDataset(series));
mainPlot.setRenderer(0, new TaCandlestickRenderer(3,true));
mainPlot.getDomainAxis().setAutoRange(true);
mainPlot.getRangeAxis().setAutoRange(true);
}
/**
* Creates a {@link CombinedDomainXYPlot combinedDomainXYPlot} with the <tt>plot</tt> as 'main plot' id = 0
* @param plot the first plot (main plot) that will get 70 percent colorOf the plot area
* @return a CombinedXYPlot with the <tt>plot</tt> added
*/
private static CombinedDomainXYPlot createCombinedDomainXYPlot(final XYPlot plot){
CombinedDomainXYPlot combinedXYPlot = new CombinedDomainXYPlot(plot.getDomainAxis());
combinedXYPlot.setGap(2);
combinedXYPlot.add(plot,11);
combinedXYPlot.setOrientation(PlotOrientation.VERTICAL);
BasicStroke grid = new BasicStroke(0.5f, BasicStroke.CAP_BUTT, BasicStroke.JOIN_MITER,10.0f,
new float[]{1f}, 0.0f);
combinedXYPlot.setDomainGridlineStroke(grid);
combinedXYPlot.setRangeGridlineStroke(grid);
return combinedXYPlot;
}
/**
* Returns a plot with the given indicators plotted
* @param chartIndicator org.sjwimmer.tacharting.chart indicators for the plot
* @return a XYPlot with the indicators as plots
*/
private XYPlot createSubplotFor(ChartIndicator chartIndicator){
NumberAxis numberAxis = new NumberAxis();
numberAxis.setLabelFont(new Font("NumberAxisLabelFont",Font.BOLD,8));
numberAxis.setTickLabelPaint(Color.GRAY);
numberAxis.setLabelPaint(Color.GRAY);
numberAxis.setTickUnit(new NumberTickUnit(0.5));
numberAxis.setTickLabelFont(new Font("NumberAxisBarFont",Font.BOLD,8));
numberAxis.setAutoTickUnitSelection(true);
XYPlot indicatorPlot = new XYPlot(chartIndicator.getDataSet(), mainPlot.getDomainAxis(), numberAxis, chartIndicator.getRenderer());
indicatorPlot.setRangeAxisLocation(AxisLocation.TOP_OR_LEFT);
return indicatorPlot;
}
/**
* Builds a JFreeChart OHLC dataset from a ta4j time series.
* @param series a time series
* @return an Open-High-Low-Close dataset
*/
private static OHLCDataset createOHLCDataset(BarSeries series) {
final int nbBars = series.getBarCount();
Date[] dates = new Date[nbBars];
double[] opens = new double[nbBars];
double[] highs = new double[nbBars];
double[] lows = new double[nbBars];
double[] closes = new double[nbBars];
double[] volumes = new double[nbBars];
for (int i = 0; i < nbBars; i++) {
Bar Bar = series.getBar(i);
dates[i] = new Date(Bar.getEndTime().toEpochSecond() * 1000);
opens[i] = Bar.getOpenPrice().doubleValue();
highs[i] = Bar.getHighPrice().doubleValue();
lows[i] = Bar.getLowPrice().doubleValue();
closes[i] = Bar.getClosePrice().doubleValue();
volumes[i] = Bar.getVolume().doubleValue();
}
return new DefaultHighLowDataset(series.getName(), dates, highs, lows, opens, closes, volumes);
}
/**
* This function is called when the {@link ChartIndicator Chartindicators} of the underlying
* {@link BaseIndicatorBox indicatorBox} change (change, new or remove)
*/
@Override
public void onChanged(Change<? extends String, ? extends ChartIndicator> change) {
ChartIndicator indicator;
final String key = change.getKey();
if(change.wasRemoved()){
indicator = change.getValueRemoved();
if(indicator.isSubchart()){
currentSubplotKeys.remove(key);
plotSubPlots(currentSubplotKeys);
} else {
currentOverlayKeys.remove(key);
plotOverlays(currentOverlayKeys);
}
}
if(change.wasAdded()) {
indicator = change.getValueAdded();
if(indicator.isSubchart()){
currentSubplotKeys.add(key);
plotSubPlots(currentSubplotKeys);
} else {
currentOverlayKeys.add(key);
plotOverlays(currentOverlayKeys);
}
}
}
/**
* Custom CandleSBarRenderer to display filled red/green candles
*/
static class TaCandlestickRenderer extends CandlestickRenderer {
private static final long serialVersionUID = 1L;
public TaCandlestickRenderer(double width, boolean drawVolume){
super(width, drawVolume, new HighLowItemLabelGenerator());
setAutoWidthFactor(0.8);
}
@Override
public Paint getItemPaint(int row, int column) {
//determine up or down candle
XYDataset dataset = getPlot().getDataset();
OHLCDataset highLowData = (OHLCDataset) dataset;
Number yOpen = highLowData.getOpen(row, column);
Number yClose = highLowData.getClose(row, column);
boolean isUpCandle = yClose.doubleValue() > yOpen.doubleValue();
//return the same color as that used to fill the candle
if (isUpCandle) {
return getUpPaint();
} else {
return getDownPaint();
}
}
}
}
