/// <summary>
/// Builds a JFreeChart time series from a Ta4j time series and an indicator. </summary>
/// <param name="tickSeries"> the ta4j time series </param>
/// <param name="indicator"> the indicator </param>
/// <param name="name"> the name of the chart time series </param>
/// <returns> the JFreeChart time series </returns>
private static org.jfree.data.time.TimeSeries buildChartTimeSeries(TimeSeries tickSeries, Indicator <Decimal> indicator, string name)
{
org.jfree.data.time.TimeSeries chartTimeSeries = new org.jfree.data.time.TimeSeries(name);
for (int i = 0; i < tickSeries.TickCount; i++)
{
Tick tick = tickSeries.getTick(i);
chartTimeSeries.add(new Minute(tick.EndTime.toDate()), indicator.getValue(i).toDouble());
}
return(chartTimeSeries);
}
public static void Main(string[] args)
{
// Getting the time series
TimeSeries series = CsvTradesLoader.loadBitstampSeries();
// Building the trading strategy
Strategy strategy = MovingMomentumStrategy.buildStrategy(series);
// Running the strategy
TradingRecord tradingRecord = series.run(strategy);
// Getting the cash flow of the resulting trades
CashFlow cashFlow = new CashFlow(series, tradingRecord);
/// <summary>
/// Building chart datasets
/// </summary>
TimeSeriesCollection datasetAxis1 = new TimeSeriesCollection();
datasetAxis1.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator(series), "Bitstamp Bitcoin (BTC)"));
TimeSeriesCollection datasetAxis2 = new TimeSeriesCollection();
datasetAxis2.addSeries(buildChartTimeSeries(series, cashFlow, "Cash Flow"));
/// <summary>
/// Creating the chart
/// </summary>
JFreeChart chart = ChartFactory.createTimeSeriesChart("Bitstamp BTC", "Date", "Price", datasetAxis1, true, true, false); // generate URLs? - generate tooltips? - create legend? - data - y-axis label - x-axis label - title
XYPlot plot = (XYPlot)chart.Plot;
DateAxis axis = (DateAxis)plot.DomainAxis;
axis.DateFormatOverride = new SimpleDateFormat("MM-dd HH:mm");
/// <summary>
/// Adding the cash flow axis (on the right)
/// </summary>
addCashFlowAxis(plot, datasetAxis2);
/// <summary>
/// Displaying the chart
/// </summary>
displayChart(chart);
}
