org.ta4j.core

Interface BarSeries

All Superinterfaces:

Serializable

All Known Implementing Classes:

BaseBarSeries

public interface BarSeries
extends Serializable

Sequence of bars separated by a predefined period (e.g. 15 minutes, 1 day, etc.) Notably, a bar series can be:

• the base of indicator calculations
• constrained between begin and end indexes (e.g. for some backtesting cases)
• limited to a fixed number of bars (e.g. for actual trading)

Method Summary

Modifier and Type	Method and Description
default void	addBar(Bar bar) Adds a bar at the end of the series.
void	addBar(Bar bar, boolean replace) Adds a bar at the end of the series.
void	addBar(java.time.Duration timePeriod, java.time.ZonedDateTime endTime) Adds a bar at the end of the series.
default void	addBar(java.time.Duration timePeriod, java.time.ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice, Number volume)
default void	addBar(java.time.Duration timePeriod, java.time.ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice, Number volume, Number amount)
void	addBar(java.time.Duration timePeriod, java.time.ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume) Adds a new Bar to the bar series.
void	addBar(java.time.Duration timePeriod, java.time.ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume, Num amount) Adds a new Bar to the bar series.
default void	addBar(java.time.ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice)
default void	addBar(java.time.ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice, Number volume)
default void	addBar(java.time.ZonedDateTime endTime, Number openPrice, Number highPrice, Number lowPrice, Number closePrice, Number volume, Number amount)
default void	addBar(java.time.ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume)
void	addBar(java.time.ZonedDateTime endTime, Num openPrice, Num highPrice, Num lowPrice, Num closePrice, Num volume, Num amount) Adds a new Bar to the bar series.
default void	addBar(java.time.ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice)
default void	addBar(java.time.ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice, String volume)
default void	addBar(java.time.ZonedDateTime endTime, String openPrice, String highPrice, String lowPrice, String closePrice, String volume, String amount)
void	addPrice(Num price) Adds a price to the last bar
default void	addPrice(Number price)
default void	addPrice(String price)
default void	addTrade(Number tradeVolume, Number tradePrice) Adds a trade at the end of bar period.
void	addTrade(Num tradeVolume, Num tradePrice) Adds a trade at the end of bar period.
default void	addTrade(String tradeVolume, String tradePrice) Adds a trade at the end of bar period.
java.util.function.Function<Number,Num>	function() Returns the underlying function to transform a Number into the Num implementation used by this bar series
Bar	getBar(int i)
int	getBarCount()
List<Bar>	getBarData() Warning: should be used carefully!
int	getBeginIndex()
int	getEndIndex()
default Bar	getFirstBar()
default Bar	getLastBar()
int	getMaximumBarCount()
String	getName()
int	getRemovedBarsCount()
default String	getSeriesPeriodDescription()
BarSeries	getSubSeries(int startIndex, int endIndex) Returns a new BarSeries instance that is a subset of this BarSeries instance.
default boolean	isEmpty()
Num	numOf(Number number) Transforms a Number into the implementation used by this bar series
void	setMaximumBarCount(int maximumBarCount) Sets the maximum number of bars that will be retained in the series.

Method Detail

getName

String getName()

Returns:

the name of the series

getBar

Bar getBar(int i)

Parameters:

i - an index

Returns:

the bar at the i-th position

getFirstBar

default Bar getFirstBar()

Returns:

the first bar of the series

getLastBar

default Bar getLastBar()

Returns:

the last bar of the series

getBarCount

int getBarCount()

Returns:

the number of bars in the series

isEmpty

default boolean isEmpty()

Returns:

true if the series is empty, false otherwise

getBarData

List<Bar> getBarData()

Warning: should be used carefully! Returns the raw bar data. It means that it returns the current List object used internally to store the bars. It may be: - a shortened bar list if a maximum bar count has been set - an extended bar list if it is a constrained bar series

Returns:

the raw bar data

getBeginIndex

int getBeginIndex()

Returns:

the begin index of the series

getEndIndex

int getEndIndex()

Returns:

the end index of the series

getSeriesPeriodDescription

default String getSeriesPeriodDescription()

Returns:

the description of the series period (e.g. "from 12:00 21/01/2014 to 12:15 21/01/2014")

getMaximumBarCount

int getMaximumBarCount()

Returns:

the maximum number of bars

setMaximumBarCount

void setMaximumBarCount(int maximumBarCount)

Sets the maximum number of bars that will be retained in the series. If a new bar is added to the series such that the number of bars will exceed the maximum bar count, then the FIRST bar in the series is automatically removed, ensuring that the maximum bar count is not exceeded.

Parameters:

maximumBarCount - the maximum bar count

getRemovedBarsCount

int getRemovedBarsCount()

Returns:

the number of removed bars

addBar

default void addBar(Bar bar)

Adds a bar at the end of the series. Begin index set to 0 if it wasn't initialized.
End index set to 0 if it wasn't initialized, or incremented if it matches the end of the series.
Exceeding bars are removed.

Parameters:

bar - the bar to be added

See Also:

setMaximumBarCount(int)

addBar

void addBar(Bar bar,
            boolean replace)

Adds a bar at the end of the series. Begin index set to 0 if it wasn't initialized.
End index set to 0 if it wasn't initialized, or incremented if it matches the end of the series.
Exceeding bars are removed.

Parameters:

bar - the bar to be added

replace - true to replace the latest bar. Some exchange provide continuous new bar data in the time period. (eg. 1s in 1m Duration)

See Also:

setMaximumBarCount(int)

addBar

void addBar(java.time.Duration timePeriod,
            java.time.ZonedDateTime endTime)

Adds a bar at the end of the series.

Parameters:

timePeriod - the Duration of this bar

endTime - the end time of this bar

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    Number openPrice,
                    Number highPrice,
                    Number lowPrice,
                    Number closePrice)

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    Number openPrice,
                    Number highPrice,
                    Number lowPrice,
                    Number closePrice,
                    Number volume)

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    Number openPrice,
                    Number highPrice,
                    Number lowPrice,
                    Number closePrice,
                    Number volume,
                    Number amount)

addBar

default void addBar(java.time.Duration timePeriod,
                    java.time.ZonedDateTime endTime,
                    Number openPrice,
                    Number highPrice,
                    Number lowPrice,
                    Number closePrice,
                    Number volume)

addBar

default void addBar(java.time.Duration timePeriod,
                    java.time.ZonedDateTime endTime,
                    Number openPrice,
                    Number highPrice,
                    Number lowPrice,
                    Number closePrice,
                    Number volume,
                    Number amount)

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    String openPrice,
                    String highPrice,
                    String lowPrice,
                    String closePrice)

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    String openPrice,
                    String highPrice,
                    String lowPrice,
                    String closePrice,
                    String volume)

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    String openPrice,
                    String highPrice,
                    String lowPrice,
                    String closePrice,
                    String volume,
                    String amount)

addBar

default void addBar(java.time.ZonedDateTime endTime,
                    Num openPrice,
                    Num highPrice,
                    Num lowPrice,
                    Num closePrice,
                    Num volume)

addBar

void addBar(java.time.ZonedDateTime endTime,
            Num openPrice,
            Num highPrice,
            Num lowPrice,
            Num closePrice,
            Num volume,
            Num amount)

Adds a new Bar to the bar series.

Parameters:

endTime - end time of the bar

openPrice - the open price

highPrice - the high/max price

lowPrice - the low/min price

closePrice - the last/close price

volume - the volume (default zero)

amount - the amount (default zero)

addBar

void addBar(java.time.Duration timePeriod,
            java.time.ZonedDateTime endTime,
            Num openPrice,
            Num highPrice,
            Num lowPrice,
            Num closePrice,
            Num volume)

Adds a new Bar to the bar series.

Parameters:

endTime - end time of the bar

openPrice - the open price

highPrice - the high/max price

lowPrice - the low/min price

closePrice - the last/close price

volume - the volume (default zero)

addBar

void addBar(java.time.Duration timePeriod,
            java.time.ZonedDateTime endTime,
            Num openPrice,
            Num highPrice,
            Num lowPrice,
            Num closePrice,
            Num volume,
            Num amount)

Adds a new Bar to the bar series.

Parameters:

timePeriod - the time period of the bar

endTime - end time of the bar

openPrice - the open price

highPrice - the high/max price

lowPrice - the low/min price

closePrice - the last/close price

volume - the volume (default zero)

amount - the amount (default zero)

addTrade

default void addTrade(Number tradeVolume,
                      Number tradePrice)

Adds a trade at the end of bar period.

Parameters:

tradeVolume - the traded volume

tradePrice - the price

addTrade

default void addTrade(String tradeVolume,
                      String tradePrice)

Adds a trade at the end of bar period.

Parameters:

tradeVolume - the traded volume

tradePrice - the price

addTrade

void addTrade(Num tradeVolume,
              Num tradePrice)

Adds a trade at the end of bar period.

Parameters:

tradeVolume - the traded volume

tradePrice - the price

addPrice

void addPrice(Num price)

Adds a price to the last bar

Parameters:

price - the price for the bar

addPrice

default void addPrice(String price)

addPrice

default void addPrice(Number price)

getSubSeries

BarSeries getSubSeries(int startIndex,
                       int endIndex)

Returns a new BarSeries instance that is a subset of this BarSeries instance. It holds a copy of all bars between startIndex (inclusive) and endIndex (exclusive) of this BarSeries. The indices of this BarSeries and the new subset BarSeries can be different. I. e. index 0 of the new BarSeries will be index startIndex of this BarSeries. If startIndex < this.seriesBeginIndex the new BarSeries will start with the first available Bar of this BarSeries. If endIndex > this.seriesEndIndex the new BarSeries will end at the last available Bar of this BarSeries

Parameters:

startIndex - the startIndex (inclusive)

endIndex - the endIndex (exclusive)

Returns:

a new BarSeries with Bars from startIndex to endIndex-1

Throws:

IllegalArgumentException - if endIndex <= startIndex or startIndex < 0

numOf

Num numOf(Number number)

Transforms a Number into the implementation used by this bar series

Parameters:

number - a Number implementing object.

Returns:

the corresponding value as a Num implementing object

function

java.util.function.Function<Number,Num> function()

Returns the underlying function to transform a Number into the Num implementation used by this bar series

Returns:

a function Number -> Num