private void generateOutChart(
String chartFileName,
SortedMap<Date, double[]> calcOutput,
Quotations quotations,
SortedMap<Date, Double> buySerie,
SortedMap<Date, Double> sellSerie)
throws NotEnoughDataException, IOException, FileNotFoundException {
ChartGenerator chartGenerator =
new ChartGenerator("Premium Markets output V. Lag fixed SMA 100");
// line series
SortedMap<DataSetBarDescr, SortedMap<Date, Double>> lineSeries =
new TreeMap<DataSetBarDescr, SortedMap<Date, Double>>();
SortedMap<Date, Double> quotes =
QuotationsFactories.getFactory()
.buildSMapFromQuotationsClose(
quotations, quotations.getFirstDateShiftedIdx(), quotations.getLastDateIdx());
lineSeries.put(new DataSetBarDescr(2, "historical prices", Color.BLUE.darker()), quotes);
SortedMap<Date, Double> fixedSma100;
try {
TalibSmaSmoother smaSmoother = new TalibSmaSmoother(100);
fixedSma100 = smaSmoother.sSmooth(quotes, true);
lineSeries.put(
new DataSetBarDescr(1, "Artificial no lag sma 100", Color.ORANGE, 3f), fixedSma100);
} catch (NegativeArraySizeException e) {
throw new NotEnoughDataException(
quotations.getStock(),
"Generate chart : No enough data to calculate sma for " + quotations.getStock(),
e);
}
SortedMap<Date, Double> sCalcOutput = sCalcOutput(calcOutput);
lineSeries.put(
new DataSetBarDescr(0, "Premium Markets trend line", new Color(46, 236, 236), 3f),
sCalcOutput);
// bar series
SortedMap<DataSetBarDescr, SortedMap<Date, Double>> barSeries =
new TreeMap<DataSetBarDescr, SortedMap<Date, Double>>();
/// sma b&s
SDiscretDerivator derivator = new SlopeDerivator(1, 0, true, true);
SortedMap<Date, Double> sma100Drv = derivator.sDerivateDiscret(fixedSma100);
SortedMap<Date, Double> fixedSmaBearish = new TreeMap<Date, Double>();
SortedMap<Date, Double> fixedSmaBullish = new TreeMap<Date, Double>();
for (Date date : sma100Drv.keySet()) {
Double fixedSmaAtDate = sma100Drv.get(date);
if (fixedSmaAtDate == 0) {
fixedSmaBullish.put(date, quotes.get(date) * 1.25);
} else if (fixedSmaAtDate == 1) {
fixedSmaBearish.put(date, quotes.get(date) * 1.25);
}
}
barSeries.put(
new DataSetBarDescr(4, "Artificial no lag bearish sma", new Color(246, 173, 173)),
fixedSmaBearish);
barSeries.put(
new DataSetBarDescr(3, "Artificial no lag bullish sma", new Color(189, 249, 189)),
fixedSmaBullish);
// Prediction period
Date predStart = maxLastKey(fixedSmaBearish, fixedSmaBullish);
Date predEnd = maxLastKey(sellSerie, buySerie);
SortedMap<Date, Double> pred = new TreeMap<Date, Double>();
SortedMap<Date, Double> predSubMap = quotes.subMap(predStart, predEnd);
ApacheStats apacheStatsQ = new ApacheStats(new Max());
double maxQ = apacheStatsQ.sEvaluate(quotes.values());
ApacheStats apacheStatsO = new ApacheStats(new Max());
double maxO = apacheStatsO.evaluate(calcOutput.values());
double fact = Math.max(maxQ, maxO);
for (Date date : predSubMap.keySet()) {
pred.put(date, fact * 1.25);
}
barSeries.put(new DataSetBarDescr(0, "Prediction zone", new Color(128, 128, 128, 100)), pred);
/// Output b&s
barSeries.put(new DataSetBarDescr(1, "Bearish prediction", Color.RED), sellSerie);
barSeries.put(new DataSetBarDescr(2, "Bullish prediction", Color.GREEN), buySerie);
// chart
chartGenerator.generateChartPNGFor(
new FileOutputStream(
new File(System.getProperty("installdir") + File.separator + chartFileName)),
false,
lineSeries,
barSeries);
}
