Ta4j 是一个用于技术分析的开源 Java 库。它提供了创建、评估和执行交易策略的基本组件。

// Creating a time series (from any provider: CSV, web service, etc.)
BarSeries series = new BaseBarSeriesBuilder().withName("AXP_Stock").build();

// adding open, high, low, close and volume data to the series
series.addBar(ZonedDateTime.now(), 105.42, 112.99, 104.01, 111.42, 1337);

// Getting the close price of the ticks
Num firstClosePrice = series.getBar(0).getClosePrice();
System.out.println("First close price: " + firstClosePrice.doubleValue());
// Or within an indicator:
ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
// Here is the same close price:
System.out.println(firstClosePrice.isEqual(closePrice.getValue(0))); // equal to firstClosePrice

// Getting the simple moving average (SMA) of the close price over the last 5 ticks
SMAIndicator shortSma = new SMAIndicator(closePrice, 5);
// Here is the 5-ticks-SMA value at the 42nd index
System.out.println("5-ticks-SMA value at the 42nd index: " + shortSma.getValue(42).doubleValue());

// Getting a longer SMA (e.g. over the 30 last ticks)
SMAIndicator longSma = new SMAIndicator(closePrice, 30);

// Buying rules
// We want to buy:
//  - if the 5-ticks SMA crosses over 30-ticks SMA
//  - or if the price goes below a defined price (e.g $800.00)
Rule buyingRule = new CrossedUpIndicatorRule(shortSma, longSma)
        .or(new CrossedDownIndicatorRule(closePrice, 800d));

// Selling rules
// We want to sell:
//  - if the 5-ticks SMA crosses under 30-ticks SMA
//  - or if the price loses more than 3%
//  - or if the price earns more than 2%
Rule sellingRule = new CrossedDownIndicatorRule(shortSma, longSma)
        .or(new StopLossRule(closePrice, 3.0))
        .or(new StopGainRule(closePrice, 2.0));

Strategy strategy = new BaseStrategy(buyingRule, sellingRule);

// Running our juicy trading strategy...
BarSeriesManager manager = new BarSeriesManager(series);
TradingRecord tradingRecord = manager.run(strategy);
System.out.println("Number of trades for our strategy: " + tradingRecord.getTradeCount());

// Getting the profitable trades ratio
AnalysisCriterion profitTradesRatio = new AverageProfitableTradesCriterion();
System.out.println("Profitable trades ratio: " + profitTradesRatio.calculate(series, tradingRecord));
// Getting the reward-risk ratio
AnalysisCriterion rewardRiskRatio = new RewardRiskRatioCriterion();
System.out.println("Reward-risk ratio: " + rewardRiskRatio.calculate(series, tradingRecord));

// Total profit of our strategy
// vs total profit of a buy-and-hold strategy
AnalysisCriterion vsBuyAndHold = new VersusBuyAndHoldCriterion(new TotalProfitCriterion());
System.out.println("Our profit vs buy-and-hold profit: " + vsBuyAndHold.calculate(series, tradingRecord));