rsi.java

package com.breakcoder.jogun.trader;

import java.io.IOException;
import java.text.ParseException;
import java.text.SimpleDateFormat;
import java.util.Date;
import java.util.List;

import com.breakcoder.jogun.client.market.base.MarketClientException;
import com.breakcoder.jogun.client.market.poloniex.PoloniexClient;
import com.breakcoder.jogun.client.market.poloniex.entities.ChartCandle;
import com.breakcoder.jogun.client.market.poloniex.entities.Period;
import com.google.gson.JsonSyntaxException;

public class Test {

	public static void main(String[] args) {

		PoloniexClient client = new PoloniexClient();

		SimpleDateFormat dateFormat = new SimpleDateFormat("yyyy.MM.dd");
		List<ChartCandle> data = null;
		try {
			data = client.getChartData("BTC_LTC", dateFormat.parse("2017.03.01"), new Date(), Period.DAY);
		} catch (JsonSyntaxException | MarketClientException | IOException | ParseException e) {
			// TODO Auto-generated catch block
			e.printStackTrace();
		}

//		List<Tick> ticks = new ArrayList<>();
//		for (ChartCandle candle : data) {
//			//System.out.println(new Date(candle.getDate()));
//			ticks.add(new Tick(new DateTime(candle.getDate()), candle.getOpen(), candle.getHigh(), candle.getLow(),
//					candle.getClose(), candle.getVolume()));
//		}
//
//		TimeSeries series = new TimeSeries(ticks);
//
//		/**
//		 * Creating indicators
//		 */
//		// Close price
//		ClosePriceIndicator closePrice = new ClosePriceIndicator(series);
//		// Typical price
//		TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series);
//		// Price variation
//		PriceVariationIndicator priceVariation = new PriceVariationIndicator(series);
//
//		final int nbTicks = series.getTickCount();
//		Indicator<Decimal> rsiIndicator = new RSIIndicator(closePrice, 14);
//		System.out.println(rsiIndicator.getTimeSeries().getTickCount());
//		// for (int i = 0; i < nbTicks; i++) {
//		System.out.println("First: " + rsiIndicator.getValue(nbTicks - 1));
//		// }

		try {
			calculate(data);
		} catch (Exception e) {
			// TODO Auto-generated catch block
			e.printStackTrace();
		}
	}

	public static void calculate(List<ChartCandle> data) throws Exception {
		int periodLength = 14;
		int lastBar = data.size() - 1;
		int firstBar = lastBar - periodLength + 1;
		if (firstBar < 0) {
			String msg = "Quote history length " + data.size() + " is insufficient to calculate the indicator.";
			throw new Exception(msg);
		}

		double aveGain = 0, aveLoss = 0;
		for (int bar = firstBar + 1; bar <= lastBar; bar++) {
			double change = data.get(bar).getClose() - data.get(bar - 1).getClose();
			if (change >= 0) {
				aveGain += change;
			} else {
				aveLoss += change;
			}
		}

		double rs = aveGain / Math.abs(aveLoss);
		double rsi = 100 - 100 / (1 + rs);

		System.out.println("RSI: " + rsi);
	}

}