JRITestStrategy.java

import com.dukascopy.api.*;
import org.rosuda.JRI.REXP;
import org.rosuda.JRI.Rengine;

/**
 * Created by tomas on 8/17/2016.
 */
public class JRITestStrategy implements IStrategy {
    @Override
    public void onStart(IContext context) throws JFException {

    }

    @Override
    public void onTick(Instrument instrument, ITick tick) throws JFException {

    }

    @Override
    public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
        if(period == Period.FIVE_MINS){
            Rengine re = new Rengine(new String[]{"--no-save"}, false, null);
            if (!re.waitForR()) {
                System.out.println("Cannot load R");
                return;
            }

            re.eval("msg<-'HI there'");
            REXP s = re.eval(String.format("capture.output(source('%s'))", getClass().getClassLoader().getResource("rscript/test.R").getPath().substring(1)));
            String[] output = s.asStringArray();
            System.out.println(String.join("\n", output));
            re.end();
        }
    }

    @Override
    public void onMessage(IMessage message) throws JFException {

    }

    @Override
    public void onAccount(IAccount account) throws JFException {

    }

    @Override
    public void onStop() throws JFException {

    }
}