JFreeChart : How to draw the moving average over a OHLC chart

Question

我试图在 OHLC 图表上叠加移动平均线，但它似乎不起作用。

我提供了代码的两个关键功能:

private static OHLCDataset createPriceDataset(String filename)
{   
    OHLCSeries s1 = new OHLCSeries(filename);

    try {
        BufferedReader in = new BufferedReader(new FileReader(filename));
        DateFormat df = new SimpleDateFormat("yyyyMMdd");
        String inputLine;
        in.readLine();
        while ((inputLine = in.readLine()) != null) {
            StringTokenizer st = new StringTokenizer(inputLine, ",");
            Date date       = df.parse( st.nextToken() );
            double open     = Double.parseDouble( st.nextToken() );
            double high     = Double.parseDouble( st.nextToken() );
            double low      = Double.parseDouble( st.nextToken() );
            double close    = Double.parseDouble( st.nextToken() );
            double volume   = Double.parseDouble( st.nextToken() );
            //double adjClose = Double.parseDouble( st.nextToken() );
            s1.add(new Day(date), open, high, low, close);
        }
        in.close();
    }
    catch (Exception e) {
        e.printStackTrace();
    }

    OHLCSeriesCollection dataset = new OHLCSeriesCollection();
    dataset.addSeries(s1);

    return dataset;
}



private static JFreeChart createCombinedChart()
{
    OHLCDataset data1 = createPriceDataset(filename);

    XYItemRenderer renderer1 = new HighLowRenderer();
    renderer1.setBaseToolTipGenerator(new StandardXYToolTipGenerator(StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT, new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0.00")));
    renderer1.setSeriesPaint(0, Color.blue);
    DateAxis domainAxis = new DateAxis("Date");
    NumberAxis rangeAxis = new NumberAxis("Price");
    rangeAxis.setNumberFormatOverride(new DecimalFormat("$0.00"));
    rangeAxis.setAutoRange(true);
    rangeAxis.setAutoRangeIncludesZero(false);
    XYPlot plot1 = new XYPlot(data1, domainAxis, rangeAxis, renderer1);
    plot1.setBackgroundPaint(Color.lightGray);
    plot1.setDomainGridlinePaint(Color.white);
    plot1.setRangeGridlinePaint(Color.white);
    plot1.setRangePannable(true);

    //Overlay the Long-Term Trend Indicator
    XYDataset dataset3 = MovingAverage.createMovingAverage(data1, "LT", 49.0, 49.0);
    plot1.setDataset(1, dataset3);
    plot1.setRenderer(1, new StandardXYItemRenderer());

    //add a second dataset (volume) and renderer
    IntervalXYDataset data2 = createVolumeDataset(filename);
    XYBarRenderer renderer2 = new XYBarRenderer();
    renderer2.setDrawBarOutline(false);
    renderer2.setBaseToolTipGenerator(new StandardXYToolTipGenerator(StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT, new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0,000.00")));
    renderer2.setSeriesPaint(0, Color.red);

    XYPlot plot2 = new XYPlot(data2, null, new NumberAxis("Volume"), renderer2);
    plot2.setBackgroundPaint(Color.lightGray);
    plot2.setDomainGridlinePaint(Color.white);
    plot2.setRangeGridlinePaint(Color.white);

    CombinedDomainXYPlot cplot = new CombinedDomainXYPlot(domainAxis);
    cplot.add(plot1, 3);
    cplot.add(plot2, 2);
    cplot.setGap(8.0);
    cplot.setDomainGridlinePaint(Color.white);
    cplot.setDomainGridlinesVisible(true);
    cplot.setDomainPannable(true);


    //return the new combined chart
    JFreeChart chart = new JFreeChart("Sun Microsystems (SUNW)", JFreeChart.DEFAULT_TITLE_FONT, cplot, false);

    ChartUtilities.applyCurrentTheme(chart);
    renderer2.setShadowVisible(false);
    renderer2.setBarPainter(new StandardXYBarPainter());

    return chart;
}

有什么想法吗？

谢谢。

Answer 1

我添加了以下代码，它似乎可以工作。如果有人不同意这个解决方案，请告诉我。开始了:

public class PriceVolumeChart2 extends ApplicationFrame{

final static String filename = "A.txt";
*static TimeSeries t1 = new TimeSeries("49-day moving average");*

/**
 * Default constructor
 */
public PriceVolumeChart2(String title)
{
    super(title);
    JPanel panel = createDemoPanel();
    panel.setPreferredSize(new Dimension(500, 270));
    setContentPane(panel);
}

//create price dataset
//hard-coded here
private static OHLCDataset createPriceDataset(String filename)
{
    //the following data is taken from http://finance.yahoo.com/
    //for demo purposes...

    OHLCSeries s1 = new OHLCSeries(filename);

    try {
        BufferedReader in = new BufferedReader(new FileReader(filename));
        DateFormat df = new SimpleDateFormat("yyyyMMdd");
        String inputLine;
        in.readLine();
        while ((inputLine = in.readLine()) != null) {
            StringTokenizer st = new StringTokenizer(inputLine, ",");
            Date date       = df.parse( st.nextToken() );
            double open     = Double.parseDouble( st.nextToken() );
            double high     = Double.parseDouble( st.nextToken() );
            double low      = Double.parseDouble( st.nextToken() );
            double close    = Double.parseDouble( st.nextToken() );
            double volume   = Double.parseDouble( st.nextToken() );
            //double adjClose = Double.parseDouble( st.nextToken() );
            s1.add(new Day(date), open, high, low, close);
            *t1.add(new Day(date), close);*
        }
        in.close();
    }
    catch (Exception e) {
        e.printStackTrace();
    }



    OHLCSeriesCollection dataset = new OHLCSeriesCollection();
    dataset.addSeries(s1);

    return dataset;
}


//create volume dataset
private static IntervalXYDataset createVolumeDataset(String filename)
{
    //create dataset 2...
    TimeSeries s1 = new TimeSeries("Volume");

    try {
        BufferedReader in = new BufferedReader(new FileReader(filename));
        DateFormat df = new SimpleDateFormat("yyyyMMdd");
        String inputLine;
        in.readLine();
        while ((inputLine = in.readLine()) != null) {
            StringTokenizer st = new StringTokenizer(inputLine, ",");
            Date date = df.parse( st.nextToken() );
            st.nextToken();
            st.nextToken();
            st.nextToken();
            st.nextToken();
            double volume   = Double.parseDouble( st.nextToken() );
            //double adjClose = Double.parseDouble( st.nextToken() );
            s1.add(new Day(date), volume);
        }
        in.close();
    }
    catch (Exception e) {
        e.printStackTrace();
    }

    return new TimeSeriesCollection(s1);
}

private static JFreeChart createCombinedChart()
{
    OHLCDataset data1 = createPriceDataset(filename);

    XYItemRenderer renderer1 = new HighLowRenderer();
    renderer1.setBaseToolTipGenerator(new StandardXYToolTipGenerator(
        StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT,
        new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0.00")));
    renderer1.setSeriesPaint(0, Color.blue);
    DateAxis domainAxis = new DateAxis("Date");
    NumberAxis rangeAxis = new NumberAxis("Price");
    rangeAxis.setNumberFormatOverride(new DecimalFormat("$0.00"));
    rangeAxis.setAutoRange(true);
    rangeAxis.setAutoRangeIncludesZero(false);
    XYPlot plot1 = new XYPlot(data1, domainAxis, rangeAxis, renderer1);
    plot1.setBackgroundPaint(Color.lightGray);
    plot1.setDomainGridlinePaint(Color.white);
    plot1.setRangeGridlinePaint(Color.white);
    plot1.setRangePannable(true);

    //Overlay the Long-Term Trend Indicator
    *TimeSeries dataset3 = MovingAverage.createMovingAverage(t1, "LT", 49, 49);
    TimeSeriesCollection collection = new TimeSeriesCollection();
    collection.addSeries(dataset3);
    plot1.setDataset(1, collection);*
    plot1.setRenderer(1, new StandardXYItemRenderer());

    //add a second dataset (volume) and renderer
    IntervalXYDataset data2 = createVolumeDataset(filename);
    XYBarRenderer renderer2 = new XYBarRenderer();
    renderer2.setDrawBarOutline(false);
    renderer2.setBaseToolTipGenerator(new StandardXYToolTipGenerator(
        StandardXYToolTipGenerator.DEFAULT_TOOL_TIP_FORMAT,
        new SimpleDateFormat("d-MMM-yyyy"), new DecimalFormat("0,000.00")));
    renderer2.setSeriesPaint(0, Color.red);

    XYPlot plot2 = new XYPlot(data2, null, new NumberAxis("Volume"), renderer2);
    plot2.setBackgroundPaint(Color.lightGray);
    plot2.setDomainGridlinePaint(Color.white);
    plot2.setRangeGridlinePaint(Color.white);

    CombinedDomainXYPlot cplot = new CombinedDomainXYPlot(domainAxis);
    cplot.add(plot1, 3);
    cplot.add(plot2, 2);
    cplot.setGap(8.0);
    cplot.setDomainGridlinePaint(Color.white);
    cplot.setDomainGridlinesVisible(true);
    cplot.setDomainPannable(true);


    //return the new combined chart
    JFreeChart chart = new JFreeChart("Sun Microsystems (SUNW)",
        JFreeChart.DEFAULT_TITLE_FONT, cplot, false);

    ChartUtilities.applyCurrentTheme(chart);
    renderer2.setShadowVisible(false);
    renderer2.setBarPainter(new StandardXYBarPainter());

    return chart;
}

//create a panel
public static JPanel createDemoPanel()
{
    JFreeChart chart = createCombinedChart();
    return new ChartPanel(chart);
}

public static void main(String[] args) {
    // TODO code application logic here
    PriceVolumeChart2 demo = new PriceVolumeChart2(
        "JFreeChart: CombinedXYPlotDemo1.java (base)");
    demo.pack();
    RefineryUtilities.centerFrameOnScreen(demo);
    demo.setVisible(true);
}

//Download data from web
}

示例数据:

20110103,41.56,42.14,41.41,41.88,357230020110104,41.99,42.1,41.18,41.49,358880020110105,41.28,41.73,41,41.4,323270020110106,41.37,41.84,41.21,41.48,336140020110107,41.52,41.8,41.04,41.62,272590020110110,41.41,42.72,41.3,42.22,314580020110111,42.52,43.31,42.38,42.94,331540020110112,43.2,43.41,42.96,43.13,246310020110113,42.88,43.23,42.87,42.97,167640020110114,42.79,43.37,42.76,43.26,221560020110117,43.26,43.26,43.26,43.26,020110118,43.33,44.45,43.32,44.35,298230020110119,44.16,44.29,42.27,42.43,453720020110120,41.95,42.58,41.46,42.29,487470020110121,42.5,43.26,42.03,42.11,300450020110124,42.18,42.79,42.07,42.77,206740020110125,42.77,43.52,42.28,42.69,313270020110126,42.82,42.97,42.04,42.57,392730020110127,42.77,43.09,42.37,42.45,318960020110128,42.5,42.52,40.88,40.98,362980020110131,41.21,41.83,40.89,41.83,369090020110201,42.07,42.7,41.93,42.05,338820020110202,41.75,41.91,40.82,41.23,397070020110203,40.93,41.18,40.23,40.99,352270020110204,41.19,43.13,40.94,42.99,519770020110207,43.45,44.66,43.37,44.44,456980020110208,44.65,44.71,43.83,44.17,373450020110209,44.01,44.17,43.16,43.43,377930020110210,43.22,44.01,42.57,44,327570020110211,43.77,45.15,43.65,45.02,443600020110214,45,45.42,44.72,44.79,348440020110215,44.79,45,42.64,42.65,732800020110216,42.91,43.6,42.7,43.57,415980020110217,43.38,44,43.02,43.92,262180020110218,43.78,44.29,43.65,43.92,439020020110221,43.92,43.92,43.92,43.92,020110222,43.21,43.75,42.39,42.49,414360020110223,42.59,42.75,39.94,40.45,707420020110224,40.34,41.55,40.18,41.15,445570020110225,41.16,42.41,41.13,42.36,429750020110228,42.43,42.65,41.36,42.08,307020020110301,41.98,42.49,40.65,40.68,4091300

新代码在星号内。

如果您认为有更优雅的解决方案，请告诉我。