Package tech.cassandre.trading.bot.strategy

Class BasicTa4jCassandreStrategy

java.lang.Object

tech.cassandre.trading.bot.strategy.GenericCassandreStrategy

tech.cassandre.trading.bot.strategy.BasicTa4jCassandreStrategy

All Implemented Interfaces:

CassandreStrategyInterface

public abstract class BasicTa4jCassandreStrategy
extends GenericCassandreStrategy

Basic ta4j strategy.

Field Summary

Fields inherited from class tech.cassandre.trading.bot.strategy.GenericCassandreStrategy

currencyMapper, exchangeService, importedTickersRepository, logger, orderMapper, orderRepository, positionFlux, positionMapper, positionRepository, positionService, tickerMapper, tradeMapper, tradeRepository, tradeService

Constructor Summary

Constructors

Constructor	Description
BasicTa4jCassandreStrategy()	Constructor.

Method Summary

Modifier and Type	Method	Description
boolean	canBuy(BigDecimal amount)	Returns true if we have enough assets to buy.
boolean	canBuy(BigDecimal amount, BigDecimal minimumBalanceAfter)	Returns true if we have enough assets to buy.
boolean	canBuy(AccountDTO account, BigDecimal amount)	Returns true if we have enough assets to buy.
boolean	canBuy(AccountDTO account, BigDecimal amount, BigDecimal minimumBalanceAfter)	Returns true if we have enough assets to buy and if minimumBalanceAfter is left on the account after.
boolean	canSell(BigDecimal amount)	Returns true if we have enough assets to sell.
boolean	canSell(BigDecimal amount, BigDecimal minimumBalanceAfter)	Returns true if we have enough assets to sell.
boolean	canSell(AccountDTO account, BigDecimal amount)	Returns true if we have enough assets to sell.
boolean	canSell(AccountDTO account, BigDecimal amount, BigDecimal minimumBalanceAfter)	Returns true if we have enough assets to sell and if minimumBalanceAfter is left on the account after.
abstract Duration	getDelayBetweenTwoBars()	Implements this method to set the time that should separate two bars.
org.ta4j.core.Strategy	getExecutedStrategy()	Returns the executed strategy.
abstract int	getMaximumBarCount()	Implements this method to tell the bot how many bars you want to keep in your bar series.
abstract CurrencyPairDTO	getRequestedCurrencyPair()	Implements this method to tell the bot which currency pair your strategy will receive.
Set<CurrencyPairDTO>	getRequestedCurrencyPairs()	Implements this method to tell the bot which currency pairs your strategy will receive.
org.ta4j.core.BarSeries	getSeries()	Getter for series.
abstract org.ta4j.core.Strategy	getStrategy()	Implements this method to tell the bot which strategy to apply.
boolean	isHistoricalImport()	Getter for historical data import.
void	setHistoricalImport(boolean historicalImport)	Setter for historical data import.
abstract void	shouldEnter()	Called when your strategy think you should enter.
abstract void	shouldExit()	Called when your strategy think you should exit.
void	tickersUpdates(Set<TickerDTO> tickers)	Method called by streams on tickers updates.
void	updateStrategy(org.ta4j.core.Strategy newStrategy)	Update the Ta4j strategy used by Cassandre strategy.

Methods inherited from class tech.cassandre.trading.bot.strategy.GenericCassandreStrategy

accountsUpdates, canBuy, canBuy, canBuy, canBuy, canSell, canSell, canSell, canSell, closePosition, createBuyLimitOrder, createBuyMarketOrder, createLongPosition, createSellLimitOrder, createSellMarketOrder, createShortPosition, getAccountByAccountId, getAccounts, getAmountsLockedByCurrency, getAmountsLockedByPosition, getEstimatedBuyableAmount, getEstimatedBuyingCost, getExchangeService, getGains, getImportedTickers, getImportedTickers, getLastPriceForCurrencyPair, getLastTickerByCurrencyPair, getLastTickers, getOrderByOrderId, getOrders, getPositionByPositionId, getPositions, getStrategyDTO, getTradeAccount, getTradeByTradeId, getTrades, initialize, initializeAccounts, onAccountsUpdates, onOrdersUpdates, onPositionsStatusUpdates, onPositionsUpdates, onTickersUpdates, onTradesUpdates, ordersUpdates, positionsUpdates, setExchangeService, setImportedTickersRepository, setOrderRepository, setPositionFlux, setPositionRepository, setPositionService, setStrategy, setTradeRepository, setTradeService, tradesUpdates, updatePositionRules

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface tech.cassandre.trading.bot.strategy.CassandreStrategyInterface

getTradeAccount

Constructor Detail

BasicTa4jCassandreStrategy

public BasicTa4jCassandreStrategy()

Constructor.

Method Detail

getRequestedCurrencyPair

public abstract CurrencyPairDTO getRequestedCurrencyPair()

Implements this method to tell the bot which currency pair your strategy will receive.

Returns:

the list of currency pairs tickers your want to receive

getMaximumBarCount

public abstract int getMaximumBarCount()

Implements this method to tell the bot how many bars you want to keep in your bar series.

Returns:

maximum bar count.

getDelayBetweenTwoBars

public abstract Duration getDelayBetweenTwoBars()

Implements this method to set the time that should separate two bars.

Returns:

temporal amount

getStrategy

public abstract org.ta4j.core.Strategy getStrategy()

Implements this method to tell the bot which strategy to apply.

Returns:

strategy

getExecutedStrategy

public final org.ta4j.core.Strategy getExecutedStrategy()

Returns the executed strategy.

Returns:

strategy

updateStrategy

public void updateStrategy(org.ta4j.core.Strategy newStrategy)

Update the Ta4j strategy used by Cassandre strategy.

Parameters:

newStrategy - strategy

getRequestedCurrencyPairs

public final Set<CurrencyPairDTO> getRequestedCurrencyPairs()

Description copied from interface: CassandreStrategyInterface

Implements this method to tell the bot which currency pairs your strategy will receive.

Returns:

the list of currency pairs tickers your want to receive in this strategy

tickersUpdates

public final void tickersUpdates(Set<TickerDTO> tickers)

Description copied from interface: CassandreStrategyInterface

Method called by streams on tickers updates.

Specified by:

tickersUpdates in interface CassandreStrategyInterface

Overrides:

tickersUpdates in class GenericCassandreStrategy

Parameters:

tickers - tickers updates

canBuy

public final boolean canBuy(BigDecimal amount)

Returns true if we have enough assets to buy.

Parameters:

amount - amount

Returns:

true if we have enough assets to buy

canBuy

public final boolean canBuy(BigDecimal amount,
                            BigDecimal minimumBalanceAfter)

Returns true if we have enough assets to buy.

Parameters:

amount - amount

minimumBalanceAfter - minimum balance that should be left after buying

Returns:

true if we have enough assets to buy

canBuy

public final boolean canBuy(AccountDTO account,
                            BigDecimal amount)

Returns true if we have enough assets to buy.

Parameters:

account - account

amount - amount

Returns:

true if we have enough assets to buy

canBuy

public final boolean canBuy(AccountDTO account,
                            BigDecimal amount,
                            BigDecimal minimumBalanceAfter)

Returns true if we have enough assets to buy and if minimumBalanceAfter is left on the account after.

Parameters:

account - account

amount - amount

minimumBalanceAfter - minimum balance that should be left after buying

Returns:

true if we have enough assets to buy

canSell

public final boolean canSell(BigDecimal amount,
                             BigDecimal minimumBalanceAfter)

Returns true if we have enough assets to sell.

Parameters:

amount - amount

minimumBalanceAfter - minimum balance that should be left after buying

Returns:

true if we have enough assets to sell

canSell

public final boolean canSell(BigDecimal amount)

Returns true if we have enough assets to sell.

Parameters:

amount - amount

Returns:

true if we have enough assets to sell

canSell

public final boolean canSell(AccountDTO account,
                             BigDecimal amount)

Returns true if we have enough assets to sell.

Parameters:

account - account

amount - amount

Returns:

true if we have enough assets to sell

canSell

public final boolean canSell(AccountDTO account,
                             BigDecimal amount,
                             BigDecimal minimumBalanceAfter)

Returns true if we have enough assets to sell and if minimumBalanceAfter is left on the account after.

Parameters:

account - account

amount - amount

minimumBalanceAfter - minimum balance that should be left after selling

Returns:

true if we have enough assets to sell

shouldEnter

public abstract void shouldEnter()

Called when your strategy think you should enter.

shouldExit

public abstract void shouldExit()

Called when your strategy think you should exit.

getSeries

public final org.ta4j.core.BarSeries getSeries()

Getter for series.

Returns:

series

isHistoricalImport

public boolean isHistoricalImport()

Getter for historical data import.

Returns:

isHistoricalImport

setHistoricalImport

public void setHistoricalImport(boolean historicalImport)

Setter for historical data import.

Parameters:

historicalImport - historicalImport