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Updated notebooks to use version 1.5.0 part 2
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Peter Dekkers committed May 29, 2023
1 parent 7a5481f commit 05749aa
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Showing 3 changed files with 37 additions and 13 deletions.
5 changes: 2 additions & 3 deletions notebooks/charts.ipynb
Expand Up @@ -165,9 +165,8 @@
"val rsi = TaLibIndicator.rsi(10)\n",
"val apple = feed.assets.getBySymbol(\"AAPL\")\n",
"val tesla = feed.assets.getBySymbol(\"TSLA\")\n",
"val data1 = feed.apply(apple, rsi)\n",
"val data2 = feed.apply(tesla, rsi)\n",
"MetricChart(data1 + data2)"
"val data = feed.apply(rsi, apple, tesla)\n",
"MetricChart(data)"
]
},
{
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31 changes: 28 additions & 3 deletions notebooks/ta4j.ipynb
Expand Up @@ -209,9 +209,34 @@
"metadata": {},
"outputs": [],
"source": [
"val data1 = feed.apply(feed.assets.getBySymbol(\"AAPL\"), indicator)\n",
"val data2 = feed.apply(feed.assets.getBySymbol(\"TSLA\"), indicator)\n",
"MetricChart(data1 + data2)"
"val apple = feed.assets.getBySymbol(\"AAPL\")\n",
"val tesla = feed.assets.getBySymbol(\"TSLA\")\n",
"val data = feed.apply(indicator, apple, tesla)\n",
"MetricChart(data)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"val emaIndicator = Ta4jIndicator(maxBarCount = 30) { series ->\n",
" val closePrice = ClosePriceIndicator(series)\n",
" val slow = EMAIndicator(closePrice, 26).getValue(series.endIndex).doubleValue() \n",
" val fast = EMAIndicator(closePrice, 12).getValue(series.endIndex).doubleValue() \n",
" mapOf(\"ema.slow\" to slow, \"ema.fast\" to fast)\n",
"}"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"val data = feed.apply(emaIndicator, apple)\n",
"MetricChart(data)"
]
},
{
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14 changes: 7 additions & 7 deletions notebooks/talib.ipynb
Expand Up @@ -208,7 +208,7 @@
"source": [
"// Indicator that returns multiple values\n",
"val asset = feed.assets.getBySymbol(\"GOOG\")\n",
"val data = feed.apply(asset, TaLibIndicator.bbands())\n",
"val data = feed.apply(TaLibIndicator.bbands(), asset)\n",
"MetricChart(data)"
]
},
Expand All @@ -220,9 +220,10 @@
"source": [
"// Compare indicators across different assets\n",
"val rsi = TaLibIndicator.rsi(20)\n",
"val data1 = feed.apply(feed.assets.getBySymbol(\"AAPL\"), rsi)\n",
"val data2 = feed.apply(feed.assets.getBySymbol(\"TSLA\"), rsi)\n",
"MetricChart(data1 + data2)"
"val apple = feed.assets.getBySymbol(\"AAPL\")\n",
"val tesla = feed.assets.getBySymbol(\"TSLA\")\n",
"val data = feed.apply(rsi, apple, tesla)\n",
"MetricChart(data)"
]
},
{
Expand All @@ -232,9 +233,8 @@
"outputs": [],
"source": [
"// see where sma crossovers appear\n",
"val apple = feed.assets.getBySymbol(\"AAPL\")\n",
"val data1 = feed.apply(apple, TaLibIndicator.sma(15))\n",
"val data2 = feed.apply(apple, TaLibIndicator.sma(50))\n",
"val data1 = feed.apply(TaLibIndicator.sma(15), apple)\n",
"val data2 = feed.apply(TaLibIndicator.sma(50), apple)\n",
"MetricChart(data1 + data2)"
]
},
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