From 05749aaba3bee14a61413df9924a782e0e56eede Mon Sep 17 00:00:00 2001 From: Peter Dekkers Date: Mon, 29 May 2023 14:15:00 +0200 Subject: [PATCH] Updated notebooks to use version 1.5.0 part 2 --- notebooks/charts.ipynb | 5 ++--- notebooks/ta4j.ipynb | 31 ++++++++++++++++++++++++++++--- notebooks/talib.ipynb | 14 +++++++------- 3 files changed, 37 insertions(+), 13 deletions(-) diff --git a/notebooks/charts.ipynb b/notebooks/charts.ipynb index e7ed1f8..8d43e04 100644 --- a/notebooks/charts.ipynb +++ b/notebooks/charts.ipynb @@ -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)" ] }, { diff --git a/notebooks/ta4j.ipynb b/notebooks/ta4j.ipynb index 2887928..b51678b 100644 --- a/notebooks/ta4j.ipynb +++ b/notebooks/ta4j.ipynb @@ -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)" ] }, { diff --git a/notebooks/talib.ipynb b/notebooks/talib.ipynb index 20a761e..dabe5a6 100644 --- a/notebooks/talib.ipynb +++ b/notebooks/talib.ipynb @@ -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)" ] }, @@ -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)" ] }, { @@ -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)" ] },