How to implement constant volume candlestick bars?
How to implement constant volume candlestick bars?
I want to modify the candlestick renderer and OHLC dataset so that I can create constant volume candlestick bars. This will require that the x-axis is no longer linear with time. I know how to change the renderer and create a new dataset to represent constant volume bars. However, how do I change to a date time axis that does not have constant time spacing?
Re: How to implement constant volume candlestick bars?
![Image](http://img13.imageshack.us/img13/451/exampleet.th.png)
I appreciate the help from skunk below and in the spirit of open source development, I'm happy to share his code, slightly modified, which I used to setup constant volume bars in JFreeChart. It would be great if there was a constant volume bar (non-linear time axis support) built into the next release of JFreeChart. The code posted below which produces the plot shown works, but is very slow, even on a modern system.
Some of this code is specific to some other stuff I am doing and might need to be commented out in order to compile:
Code: Select all
public class Candlestick extends JPanel implements ChartChangeListener {
private Dataset dataset;
private ConstVolumeOHLCDataset data;
private JFreeChart chart;
private ChartPanel chartpanel;
public Candlestick(Dataset dataset, Set<ChartCallback> charts)
{
this.setLayout(new BoxLayout(this, BoxLayout.PAGE_AXIS));
this.setBackground(Color.BLACK);
this.dataset = dataset;
data = dataset.getCandlesticks();
setupCandleStickChart();
chart.addChangeListener(this);
}
private void setupCandleStickChart() {
chart = ChartFactory.createCandlestickChart(
null,
null,
null,
data,
false
);
chartpanel = new ChartPanel(chart);
XYPlot xyplot = chartpanel.getChart().getXYPlot();
xyplot.setDomainCrosshairVisible(true);
xyplot.setDomainCrosshairLockedOnData(false);
xyplot.setRangeCrosshairVisible(true);
xyplot.setRangeAxisLocation(AxisLocation.BOTTOM_OR_RIGHT);
NumberAxis numaxis = (NumberAxis) chart.getXYPlot().getRangeAxis();
numaxis.setAutoRangeIncludesZero(false);
NumberAxis axis = new NumberAxis();
xyplot.setDomainAxis(axis);
axis.setStandardTickUnits(NumberAxis.createIntegerTickUnits());
axis.setNumberFormatOverride(new TranslatingFormat(data));
add(chartpanel);
}
}
Code: Select all
package JFreeChartext;
import org.jfree.data.xy.*;
public class ConstVolumeOHLCDataset extends DefaultOHLCDataset {
public ConstVolumeOHLCDataset(Comparable key, OHLCDataItem[] data) {
super(key, data);
// TODO Auto-generated constructor stub
}
public double getXValue(int series, int item) {
if ((item < 0) || (item >= getItemCount(series)))
return Double.NaN;
return item;
}
public double getDisplayXValue(int series, int item) {
if ((item < 0) || (item >= getItemCount(series)))
return Double.NaN;
return super.getXValue(series, item);
}
// These are commented out but you WILL need to implement them as soon as you
// need to call setRange() and need to convert timevalues to data indexes
//
// public int findFirstXValueGE(long timeval);
// public int findLastXValueLE(long timeval);
}
Code: Select all
package JFreeChartext;
import java.text.DateFormat;
import java.text.DecimalFormat;
import java.text.FieldPosition;
import java.text.SimpleDateFormat;
import java.util.Date;
public class TranslatingFormat extends DecimalFormat {
final ConstVolumeOHLCDataset constvoldataset;
final DateFormat fmt = new SimpleDateFormat("HH:mm:ss");
public TranslatingFormat(ConstVolumeOHLCDataset ds) {
assert(ds != null);
constvoldataset = ds;
}
public StringBuffer format(double number, StringBuffer toAppendTo, FieldPosition pos) {
if (Double.isNaN(number))
return toAppendTo;
double timeval = constvoldataset.getDisplayXValue(0, (int)number);
if (Double.isNaN(timeval))
return toAppendTo;
return toAppendTo.append(fmt.format(new Date((long)timeval)));
}
}
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Re: How to implement constant volume candlestick bars?
ptd26, can you please explain what is going on when you call getCandlesticks on you dataset?
Thank you for sharing ptd26.
Thank you for sharing ptd26.
Re: How to implement constant volume candlestick bars?
getCandlesticks() simply returns a ConstVolumeOHLCDataset.
Re: How to implement constant volume candlestick bars?
This thread is over 3 years old. Is there a newer/better way to implement constant volume candlestick bars now?
Thanks!
Thanks!