Financial Time Series Customizing?

[jiangshachina]

Hi,
I create a simple financial time series chart, you can find it at:
http://www.flickr.com/photos/jiangshach ... 7/sizes/o/

I have three questions:
[1]Can I set the central value of Price axis? (Black rectangle indicates)
I know just get central value from Range, but set.
If I wish a specific value must be shown as a tick, e.g. the middle position in Number Axis, howto?
On financial charts, that's a common requirement.
For instance, the time series chart must show last day's close price, or today's open price in the middle.

[2]How to set the first tick and the last one? (Red rectangle indicates)
In my series, the time is from 09:30(including) to 15:00(including),
then I want the first date tick should be 09:30, and the last is 15:00, howto?
If I set a bit of LowerMargin and UpperMargin, that would be OK.
But if I set both of margins to 0.0D, then the result isn't my want.

[3]Don't show line between some times? (Green rectangle indicates)
JFreeChart use a line to connection two sequential points.
That's natural, but I don't want to show the chart/line in 11:30-13:00.
In fact, every stockmarket has its own work and rest time.
Then, howto?

Thanks!

[jiangshachina]

Does it mean JFreeChart couldn't achieve my goal?

[david.gilbert]

[1]Can I set the central value of Price axis? (Black rectangle indicates)
I know just get central value from Range, but set.
If I wish a specific value must be shown as a tick, e.g. the middle position in Number Axis, howto?
On financial charts, that's a common requirement.
For instance, the time series chart must show last day's close price, or today's open price in the middle.

The options are:

(1) Set the axis range manually, with the value you require at the centre of the range.

(2) Override autoAdjustRange() method in the axis to calculate the data range but then extend it to ensure that your prespecified value falls in the centre.

You could also call plot.addRangeMarker(new ValueMarker(...)) to highlight the central value.

[2]How to set the first tick and the last one? (Red rectangle indicates)
In my series, the time is from 09:30(including) to 15:00(including),
then I want the first date tick should be 09:30, and the last is 15:00, howto?
If I set a bit of LowerMargin and UpperMargin, that would be OK.
But if I set both of margins to 0.0D, then the result isn't my want.

This is a bug which occurs when the first tick mark falls right on the start of the axis. I'm still working out how to fix it properly.

[3]Don't show line between some times? (Green rectangle indicates)
JFreeChart use a line to connection two sequential points.
That's natural, but I don't want to show the chart/line in 11:30-13:00.
In fact, every stockmarket has its own work and rest time.
Then, howto?

If you add an item to the series with a null value (say at 12.00), then the connecting line will be broken.

[jiangshachina]

Hello,
Thanks the instruction very much.

This is a bug which occurs when the first tick mark falls right on the start of the axis. I'm still working out how to fix it properly.

Yes, in my case, when the left margin isn't enough, a "more right" tick unit would be shown.

a cup of Java, cheers!
Sha Jiang

[jiangshachina]

Hello,
With your instruction, I made some tests.
You could find the new image at:
http://www.flickr.com/photos/jiangshach ... 1/sizes/o/

(1) Set the axis range manually, with the value you require at the centre of the range.
(2) Override autoAdjustRange() method in the axis to calculate the data range but then extend it to ensure that your prespecified value falls in the centre.
You could also call plot.addRangeMarker(new ValueMarker(...)) to highlight the central value.

I just tried approach (1), the core codes are:

Code: Select all

numberAxis.setRangeAboutValue(344.15, 6.5);

off course, I used

Code: Select all

plot.addRangeMarker(new ValueMarker(344.15));

then you could find the highlighted central value.
But, how about the grid lines and ticks?
I expect one grid and one tick must fall at the central position.
I also tried TickUnit, like:

Code: Select all

NumberTickUnit numberTickUnit = new NumberTickUnit(1.15, new DecimalFormat(".00"), 1);
numberAxis.setTickUnit(numberTickUnit);

unfortunatelly, it didn't work well.

If you add an item to the series with a null value (say at 12.00), then the connecting line will be broken.

With the below codes, the line is broken, but... the big "gap" is still there.
I wish 11:30 and 13:30 share a same point. Can I?

Code: Select all

// formatter is a DateFormat instance.
series.add(new TimeSeriesDataItem(new Minute(formatter.parse("200806111200")), null));

Thanks!

[RoyW]

For the gap you should take a look at SegmentedTimeline either in the JavaDoc or search the forum.

As for the highlighted central value this is something missing from JFreeChart. It would be nice to ba able to add annotations to the axis the same way you can to the plot. I find that for financial charts labels are required for the current price and other indicators. Your only solution in this case it to subclass the NumberAxis.
Here is a quick fix that only works for Vertical Charts with the Axis on the Right.

Code: Select all

NumberAxis  rangeAxis        = new NumberAxis("Price"){
            public List refreshTicks(Graphics2D g2, AxisState state, Rectangle2D dataArea, RectangleEdge edge) {
                List result = super.refreshTicks(g2, state, dataArea, edge);
                Tick tick = new NumberTick(344.15, "-----Close", TextAnchor.CENTER_LEFT, TextAnchor.CENTER_LEFT, 0.0);
                result.add(tick);

                return result;
            };
        };

[jiangshachina]

Thanks!
I'll have a try.

[jiangshachina]

I have tried SegmentedTimeline(maybe too late *_*).

As mentioned above, the valid time ranges are: 09:30-11:30, 13:00-15:00.
I made a SegmentedTimeline:

Code: Select all

SegmentedTimeline segmented = new SegmentedTimeline(SegmentedTimeline.MINUTE_SEGMENT_SIZE, 1351, 89);
segmented.setBaseTimeline(SegmentedTimeline.newMondayThroughFridayTimeline());
// Starttime is 13:30
segmented.setStartTime(SegmentedTimeline.firstMondayAfter1900() + 780 * SegmentedTimeline.MINUTE_SEGMENT_SIZE);

The image is shown as the followings,

Obviously, the chart has a flaw(black rectangle indicates): The ticks 11:30 and 13:00 overlap each other.
How to resolve the trouble?

Additionally, can I erase the dashed at 11:30 and 13:00(blue rectangle indicates)?

Thanks!

[magice]

For your last problem
I guess I can help you~hehe

you can try
1、set your TimeRange from 09:29 to 15:01
2、
SegmentedTimeline segmented = new SegmentedTimeline(SegmentedTimeline.MINUTE_SEGMENT_SIZE, 1350, 90);

wish you a good luck!
by the way, I am also a chinese guy, and study the jfreechart ,wish a further talk with you!
my qq:8163090

[jiangshachina]

you can try
1、set your TimeRange from 09:29 to 15:01
2、
SegmentedTimeline segmented = new SegmentedTimeline(SegmentedTimeline.MINUTE_SEGMENT_SIZE, 1350, 90);

Thanks for the reply, but that's not my want

[jiangshachina]

I made some segmented Candlestick charts, and also have some puzzles.
As show as the below,

although I use SegmentedTimeline:

Code: Select all

SegmentedTimeline segmented = SegmentedTimeline.newMondayThroughFridayTimeline();

the chart has some "gaps"(the blue rectangle shows).
In fact, there isn't any data between "2008.02.05" and "2008.02.13".

Of course, that's natural. Because there are some excpetion segments.
Since the 08.02.09 and 08.02.10 are weekend days, then I have to add "2008.02.06", "08.02.07", "2008.02.08", "2008.02.11"
and "2008.02.12" as exception, the codes like:

Code: Select all

segmented.addException(DateUtilities.createDate(2008, 2, 6));
    segmented.addException(DateUtilities.createDate(2008, 2, 7));
    segmented.addException(DateUtilities.createDate(2008, 2, 8));
    segmented.addException(DateUtilities.createDate(2008, 2, 11));
    segmented.addException(DateUtilities.createDate(2008, 2, 12));
    segmented.addException(DateUtilities.createDate(2008, 2, 10));

then I get the result:


But..., I have to say I'm troubled by the approach.
Each year may have different holiday, but I have to set all of accurate exception days.
In the future(after finishing all of coding), I may modify some codes(at least, some configuration file) when the holiday is changed.

Can the charting just depends on the data provided, but time-related things?

Thanks!

[jiangshachina]

I have tried SegmentedTimeline(maybe too late *_*).

As mentioned above, the valid time ranges are: 09:30-11:30, 13:00-15:00.
I made a SegmentedTimeline:

Code: Select all

SegmentedTimeline segmented = new SegmentedTimeline(SegmentedTimeline.MINUTE_SEGMENT_SIZE, 1351, 89);
segmented.setBaseTimeline(SegmentedTimeline.newMondayThroughFridayTimeline());
// Starttime is 13:30
segmented.setStartTime(SegmentedTimeline.firstMondayAfter1900() + 780 * SegmentedTimeline.MINUTE_SEGMENT_SIZE);

The image is shown as the followings,

Obviously, the chart has a flaw(black rectangle indicates): The ticks 11:30 and 13:00 overlap each other.
How to resolve the trouble?

Additionally, can I erase the dashed at 11:30 and 13:00(blue rectangle indicates)?

Thanks!

Oh, I missed a big thing.
I have tried SegmentedTimeline, why I forget Tick

For the gap you should take a look at SegmentedTimeline either in the JavaDoc or search the forum.

As for the highlighted central value this is something missing from JFreeChart. It would be nice to ba able to add annotations to the axis the same way you can to the plot. I find that for financial charts labels are required for the current price and other indicators. Your only solution in this case it to subclass the NumberAxis.
Here is a quick fix that only works for Vertical Charts with the Axis on the Right.

Code: Select all

NumberAxis  rangeAxis        = new NumberAxis("Price"){
            public List refreshTicks(Graphics2D g2, AxisState state, Rectangle2D dataArea, RectangleEdge edge) {
                List result = super.refreshTicks(g2, state, dataArea, edge);
                Tick tick = new NumberTick(344.15, "-----Close", TextAnchor.CENTER_LEFT, TextAnchor.CENTER_LEFT, 0.0);
                result.add(tick);

                return result;
            };
        }; 

I set some DateTicks with preferred TextAnchor, then the trouble disappeared.

[Aniket_kedari]

Hi sha,
Very interesting code.
I want to know how you drew the horizontal yellow line.
I will be thankful if you provide the code sniplet.

Thnaks

[RoyW]

I want to know how you drew the horizontal yellow line.

I don't see a horizontal yellow line. I see 2 charts in a CombinedDomainXYPlot on a yellow background

[jiangshachina]

I don't see a horizontal yellow line. I see 2 charts in a CombinedDomainXYPlot on a yellow background

Yeah