renkodf-java

Transform Tick Data into OHLCV Renko!
Java Implementation of renkodf

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Java OHLC charts plotted by XChart

Usage

In essence, it's the same way as in Python version.
The 'only' difference is using the OHLCV wrapper for Ticks/Renko list.

import renkodf.Renko;
import renkodf.wrappers.OHLCV;

List<OHLCV> ticksList = new ArrayList<>();
// only Close and Datetime are needed.

Renko r = Renko(ticksList, brickSize);
List<OHLCV> renkoList = r.renkodf("wicks");

Tests and examples

The tests verify that the OHLCV data (with floating-point-arithmetic) of all(7) renko-modes is strictly equal to the renkodf python version.
The Ticks data used is the same as in the renkodf repository and the validation data is obtained from it.

There are 3 simple examples using the XChart to plot data.

Dependencies

JUnit 5 testing framework
parquet-io-java to read Parquet files.
XChart for plotting data / create charts.

Notes

• add_columns parameter was not implemented due to its unnecessary.
• renkodf-java is the reason why v1.1 in python was released. The otimized code came from here.