Hi ,
I would like to prepare indicator based on SQL data. I've decided to use PostgreSQL., but any other may be used too.
In Strategies I have no problem to use PostgreSQL:
- I've placed "postgresql-9.1-901.jdbc4.jar" file into folder JForex\Strategy\files.
- in strategy code I've add line:
@Library("postgresql-9.1-901.jdbc4.jar")
But in indicators we can't use @Library()
I'm prepared simple Indicator and working strategy to show you problem I have.
Let me know how to solve my problem.
Thx.
package jforex;
import com.dukascopy.api.indicators.*;
import com.dukascopy.api.IConsole;
import org.postgresql.Driver;
import java.sql.DriverManager;
import java.sql.Connection;
import java.sql.SQLException;
// In indicator I can't use - @Library("postgresql-9.1-901.jdbc4.jar")
public class IndicatorSQLtest implements IIndicator {
private IndicatorInfo indicatorInfo;
private InputParameterInfo[] inputParameterInfos;
private OptInputParameterInfo[] optInputParameterInfos;
private OutputParameterInfo[] outputParameterInfos;
private double[][] inputs = new double[1][];
private int timePeriod = 2;
private double[][] outputs = new double[1][];
private IConsole console;
private Connection connection = null;
public void onStart(IIndicatorContext context) {
console = context.getConsole();
indicatorInfo = new IndicatorInfo("EXAMPIND", "Sums previous values", "My indicators",
false, false, false, 1, 1, 1);
inputParameterInfos = new InputParameterInfo[] {new InputParameterInfo("Input data", InputParameterInfo.Type.DOUBLE)};
optInputParameterInfos = new OptInputParameterInfo[] {new OptInputParameterInfo("Time period", OptInputParameterInfo.Type.OTHER,
new IntegerRangeDescription(2, 2, 100, 1))};
outputParameterInfos = new OutputParameterInfo[] {new OutputParameterInfo("out", OutputParameterInfo.Type.DOUBLE,
OutputParameterInfo.DrawingStyle.LINE)};
}
public IndicatorResult calculate(int startIndex, int endIndex) {
//calculating startIndex taking into account lookback value
if (openSQLConnection()==0) {
// BEGIN my SQL code
// ...
// END my SQL code
closeSQLConnection();
}
if (startIndex - getLookback() < 0) {
startIndex -= startIndex - getLookback();
}
int i, j;
for (i = startIndex, j = 0; i <= endIndex; i++, j++) {
double value = 0;
for (int k = timePeriod; k > 0; k--) {
value += inputs[0][i - k];
}
outputs[0][j] = value;
}
return new IndicatorResult(startIndex, j);
}
public IndicatorInfo getIndicatorInfo() {
return indicatorInfo;
}
public InputParameterInfo getInputParameterInfo(int index) {
if (index <= inputParameterInfos.length) {
return inputParameterInfos[index];
}
return null;
}
public int getLookback() {
return timePeriod;
}
public int getLookforward() {
return 0;
}
public OptInputParameterInfo getOptInputParameterInfo(int index) {
if (index <= optInputParameterInfos.length) {
return optInputParameterInfos[index];
}
return null;
}
public OutputParameterInfo getOutputParameterInfo(int index) {
if (index <= outputParameterInfos.length) {
return outputParameterInfos[index];
}
return null;
}
public void setInputParameter(int index, Object array) {
inputs[index] = (double[]) array;
}
public void setOptInputParameter(int index, Object value) {
timePeriod = (Integer) value;
}
public void setOutputParameter(int index, Object array) {
outputs[index] = (double[]) array;
}
private int openSQLConnection() {
console.getOut().println("Start connecting...");
try {
Class.forName("org.postgresql.Driver");
} catch (ClassNotFoundException e) {
console.getOut().println("Where is your PostgreSQL JDBC Driver? " + "Include in your library path!");
e.printStackTrace();
return 1;
}
//console.getOut().println("PostgreSQL JDBC Driver Registered!");
try {
connection = DriverManager.getConnection("jdbc:postgresql://127.0.0.1:5432/mydatabase", "postgres","postgres");
} catch (SQLException e) {
console.getOut().println("Connection Failed! Check output console");
e.printStackTrace();
return 2;
}
if (connection != null) {
//console.getOut().println("You made it, take control your database now!");
return 0;
} else {
console.getOut().println("Failed to make connection!");
return 3;
}
}
private void closeSQLConnection() {
try {
if (connection!=null && !connection.isClosed()) {
connection.close();
//console.getOut().println("Connection closed!");
}
} catch (SQLException ignored) {
console.getErr().println(ignored);
}
}
}
package jforex;
import java.util.*;
import com.dukascopy.api.*;
import org.postgresql.Driver;
import java.sql.DriverManager;
import java.sql.Connection;
import java.sql.SQLException;
@Library("postgresql-9.1-901.jdbc4.jar")
public class StrategySQLtest implements IStrategy {
private IEngine engine;
private IConsole console;
private IHistory history;
private IContext context;
private IIndicators indicators;
private IUserInterface userInterface;
private Connection connection = null;
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.history = context.getHistory();
this.context = context;
this.indicators = context.getIndicators();
this.userInterface = context.getUserInterface();
if (openSQLConnection()==0) {
// BEGIN my SQL code
// ...
// END my SQL code
closeSQLConnection();
}
}
public void onAccount(IAccount account) throws JFException {
}
public void onMessage(IMessage message) throws JFException {
}
public void onStop() throws JFException {
}
public void onTick(Instrument instrument, ITick tick) throws JFException {
}
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
}
private int openSQLConnection() {
console.getOut().println("Start connecting...");
try {
Class.forName("org.postgresql.Driver");
} catch (ClassNotFoundException e) {
console.getOut().println("Where is your PostgreSQL JDBC Driver? " + "Include in your library path!");
e.printStackTrace();
return 1;
}
//console.getOut().println("PostgreSQL JDBC Driver Registered!");
try {
connection = DriverManager.getConnection("jdbc:postgresql://127.0.0.1:5432/mydatabase", "postgres","postgres");
} catch (SQLException e) {
console.getOut().println("Connection Failed! Check output console");
e.printStackTrace();
return 2;
}
if (connection != null) {
//console.getOut().println("You made it, take control your database now!");
return 0;
} else {
console.getOut().println("Failed to make connection!");
return 3;
}
}
private void closeSQLConnection() {
try {
if (connection!=null && !connection.isClosed()) {
connection.close();
console.getOut().println("Connection closed!");
}
} catch (SQLException ignored) {
console.getErr().println(ignored);
}
}
}
