public void testSignalGenerationSize() throws Exception {
Rule buySell = new BuySellNextDayRule(account, asset, conditions);
Session session = buySell.generateSignals(today.minusDays(5), today.minusDays(2));
assertEquals(2, session.getTrades().size());
account = new Account(new BigDecimal(1000), today.minusDays(6));
buySell = new BuySellNextDayRule(account, asset, conditions);
assertEquals(
2, buySell.generateSignals(today.minusDays(5), today.minusDays(1)).getTrades().size());
}
public void quitsIfInsufficientFunds() throws Exception {
account = new Account(new BigDecimal(1), today.minusDays(6));
Rule buyAndHold = new BuyAndHoldRule(account, asset, conditions);
assertEquals(
0, buyAndHold.generateSignals(today.minusDays(5), today.minusDays(4)).getTrades().size());
}
public void testOnlyShorting() throws Exception {
Rule noTrades = new OnlyShortRule(account, asset, conditions);
Session session = noTrades.generateSignals(today.minusDays(5), today.minusDays(1));
assertEquals(1, session.getTrades().size());
}
public void testNotEnteringMarket() throws Exception {
Rule noTrades = new NeverEnterMarketRule(account, asset, conditions);
assertEquals(
0, noTrades.generateSignals(today.minusDays(5), today.minusDays(1)).getTrades().size());
}
public void testCloseLastTrade() throws Exception {
Rule buySell = new BuySellNextDayRule(account, asset, conditions);
Session signals = buySell.generateSignals(today.minusDays(5), today.minusDays(2));
assertTrue(signals.lastTrade().isClosed());
assertEquals(today.minusDays(2), signals.lastTrade().getClose());
}
public void testDontEmitMultipleIdenticalSignals() throws Exception {
Rule buyAndHold = new BuyAndHoldRule(account, asset, conditions);
assertEquals(
1, buyAndHold.generateSignals(today.minusDays(5), today.minusDays(3)).getTrades().size());
}