@Test
public void testAddTradeOrder() {
try {
String side = this.tradestrategy.getSide();
String action = Action.BUY;
if (Side.SLD.equals(side)) {
action = Action.SELL;
}
double risk = this.tradestrategy.getRiskAmount().doubleValue();
double stop = 0.20;
BigDecimal price = new BigDecimal(20);
int quantity = (int) ((int) risk / stop);
ZonedDateTime createDate = this.tradestrategy.getTradingday().getOpen().plusMinutes(5);
TradeOrder tradeOrder =
new TradeOrder(
this.tradestrategy,
action,
OrderType.STPLMT,
quantity,
price,
price.add(new BigDecimal(0.004)),
TradingCalendar.getDateTimeNowMarketTimeZone());
tradeOrder.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder.setClientId(clientId);
tradeOrder.setTransmit(true);
tradeOrder.setStatus("SUBMITTED");
tradeOrder.validate();
tradeOrder = tradeOrderHome.persist(tradeOrder);
assertNotNull("1", tradeOrder);
_log.info("IdOrder: " + tradeOrder.getIdTradeOrder());
TradeOrder tradeOrder1 =
new TradeOrder(
this.tradestrategy,
Action.SELL,
OrderType.STP,
quantity,
price.subtract(new BigDecimal(1)),
null,
createDate);
tradeOrder1.setAuxPrice(price.subtract(new BigDecimal(1)));
tradeOrder1.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder1.setClientId(clientId);
tradeOrder1.setTransmit(true);
tradeOrder1.setStatus("SUBMITTED");
tradeOrder1.validate();
tradeOrder1 = tradeOrderHome.persist(tradeOrder1);
assertNotNull("2", tradeOrder1);
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testAddDetachedTradeOrder() {
try {
String side = this.tradestrategy.getSide();
String action = Action.BUY;
if (Side.SLD.equals(side)) {
action = Action.SELL;
}
TradeOrder tradeOrder =
new TradeOrder(
this.tradestrategy,
action,
OrderType.STPLMT,
100,
new BigDecimal(20.20),
new BigDecimal(20.23),
TradingCalendar.getDateTimeNowMarketTimeZone());
tradeOrder.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
// Save new order with detached trade
tradeOrder = tradeOrderHome.persist(tradeOrder);
Execution execution = new Execution();
execution.m_side = side;
execution.m_time =
TradingCalendar.getFormattedDate(
TradingCalendar.getDateTimeNowMarketTimeZone(), "yyyyMMdd HH:mm:ss");
execution.m_exchange = "ISLAND";
execution.m_shares = tradeOrder.getQuantity();
execution.m_price = tradeOrder.getLimitPrice().doubleValue();
execution.m_avgPrice = tradeOrder.getLimitPrice().doubleValue();
execution.m_cumQty = tradeOrder.getQuantity();
execution.m_execId = "1234";
TradeOrderfill orderfill = new TradeOrderfill();
TWSBrokerModel.populateTradeOrderfill(execution, orderfill);
orderfill.setTradeOrder(tradeOrder);
tradeOrder.addTradeOrderfill(orderfill);
// Save a detached order with a new order fill
tradeOrder = tradeOrderHome.persist(tradeOrder);
if (action.equals(Action.BUY)) {
action = Action.SELL;
} else {
action = Action.BUY;
}
TradeOrder tradeOrder1 =
new TradeOrder(
this.tradestrategy,
action,
OrderType.LMT,
300,
null,
new BigDecimal(23.41),
TradingCalendar.getDateTimeNowMarketTimeZone());
tradeOrder1.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder1 = tradeOrderHome.persist(tradeOrder1);
Execution execution1 = new Execution();
execution1.m_side = side;
execution1.m_time =
TradingCalendar.getFormattedDate(
TradingCalendar.getDateTimeNowMarketTimeZone(), "yyyyMMdd HH:mm:ss");
execution1.m_exchange = "ISLAND";
execution1.m_shares = tradeOrder1.getQuantity();
execution1.m_price = tradeOrder1.getLimitPrice().doubleValue();
execution1.m_avgPrice = tradeOrder1.getLimitPrice().doubleValue();
execution1.m_cumQty = tradeOrder1.getQuantity();
execution1.m_execId = "1234";
TradeOrderfill orderfill1 = new TradeOrderfill();
TWSBrokerModel.populateTradeOrderfill(execution1, orderfill1);
orderfill1.setTradeOrder(tradeOrder1);
tradeOrder1.addTradeOrderfill(orderfill1);
tradeOrder1 = tradeOrderHome.persist(tradeOrder1);
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testAddOpenStopTargetTradeOrder() {
try {
String side = this.tradestrategy.getSide();
String action = Action.BUY;
if (Side.SLD.equals(side)) {
action = Action.SELL;
}
double risk = this.tradestrategy.getRiskAmount().doubleValue();
double stop = 0.20;
BigDecimal price = new BigDecimal(20);
int quantity = (int) ((int) risk / stop);
ZonedDateTime createDate = this.tradestrategy.getTradingday().getOpen().plusMinutes(5);
TradeOrder tradeOrder1 =
new TradeOrder(
this.tradestrategy, action, OrderType.STPLMT, quantity, price, price, createDate);
tradeOrder1.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder1.setClientId(clientId);
tradeOrder1.setOcaGroupName("");
tradeOrder1.setTransmit(true);
tradeOrder1.setStatus("SUBMITTED");
tradeOrder1.validate();
tradeOrder1 = tradeOrderHome.persist(tradeOrder1);
int buySellMultiplier = 1;
if (action.equals(Action.BUY)) {
action = Action.SELL;
} else {
action = Action.BUY;
buySellMultiplier = -1;
}
TradeOrder tradeOrder2 =
new TradeOrder(
this.tradestrategy,
action,
OrderType.LMT,
quantity / 2,
null,
price.add(new BigDecimal((stop * 3) * buySellMultiplier)),
createDate);
tradeOrder2.setClientId(clientId);
tradeOrder2.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder2.setOcaType(2);
tradeOrder2.setOcaGroupName(this.tradestrategy.getIdTradeStrategy() + "q1w2e3");
tradeOrder2.setTransmit(true);
tradeOrder2.setStatus("SUBMITTED");
tradeOrder2.validate();
tradeOrder2 = tradeOrderHome.persist(tradeOrder2);
TradeOrder tradeOrder3 =
new TradeOrder(
this.tradestrategy,
action,
OrderType.LMT,
quantity / 2,
null,
price.add(new BigDecimal((stop * 4) * buySellMultiplier)),
createDate);
tradeOrder3.setClientId(clientId);
tradeOrder3.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder3.setOcaType(2);
tradeOrder3.setOcaGroupName(this.tradestrategy.getIdTradeStrategy() + "q1w2e3");
tradeOrder3.setTransmit(true);
tradeOrder3.setStatus("SUBMITTED");
tradeOrder3.validate();
tradeOrder3 = tradeOrderHome.persist(tradeOrder3);
TradeOrder tradeOrder4 =
new TradeOrder(
this.tradestrategy,
action,
OrderType.STP,
quantity,
price.add(new BigDecimal(stop * buySellMultiplier * -1)),
null,
createDate);
tradeOrder4.setLimitPrice(new BigDecimal(0));
tradeOrder4.setAuxPrice(price.add(new BigDecimal(stop * buySellMultiplier * -1)));
tradeOrder4.setClientId(clientId);
tradeOrder4.setOrderKey((new BigDecimal((Math.random() * 1000000))).intValue());
tradeOrder4.setOcaType(2);
tradeOrder4.setOcaGroupName(this.tradestrategy.getIdTradeStrategy() + "q1w2e3");
tradeOrder4.setTransmit(true);
tradeOrder4.setStatus("SUBMITTED");
tradeOrder4.validate();
tradeOrder4 = tradeOrderHome.persist(tradeOrder4);
_log.info("IdOrder: " + tradeOrder1.getIdTradeOrder());
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
public void addRow() {
final Tradestrategy tradestrategy = getData();
String side = tradestrategy.getSide();
if (null == side) side = Side.BOT;
String orderType = OrderType.STPLMT;
String action = Action.BUY;
if (Side.SLD.equals(side)) {
action = Action.SELL;
}
double risk = tradestrategy.getRiskAmount().doubleValue();
double stop = 1.0d;
Money price =
new Money(
tradestrategy.getStrategyData().getBaseCandleSeries().getContract().getLastPrice());
final Entrylimit entrylimit = DAOEntryLimit.newInstance().getValue(price);
Money limitPrice =
Action.BUY.equals(action)
? price.add(new Money(entrylimit.getLimitAmount().doubleValue()))
: price.subtract(new Money(entrylimit.getLimitAmount().doubleValue()));
int quantity = (int) ((int) risk / stop);
if (tradestrategy.isThereOpenTradePosition()) {
for (TradeOrder item : tradestrategy.getTradeOrders()) {
if (item.hasTradePosition()) {
TradePosition position = item.getTradePosition();
if (position.isOpen()) {
quantity = Math.abs(position.getOpenQuantity());
side = position.getSide();
action = Action.BUY;
if (Side.BOT.equals(side)) {
action = Action.SELL;
}
orderType = OrderType.LMT;
limitPrice = price;
}
}
}
}
final TradeOrder tradeOrder =
new TradeOrder(
tradestrategy,
action,
orderType,
quantity,
price.getBigDecimalValue(),
limitPrice.getBigDecimalValue(),
TradingCalendar.getDate());
tradeOrder.setOcaGroupName("");
tradeOrder.setTransmit(true);
tradeOrder.setStatus(OrderStatus.UNSUBMIT);
tradestrategy.addTradeOrder(tradeOrder);
final Vector<Object> newRow = new Vector<Object>();
getNewRow(newRow, tradeOrder);
rows.add(newRow);
// Tell the listeners a new table has arrived.
fireTableChanged(new TableModelEvent(this));
}