@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 testAddTradeOrderFill() {
try {
testAddTradeOrder();
boolean stopped = true;
int minute = 25;
for (TradeOrder tradeOrder : this.tradestrategy.getTradeOrders()) {
tradeOrder = tradeOrderHome.findTradeOrderByKey(tradeOrder.getOrderKey());
minute = minute + 3;
ZonedDateTime filledDate = this.tradestrategy.getTradingday().getOpen().plusMinutes(minute);
if (tradeOrder.getIsOpenPosition()) {
TradeOrderfill orderfill =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"1234",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate);
tradeOrder.addTradeOrderfill(orderfill);
TradeOrderfill orderfill1 =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"12345",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate.plusMinutes(3));
tradeOrder.addTradeOrderfill(orderfill1);
tradeOrder.setIsFilled(true);
tradeOrder.setFilledQuantity(tradeOrder.getQuantity());
tradeOrder.setStatus("FILLED");
tradeOrder.setFilledDate(filledDate.plusMinutes(3));
tradeOrder.setAverageFilledPrice(tradeOrder.getLimitPrice());
tradeOrder.setCommission(new BigDecimal(tradeOrder.getQuantity() * 0.005));
} else {
if (stopped) {
if (OrderType.STP.equals(tradeOrder.getOrderType())) {
TradeOrderfill orderfill =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getAuxPrice(),
tradeOrder.getQuantity(),
"ISLAND",
"12345",
tradeOrder.getAuxPrice(),
tradeOrder.getQuantity(),
this.tradestrategy.getSide(),
filledDate.plusMinutes(5));
tradeOrder.addTradeOrderfill(orderfill);
tradeOrder.setIsFilled(true);
tradeOrder.setStatus(OrderStatus.FILLED);
tradeOrder.setAverageFilledPrice(tradeOrder.getAuxPrice());
tradeOrder.setFilledDate(filledDate.plusMinutes(5));
tradeOrder.setCommission(new BigDecimal(tradeOrder.getQuantity() * 0.005));
tradeOrder.setFilledQuantity(tradeOrder.getQuantity());
} else {
tradeOrder.setStatus(OrderStatus.CANCELLED);
}
} else {
if (OrderType.LMT.equals(tradeOrder.getOrderType())) {
TradeOrderfill orderfill =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"12345",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate.plusMinutes(5));
tradeOrder.addTradeOrderfill(orderfill);
TradeOrderfill orderfill1 =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"12345",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate.plusMinutes(6));
orderfill1.setTradeOrder(tradeOrder);
tradeOrder.addTradeOrderfill(orderfill1);
tradeOrder.setIsFilled(true);
tradeOrder.setStatus(OrderStatus.FILLED);
tradeOrder.setFilledQuantity(tradeOrder.getQuantity());
tradeOrder.setFilledDate(filledDate.plusMinutes(15));
tradeOrder.setAverageFilledPrice(tradeOrder.getLimitPrice());
tradeOrder.setCommission(new BigDecimal(tradeOrder.getQuantity() * 0.005));
} else {
tradeOrder.setStatus(OrderStatus.CANCELLED);
}
}
}
tradeOrder = tradeOrderHome.persist(tradeOrder);
_log.info(
"IdOrder: "
+ tradeOrder.getIdTradeOrder()
+ " Action:"
+ tradeOrder.getAction()
+ " OrderType:"
+ tradeOrder.getOrderType()
+ " Status:"
+ tradeOrder.getStatus()
+ " filledDate:"
+ filledDate);
}
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}