Ejemplo n.º 1
0
  public Position perform(LocalDate minDate) throws Exception {
    OhlcvFetcher fetcher = new OhlcvFetcher();
    fetcher.connect();

    Ohlcv ohlcv = fetcher.fetchLatest(this.filled);
    fetcher.disconnect();

    if (minDate.compareTo(ohlcv.getDate()) > 0) {
      return null;
    }

    if (this.fill(ohlcv)) {
      return new Position(
          tickValue, unit, target, type, filled, fillPrice, initialStop, stop, profit, premium);
    } else return null;
  }
Ejemplo n.º 2
0
  protected boolean fill(Ohlcv ohlcv) {
    double open = ohlcv.getOpen();
    double high = ohlcv.getHigh();
    double low = ohlcv.getLow();

    boolean traded = false;

    if (this.orderType == TradeConstants.BUY) {
      if (target == OhlcvConstants.LowestLow || open >= target) {
        this.fillPrice = open;
        this.target = open;
        traded = true;
      } else if (high > target) {
        this.fillPrice = target;
        traded = true;
      }
      if (traded) {
        this.filled = ohlcv.getDate();
        this.stop = this.fillPrice - this.stop;
        this.initialStop = this.stop;
      }
    } else if (this.orderType == TradeConstants.SELL) {
      if (target == OhlcvConstants.HighestHigh || open <= target) {
        this.fillPrice = open;
        this.target = open;
        traded = true;
      } else if (low < target) {
        this.fillPrice = target;
        traded = true;
      }
      if (traded) {
        this.filled = ohlcv.getDate();
        this.stop = this.fillPrice + this.stop;
        this.initialStop = this.stop;
      }
    }
    return traded;
  }