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;
}
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;
}