/** Write [DATE] Buy [SYMBOL] [NUMBER]sh @[PRICE] = [VALUE] --> [NUMBER]sh held * */
public void orderBought(
TradeOrder order, Date date, StockPosition position, TradingAccount account) {
double profitOrLoss =
(order.shares * (order.getExecutedPrice() - position.getCostBasis())
- account.getTradeFees(order.shares));
double percent = profitOrLoss / (position.getCostBasis() * order.shares);
this.writer.println(
DATE_FORMAT.format(date)
+ " "
+ (position.getShares() != 0 ? "Buy " : "Cover ")
+ order.symbol
+ " "
+ order.shares
+ "sh "
+ "@"
+ DOLLAR_FORMAT.format(order.getExecutedPrice())
+ " = "
+ DOLLAR_FORMAT.format(order.getExecutedValue())
+ " --> "
+ position.getShares()
+ "sh "
+ (position.getShares() <= 0
? "left, "
+ DOLLAR_FORMAT.format(profitOrLoss)
+ (profitOrLoss > 0
? " (" + PERCENT_FORMAT.format(percent) + " profit)"
: profitOrLoss < 0
? " (" + PERCENT_FORMAT.format(percent) + "loss)"
: " (even)")
: "long"));
this.lastTraceDate = date;
}
/** Write initial cash balance. * */
public void initialized(Date date, TradingAccount account) {
writer.println(
DATE_FORMAT.format(date)
+ ": "
+ "cash="
+ DOLLAR_FORMAT.format(account.getCurrentCashBalance()));
this.lastTraceDate = date;
}
/**
* If writing every day, or shares traded on date,<br>
* Write [DATE]: cash=[CASHVALUE], stocks=[STOCKVALUE], total=[TOTALVALUE]*
*/
public void ordersCompleted(Date date, TradingAccount account) {
// report new balances only if they changed (buy or sell occurred on date)
if (!this.daysTradedOnly || this.lastTraceDate.equals(date)) {
double cashBalance = account.getCurrentCashBalance();
double stockValue = account.getCurrentStockValue();
double total = cashBalance + stockValue;
this.writer.println(
DATE_FORMAT.format(date)
+ ": "
+ "cash="
+ DOLLAR_FORMAT.format(cashBalance)
+ ", "
+ "stocks="
+ DOLLAR_FORMAT.format(stockValue)
+ ", "
+ "total="
+ DOLLAR_FORMAT.format(total));
}
}
/** Write [DATE] Buy/Sell [SYMBOL] [NUMBER]sh @[PRICE] CANCELLED (no price on date) * */
public void orderCancelled(
TradeOrder order, Date date, StockPosition position, TradingAccount account) {
String priceString;
switch (order.getPriceTiming()) {
case OPEN:
case CLOSE:
default:
priceString = DOLLAR_FORMAT.format(order.projectedPrice);
break;
case LIMIT_OR_BELOW:
priceString = "<=" + DOLLAR_FORMAT.format(order.limit);
break;
case LIMIT_OR_ABOVE:
priceString = ">=" + DOLLAR_FORMAT.format(order.limit);
break;
}
// ATR removed "cancelled order" log. Doesn't make sense when
// using lots of stop and limit orders that don't fill.
}