@Test
public void testAddRemoveTradePosition() {
try {
TradePosition instance =
new TradePosition(
this.tradestrategy.getContract(),
TradingCalendar.getDateTimeNowMarketTimeZone(),
Side.BOT);
TradePosition tradePosition = aspectHome.persist(instance);
assertNotNull("1", tradePosition.getIdTradePosition());
_log.info(
"testAddTradePosition IdTradeStrategy: "
+ this.tradestrategy.getIdTradeStrategy()
+ "IdTradePosition: "
+ tradePosition.getIdTradePosition());
tradePositionHome.remove(tradePosition);
_log.info("testDeleteTradePosition IdTradeStrategy: " + tradestrategy.getIdTradeStrategy());
tradePosition = tradePositionHome.findById(tradePosition.getIdTradePosition());
assertNull("2", tradePosition);
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@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);
}
}
/**
* Constructor for Candle.
*
* @param tradingday Tradingday
* @param contract Contract
*/
public Candle(
Contract contract,
Tradingday tradingday,
RegularTimePeriod period,
ZonedDateTime lastUpdateDate) {
this.setTradingday(tradingday);
this.setContract(contract);
this.setPeriod(period.toString());
this.setStartPeriod(period.getStart());
this.setEndPeriod(period.getEnd());
int barSize =
(int) (TradingCalendar.getDurationInSeconds(period.getStart(), period.getEnd()) + 1);
this.setBarSize(barSize);
this.setLastUpdateDate(lastUpdateDate);
}
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));
}
