@Override
protected void onBarClosed(BarHistory history, Bar bar) throws Exception {
double close = bar.getClose();
if (close <= 0) {
throw new RuntimeException(
String.format(
"Negative close for [%s %2$tY-%2$tm-%2$td]: %3$f",
bar.getSymbol(), bar.getDateTime(), bar.getClose()));
}
Status status = statuses_.get(bar.getSymbol());
status.history = history;
status.lastClose = bar.getClose();
status.ts = bar.getDateTime();
// Feed the indicators
double roc = status.roc.add(close);
status.returns.add(roc);
LocalDateTime dateTime = bar.getDateTime();
status.position = broker.getPosition(status.instrument).quantity;
if (dateTime.isAfter(getTradingStart())) {
status.longScores.clear();
status.shortScores.clear();
if (history.size() > minLen) {
status.longScores.add(status.roc.last());
}
if (dateTime.isAfter(getTradingStop())) {
Position pos = broker.getPosition(status.instrument);
if (pos.quantity > 0) exitLong(bar.getSymbol());
else if (pos.quantity < 0) exitShort(bar.getSymbol());
}
}
}
