/**
* @param candleSeries
* @param startPeriod
* @return
* @throws ClassNotFoundException
* @throws InstantiationException
* @throws IllegalAccessException
* @throws NoSuchMethodException
* @throws InvocationTargetException
* @throws IOException
* @throws PersistentModelException
* @throws StrategyRuleException
*/
public Candle getPreviousDayCandleFromDb(CandleSeries candleSeries, ZonedDateTime startPeriod)
throws ClassNotFoundException, InstantiationException, IllegalAccessException,
NoSuchMethodException, InvocationTargetException, IOException, PersistentModelException,
StrategyRuleException {
Candle prevCandle = null;
this.tradePersistentModel =
(PersistentModel)
ClassFactory.getServiceForInterface(PersistentModel._persistentModel, this);
long days = 1;
if (DayOfWeek.MONDAY.equals((startPeriod.getDayOfWeek()))) {
days = 3;
}
ZonedDateTime newStartPeriod = this.getTradestrategy().getTradingday().getOpen();
List<Candle> candleList =
this.tradePersistentModel.findCandlesByContractDateRangeBarSize(
candleSeries.getContract().getIdContract(), newStartPeriod.minusDays(days),
newStartPeriod.minusDays(days), candleSeries.getBarSize());
if (candleList.size() > 0) {
prevCandle = candleList.get(0);
}
return prevCandle;
}
/**
* Method setUp.
*
* @throws java.lang.Exception
*/
@Before
public void setUp() throws Exception {
TradeAppLoadConfig.loadAppProperties();
clientId = ConfigProperties.getPropAsInt("trade.tws.clientId");
tradeOrderHome = new TradeOrderHome();
this.tradePersistentModel =
(PersistentModel)
ClassFactory.getServiceForInterface(PersistentModel._persistentModel, this);
this.tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
assertNotNull(this.tradestrategy);
}