@Override
public OrderResult Execute(Order order, IUserBalance balanceService, IStockInfo stockService) {
OrderResult result = new OrderResult(order);
Date submitted = order.getDateSubmitted();
if (today.equals(submitted)) {
StockInfo info = stockService.requestCurrentStockData(order.getStock().getStockSymbol());
if (info != null) {
attemptTrade(
result,
balanceService,
stockService,
today,
info.getDayLow(),
info.getDayHigh(),
info.getVolume());
}
} else // SELL
{
Date lastEvaluated = order.getLastEvaluated();
if (order
.getDateSubmitted()
.equals(
lastEvaluated)) { // do not try to evaluate again the first day the Limit order was
// submitted
lastEvaluated = getDateOneDayInTheFuture(lastEvaluated);
}
List<HistoricalStockInfo> infos =
stockService.requestDailyHistoricalStockData(
order.getStock().getStockSymbol(), lastEvaluated);
if (infos != null && infos.size() > 0) {
HistoricalStockInfo info;
for (int i = infos.size() - 1; i >= 0; --i) {
info = infos.get(i);
attemptTrade(
result,
balanceService,
stockService,
info.getDate(),
info.getDayLow(),
info.getDayHigh(),
info.getVolume());
if (result.getCompleted() || result.getCancelled()) {
break;
}
}
}
}
return result;
}
private void attemptTrade(
OrderResult result,
IUserBalance balanceService,
IStockInfo stockService,
Date date,
double dayLow,
double dayHigh,
int volume) {
Order order = result.getOrder();
float quantity = order.getQuantity();
if (quantity > volume) {
return;
}
try {
if (order.getAction() == OrderAction.BUY) {
if (order.getLimitPrice() < dayLow) { // price was too high to buy today
return;
}
double orderTotal = quantity * dayLow;
double accountBalance = balanceService.getBalance(order.getUserName());
if (accountBalance <= orderTotal) {
quantity = (int) (accountBalance / dayLow);
orderTotal = quantity * dayLow;
result.setNote("Reduced quantity from " + order.getQuantity() + " to " + quantity);
}
if (quantity > 0 && accountBalance >= orderTotal) {
try {
balanceService.updateBalance(order.getUserName(), accountBalance - orderTotal);
result.setCompleted(true);
result.setQuantity(quantity);
result.setSharePrice(dayLow);
result.setDateTime(date);
} catch (Exception ex) {
// ignore
}
} else { // account balance is zero or not enough to purchase even one share
result.setCancelled(true);
result.setDateTime(date);
result.setNote("Insufficient funds");
}
} else {
if (order.getLimitPrice() > dayHigh) { // price was too low to sell today
return;
}
double orderTotal = quantity * dayHigh;
double accountBalance = balanceService.getBalance(order.getUserName());
try {
balanceService.updateBalance(order.getUserName(), accountBalance + orderTotal);
result.setCompleted(true);
result.setQuantity(quantity);
result.setSharePrice(dayHigh);
result.setDateTime(date);
} catch (Exception ex) {
// ignore
}
}
} finally {
// these apply on the first historical trade attempt (should be the same day the order was
// submitted)
if (!result.getCompleted() && !result.getCancelled()) {
if ((order.getTimeInForce() == TimeInForce.DAY
|| order.getTimeInForce() == TimeInForce.FILLORKILL)
&& (today.after(date)
|| (today.equals(date) && !stockService.isWithinTradingHours()))) { // Cancel order
result.setCancelled(true);
result.setDateTime(date);
result.setNote("Market closed");
}
if (order.getTimeInForce() == TimeInForce.IMMEDIATEORCANCEL) { // Cancel order
result.setCancelled(true);
result.setDateTime(date);
result.setNote("Unable to fill immediately");
}
if (order.getTimeInForce() == TimeInForce.GOODUNTILCANCELED) {
long diffInDays =
(date.getTime() - order.getDateSubmitted().getTime()) / (1000 * 60 * 60 * 24);
if (diffInDays > 120) {
result.setCancelled(true);
result.setDateTime(date);
result.setNote("120 day limit reached");
}
}
}
}
}