@Test
public void testAddTradeOrderFill() {
try {
testAddTradeOrder();
boolean stopped = true;
int minute = 25;
for (TradeOrder tradeOrder : this.tradestrategy.getTradeOrders()) {
tradeOrder = tradeOrderHome.findTradeOrderByKey(tradeOrder.getOrderKey());
minute = minute + 3;
ZonedDateTime filledDate = this.tradestrategy.getTradingday().getOpen().plusMinutes(minute);
if (tradeOrder.getIsOpenPosition()) {
TradeOrderfill orderfill =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"1234",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate);
tradeOrder.addTradeOrderfill(orderfill);
TradeOrderfill orderfill1 =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"12345",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate.plusMinutes(3));
tradeOrder.addTradeOrderfill(orderfill1);
tradeOrder.setIsFilled(true);
tradeOrder.setFilledQuantity(tradeOrder.getQuantity());
tradeOrder.setStatus("FILLED");
tradeOrder.setFilledDate(filledDate.plusMinutes(3));
tradeOrder.setAverageFilledPrice(tradeOrder.getLimitPrice());
tradeOrder.setCommission(new BigDecimal(tradeOrder.getQuantity() * 0.005));
} else {
if (stopped) {
if (OrderType.STP.equals(tradeOrder.getOrderType())) {
TradeOrderfill orderfill =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getAuxPrice(),
tradeOrder.getQuantity(),
"ISLAND",
"12345",
tradeOrder.getAuxPrice(),
tradeOrder.getQuantity(),
this.tradestrategy.getSide(),
filledDate.plusMinutes(5));
tradeOrder.addTradeOrderfill(orderfill);
tradeOrder.setIsFilled(true);
tradeOrder.setStatus(OrderStatus.FILLED);
tradeOrder.setAverageFilledPrice(tradeOrder.getAuxPrice());
tradeOrder.setFilledDate(filledDate.plusMinutes(5));
tradeOrder.setCommission(new BigDecimal(tradeOrder.getQuantity() * 0.005));
tradeOrder.setFilledQuantity(tradeOrder.getQuantity());
} else {
tradeOrder.setStatus(OrderStatus.CANCELLED);
}
} else {
if (OrderType.LMT.equals(tradeOrder.getOrderType())) {
TradeOrderfill orderfill =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"12345",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate.plusMinutes(5));
tradeOrder.addTradeOrderfill(orderfill);
TradeOrderfill orderfill1 =
new TradeOrderfill(
tradeOrder,
"Paper",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
"ISLAND",
"12345",
tradeOrder.getLimitPrice(),
tradeOrder.getQuantity() / 2,
this.tradestrategy.getSide(),
filledDate.plusMinutes(6));
orderfill1.setTradeOrder(tradeOrder);
tradeOrder.addTradeOrderfill(orderfill1);
tradeOrder.setIsFilled(true);
tradeOrder.setStatus(OrderStatus.FILLED);
tradeOrder.setFilledQuantity(tradeOrder.getQuantity());
tradeOrder.setFilledDate(filledDate.plusMinutes(15));
tradeOrder.setAverageFilledPrice(tradeOrder.getLimitPrice());
tradeOrder.setCommission(new BigDecimal(tradeOrder.getQuantity() * 0.005));
} else {
tradeOrder.setStatus(OrderStatus.CANCELLED);
}
}
}
tradeOrder = tradeOrderHome.persist(tradeOrder);
_log.info(
"IdOrder: "
+ tradeOrder.getIdTradeOrder()
+ " Action:"
+ tradeOrder.getAction()
+ " OrderType:"
+ tradeOrder.getOrderType()
+ " Status:"
+ tradeOrder.getStatus()
+ " filledDate:"
+ filledDate);
}
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
