@Test
public void testQuoteReceived_AllPricesInitialized_OrdersNotPlaced_AfterTradeTime() {
ZonedDateTime local = ZonedDateTime.of(2015, 6, 15, 0, 0, 0, 0, ZoneId.systemDefault());
ZoneOffset offset = local.getOffset();
ZonedDateTime zdt = ZonedDateTime.of(2015, 6, 15, 21, 50, 0, 0, ZoneId.of("Z"));
System.out.println("Offset: " + offset.getTotalSeconds() / 3600);
int hour = strategy.timeToPlaceOrders.getHour() + (-offset.getTotalSeconds() / (3600));
zdt = zdt.withHour(hour);
zdt = zdt.plusMinutes(1);
ILevel1Quote mockQuote = mock(ILevel1Quote.class);
strategy.longShortPairMap.put(longTicker, shortTicker);
when(mockQuote.getType()).thenReturn(QuoteType.LAST);
when(mockQuote.getTicker()).thenReturn(longTicker);
when(mockQuote.getValue()).thenReturn(BigDecimal.ONE);
when(mockQuote.getTimeStamp()).thenReturn(zdt);
doReturn(true).when(strategy).setAllPricesInitialized();
doNothing()
.when(strategy)
.placeMOCOrders(any(Ticker.class), any(Ticker.class), any(ZonedDateTime.class));
strategy.ordersPlaced = false;
strategy.quoteRecieved(mockQuote);
assertTrue(strategy.ordersPlaced);
verify(strategy).setAllPricesInitialized();
verify(strategy).placeMOCOrders(longTicker, shortTicker, zdt);
}
@Test
public void testQuoteReceived_AllPricesInitialized_OrdersNotPlaced_IsBeforeTradeTime() {
ZonedDateTime local = ZonedDateTime.of(2015, 6, 15, 0, 0, 0, 0, ZoneId.systemDefault());
ZoneOffset offset = local.getOffset();
ZonedDateTime zdt = ZonedDateTime.of(2015, 6, 15, 20, 30, 0, 0, ZoneId.of("Z"));
System.out.println("Offset: " + offset.getTotalSeconds() / 3600);
int hour = strategy.timeToPlaceOrders.getHour() + (-offset.getTotalSeconds() / (3600));
System.out.println("Offset hour: " + hour);
zdt = zdt.withHour(hour);
ILevel1Quote mockQuote = mock(ILevel1Quote.class);
Ticker ticker = new StockTicker("ABC");
when(mockQuote.getType()).thenReturn(QuoteType.LAST);
when(mockQuote.getTicker()).thenReturn(ticker);
when(mockQuote.getValue()).thenReturn(BigDecimal.ONE);
when(mockQuote.getTimeStamp()).thenReturn(zdt);
doReturn(true).when(strategy).setAllPricesInitialized();
strategy.ordersPlaced = false;
strategy.quoteRecieved(mockQuote);
assertFalse(strategy.ordersPlaced);
verify(strategy).setAllPricesInitialized();
verify(strategy, never())
.placeMOCOrders(any(Ticker.class), any(Ticker.class), any(ZonedDateTime.class));
}
/**
* Gets the amount of daylight savings in use for the specified instant in this zone.
*
* <p>This provides access to historic information on how the amount of daylight savings has
* changed over time. This is the difference between the standard offset and the actual offset.
* Typically the amount is zero during winter and one hour during summer. Time-zones are
* second-based, so the nanosecond part of the duration will be zero.
*
* <p>This default implementation calculates the duration from the {@link
* #getOffset(java.time.Instant) actual} and {@link #getStandardOffset(java.time.Instant)
* standard} offsets.
*
* @param instant the instant to find the daylight savings for, not null, but null may be ignored
* if the rules have a single offset for all instants
* @return the difference between the standard and actual offset, not null
*/
public Duration getDaylightSavings(Instant instant) {
if (savingsInstantTransitions.length == 0) {
return Duration.ZERO;
}
ZoneOffset standardOffset = getStandardOffset(instant);
ZoneOffset actualOffset = getOffset(instant);
return Duration.ofSeconds(actualOffset.getTotalSeconds() - standardOffset.getTotalSeconds());
}
private Object getOffsetInfo(LocalDateTime dt) {
if (savingsInstantTransitions.length == 0) {
return standardOffsets[0];
}
// check if using last rules
if (lastRules.length > 0
&& dt.isAfter(savingsLocalTransitions[savingsLocalTransitions.length - 1])) {
ZoneOffsetTransition[] transArray = findTransitionArray(dt.getYear());
Object info = null;
for (ZoneOffsetTransition trans : transArray) {
info = findOffsetInfo(dt, trans);
if (info instanceof ZoneOffsetTransition || info.equals(trans.getOffsetBefore())) {
return info;
}
}
return info;
}
// using historic rules
int index = Arrays.binarySearch(savingsLocalTransitions, dt);
if (index == -1) {
// before first transition
return wallOffsets[0];
}
if (index < 0) {
// switch negative insert position to start of matched range
index = -index - 2;
} else if (index < savingsLocalTransitions.length - 1
&& savingsLocalTransitions[index].equals(savingsLocalTransitions[index + 1])) {
// handle overlap immediately following gap
index++;
}
if ((index & 1) == 0) {
// gap or overlap
LocalDateTime dtBefore = savingsLocalTransitions[index];
LocalDateTime dtAfter = savingsLocalTransitions[index + 1];
ZoneOffset offsetBefore = wallOffsets[index / 2];
ZoneOffset offsetAfter = wallOffsets[index / 2 + 1];
if (offsetAfter.getTotalSeconds() > offsetBefore.getTotalSeconds()) {
// gap
return new ZoneOffsetTransition(dtBefore, offsetBefore, offsetAfter);
} else {
// overlap
return new ZoneOffsetTransition(dtAfter, offsetBefore, offsetAfter);
}
} else {
// normal (neither gap or overlap)
return wallOffsets[index / 2 + 1];
}
}
private int findYear(long epochSecond, ZoneOffset offset) {
// inline for performance
long localSecond = epochSecond + offset.getTotalSeconds();
long localEpochDay = Math.floorDiv(localSecond, 86400);
return LocalDate.ofEpochDay(localEpochDay).getYear();
}
