Package com.collective2.signalEntry.adapter

Examples of com.collective2.signalEntry.adapter.StaticSimulationAdapter


    @Test
    public void exampleServiceConstructionTest() {

        // validates commands and returns hard coded (canned) responses
        // for live production replace StaticSimulationAdapter with Collective2Adapter
        C2EntryServiceAdapter simulationAdapter = new StaticSimulationAdapter();
        C2ServiceFactory factory = new C2ServiceFactory(simulationAdapter);

        String password = "PA55WORD";
        Integer systemId = 99999999;
        String eMail = "someone@somewhere.com";
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    @Test
    public void exampleServiceUsageTest() {
        // validates commands and returns hard coded (canned) responses
        // for live production replace StaticSimulationAdapter with Collective2Adapter
        C2EntryServiceAdapter simulationAdapter = new StaticSimulationAdapter();
        C2ServiceFactory factory = new C2ServiceFactory(simulationAdapter);

        String password = "PA55WORD";
        Integer systemId = 99999999;
        String eMail = "someone@somewhere.com";
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    @Test
    public void exampleAsyncServiceUsageTest() {
        // validates commands and returns hard coded (canned) responses
        // for live production replace StaticSimulationAdapter with Collective2Adapter
        C2EntryServiceAdapter simulationAdapter = new StaticSimulationAdapter();
        C2ServiceFactory factory = new C2ServiceFactory(simulationAdapter);

        String password = "PA55WORD";
        Integer systemId = 99999999;
        String eMail = "someone@somewhere.com";
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public class AsyncTest {

    @Test
    public void exampleAsyncTest() {

        C2EntryServiceAdapter simulationAdapter = new StaticSimulationAdapter() {
            String lastValue = "";

            @Override
            public IterableXMLEventReader transmit(Request request) {
                //each symbol must be greater than the last to ensure the right order
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    @Test
    public void exampleOffLinePersistTest() {

        final ReentrantLock lock = new ReentrantLock();

        C2EntryServiceAdapter simulationAdapter = new StaticSimulationAdapter() {
            String lastValue = "";

            @Override
            public IterableXMLEventReader transmit(Request request) {
                //do not allow transmit until we confirm everything got saved
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    @Test
    public void  marketBTOTest() {

        Portfolio portfolio = new SimplePortfolioFactory().createPortfolio(new BigDecimal("1000.00"));

        int id = 42;
        long time = stop;
        Instrument instrument = Instrument.Forex;
        String symbol = "GG";
        SignalAction action = SignalAction.BTO;
        Integer quantity = 10;
        QuantityComputable quantityComputable = new QuantityComputableFixed(quantity);
        long cancelAtMs = Long.MAX_VALUE;
        Duration timeInForce = Duration.GoodTilCancel;
        OrderProcessorMarket processor = new OrderProcessorMarket(time, symbol);
        Order order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);

        //test only the processor and do it outside the order
        boolean processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("961.00"),portfolio.cash());
        assertEquals(quantity,portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("60"),portfolio.equity(dataProvider));

        //sell to close this open position.

        action = SignalAction.STC;
        order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);

        //test only the processor and do it outside the order
        processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("982.00"),portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }
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    }


    private void  marketShortTest(SignalAction sellAction) {

        Portfolio portfolio = new SimplePortfolioFactory().createPortfolio(new BigDecimal("1000.00"));

        int id = 42;
        long time = stop;
        Instrument instrument = Instrument.Forex;
        String symbol = "GG";
        Integer quantity = 10;
        QuantityComputable quantityComputable = new QuantityComputableFixed(quantity);
        long cancelAtMs = Long.MAX_VALUE;
        Duration timeInForce = Duration.GoodTilCancel;
        OrderProcessorMarket processor = new OrderProcessorMarket(time, symbol);
        Order order = new Order(null, id,instrument,symbol,sellAction,quantityComputable,cancelAtMs,timeInForce,processor, null);

        //test only the processor and do it outside the order
        boolean processed = processor.process(dataProvider, portfolio, commission, order, sellAction, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("1021.00"),portfolio.cash());
        assertEquals(Integer.valueOf(-quantity),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("-60"),portfolio.equity(dataProvider));

        //Buy to cover this short position

        SignalAction action = SignalAction.BTC;
        order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);

        processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("982.00"),portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }
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    @Test
    public void  conditionalOrderTest() {

        Portfolio portfolio = new SimplePortfolioFactory().createPortfolio(new BigDecimal("1000.00"));

        int id = 42;
        long time = stop;
        Instrument instrument = Instrument.Forex;
        String symbol = "GG";
        SignalAction action = SignalAction.BTO;
        Integer quantity = 10;
        QuantityComputable quantityComputable = new QuantityComputableFixed(quantity);
        long cancelAtMs = Long.MAX_VALUE;
        Duration timeInForce = Duration.GoodTilCancel;
        OrderProcessorMarket processor = new OrderProcessorMarket(time, symbol);
        Order buyOrder = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);

        //final quantity is not known until this order is processed
        //this however has the quantity because QuantityComputableFixed is used above
        assertEquals(Integer.valueOf(10), Integer.valueOf(buyOrder.quantity()));

        action = SignalAction.STC;
        quantityComputable = new QuantityComputableEntry(buyOrder);
        Order sellOrder = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, buyOrder);

        //final quantity is not known until this order is processed
        //this however has the quantity because QuantityComputableFixed is used above
        assertEquals(Integer.valueOf(10), Integer.valueOf(sellOrder.quantity()));

        assertTrue(buyOrder.process(dataProvider,portfolio,commission,null));

        assertEquals(quantity, Integer.valueOf(buyOrder.quantity()));
        assertEquals(quantity, Integer.valueOf(sellOrder.quantity()));

        assertTrue(sellOrder.process(dataProvider, portfolio, commission,null));

        assertEquals(new BigDecimal("982.00"),portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }
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    }

    private void limitBTOTest(RelativeNumber buyBelow, RelativeNumber sellAbove, BigDecimal expectedBuy, BigDecimal expectedSell) {

        BigDecimal startingCash = new BigDecimal("1000.00");
        Portfolio portfolio = new SimplePortfolioFactory().createPortfolio(startingCash);

        int id = 42;
        long time = stop;
        Instrument instrument = Instrument.Forex;
        String symbol = "GG";
        SignalAction action = SignalAction.BTO;
        Integer quantity = 10;
        QuantityComputable quantityComputable = new QuantityComputableFixed(quantity);
        long cancelAtMs = Long.MAX_VALUE;
        Duration timeInForce = Duration.GoodTilCancel;


        OrderProcessorLimit processor = new OrderProcessorLimit(time, symbol, buyBelow);
        Order order = new Order(null,id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor,null);

        //test only the processor and do it outside the order
        boolean processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable,null);

        assertTrue(processed);
        BigDecimal expectedCash = startingCash.subtract(expectedBuy.multiply(new BigDecimal(quantity)).add(commission));

        assertEquals(expectedBuy, processor.transactionPrice());
        assertEquals(expectedCash, portfolio.cash());
        assertEquals(quantity,portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("60"),portfolio.equity(dataProvider));

        //sell to close this open position.

        action = SignalAction.STC;

        OrderProcessorLimit sellProcessor = new OrderProcessorLimit(time, symbol, sellAbove);
        order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,sellProcessor,null);

        //test only the processor and do it outside the order
        processed = sellProcessor.process(dataProvider, portfolio, commission, order, action, quantityComputable,null);

        assertTrue(processed);
        expectedCash = expectedCash.add(expectedSell.multiply(new BigDecimal(quantity))).subtract(commission);

        assertEquals(expectedSell, sellProcessor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }
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    private void  limitShortTest(SignalAction sellAction, RelativeNumber sellAbove, RelativeNumber buyBelow, BigDecimal expectedSell, BigDecimal expectedBuy) {

        BigDecimal startingCash = new BigDecimal("1000.00");
        Portfolio portfolio = new SimplePortfolioFactory().createPortfolio(startingCash);

        int id = 42;
        long time = stop;
        Instrument instrument = Instrument.Forex;
        String symbol = "GG";
        Integer quantity = 10;
        QuantityComputable quantityComputable = new QuantityComputableFixed(quantity);
        long cancelAtMs = Long.MAX_VALUE;
        Duration timeInForce = Duration.GoodTilCancel;

        OrderProcessorLimit processor = new OrderProcessorLimit(time,symbol,sellAbove);
        Order order = new Order(null, id,instrument,symbol,sellAction,quantityComputable,cancelAtMs,timeInForce,processor,null);

        //test only the processor and do it outside the order
        boolean processed = processor.process(dataProvider, portfolio, commission, order, sellAction, quantityComputable,null);

        BigDecimal expectedCash = startingCash.add(expectedSell.multiply(new BigDecimal(quantity)).subtract(commission));

        assertTrue(processed);
        assertEquals("sell ", expectedSell, processor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(-quantity),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("-60"),portfolio.equity(dataProvider));

        //Buy to cover this short position

        SignalAction action = SignalAction.BTC;
        OrderProcessorLimit buyProcessor = new OrderProcessorLimit(time,symbol,buyBelow);
        order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,buyProcessor,null);

        processed = buyProcessor.process(dataProvider, portfolio, commission, order, action, quantityComputable,null);
        expectedCash = expectedCash.subtract(expectedBuy.multiply(new BigDecimal(quantity))).subtract(commission);

        assertTrue(processed);
        assertEquals("buy ",expectedBuy, buyProcessor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }
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