Package com.collective2.signalEntry.adapter.dynamicSimulator.order

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.order.OrderProcessorLimit

58
59
60
61
62
63
64
65
66
67
68
        //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()));
View Full Code Here
79
80
81
82
83
84
85
86
87
88
89
        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;


        OrderProcessorStop processor = new OrderProcessorStop(time, symbol, buyBelow);
View Full Code Here
153
154
155
156
157
158
159
160
161
162
163
        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;

        OrderProcessorStop processor = new OrderProcessorStop(time,symbol,sellAbove);
        Order order = new Order(null, id,instrument,symbol,sellAction,quantityComputable,cancelAtMs,timeInForce,processor,null);
View Full Code Here
46
47
48
49
50
51
52
53
54
55
56
        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);
View Full Code Here
95
96
97
98
99
100
101
102
103
104
105
        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);
View Full Code Here
47
48
49
50
51
52
53
54
55
56
57
        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);
View Full Code Here
79
80
81
82
83
84
85
86
87
88
89
        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);
View Full Code Here
153
154
155
156
157
158
159
160
161
162
163
        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);
View Full Code Here
37
38
39
40
41
42
43
44
45
46
47
48
    private final DataProvider dataProvider = new DynamicSimulationMockDataProvider(start,open,high,low,close,stop);
    private final BigDecimal commission = new BigDecimal("9");

    @Test
    public void  stopBTOTestOpenOpen() {
        RelativeNumber buyBelow = new RelativeNumber("4");//must buy ABOVE this price
        RelativeNumber sellAbove = new RelativeNumber("3");//must sell BELOW this price

        BigDecimal expectedBuy = new BigDecimal("4");
        BigDecimal expectedSell = new BigDecimal("3");

        stopBTOTest(buyBelow, sellAbove, expectedBuy, expectedSell);
View Full Code Here
48
49
50
51
52
53
54
55
56
57
58
59
        stopBTOTest(buyBelow, sellAbove, expectedBuy, expectedSell);
    }

    @Test
    public void  stopBTOTestLimitLimit() {
        RelativeNumber buyBelow = new RelativeNumber("2");//must buy ABOVE this price
        RelativeNumber sellAbove = new RelativeNumber("2");//must sell BELOW this price

        BigDecimal expectedBuy = new BigDecimal("3");
        BigDecimal expectedSell = new BigDecimal("2");

        stopBTOTest(buyBelow, sellAbove, expectedBuy, expectedSell);
View Full Code Here
TOP

Related Classes of com.collective2.signalEntry.adapter.dynamicSimulator.order.OrderProcessorLimit

  • com.collective2.signalEntry.adapter.C2EntryServiceAdapter
  • com.collective2.signalEntry.adapter.Collective2Adapter
  • com.collective2.signalEntry.adapter.Collective2AdapterTest
  • com.collective2.signalEntry.adapter.DynamicSimulationAdapter
  • com.collective2.signalEntry.adapter.dynamicSimulator.DataProvider
  • com.collective2.signalEntry.adapter.dynamicSimulator.DynamicSimulationLongTest
  • com.collective2.signalEntry.adapter.dynamicSimulator.DynamicSimulationLongXReplaceTest
  • com.collective2.signalEntry.adapter.dynamicSimulator.DynamicSimulationMockDataProvider
  • com.collective2.signalEntry.adapter.dynamicSimulator.DynamicSimulationQuanityTest
  • com.collective2.signalEntry.adapter.dynamicSimulator.DynamicSimulationRelativeTest
    • Copyright © 2018 www.massapicom. All rights reserved.
    All source code are property of their respective owners. Java is a trademark of Sun Microsystems, Inc and owned by ORACLE Inc. Contact coftware#gmail.com.