Package com.collective2.signalEntry.implementation

Examples of com.collective2.signalEntry.implementation.Request

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        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;
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        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;
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            msft = msft.limitOrder(triggerPrice);
        } else {
            msft = msft.stopOrder(triggerPrice);
        }

        Response openResponse = msft.send();

        Integer signalId = openResponse.getInteger(C2Element.ElementSignalId);

        assertEquals(0,signalId.intValue());


        simulationAdapter.tick(dataProvider,sentryService);
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        C2ServiceFactory factory = new C2ServiceFactory(simulationAdapter);
        C2EntryService sentryService = factory.signalEntryService(password, systemId, eMail);

        assertEquals(0, portfolio.position("msft").quantity().intValue());

        Signal msft = sentryService.stockSignal(ActionForStock.BuyToOpen)
                .quantity(10).symbol("msft")
                .stopLoss(base, stopSize)
                .duration(Duration.GoodTilCancel);
        if (isLimit) {
            msft = msft.limitOrder(triggerPrice);
        } else {
            msft = msft.stopOrder(triggerPrice);
        }

        Response openResponse = msft.send();

        Integer signalId = openResponse.getInteger(C2Element.ElementSignalId);

        assertEquals(0,signalId.intValue());
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        String password = "password";
        Integer systemId = 42;

        // simplest possible connection to collective2.com
        try {
            C2EntryServiceAdapter liveAdapter = new Collective2Adapter();
            C2ServiceFactory factory = new C2ServiceFactory(liveAdapter);
            C2EntryService entryService = factory.signalEntryService(password,systemId);
            assertNotNull(entryService);
        } catch (Exception e) {
            e.printStackTrace();
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        // saves the requests to disk in case of unexpected shutdown while
        // retrying to transmit.
        try {
            C2EntryServiceJournal journal = new C2EntryServiceLogFileJournal(file, rollingLogLimit);

            C2EntryServiceAdapter liveAdapter = new Collective2Adapter();
            C2ServiceFactory factory = new C2ServiceFactory(liveAdapter, journal);
            C2EntryService entryService = factory.signalEntryService(password,systemId);
            assertNotNull(entryService);
        } catch (Exception e) {
            e.printStackTrace();
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        // after .send() is called on signals the user will be prompted at the
        // console prompt for approval before transmission. The included class is just
        // an example and can be implemented with other GUI technologies.
        try {
            C2EntryServiceAdapter liveAdapter = new Collective2Adapter();
            C2EntryHumanApproval approval = new ApprovalRequestableConsole();
            C2ServiceFactory factory = new C2ServiceFactory(liveAdapter,approval);
            C2EntryService entryService = factory.signalEntryService(password,systemId);
            assertNotNull(entryService);
        } catch (Exception e) {
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    @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 longBuySellTest() {

        // validates commands and returns hard coded (canned) responses
        DynamicSimulationAdapter simulationAdapter = new DynamicSimulationAdapter(false);

        String password = "P455w0rd";
        String eMail = "someone@somewhere.com";
        Portfolio portfolio = new SimplePortfolioFactory().createPortfolio(new BigDecimal("10000"));
        BigDecimal commission = new BigDecimal("10.00");
        Integer systemId = simulationAdapter.createSystem("first system",password,portfolio,commission);
        simulationAdapter.subscribe(eMail,systemId,password);
        C2ServiceFactory factory = new C2ServiceFactory(simulationAdapter);
        C2EntryService sentryService = factory.signalEntryService(password, systemId, eMail);

        validateStartingBalances(systemId, sentryService);

        assertEquals(0, portfolio.position("msft").quantity().intValue());
        Response openResponse = sentryService.stockSignal(ActionForStock.BuyToOpen)
                                        .marketOrder().quantity(10).symbol("msft")
                                        .duration(Duration.GoodTilCancel).send();

        Integer signalId = openResponse.getInteger(C2Element.ElementSignalId);

        assertEquals(0,signalId.intValue());

        long timeStep = 60000l*60l*24l;
        long time = 100000l;
        BigDecimal fixedPrice = new BigDecimal("80.43");

        DynamicSimulationMockDataProvider dataProvider = new DynamicSimulationMockDataProvider(time,fixedPrice,fixedPrice,fixedPrice,fixedPrice,time+timeStep);

        simulationAdapter.tick(dataProvider,sentryService);

        Number buyPower = sentryService.buyPower(); // 10000 - ((10 * 80.43)+10) = 10000-814.30
        assertEquals(9185.7d,buyPower.doubleValue(),DELTA);

        Number systemEquity = sentryService.systemEquity(); //10 * 80.43 = 804.30
        assertEquals(804.30d,systemEquity.doubleValue(),DELTA);

        final Set<C2Element> checkedElements = new HashSet<C2Element>();
        sentryService.sendSystemHypotheticalRequest(systemId).visitC2Elements(new C2ElementVisitor() {
            @Override
            public void visit(C2Element element, String data) {

                switch (element) {
                    case ElementTotalEquityAvail:
                        checkedElements.add(element);
                        assertEquals(9990d, Double.parseDouble(data), DELTA);
                        break;
                    case ElementCash:
                        checkedElements.add(element);
                        assertEquals(9185.70d, Double.parseDouble(data), DELTA);
                        break;
                    case ElementEquity:
                        checkedElements.add(element);
                        assertEquals(804.30d, Double.parseDouble(data), DELTA);
                        break;
                    case ElementMarginUsed:
                        checkedElements.add(element);
                        assertEquals(0d, Double.parseDouble(data), DELTA);
                        break;
                    default:
                        //nothing
                }
            }
        },C2Element.ElementTotalEquityAvail,
                C2Element.ElementCash,
                C2Element.ElementEquity,
                C2Element.ElementMarginUsed);
        assertEquals("expected to check 4 elements",4,checkedElements.size());
        assertEquals(10, portfolio.position("msft").quantity().intValue());

        ///////////////////
        //market order sell test
        ///////////////////
        Response marketOrderResponse = sentryService.stockSignal(ActionForStock.SellToClose)
                .marketOrder().quantity(10).symbol("msft")
                .duration(Duration.GoodTilCancel).send();

        //force request response now
        marketOrderResponse.getXML();

        ///////////////////////
        //tick for market buy
        /////////////////////
        long startTime = time+timeStep;
        long closeTime = startTime+timeStep;
        BigDecimal closePrice = new BigDecimal("160.86");
        dataProvider = new DynamicSimulationMockDataProvider(startTime,fixedPrice,closePrice,fixedPrice,closePrice,closeTime);
        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm values
        ///////////////////
        assertEquals(0, portfolio.position("msft").quantity().intValue());
        buyPower = sentryService.buyPower();
        assertEquals(9980d,buyPower.doubleValue(),DELTA);

        systemEquity = sentryService.systemEquity(); //10 * 80.43 = 804.30
        assertEquals(0d,systemEquity.doubleValue(),DELTA);

        ///////////////////
        //limit order test
        //////////////////
        BigDecimal failLimit = new BigDecimal("65.10");
        Response limitOrderResponse = sentryService.stockSignal(ActionForStock.BuyToOpen)
                .limitOrder(failLimit).quantity(10).symbol("msft")
                .duration(Duration.DayOrder).send();


        ///////////////////////////
        //tick for limit order fail
        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm unchanged values
        ///////////////////
        assertEquals(0, portfolio.position("msft").quantity().intValue());
        buyPower = sentryService.buyPower();
        assertEquals(9980d,buyPower.doubleValue(),DELTA);

        systemEquity = sentryService.systemEquity(); //10 * 80.43 = 804.30
        assertEquals(0d,systemEquity.doubleValue(),DELTA);

        ///////////////////
        //limit order test
        //////////////////
        BigDecimal successLimit = new BigDecimal("170.10");
        limitOrderResponse = sentryService.stockSignal(ActionForStock.BuyToOpen)
                .limitOrder(successLimit).quantity(10).symbol("msft")
                .duration(Duration.DayOrder).send();

        //force request response now
        Integer openSignalId = limitOrderResponse.getInteger(C2Element.ElementSignalId);

        ///////////////////////////
        //tick for limit order success
        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm changed
        ///////////////////
        BigDecimal entryPrice = portfolio.position("msft").openPrice();
        assertTrue(null == entryPrice || entryPrice.compareTo(successLimit)<=0);

        BigDecimal shares = new BigDecimal("10");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());

        BigDecimal openEquity = entryPrice.multiply(shares);
        BigDecimal expectedBuyPower = new BigDecimal("9980").subtract(commission.add(openEquity));

        buyPower = sentryService.buyPower();
        assertEquals(expectedBuyPower.doubleValue(),buyPower.doubleValue(),DELTA);

        BigDecimal closeEquity = closePrice.multiply(shares);
        systemEquity = sentryService.systemEquity();
        assertEquals(closeEquity.doubleValue(),systemEquity.doubleValue(),DELTA);


        ///////////////////
        //market limit sell fail test
        ///////////////////
        BigDecimal sellLimitFail = new BigDecimal("180.10");
        Response marketLimitSellResponse = sentryService.stockSignal(ActionForStock.SellToClose)
                .limitOrder(sellLimitFail).quantity(10).symbol("msft")
                .duration(Duration.DayOrder).send();

        //force request response now
        marketLimitSellResponse.getXML();

        ///////////////////////////
        //tick for limit order fail
        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm nothing changed
        ///////////////////
        entryPrice = portfolio.position("msft").openPrice();
        assertTrue(entryPrice.compareTo(successLimit)<=0);

        shares = new BigDecimal("10");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());

        openEquity = entryPrice.multiply(shares);
        expectedBuyPower = new BigDecimal("9980").subtract(commission.add(openEquity));

        buyPower = sentryService.buyPower();
        assertEquals(expectedBuyPower.doubleValue(),buyPower.doubleValue(),DELTA);

        closeEquity = closePrice.multiply(shares);
        systemEquity = sentryService.systemEquity();
        assertEquals(closeEquity.doubleValue(),systemEquity.doubleValue(),DELTA);

        ///////////////////
        //market limit sell success test
        ///////////////////
        BigDecimal sellLimitSuccess = new BigDecimal("110.10");
        marketLimitSellResponse = sentryService.stockSignal(ActionForStock.SellToClose)
                .limitOrder(sellLimitSuccess).quantity(10).symbol("msft")
                .duration(Duration.DayOrder).send();

        ///////////////////////////
        //tick for limit order success
        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        shares = new BigDecimal("0");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());

        //extra simple methods
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Related Classes of com.collective2.signalEntry.implementation.Request

  • 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
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