Package com.collective2.signalEntry.implementation

Examples of com.collective2.signalEntry.implementation.ResponseManager


        // 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);

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

        Response openResponse = sentryService.stockSignal(ActionForStock.BuyToOpen)
                .marketOrder().accountPercent(new BigDecimal("0.08143")).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());
    }
View Full Code Here


    }

    private void stopBTOTest(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";
View Full Code Here


    private void stopShortTest(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";
View Full Code Here


    @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";
View Full Code Here

    }


    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";
View Full Code Here


    @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";
View Full Code Here

    }

    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";
View Full Code Here


    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";
View Full Code Here

        // 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);
View Full Code Here

        // 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);
View Full Code Here

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