Examples of DynamicSimulationAdapter

Examples of com.collective2.signalEntry.adapter.DynamicSimulationAdapter

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    @Test
    public void simpleGainListenerTest() {

        // 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);

        long timeStep = 60000l*60l*24l;

        ByteArrayOutputStream baos = new ByteArrayOutputStream(1024);
        PrintStream printStream = new PrintStream(baos);

        GainListener listener = new SimpleGainListener(printStream);
        long start = 0;
        long period = timeStep;
        simulationAdapter.addGainListener(start,period,listener);


        BigDecimal stopLoss = new BigDecimal("20.50");
        BigDecimal profitTarget = new BigDecimal("120.50");

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


        long openTime = 0l;
        long closeTime = openTime+timeStep;

        BigDecimal closePrice = new BigDecimal("160.86");
        BigDecimal lowPrice = new BigDecimal("80");
        BigDecimal highPrice = new BigDecimal("100");
        DynamicSimulationMockDataProvider dataProvider = new DynamicSimulationMockDataProvider(
                openTime,lowPrice,highPrice,lowPrice,highPrice,closeTime);

        simulationAdapter.tick(dataProvider, sentryService);

        assertEquals(10, portfolio.position("msft").quantity().intValue());

        dataProvider = dataProvider.incTime(timeStep, new BigDecimal("22"));
        simulationAdapter.tick(dataProvider, sentryService);

        assertEquals(10, portfolio.position("msft").quantity().intValue());

        dataProvider = dataProvider.incTime(timeStep,new BigDecimal("10"));
        simulationAdapter.tick(dataProvider, sentryService);


        simulationAdapter.awaitGainListeners();

        //results
        System.out.println(baos.toString());


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Examples of com.collective2.signalEntry.adapter.DynamicSimulationAdapter

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    public void runTest(boolean isLimit, BasePrice base, BigDecimal triggerPrice, BigDecimal expectedStop, int expectedPendingCount) {


        // 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());

        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());


        simulationAdapter.tick(dataProvider,sentryService);

        HashSet<Integer> pending = sentryService.sendAllSignalsRequest()
                                                   .collectIntegers(new HashSet<Integer>(),
                                                                    C2Element.ElementSignalId);
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