Package com.collective2.signalEntry.adapter

Examples of com.collective2.signalEntry.adapter.DynamicSimulationAdapter.tick()

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

        ////////////////////
        //confirm unchanged values
        ///////////////////
        assertEquals(0, portfolio.position("msft").quantity().intValue());
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        ///////////////////////////
        //tick for limit order success
        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm changed
        ///////////////////
        BigDecimal entryPrice = portfolio.position("msft").openPrice();
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        ///////////////////////////
        //tick for limit order fail
        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm nothing changed
        ///////////////////
        entryPrice = portfolio.position("msft").openPrice();
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        ///////////////////////////
        //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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        assertEquals(0, portfolio.position("msft").quantity().intValue());

        int time = 10000;
        long timeStep = 60000l*60l*24l;
        BigDecimal price = new BigDecimal("50");
        simulationAdapter.tick(new DynamicSimulationMockDataProvider(
                time,price,price,price,price,time+=timeStep),sentryService);

        Response openResponse = sentryService.stockSignal(ActionForStock.BuyToOpen)
                .marketOrder().quantity(10).symbol("msft")
                .stopLoss(BasePrice.Absolute,stopLoss,noOCA).profitTarget(profitTarget)
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        BigDecimal lowPrice = new BigDecimal("80");
        BigDecimal highPrice = new BigDecimal("100");
        DynamicSimulationMockDataProvider dataProvider = new DynamicSimulationMockDataProvider(
                time,lowPrice,highPrice,lowPrice,highPrice,time+=timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

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

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

        final Set<Integer> pendingSignalIdSet = new HashSet<Integer>();
        sentryService.sendAllSignalsRequest().visitC2Elements(new C2ElementVisitor() {
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        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());

        //confirm that a price below target will not trigger
        dataProvider = dataProvider.incTime(timeStep,new BigDecimal("119"));
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