Examples of equity()

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

184
185
186
187
188
189
190
191
192
193
        assertTrue(processed);
        assertEquals("buy ",expectedBuy, buyProcessor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }

}
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

58
59
60
61
62
63
64
65
66
67
68
        boolean processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("961.00"),portfolio.cash());
        assertEquals(quantity,portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("60"),portfolio.equity(dataProvider));

        //sell to close this open position.

        action = SignalAction.STC;
        order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

71
72
73
74
75
76
77
78
79
80
81
        processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("982.00"),portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }

    @Test
    public void  marketSTOTest() {
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

107
108
109
110
111
112
113
114
115
116
117
        boolean processed = processor.process(dataProvider, portfolio, commission, order, sellAction, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("1021.00"),portfolio.cash());
        assertEquals(Integer.valueOf(-quantity),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("-60"),portfolio.equity(dataProvider));

        //Buy to cover this short position

        SignalAction action = SignalAction.BTC;
        order = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

119
120
121
122
123
124
125
126
127
128
        processed = processor.process(dataProvider, portfolio, commission, order, action, quantityComputable, null);

        assertTrue(processed);
        assertEquals(new BigDecimal("982.00"),portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }

}
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

74
75
76
77
78
79
80
81
82
83
84
        assertTrue(sellOrder.process(dataProvider, portfolio, commission,null));

        assertEquals(new BigDecimal("982.00"),portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }


}
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

96
97
98
99
100
101
102
103
104
105
106
        BigDecimal expectedCash = startingCash.subtract(expectedBuy.multiply(new BigDecimal(quantity)).add(commission));

        assertEquals(expectedBuy, processor.transactionPrice());
        assertEquals(expectedCash, portfolio.cash());
        assertEquals(quantity,portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("60"),portfolio.equity(dataProvider));

        //sell to close this open position.

        action = SignalAction.STC;
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

114
115
116
117
118
119
120
121
122
123
124
        expectedCash = expectedCash.add(expectedSell.multiply(new BigDecimal(quantity))).subtract(commission);

        assertEquals(expectedSell, sellProcessor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }

    @Test
    public void  limitSTOTest() {
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

169
170
171
172
173
174
175
176
177
178
179
        assertTrue(processed);
        assertEquals("sell ", expectedSell, processor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(-quantity),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("-60"),portfolio.equity(dataProvider));

        //Buy to cover this short position

        SignalAction action = SignalAction.BTC;
        OrderProcessorLimit buyProcessor = new OrderProcessorLimit(time,symbol,buyBelow);
View Full Code Here

Examples of com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio.equity()

184
185
186
187
188
189
190
191
192
193
        assertTrue(processed);
        assertEquals("buy ",expectedBuy, buyProcessor.transactionPrice());
        assertEquals(expectedCash,portfolio.cash());
        assertEquals(Integer.valueOf(0),portfolio.position("GG").quantity());
        assertEquals(new BigDecimal("0"),portfolio.equity(dataProvider));

    }

}
View Full Code Here
TOP
Copyright © 2018 www.massapi.com. 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.