package com.collective2.signalEntry.adapter.dynamicSimulator.order;
import com.collective2.signalEntry.Duration;
import com.collective2.signalEntry.Instrument;
import com.collective2.signalEntry.adapter.dynamicSimulator.DataProvider;
import com.collective2.signalEntry.adapter.dynamicSimulator.DynamicSimulationMockDataProvider;
import com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.Portfolio;
import com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.SimplePortfolio;
import com.collective2.signalEntry.adapter.dynamicSimulator.portfolio.SimplePortfolioFactory;
import com.collective2.signalEntry.adapter.dynamicSimulator.quantity.QuantityComputable;
import com.collective2.signalEntry.adapter.dynamicSimulator.quantity.QuantityComputableEntry;
import com.collective2.signalEntry.adapter.dynamicSimulator.quantity.QuantityComputableFixed;
import com.collective2.signalEntry.implementation.SignalAction;
import org.junit.Test;
import java.math.BigDecimal;
import static junit.framework.Assert.assertEquals;
import static junit.framework.Assert.assertTrue;
/**
* This notice shall not be removed.
* See the "LICENSE.txt" file found in the root folder
* for the full license governing this code.
* Nathan Tippy 8/29/12
*/
public class SimpleOrderTest {
private final long start = 0;
private final long stop = 1000;
private final BigDecimal open = new BigDecimal("3");
private final BigDecimal high = new BigDecimal("7");
private final BigDecimal low = new BigDecimal("2");
private final BigDecimal close = new BigDecimal("6");
private final DataProvider dataProvider = new DynamicSimulationMockDataProvider(start,open,high,low,close,stop);
private final BigDecimal commission = new BigDecimal("9");
@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";
SignalAction action = SignalAction.BTO;
Integer quantity = 10;
QuantityComputable quantityComputable = new QuantityComputableFixed(quantity);
long cancelAtMs = Long.MAX_VALUE;
Duration timeInForce = Duration.GoodTilCancel;
OrderProcessorMarket processor = new OrderProcessorMarket(time, symbol);
Order buyOrder = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, null);
//final quantity is not known until this order is processed
//this however has the quantity because QuantityComputableFixed is used above
assertEquals(Integer.valueOf(10), Integer.valueOf(buyOrder.quantity()));
action = SignalAction.STC;
quantityComputable = new QuantityComputableEntry(buyOrder);
Order sellOrder = new Order(null, id,instrument,symbol,action,quantityComputable,cancelAtMs,timeInForce,processor, buyOrder);
//final quantity is not known until this order is processed
//this however has the quantity because QuantityComputableFixed is used above
assertEquals(Integer.valueOf(10), Integer.valueOf(sellOrder.quantity()));
assertTrue(buyOrder.process(dataProvider,portfolio,commission,null));
assertEquals(quantity, Integer.valueOf(buyOrder.quantity()));
assertEquals(quantity, Integer.valueOf(sellOrder.quantity()));
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));
}
}