Package com.collective2.signalEntry.adapter.dynamicSimulator.portfolio

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

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        ///////////////////
        BigDecimal entryPrice = portfolio.position("msft").openPrice();
        assertTrue(entryPrice == null || entryPrice.compareTo(successLimit)<=0);

        BigDecimal shares = new BigDecimal("10");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());

        BigDecimal openEquity = entryPrice.multiply(shares);
        BigDecimal expectedBuyPower = new BigDecimal("9980").subtract(commission.add(openEquity));

        buyPower = sentryService.buyPower();
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        simulationAdapter.tick(dataProvider,sentryService);

        ////////////////////
        //confirm nothing changed
        ///////////////////
        entryPrice = portfolio.position("msft").openPrice();
        assertTrue(entryPrice.compareTo(successLimit)<=0);

        shares = new BigDecimal("10");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());
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        ///////////////////
        entryPrice = portfolio.position("msft").openPrice();
        assertTrue(entryPrice.compareTo(successLimit)<=0);

        shares = new BigDecimal("10");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());

        openEquity = entryPrice.multiply(shares);
        expectedBuyPower = new BigDecimal("9980").subtract(commission.add(openEquity));

        buyPower = sentryService.buyPower();
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        ////////////////////////////
        dataProvider = dataProvider.incTime(timeStep);
        simulationAdapter.tick(dataProvider,sentryService);

        shares = new BigDecimal("0");
        assertEquals(shares.intValue(), portfolio.position("msft").quantity().intValue());

        //extra simple methods

        boolean ok = sentryService.flushPendingSignals();
        assertTrue(ok);
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        validateStartingBalances(systemId, sentryService);

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

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

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

        assertEquals(10, portfolio.position("msft").quantity().intValue());
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        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() {
            @Override
            public void visit(C2Element element, String data) {
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        validateStartingBalances(systemId, sentryService);

        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(BasePrice.Absolute,profitTarget,noOCA)
                .duration(timeInForce).send();
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        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"));
        simulationAdapter.tick(dataProvider,sentryService);
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        //confirm that a price below target will not trigger
        dataProvider = dataProvider.incTime(timeStep,new BigDecimal("119"));
        simulationAdapter.tick(dataProvider,sentryService);

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

        final Set<Integer> pendingSignalIdSet = new HashSet<Integer>();
        sentryService.sendAllSignalsRequest().visitC2Elements(new C2ElementVisitor() {
            @Override
            public void visit(C2Element element, String data) {
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