/* =========================================================== * TradeManager : a application to trade strategies for the Java(tm) platform * =========================================================== * * (C) Copyright 2011-2011, by Simon Allen and Contributors. * * Project Info: org.trade * * This library is free software; you can redistribute it and/or modify it * under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation; either version 2.1 of the License, or * (at your option) any later version. * * This library is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public * License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with this library; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, * USA. * * [Java is a trademark or registered trademark of Oracle, Inc. * in the United States and other countries.] * * (C) Copyright 2011-2011, by Simon Allen and Contributors. * * Original Author: Simon Allen; * Contributor(s): -; * * Changes * ------- * */ package org.trade.persistent.dao; import java.time.ZonedDateTime; import java.util.ArrayList; import java.util.List; import javax.ejb.Stateless; import javax.persistence.EntityManager; import javax.persistence.TypedQuery; import javax.persistence.criteria.CriteriaBuilder; import javax.persistence.criteria.CriteriaQuery; import javax.persistence.criteria.Join; import javax.persistence.criteria.Predicate; import javax.persistence.criteria.Root; import org.trade.core.dao.EntityManagerHelper; /** */ @Stateless public class TradestrategyHome { public TradestrategyHome() { } /** * Method findById. * * @param id * Integer * @return Tradestrategy */ public synchronized Tradestrategy findById(Integer id) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); Tradestrategy instance = entityManager.find(Tradestrategy.class, id); if (null != instance) { instance.getStrategy().getIndicatorSeries().size(); instance.getTradeOrders().size(); instance.getPortfolio().getPortfolioAccounts().size(); instance.getCodeValues().size(); } entityManager.getTransaction().commit(); return instance; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findTradestrategyLiteById. * * @param id * Integer * @return TradestrategyLite */ public synchronized TradestrategyLite findTradestrategyLiteById(Integer id) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); TradestrategyLite instance = entityManager.find(TradestrategyLite.class, id); entityManager.getTransaction().commit(); return instance; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findVersionById. * * @param id * Integer * @return Integer */ public synchronized Integer findVersionById(Integer id) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); CriteriaBuilder builder = entityManager.getCriteriaBuilder(); CriteriaQuery<TradestrategyLite> query = builder.createQuery(TradestrategyLite.class); Root<TradestrategyLite> from = query.from(TradestrategyLite.class); CriteriaQuery<TradestrategyLite> select = query.multiselect(from.get("idTradeStrategy"), from.get("version")); Predicate predicate = builder.equal(from.get("idTradeStrategy"), id); query.where(predicate); TypedQuery<TradestrategyLite> typedQuery = entityManager.createQuery(select); List<TradestrategyLite> items = typedQuery.getResultList(); entityManager.getTransaction().commit(); if (items.size() > 0) { return items.get(0).getVersion(); } return null; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findPositionOrdersByTradestrategyId. * * @param idTradestrategy * Integer * @return PositionOrders */ public synchronized TradestrategyOrders findPositionOrdersByTradestrategyId(Integer idTradestrategy) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); TradestrategyOrders instance = entityManager.find(TradestrategyOrders.class, idTradestrategy); /* * If we have an open position get all the orders for that position. * Note the position could have been opened by a different * tradestrategy. So this set of orders is for the position. */ if (instance.hasOpenTradePosition()) instance.getOpenTradePosition().getTradeOrders().size(); entityManager.getTransaction().commit(); return instance; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findByTradeId. * * @param idTrade * Integer * @return Tradestrategy */ public synchronized Tradestrategy findByTradeOrderId(Integer idTradeOrder) { try { Tradestrategy tradestrategy = null; EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); TradeOrder instance = entityManager.find(TradeOrder.class, idTradeOrder); if (null != instance) { tradestrategy = instance.getTradestrategy(); tradestrategy.getContract(); } entityManager.getTransaction().commit(); return tradestrategy; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Just used for testing. * * * * @return List<Tradestrategy> a list of tradestrategies * @throws Exception * if there is a problem finding data */ public List<Tradestrategy> findAll() { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); CriteriaBuilder builder = entityManager.getCriteriaBuilder(); CriteriaQuery<Tradestrategy> query = builder.createQuery(Tradestrategy.class); Root<Tradestrategy> from = query.from(Tradestrategy.class); query.select(from); List<Tradestrategy> items = entityManager.createQuery(query).getResultList(); for (Tradestrategy tradestrategy : items) { tradestrategy.getTradingday().getCandles().size(); for (TradeOrder tradeOrder : tradestrategy.getTradeOrders()) { tradeOrder.getTradeOrderfills().size(); } } entityManager.getTransaction().commit(); return items; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findTradestrategyByUniqueKeys. * * @param open * Date * @param strategyName * String * @param idContract * Integer * @param portfolioName * String * @return Tradestrategy */ public Tradestrategy findTradestrategyByUniqueKeys(ZonedDateTime open, String strategyName, Integer idContract, String portfolioName) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); CriteriaBuilder builder = entityManager.getCriteriaBuilder(); CriteriaQuery<Tradestrategy> query = builder.createQuery(Tradestrategy.class); Root<Tradestrategy> from = query.from(Tradestrategy.class); query.select(from); List<Predicate> predicates = new ArrayList<Predicate>(); if (null != strategyName) { Join<Tradestrategy, Strategy> strategies = from.join("strategy"); Predicate predicate = builder.equal(strategies.get("name"), strategyName); predicates.add(predicate); } if (null != portfolioName) { Join<Tradestrategy, Portfolio> portfolio = from.join("portfolio"); Predicate predicate = builder.equal(portfolio.get("name"), portfolioName); predicates.add(predicate); } if (null != open) { Join<Tradestrategy, Tradingday> tradingday = from.join("tradingday"); Predicate predicate = builder.equal(tradingday.get("open"), open); predicates.add(predicate); } if (null != idContract) { Join<Tradestrategy, Contract> contract = from.join("contract"); Predicate predicate = builder.equal(contract.get("idContract"), idContract); predicates.add(predicate); } query.where(predicates.toArray(new Predicate[] {})); TypedQuery<Tradestrategy> typedQuery = entityManager.createQuery(query); List<Tradestrategy> items = typedQuery.getResultList(); entityManager.getTransaction().commit(); if (items.size() > 0) { return items.get(0); } return null; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findTradestrategyDistinctByDateRange. * * @param fromOpen * ZonedDateTime * @param toOpen * ZonedDateTime * @return Vector<ComboItem> */ public List<Tradestrategy> findTradestrategyDistinctByDateRange(ZonedDateTime fromOpen, ZonedDateTime toOpen) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); CriteriaBuilder builder = entityManager.getCriteriaBuilder(); CriteriaQuery<Tradestrategy> query = builder.createQuery(Tradestrategy.class); Root<Tradestrategy> from = query.from(Tradestrategy.class); query.select(from); List<Predicate> predicates = new ArrayList<Predicate>(); if (null != fromOpen) { Join<Tradestrategy, Tradingday> tradingday = from.join("tradingday"); Predicate predicate = builder.greaterThanOrEqualTo(tradingday.get("open").as(ZonedDateTime.class), fromOpen); predicates.add(predicate); } if (null != toOpen) { Join<Tradestrategy, Tradingday> tradingday = from.join("tradingday"); Predicate predicate = builder.lessThanOrEqualTo(tradingday.get("open").as(ZonedDateTime.class), toOpen); predicates.add(predicate); } query.multiselect(from.get("barSize"), from.get("chartDays"), from.join("strategy")).distinct(true); query.where(predicates.toArray(new Predicate[] {})); TypedQuery<Tradestrategy> typedQuery = entityManager.createQuery(query); List<Tradestrategy> items = typedQuery.getResultList(); entityManager.getTransaction().commit(); return items; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } /** * Method findTradestrategyContractDistinctByDateRange. * * @param fromOpen * ZonedDateTime * @param toOpen * ZonedDateTime * @return Vector<ComboItem> */ public List<Tradestrategy> findTradestrategyContractDistinctByDateRange(ZonedDateTime fromOpen, ZonedDateTime toOpen) { try { EntityManager entityManager = EntityManagerHelper.getEntityManager(); entityManager.getTransaction().begin(); CriteriaBuilder builder = entityManager.getCriteriaBuilder(); CriteriaQuery<Tradestrategy> query = builder.createQuery(Tradestrategy.class); Root<Tradestrategy> from = query.from(Tradestrategy.class); query.select(from); query.orderBy(builder.asc(from.join("contract").get("symbol"))); List<Predicate> predicates = new ArrayList<Predicate>(); if (null != fromOpen) { Join<Tradestrategy, Tradingday> tradingday = from.join("tradingday"); Predicate predicate = builder.greaterThanOrEqualTo(tradingday.get("open").as(ZonedDateTime.class), fromOpen); predicates.add(predicate); } if (null != toOpen) { Join<Tradestrategy, Tradingday> tradingday = from.join("tradingday"); Predicate predicate = builder.lessThanOrEqualTo(tradingday.get("open").as(ZonedDateTime.class), toOpen); predicates.add(predicate); } query.multiselect(from.join("contract")).distinct(true); query.where(predicates.toArray(new Predicate[] {})); TypedQuery<Tradestrategy> typedQuery = entityManager.createQuery(query); List<Tradestrategy> items = typedQuery.getResultList(); entityManager.getTransaction().commit(); return items; } catch (Exception re) { EntityManagerHelper.rollback(); throw re; } finally { EntityManagerHelper.close(); } } }