/* ===========================================================
* 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 static org.junit.Assert.*;
import java.math.BigDecimal;
import java.time.ZonedDateTime;
import java.util.Hashtable;
import java.util.List;
import org.junit.After;
import org.junit.AfterClass;
import org.junit.Before;
import org.junit.BeforeClass;
import org.junit.Rule;
import org.junit.Test;
import org.junit.rules.TestName;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.trade.core.dao.Aspect;
import org.trade.core.dao.AspectHome;
import org.trade.core.dao.Aspects;
import org.trade.core.util.TradingCalendar;
import org.trade.dictionary.valuetype.AccountType;
import org.trade.dictionary.valuetype.BarSize;
import org.trade.dictionary.valuetype.ChartDays;
import org.trade.dictionary.valuetype.Currency;
import org.trade.dictionary.valuetype.DAOPortfolio;
import org.trade.dictionary.valuetype.DAOStrategy;
import org.trade.dictionary.valuetype.Exchange;
import org.trade.dictionary.valuetype.SECType;
import org.trade.dictionary.valuetype.TradestrategyStatus;
import org.trade.strategy.data.StrategyData;
import org.trade.ui.TradeAppLoadConfig;
/**
*/
public class TradestrategyTest {
private final static Logger _log = LoggerFactory.getLogger(TradestrategyTest.class);
@Rule
public TestName name = new TestName();
private String symbol = "TEST";
private TradestrategyHome tradestrategyHome = null;
/**
* Method setUpBeforeClass.
*
* @throws java.lang.Exception
*/
@BeforeClass
public static void setUpBeforeClass() throws Exception {
}
/**
* Method setUp.
*
* @throws java.lang.Exception
*/
@Before
public void setUp() throws Exception {
TradeAppLoadConfig.loadAppProperties();
tradestrategyHome = new TradestrategyHome();
}
/**
* Method tearDown.
*
* @throws java.lang.Exception
*/
@After
public void tearDown() throws Exception {
TradestrategyTest.clearDBData();
}
/**
* Method tearDownAfterClass.
*
* @throws java.lang.Exception
*/
@AfterClass
public static void tearDownAfterClass() throws Exception {
}
@Test
public void testFindVersionById() {
try {
Tradestrategy tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
assertNotNull("1", tradestrategy);
Integer version = tradestrategyHome.findVersionById(tradestrategy.getIdTradeStrategy());
assertNotNull("2", version);
_log.info("testFindVersionById IdTradeStrategy:" + tradestrategy.getIdTradeStrategy() + " version: "
+ version);
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testFindPositionOrdersById() {
try {
Tradestrategy tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
assertNotNull("1", tradestrategy);
_log.info("testTradingdaysSave IdTradeStrategy:" + tradestrategy.getIdTradeStrategy());
TradestrategyOrders positionOrders = tradestrategyHome
.findPositionOrdersByTradestrategyId(tradestrategy.getIdTradeStrategy());
assertNotNull("2", positionOrders);
_log.info("testTradingdaysSave PositionOrders IdTradeStrategy:" + positionOrders.getIdTradeStrategy()
+ "found.");
positionOrders.setStatus(TradestrategyStatus.CANCELLED);
AspectHome aspectHome = new AspectHome();
positionOrders = aspectHome.persist(positionOrders);
positionOrders = tradestrategyHome.findPositionOrdersByTradestrategyId(tradestrategy.getIdTradeStrategy());
_log.info("testTradingdaysSave PositionOrders IdTradeStrategy:" + positionOrders.getIdTradeStrategy()
+ "found Status: " + positionOrders.getStatus());
assertEquals("3", TradestrategyStatus.CANCELLED, positionOrders.getStatus());
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testAddTradestrategy() {
try {
Tradestrategy tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
assertNotNull("1", tradestrategy);
_log.info("testTradingdaysSave IdTradeStrategy:" + tradestrategy.getIdTradeStrategy());
tradestrategy = tradestrategyHome.findById(tradestrategy.getIdTradeStrategy());
assertNotNull("2", tradestrategy);
_log.info("testTradingdaysSave IdTradeStrategy:" + tradestrategy.getIdTradeStrategy() + "found.");
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testUpdateTradeStrategy() {
try {
ZonedDateTime open = TradingCalendar.getTradingDayStart(
TradingCalendar.getPrevTradingDay(TradingCalendar.getDateTimeNowMarketTimeZone()));
TradingdayHome tradingdayHome = new TradingdayHome();
Tradingdays tradingdays = tradingdayHome.findTradingdaysByDateRange(open, open);
for (Tradingday tradingday : tradingdays.getTradingdays()) {
for (Tradestrategy tradestrategy : tradingday.getTradestrategies()) {
tradestrategy.setStatus(TradestrategyStatus.OPEN);
}
tradingdayHome.persist(tradingday);
for (Tradestrategy tradestrategy : tradingday.getTradestrategies()) {
_log.info("testTradingdaysUpdate IdTradeStrategy:" + tradestrategy.getIdTradeStrategy()
+ " Status: " + tradestrategy.getStatus());
assertEquals("1", TradestrategyStatus.OPEN, tradestrategy.getStatus());
}
}
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testReadAndSavefileMultipleDayTradestrategy() {
try {
AspectHome aspectHome = new AspectHome();
TradingdayHome tradingdayHome = new TradingdayHome();
Tradingdays tradingdays = new Tradingdays();
Tradingday instance = Tradingday
.newInstance(TradingCalendar.getPrevTradingDay(TradingCalendar.getDateTimeNowMarketTimeZone()));
tradingdays.add(instance);
String fileName = "db/LoadFile10Stocks.csv";
tradingdays.populateDataFromFile(fileName, instance);
assertFalse("1", tradingdays.getTradingdays().isEmpty());
for (Tradingday tradingday : tradingdays.getTradingdays()) {
tradingdayHome.persist(tradingday);
for (Tradestrategy tradestrategy : tradingday.getTradestrategies()) {
_log.info("testTradingdaysUpdate IdTradeStrategy:" + tradestrategy.getIdTradeStrategy());
aspectHome.remove(tradestrategy);
aspectHome.remove(tradestrategy.getContract());
}
aspectHome.remove(tradingday);
}
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testReadAndSavefileOneDayTradestrategy() {
try {
AspectHome aspectHome = new AspectHome();
TradingdayHome tradingdayHome = new TradingdayHome();
Tradingdays tradingdays = new Tradingdays();
Tradingday instance = Tradingday
.newInstance(TradingCalendar.getPrevTradingDay(TradingCalendar.getDateTimeNowMarketTimeZone()));
tradingdays.add(instance);
String fileName = "db/LoadFile1Stock.csv";
tradingdays.populateDataFromFile(fileName, instance);
assertFalse("1", tradingdays.getTradingdays().isEmpty());
for (Tradingday tradingday : tradingdays.getTradingdays()) {
tradingdayHome.persist(tradingday);
for (Tradestrategy tradestrategy : tradingday.getTradestrategies()) {
_log.info("testTradingdaysUpdate IdTradeStrategy:" + tradestrategy.getIdTradeStrategy());
aspectHome.remove(tradestrategy);
aspectHome.remove(tradestrategy.getContract());
}
aspectHome.remove(tradingday);
}
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
/**
* Method getTestTradestrategy.
*
* @return Tradestrategy
* @throws Exception
*/
public static Tradestrategy getTestTradestrategy(String symbol) throws Exception {
ContractHome contractHome = new ContractHome();
PortfolioHome portfolioHome = new PortfolioHome();
TradestrategyHome tradestrategyHome = new TradestrategyHome();
AspectHome aspectHome = new AspectHome();
Tradestrategy tradestrategy = null;
Strategy strategy = (Strategy) DAOStrategy.newInstance().getObject();
Portfolio portfolio = (Portfolio) DAOPortfolio.newInstance().getObject();
portfolio = portfolioHome.findByName(portfolio.getName());
if (portfolio.getPortfolioAccounts().isEmpty()) {
Account account = new Account("Test", "T123456", Currency.USD, AccountType.INDIVIDUAL);
account.setAvailableFunds(new BigDecimal(25000));
account.setBuyingPower(new BigDecimal(100000));
account.setCashBalance(new BigDecimal(25000));
PortfolioAccount portfolioAccount = new PortfolioAccount(portfolio, account);
portfolio.getPortfolioAccounts().add(portfolioAccount);
portfolio = aspectHome.persist(portfolio);
}
ZonedDateTime open = TradingCalendar
.getTradingDayStart(TradingCalendar.getPrevTradingDay(TradingCalendar.getDateTimeNowMarketTimeZone()));
Contract contract = contractHome.findByUniqueKey(SECType.STOCK, symbol, Exchange.SMART, Currency.USD, null);
if (null == contract) {
contract = new Contract(SECType.STOCK, symbol, Exchange.SMART, Currency.USD, null, null);
contract = aspectHome.persist(contract);
} else {
tradestrategy = tradestrategyHome.findTradestrategyByUniqueKeys(open, strategy.getName(),
contract.getIdContract(), portfolio.getName());
if (null != tradestrategy) {
Tradestrategy transientInstance = tradestrategyHome.findById(tradestrategy.getIdTradeStrategy());
transientInstance.setStatus(null);
aspectHome.persist(transientInstance);
Hashtable<Integer, TradePosition> tradePositions = new Hashtable<Integer, TradePosition>();
for (TradeOrder tradeOrder : transientInstance.getTradeOrders()) {
if (tradeOrder.hasTradePosition())
tradePositions.put(tradeOrder.getTradePosition().getIdTradePosition(),
tradeOrder.getTradePosition());
if (null != tradeOrder.getIdTradeOrder()) {
aspectHome.remove(tradeOrder);
}
}
for (TradePosition tradePosition : tradePositions.values()) {
tradePosition = (TradePosition) aspectHome.findById(tradePosition);
/*
* Remove the open trade position from contract if this is a
* tradePosition to be deleted.
*/
if (tradePosition.equals(transientInstance.getContract().getTradePosition())) {
transientInstance.getContract().setTradePosition(null);
aspectHome.persist(transientInstance.getContract());
}
aspectHome.remove(tradePosition);
}
transientInstance.getTradeOrders().clear();
return transientInstance;
}
}
TradingdayHome tradingdayHome = new TradingdayHome();
Tradingday tradingday = Tradingday.newInstance(open);
Tradingday instanceTradingDay = tradingdayHome.findByOpenCloseDate(tradingday.getOpen(), tradingday.getClose());
if (null != instanceTradingDay) {
tradingday.getTradestrategies().clear();
tradingday = instanceTradingDay;
}
tradestrategy = new Tradestrategy(contract, tradingday, strategy, portfolio, new BigDecimal(100), "BUY", "0",
true, ChartDays.TWO_DAYS, BarSize.FIVE_MIN);
tradingday.addTradestrategy(tradestrategy);
tradingdayHome.persist(tradingday);
Tradestrategy instance = tradestrategyHome.findById(tradestrategy.getIdTradeStrategy());
instance.setStrategyData(StrategyData.create(instance));
return instance;
}
/**
* Method clearDBData.
*
* @throws Exception
*/
public static void clearDBData() throws Exception {
AspectHome aspectHome = new AspectHome();
Aspects contracts = aspectHome.findByClassName(Contract.class.getName());
for (Aspect aspect : contracts.getAspect()) {
((Contract) aspect).setTradePosition(null);
aspectHome.persist(aspect);
}
Aspects tradeOrders = aspectHome.findByClassName(TradeOrder.class.getName());
for (Aspect aspect : tradeOrders.getAspect()) {
aspectHome.remove(aspect);
}
Aspects tradePositions = aspectHome.findByClassName(TradePosition.class.getName());
for (Aspect aspect : tradePositions.getAspect()) {
aspectHome.remove(aspect);
}
Aspects portfolioAccounts = aspectHome.findByClassName(PortfolioAccount.class.getName());
for (Aspect aspect : portfolioAccounts.getAspect()) {
aspectHome.remove(aspect);
}
Aspects accounts = aspectHome.findByClassName(Account.class.getName());
for (Aspect aspect : accounts.getAspect()) {
aspectHome.remove(aspect);
}
Aspects tradestrategies = aspectHome.findByClassName(Tradestrategy.class.getName());
for (Aspect aspect : tradestrategies.getAspect()) {
aspectHome.remove(aspect);
}
contracts = aspectHome.findByClassName(Contract.class.getName());
for (Aspect aspect : contracts.getAspect()) {
aspectHome.remove(aspect);
}
Aspects tradingdays = aspectHome.findByClassName(Tradingday.class.getName());
for (Aspect aspect : tradingdays.getAspect()) {
aspectHome.remove(aspect);
}
}
@Test
public void testFindTradestrategyDistinctByDateRange() {
try {
Tradestrategy tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
assertNotNull("1", tradestrategy);
_log.info("testTradingdaysSave IdTradeStrategy:" + tradestrategy.getIdTradeStrategy());
List<Tradestrategy> results = tradestrategyHome.findTradestrategyDistinctByDateRange(
tradestrategy.getTradingday().getOpen(), tradestrategy.getTradingday().getOpen());
for (Tradestrategy value : results) {
_log.info("BarSize: " + value.getBarSize() + " ChartDays: " + value.getChartDays() + " Strategy: "
+ value.getStrategy().getName());
}
assertNotNull("2", results);
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
@Test
public void testFindTradestrategyContractDistinctByDateRange() {
try {
Tradestrategy tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
assertNotNull("1", tradestrategy);
_log.info("testTradingdaysSave IdTradeStrategy:" + tradestrategy.getIdTradeStrategy());
List<Tradestrategy> results = tradestrategyHome.findTradestrategyContractDistinctByDateRange(
tradestrategy.getTradingday().getOpen(), tradestrategy.getTradingday().getOpen());
for (Tradestrategy value : results) {
_log.info("Contract: " + value.getContract().getSymbol());
}
assertNotNull("2", results);
} catch (Exception | AssertionError ex) {
String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
_log.error(msg);
fail(msg);
}
}
}