CandleTest.java

/* ===========================================================
 * 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 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.AspectHome;
import org.trade.core.util.TradingCalendar;
import org.trade.dictionary.valuetype.BarSize;
import org.trade.strategy.data.StrategyData;
import org.trade.strategy.data.base.RegularTimePeriod;
import org.trade.strategy.data.candle.CandleItem;
import org.trade.strategy.data.candle.CandlePeriod;
import org.trade.ui.TradeAppLoadConfig;

/**
 * Some tests for the {@link DataUtilities} class.
 * 
 * @author Simon Allen
 * @version $Revision: 1.0 $
 */
public class CandleTest {

	private final static Logger _log = LoggerFactory.getLogger(CandleTest.class);
	@Rule
	public TestName name = new TestName();

	private String symbol = "TEST";
	private Tradestrategy tradestrategy = 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();
		this.tradestrategy = TradestrategyTest.getTestTradestrategy(symbol);
		assertNotNull("1", this.tradestrategy);
	}

	/**
	 * 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 testAddCandle() {

		try {

			AspectHome aspectHome = new AspectHome();

			RegularTimePeriod period = new CandlePeriod(
					TradingCalendar.getTradingDayStart(TradingCalendar.getDateTimeNowMarketTimeZone()), 300);

			Candle transientInstance = new Candle(this.tradestrategy.getContract(), this.tradestrategy.getTradingday(),
					period, period.getStart());
			transientInstance.setHigh(new BigDecimal(20.33));
			transientInstance.setLow(new BigDecimal(20.11));
			transientInstance.setOpen(new BigDecimal(20.23));
			transientInstance.setClose(new BigDecimal(20.28));
			transientInstance.setVolume(1500L);
			transientInstance.setVwap(new BigDecimal(20.1));
			transientInstance.setTradeCount(10);

			transientInstance = aspectHome.persist(transientInstance);
			assertNotNull("1", transientInstance.getIdCandle());
			_log.info("testAddCandle IdCandle: " + transientInstance.getIdCandle());

		} catch (Exception | AssertionError ex) {
			String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
			_log.error(msg);
			fail(msg);
		}
	}

	@Test
	public void testAddCandleSeries() {

		try {

			TradestrategyHome tradestrategyHome = new TradestrategyHome();
			CandleHome candleHome = new CandleHome();
			for (Tradestrategy tradestrategy : tradestrategyHome.findAll()) {
				tradestrategy = tradestrategyHome.findById(tradestrategy.getIdTradeStrategy());
				tradestrategy.setStrategyData(StrategyData.create(tradestrategy));
				ZonedDateTime prevTradingday = TradingCalendar.addTradingDays(tradestrategy.getTradingday().getOpen(),
						(-1 * (tradestrategy.getChartDays() - 1)));
				StrategyData.doDummyData(tradestrategy.getStrategyData().getBaseCandleSeries(),
						Tradingday.newInstance(prevTradingday), 2, BarSize.FIVE_MIN, true, 0);
				assertFalse("1", tradestrategy.getStrategyData().getBaseCandleSeries().isEmpty());
				candleHome.persistCandleSeries(tradestrategy.getStrategyData().getBaseCandleSeries());

				_log.info("testAddCandle IdTradeStrategy: " + tradestrategy.getIdTradeStrategy());
				assertNotNull("2", ((CandleItem) tradestrategy.getStrategyData().getBaseCandleSeries().getDataItem(0))
						.getCandle().getIdCandle());

			}

		} catch (Exception | AssertionError ex) {
			String msg = "Error running " + name.getMethodName() + " msg: " + ex.getMessage();
			_log.error(msg);
			fail(msg);
		}
	}
}