src_fm_fc_ms_ff stringlengths 43 86.8k | target stringlengths 20 276k |
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AccountService { public List<Account> list(long userId) { return accountRepository.findByUserId(userId); } @Autowired AccountService(AccountRepository accountRepository, UserRepository userRepository); List<Account> list(long userId); Account get(long id); Account create(long userId, String description, boolean onBudg... | @Test public void shouldListAccounts() { User bob = UserTestUtils.createBob(); Account checkings = AccountTestUtils.createCheckingsAccount(bob); Account savings = AccountTestUtils.createSavingsAccount(bob); when(accountRepositoryMock.findByUserId(bob.getId())).thenReturn(asList(checkings, savings)); List<Account> accou... |
AccountService { public Account get(long id) { return accountRepository.findOne(Example.of(new Account().setId(id))).orElse(null); } @Autowired AccountService(AccountRepository accountRepository, UserRepository userRepository); List<Account> list(long userId); Account get(long id); Account create(long userId, String d... | @Test public void shoudlGetAccount() { User bob = UserTestUtils.createBob(); Account checkings = AccountTestUtils.createCheckingsAccount(bob); when(accountRepositoryMock.findOne(isA(Example.class))).thenReturn(Optional.of(checkings)); Account accounts = testSubject.get(checkings.getId()); assertThat(accounts).isEqualTo... |
AccountService { public Account create(long userId, String description, boolean onBudget) { User user = userRepository.getOne(userId); Account account = new Account(description, onBudget, user); return accountRepository.saveAndFlush(account); } @Autowired AccountService(AccountRepository accountRepository, UserReposit... | @Test public void shouldCreateAnAccount() { User bob = UserTestUtils.createBob(); when(userRepositoryMock.getOne(bob.getId())).thenReturn(bob); when(accountRepositoryMock.saveAndFlush(isA(Account.class))).thenAnswer(invocation -> invocation.getArgument(0)); Account account = testSubject.create(bob.getId(), "Cash", true... |
AccountResourceValidator implements Validator { @Override public void validate(Object target, Errors errors) { ValidationUtils.rejectIfEmptyOrWhitespace(errors, "description", "description.empty"); ValidationUtils.rejectIfEmptyOrWhitespace(errors, "onBudget", "onBudget.empty"); } @Override boolean supports(Class<?> cl... | @Test public void descriptionShouldNotBeEmpty() { final AccountResource resource = new AccountResource("", true); final BeanPropertyBindingResult errors = createBindingResult(resource); testSubject.validate(resource, errors); assertThat(errors.getFieldError("description").getCode()).isEqualTo("description.empty"); }
@T... |
AccountController { @GetMapping("/{accountId}") public Resource<AccountResource> get(@PathVariable("userId") long userId, @PathVariable("accountId") long accountId) { Account account = accountService.get(accountId); final AccountResource accountResource = accountResourceAssembler.toResource(account); return new Resourc... | @Test public void shouldGetOneAccount() throws Exception { User bob = UserTestUtils.createBob(); Account savingsAccount = AccountTestUtils.createSavingsAccount(bob); when(accountServiceMock.get(savingsAccount.getId())).thenReturn(savingsAccount); final MockHttpServletRequestBuilder requestBuilder = get("/users/{userId}... |
AccountController { @PostMapping(consumes = MediaType.APPLICATION_JSON_VALUE) public ResponseEntity<AccountResource> create(@PathVariable("userId") long userId, @RequestBody @Valid AccountResource accountResource) { Account account = accountService.create(userId, accountResource.getDescription(), accountResource.getOnB... | @Test public void shouldCreateAccount() throws Exception { String description = "Cash"; boolean onBudget = true; long userId = 42L; AccountResource accountResource = new AccountResource(description, onBudget); when(accountServiceMock.create(anyLong(), anyString(), anyBoolean())).thenAnswer(invocation -> new Account(inv... |
AccountResourceAssembler extends ResourceAssemblerSupport<Account, AccountResource> { @Override public AccountResource toResource(Account entity) { final AccountResource accountResource = new AccountResource(entity.getDescription(), entity.isOnBudget()); accountResource.add(linkTo(methodOn(AccountController.class).get(... | @Test public void shouldCreateResource() { Account entity = AccountTestUtils.createCheckingsAccount(UserTestUtils.createBob()); AccountResource resource = testSubject.toResource(entity); assertThat(resource.getDescription()).isEqualTo(entity.getDescription()); assertThat(resource.getOnBudget()).isEqualTo(entity.isOnBud... |
CategorySpecifications { public Specification<Category> byUser(User user) { return (root, query, criteriaBuilder) -> criteriaBuilder.equal(root.get(Category_.masterCategory).get(MasterCategory_.user), user); } Specification<Category> byUser(User user); } | @Test public void byUser() { User user = userRepository.save(new User("Bob", "€")); MasterCategory mcMonthly = masterCategoryRepository.save(new MasterCategory().setName("Monthly").setUser(user)); MasterCategory mcSavings = masterCategoryRepository.save(new MasterCategory().setName("Savings").setUser(user)); categoryRe... |
UserService { public List<User> list() { return userRepository.findAll(); } @Autowired UserService(UserRepository userRepository, UserManagementProperties userManagementProperties); List<User> list(); User create(String name, String currency); User get(long id); String getTestProperty(); } | @Test public void shouldReturnAllUser() throws Exception { final List<User> bobAndJane = UserTestUtils.createBobAndJane(); when(userRepositoryMock.findAll()).thenReturn(bobAndJane); final List<User> list = testSubject.list(); assertThat(list).isEqualTo(bobAndJane); } |
UserService { public User get(long id) { return userRepository.findOne(Example.of(new User().setId(id))).orElse(null); } @Autowired UserService(UserRepository userRepository, UserManagementProperties userManagementProperties); List<User> list(); User create(String name, String currency); User get(long id); String getT... | @Test public void shouldFindOneUser() { final User bob = UserTestUtils.createBob(); when(userRepositoryMock.findOne(isA(Example.class))).thenReturn(Optional.of(bob)); final User user = testSubject.get(bob.getId()); assertThat(user).isEqualToComparingFieldByField(bob); } |
UserService { public String getTestProperty() { return userManagementProperties.getTestProperty(); } @Autowired UserService(UserRepository userRepository, UserManagementProperties userManagementProperties); List<User> list(); User create(String name, String currency); User get(long id); String getTestProperty(); } | @Test public void shouldReadTestProperty() { assertThat(testSubject.getTestProperty()).isEqualTo("mockedTestProperty"); } |
UserResourceAssembler extends ResourceAssembler<User, UserResource> { @Override protected UserResource createResource(User user) { return new UserResource(user.getName(), user.getCurrency()); } @Autowired UserResourceAssembler(List<ResourceLinks<User>> resourceLinks); } | @Test public void createResource() throws Exception { UserResource userResource = testSubject.createResource(new User(NAME, CURRENCY)); assertThat(userResource.getName()).isEqualTo(NAME); assertThat(userResource.getCurrency()).isEqualTo(CURRENCY); } |
UserResourceValidator implements Validator { @Override public void validate(Object target, Errors errors) { ValidationUtils.rejectIfEmptyOrWhitespace(errors, "name", "name.empty"); ValidationUtils.rejectIfEmptyOrWhitespace(errors, "currency", "currency.empty"); } @Override boolean supports(Class<?> clazz); @Override v... | @Test public void nameShouldNotBeEmpty() { final UserResource userResource = new UserResource("", "€"); final BeanPropertyBindingResult errors = createBindingResult(userResource); testSubject.validate(userResource, errors); assertThat(errors.getFieldError("name").getCode()).isEqualTo("name.empty"); }
@Test public void ... |
UserControllerUserLinks extends ResourceLinks<User> { @Override public Collection<Link> generateLinks(User entity) { Link self = linkTo(methodOn(UserController.class).get(entity.getId())).withSelfRel(); Link users = linkTo(methodOn(UserController.class).list()).withRel("users"); return Arrays.asList(self, users); } Use... | @Test public void generateLinks() { List<Link> links = new ArrayList<>(testSubject.generateLinks(createUser())); assertThat(links.size()).isEqualTo(2); assertThat(links.get(0).getRel()).isEqualTo("self"); assertThat(links.get(0).getHref()).isEqualTo("/users/1"); assertThat(links.get(1).getRel()).isEqualTo("users"); ass... |
UserController { @GetMapping("/{userId}") public Resource<UserResource> get(@PathVariable("userId") long userId) { User user = userService.get(userId); final UserResource userResource = userResourceAssembler.toResource(user); return new Resource<>(userResource); } @Autowired UserController(UserService userService, Use... | @Test public void shouldGetOneUser() throws Exception { when(userServiceMock.get(anyLong())).thenReturn(UserTestUtils.createBob()); final MockHttpServletRequestBuilder requestBuilder = get("/users/{id}", 1L).accept(MediaType.APPLICATION_JSON); final MvcResult mvcResult = mockMvc.perform(requestBuilder).andReturn(); fin... |
UserController { @PostMapping(consumes = MediaType.APPLICATION_JSON_VALUE) public ResponseEntity<UserResource> create(@RequestBody @Valid UserResource userResource) { User user = userService.create(userResource.getName(), userResource.getCurrency()); final UserResource createdUserResource = userResourceAssembler.toReso... | @Test public void shouldCreateUser() throws Exception { final String name = "Martha"; final String currency = "€"; final UserResource userResource = new UserResource(name, currency); when(userServiceMock.create(anyString(), anyString())).thenAnswer(invocation -> new User().setId(1L) .setName(invocation.getArgument(0)) ... |
Order implements Serializable { @Override public String toString() { return "Order{" + "type=" + type + ", index=" + index + ", price=" + pricePerAsset + ", amount=" + amount + '}'; } protected Order(int index, BarSeries series, OrderType type); protected Order(int index, BarSeries series, OrderType type, Num amount)... | @Test public void overrideToString() { assertEquals(opEquals1.toString(), opEquals2.toString()); assertNotEquals(opEquals1.toString(), opNotEquals1.toString()); assertNotEquals(opEquals1.toString(), opNotEquals2.toString()); } |
NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trade);... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(3), numOf(6))); assertFalse(criterion.betterThan(numOf(6), numOf(2))); } |
AverageProfitCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { Num bars = numberOfBars.calculate(series, tradingRecord); if (bars.isEqual(series.numOf(0))) { return series.numOf(1); } return totalProfit.calculate(series, tradingRecord).pow(seri... | @Test public void calculateOnlyWithGainTrades() { series = new MockBarSeries(numFunction, 100d, 105d, 110d, 100d, 95d, 105d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AnalysisCriterion averageProfit = getCriter... |
AverageProfitCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade tra... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(2.0), numOf(1.5))); assertFalse(criterion.betterThan(numOf(1.5), numOf(2.0))); } |
RewardRiskRatioCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return totalProfit.calculate(series, tradingRecord).dividedBy(maxDrawdown.calculate(series, tradingRecord)); } @Override Num calculate(BarSeries series, TradingRecord tradingReco... | @Test public void rewardRiskRatioCriterion() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 95, 100, 90, 95, 80, 120); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(4, series), Order.buyAt(5, series), Order.se... |
CrossedDownIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = cross.getValue(index); traceIsSatisfied(index, satisfied); return satisfied; } CrossedDownIndicatorRule(Indicator<Num> indicator, Number threshold); CrossedDownIndica... | @Test public void isSatisfied() { assertFalse(rule.isSatisfied(0)); assertFalse(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertTrue(rule.isSatisfied(3)); assertFalse(rule.isSatisfied(4)); assertTrue(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(6)); assertFalse(rule.isSatisfied(7)); } |
RewardRiskRatioCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override boolean betterThan(Num criterionValue1,... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(3.5), numOf(2.2))); assertFalse(criterion.betterThan(numOf(1.5), numOf(2.7))); } |
ExpectedShortfallCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { Returns returns = new Returns(series, tradingRecord, Returns.ReturnType.LOG); return calculateES(returns, confidence); } ExpectedShortfallCriterion(Double confidence); @Override... | @Test public void calculateOnlyWithGainTrades() { series = new MockBarSeries(numFunction, 100d, 105d, 106d, 107d, 108d, 115d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AnalysisCriterion varCriterion = getCriter... |
ExpectedShortfallCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } ExpectedShortfallCriterion(Double confidence); @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(-0.1), numOf(-0.2))); assertFalse(criterion.betterThan(numOf(-0.1), numOf(0.0))); } |
AverageProfitableTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, Trade trade) { return isProfitableTrade(series, trade) ? series.numOf(1) : series.numOf(0); } @Override Num calculate(BarSeries series, Trade trade); @Override Num calculate(BarSeries series, TradingRe... | @Test public void calculate() { BarSeries series = new MockBarSeries(numFunction, 100d, 95d, 102d, 105d, 97d, 113d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(3, series), Order.buyAt(4, series), Order.sellAt(5, series)); Ana... |
IsEqualRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = first.getValue(index).isEqual(second.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied; } IsEqualRule(Indicator<Num> indicator, Number value); IsEqualRule(Ind... | @Test public void isSatisfied() { assertTrue(rule.isSatisfied(0)); assertFalse(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertFalse(rule.isSatisfied(3)); } |
AverageProfitableTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, Trade trade); @Override Num calculate(BarSeries series, TradingRecord t... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(12), numOf(8))); assertFalse(criterion.betterThan(numOf(8), numOf(12))); } |
NumberOfBreakEvenTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isBreakEvenTrade(series, trade)).count(); return series.numOf(numbe... | @Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); assertNumEquals(0, getCriterion().calculate(series, new BaseTradingRecord())); }
@Test public void calculateWithTwoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 11... |
NumberOfBreakEvenTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Tr... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(3), numOf(6))); assertFalse(criterion.betterThan(numOf(7), numOf(4))); } |
ProfitLossPercentageCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(trade -> calculate(series, trade)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSe... | @Test public void calculateOnlyWithGainTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AnalysisCriterion profit = getCrite... |
ProfitLossPercentageCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Tr... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(50), numOf(45))); assertFalse(criterion.betterThan(numOf(45), numOf(50))); } |
IsHighestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { HighestValueIndicator highest = new HighestValueIndicator(ref, barCount); Num highestVal = highest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !highestV... | @Test public void isSatisfied() { assertTrue(rule.isSatisfied(0)); assertTrue(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertTrue(rule.isSatisfied(3)); assertFalse(rule.isSatisfied(4)); assertTrue(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(6)); assertFalse(rule.isSatisfied(7)); assertTrue(rule.is... |
TotalLossCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(trade -> calculate(series, trade)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series... | @Test public void calculateOnlyWithGainTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AnalysisCriterion profit = getCrite... |
TotalLossCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trade);... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(2.0), numOf(1.5))); assertFalse(criterion.betterThan(numOf(1.5), numOf(2.0))); } |
ValueAtRiskCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { Returns returns = new Returns(series, tradingRecord, Returns.ReturnType.LOG); return calculateVaR(returns, confidence); } ValueAtRiskCriterion(Double confidence); @Override Num calcul... | @Test public void calculateOnlyWithGainTrades() { series = new MockBarSeries(numFunction, 100d, 105d, 106d, 107d, 108d, 115d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AnalysisCriterion varCriterion = getCriter... |
ValueAtRiskCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } ValueAtRiskCriterion(Double confidence); @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(-0.1), numOf(-0.2))); assertFalse(criterion.betterThan(numOf(-0.1), numOf(0.0))); } |
InSlopeRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { DifferenceIndicator diff = new DifferenceIndicator(ref, prev); Num val = diff.getValue(index); boolean minSlopeSatisfied = minSlope.isNaN() || val.isGreaterThanOrEqual(minSlope); boolean maxSlopeSatisfied =... | @Test public void isSatisfied() { assertFalse(rulePositiveSlope.isSatisfied(0)); assertTrue(rulePositiveSlope.isSatisfied(1)); assertFalse(rulePositiveSlope.isSatisfied(2)); assertFalse(rulePositiveSlope.isSatisfied(9)); assertFalse(ruleNegativeSlope.isSatisfied(0)); assertFalse(ruleNegativeSlope.isSatisfied(1)); asser... |
NumberOfTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.numOf(tradingRecord.getTradeCount()); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trade... | @Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); AnalysisCriterion buyAndHold = getCriterion(); assertNumEquals(0, buyAndHold.calculate(series, new BaseTradingRecord())); }
@Test public void calculateWithTwoTrades() { MockBarSeries series = ... |
NumberOfTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trade... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(3), numOf(6))); assertFalse(criterion.betterThan(numOf(7), numOf(4))); } |
TotalProfitCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().map(trade -> calculateProfit(series, trade)).reduce(series.numOf(1), Num::multipliedBy); } @Override Num calculate(BarSeries series, Trading... | @Test public void calculateOnlyWithGainTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(2, series), Order.buyAt(3, series), Order.sellAt(5, series)); AnalysisCriterion profit = getCrite... |
TotalProfitCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trade... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(2.0), numOf(1.5))); assertFalse(criterion.betterThan(numOf(1.5), numOf(2.0))); } |
OverIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = first.getValue(index).isGreaterThan(second.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied; } OverIndicatorRule(Indicator<Num> indicator, Number thresh... | @Test public void isSatisfied() { assertTrue(rule.isSatisfied(0)); assertTrue(rule.isSatisfied(1)); assertTrue(rule.isSatisfied(2)); assertFalse(rule.isSatisfied(3)); assertFalse(rule.isSatisfied(4)); assertFalse(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(6)); assertTrue(rule.isSatisfied(7)); } |
LinearTransactionCostCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, Trade trade) { return getTradeCost(series, trade, series.numOf(initialAmount)); } LinearTransactionCostCriterion(double initialAmount, double a); LinearTransactionCostCriterion(double initialAmount, doub... | @Test public void externalData() throws Exception { BarSeries xlsSeries = xls.getSeries(); TradingRecord xlsTradingRecord = xls.getTradingRecord(); Num value; value = getCriterion(1000d, 0.005, 0.2).calculate(xlsSeries, xlsTradingRecord); assertNumEquals(xls.getFinalCriterionValue(1000d, 0.005, 0.2).doubleValue(), valu... |
LinearTransactionCostCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } LinearTransactionCostCriterion(double initialAmount, double a); LinearTransactionCostCriterion(double initialAmount, d... | @Test public void betterThan() { AnalysisCriterion criterion = new LinearTransactionCostCriterion(1000, 0.5); assertTrue(criterion.betterThan(numOf(3.1), numOf(4.2))); assertFalse(criterion.betterThan(numOf(2.1), numOf(1.9))); } |
MaximumDrawdownCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { CashFlow cashFlow = new CashFlow(series, tradingRecord); return calculateMaximumDrawdown(series, cashFlow); } @Override Num calculate(BarSeries series, TradingRecord tradingRecor... | @Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 1, 2, 3, 6, 5, 20, 3); AnalysisCriterion mdd = getCriterion(); assertNumEquals(0d, mdd.calculate(series, new BaseTradingRecord())); }
@Test public void calculateWithOnlyGains() { MockBarSeries series = new MockBarSeries(nu... |
WaitForRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Order lastOrder = tradingRecord.getLastOrder(orderType); if (lastOrder != null) { int currentNumberOfBars = index - lastOrder.getIndex(); satisfied = ... | @Test public void waitForSinceLastBuyRuleIsSatisfied() { rule = new WaitForRule(Order.OrderType.BUY, 3); assertFalse(rule.isSatisfied(0, null)); assertFalse(rule.isSatisfied(1, tradingRecord)); tradingRecord.enter(10); assertFalse(rule.isSatisfied(10, tradingRecord)); assertFalse(rule.isSatisfied(11, tradingRecord)); a... |
MaximumDrawdownCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trad... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(0.9), numOf(1.5))); assertFalse(criterion.betterThan(numOf(1.2), numOf(0.4))); } |
ProfitLossCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(trade -> calculate(series, trade)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries serie... | @Test public void calculateOnlyWithGainTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series, series.numOf(50)), Order.sellAt(2, series, series.numOf(50)), Order.buyAt(3, series, series.numOf(50)), Order.s... |
ProfitLossCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } @Override Num calculate(BarSeries series, TradingRecord tradingRecord); @Override Num calculate(BarSeries series, Trade trade)... | @Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(5000), numOf(4500))); assertFalse(criterion.betterThan(numOf(4500), numOf(5000))); } |
ZeroCostModel implements CostModel { public Num calculate(Trade trade) { return calculate(trade, 0); } ZeroCostModel(); Num calculate(Trade trade); Num calculate(Trade trade, int currentIndex); Num calculate(Num price, Num amount); boolean equals(CostModel otherModel); } | @Test public void calculatePerTrade() { ZeroCostModel model = new ZeroCostModel(); int holdingPeriod = 2; Order entry = Order.buyAt(0, DoubleNum.valueOf(100), DoubleNum.valueOf(1), model); Order exit = Order.sellAt(holdingPeriod, DoubleNum.valueOf(110), DoubleNum.valueOf(1), model); Trade trade = new Trade(entry, exit,... |
ZeroCostModel implements CostModel { public boolean equals(CostModel otherModel) { boolean equality = false; if (this.getClass().equals(otherModel.getClass())) { equality = true; } return equality; } ZeroCostModel(); Num calculate(Trade trade); Num calculate(Trade trade, int currentIndex); Num calculate(Num price, Num ... | @Test public void testEquality() { ZeroCostModel model = new ZeroCostModel(); CostModel modelSame = new ZeroCostModel(); CostModel modelOther = new LinearTransactionCostModel(0.1); boolean equality = model.equals(modelSame); boolean inequality = model.equals(modelOther); assertTrue(equality); assertFalse(inequality); } |
LinearBorrowingCostModel implements CostModel { public Num calculate(Num price, Num amount) { return price.numOf(0); } LinearBorrowingCostModel(double feePerPeriod); Num calculate(Num price, Num amount); Num calculate(Trade trade); Num calculate(Trade trade, int currentIndex); boolean equals(CostModel otherModel); } | @Test public void calculateZeroTest() { Num price = DoubleNum.valueOf(100); Num amount = DoubleNum.valueOf(2); Num cost = borrowingModel.calculate(price, amount); assertNumEquals(DoubleNum.valueOf(0), cost); }
@Test public void calculateBuyTrade() { int holdingPeriod = 2; Order entry = Order.buyAt(0, DoubleNum.valueOf(... |
LinearBorrowingCostModel implements CostModel { public boolean equals(CostModel otherModel) { boolean equality = false; if (this.getClass().equals(otherModel.getClass())) { equality = ((LinearBorrowingCostModel) otherModel).feePerPeriod == this.feePerPeriod; } return equality; } LinearBorrowingCostModel(double feePerPe... | @Test public void testEquality() { LinearBorrowingCostModel model = new LinearBorrowingCostModel(0.1); CostModel modelSameClass = new LinearBorrowingCostModel(0.2); CostModel modelSameFee = new LinearBorrowingCostModel(0.1); CostModel modelOther = new ZeroCostModel(); boolean equality = model.equals(modelSameFee); bool... |
LinearTransactionCostModel implements CostModel { public Num calculate(Trade trade, int currentIndex) { return this.calculate(trade); } LinearTransactionCostModel(double feePerTrade); Num calculate(Trade trade, int currentIndex); Num calculate(Trade trade); Num calculate(Num price, Num amount); boolean equals(CostModel... | @Test public void calculateSingleOrderCost() { Num price = DoubleNum.valueOf(100); Num amount = DoubleNum.valueOf(2); Num cost = transactionModel.calculate(price, amount); assertNumEquals(DoubleNum.valueOf(2), cost); }
@Test public void calculateBuyTrade() { int holdingPeriod = 2; Order entry = Order.buyAt(0, DoubleNum... |
LinearTransactionCostModel implements CostModel { public boolean equals(CostModel otherModel) { boolean equality = false; if (this.getClass().equals(otherModel.getClass())) { equality = ((LinearTransactionCostModel) otherModel).feePerTrade == this.feePerTrade; } return equality; } LinearTransactionCostModel(double feeP... | @Test public void testEquality() { LinearTransactionCostModel model = new LinearTransactionCostModel(0.1); CostModel modelSameClass = new LinearTransactionCostModel(0.2); CostModel modelSameFee = new LinearTransactionCostModel(0.1); CostModel modelOther = new ZeroCostModel(); boolean equality = model.equals(modelSameFe... |
OrRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = rule1.isSatisfied(index, tradingRecord) || rule2.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } OrRule(Rule rule1, Rule rule2); @Override boo... | @Test public void isSatisfied() { assertTrue(satisfiedRule.or(BooleanRule.FALSE).isSatisfied(0)); assertTrue(BooleanRule.FALSE.or(satisfiedRule).isSatisfied(0)); assertFalse(unsatisfiedRule.or(BooleanRule.FALSE).isSatisfied(0)); assertFalse(BooleanRule.FALSE.or(unsatisfiedRule).isSatisfied(0)); assertTrue(satisfiedRule... |
Trade implements Serializable { public boolean isOpened() { return (entry != null) && (exit == null); } Trade(); Trade(OrderType startingType); Trade(OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel); Trade(Order entry, Order exit); Trade(Order entry, Order exit, CostModel transact... | @Test public void whenNewShouldNotExit() { assertFalse(newTrade.isOpened()); } |
Trade implements Serializable { public Order operate(int index) { return operate(index, NaN, NaN); } Trade(); Trade(OrderType startingType); Trade(OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel); Trade(Order entry, Order exit); Trade(Order entry, Order exit, CostModel transaction... | @Test(expected = IllegalStateException.class) public void whenExitIndexIsLessThanEntryIndexShouldThrowException() { newTrade.operate(3); newTrade.operate(1); }
@Test public void testEqualsForEntryOrders() { Trade trLeft = newTrade; Trade trRightEquals = new Trade(); Trade trRightNotEquals = new Trade(); assertEquals(Or... |
Trade implements Serializable { @Override public String toString() { return "Entry: " + entry + " exit: " + exit; } Trade(); Trade(OrderType startingType); Trade(OrderType startingType, CostModel transactionCostModel, CostModel holdingCostModel); Trade(Order entry, Order exit); Trade(Order entry, Order exit, CostMo... | @Test public void overrideToString() { assertEquals(trEquals1.toString(), trEquals2.toString()); assertNotEquals(trEquals1.toString(), trNotEquals1.toString()); assertNotEquals(trEquals1.toString(), trNotEquals2.toString()); } |
PrecisionNum implements Num { private PrecisionNum(String val) { delegate = new BigDecimal(val); int precision = Math.max(delegate.precision(), DEFAULT_PRECISION); mathContext = new MathContext(precision, RoundingMode.HALF_UP); } private PrecisionNum(String val); private PrecisionNum(String val, int precision); priva... | @Test public void precisionNumTest() { init(); test(); } |
PrecisionNum implements Num { public static PrecisionNum valueOf(String val) { if (val.equalsIgnoreCase("NAN")) { throw new NumberFormatException(); } return new PrecisionNum(val); } private PrecisionNum(String val); private PrecisionNum(String val, int precision); private PrecisionNum(short val); private Precision... | @Test(expected = NumberFormatException.class) public void testValueOfForFloatNaNShouldThrowNumberFormatException() { PrecisionNum.valueOf(Float.NaN); }
@Test(expected = NumberFormatException.class) public void testValueOfForDoubleNaNShouldThrowNumberFormatException() { PrecisionNum.valueOf(Double.NaN); } |
BaseBarSeriesAggregator implements BarSeriesAggregator { @Override public BarSeries aggregate(BarSeries series, String aggregatedSeriesName) { final List<Bar> aggregatedBars = barAggregator.aggregate(series.getBarData()); return new BaseBarSeries(aggregatedSeriesName, aggregatedBars); } BaseBarSeriesAggregator(BarAggre... | @Test public void testAggregateWithNewName() { final List<Bar> bars = new LinkedList<>(); final ZonedDateTime time = ZonedDateTime.of(2019, 6, 12, 4, 1, 0, 0, ZoneId.systemDefault()); final Bar bar0 = new MockBar(time, 1d, 2d, 3d, 4d, 5d, 6d, 7, numFunction); final Bar bar1 = new MockBar(time.plusDays(1), 2d, 3d, 3d, 4... |
JustOnceRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { if (satisfied) { return false; } else if (rule == null) { satisfied = true; traceIsSatisfied(index, true); return true; } this.satisfied = this.rule.isSatisfied(index, tradingRecord); return this.satisfied... | @Test public void isSatisfied() { assertTrue(rule.isSatisfied(10)); assertFalse(rule.isSatisfied(11)); assertFalse(rule.isSatisfied(12)); assertFalse(rule.isSatisfied(13)); assertFalse(rule.isSatisfied(14)); }
@Test public void isSatisfiedInReverseOrder() { assertTrue(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(... |
DurationBarAggregator implements BarAggregator { @Override public List<Bar> aggregate(List<Bar> bars) { final List<Bar> aggregated = new ArrayList<>(); if (bars.isEmpty()) { return aggregated; } final Duration actualDur = bars.iterator().next().getTimePeriod(); final boolean isMultiplication = timePeriod.getSeconds() %... | @Test public void upscaledTo5DayBars() { final DurationBarAggregator barAggregator = new DurationBarAggregator(Duration.ofDays(5), true); final List<Bar> bars = barAggregator.aggregate(getOneDayBars()); assertEquals(3, bars.size()); final Bar bar1 = bars.get(0); final Num num1 = bar1.getOpenPrice(); TestUtils.assertNum... |
StrategyExecutionLogging { public static void main(String[] args) { loadLoggerConfiguration(); BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = CCICorrectionStrategy.buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); seriesManager.run(strategy); unloadLogge... | @Test public void test() { StrategyExecutionLogging.main(null); } |
RSI2Strategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println("Number of trades for t... | @Test public void test() { RSI2Strategy.main(null); } |
GlobalExtremaStrategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println("Number of tra... | @Test public void test() { GlobalExtremaStrategy.main(null); } |
CCICorrectionStrategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println("Number of tra... | @Test public void test() { CCICorrectionStrategy.main(null); } |
MovingMomentumStrategy { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); System.out.println("Number of tr... | @Test public void test() { MovingMomentumStrategy.main(null); } |
Quickstart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Num firstClosePrice = series.getBar(0).getClosePrice(); System.out.println("First close price: " + firstClosePrice.doubleValue()); ClosePriceIndicator closePrice = new ClosePriceIndicator(series); System.out.p... | @Test public void test() { Quickstart.main(null); } |
BuildBarSeries { @SuppressWarnings("unused") public static void main(String[] args) { BarSeries a = buildAndAddData(); System.out.println("a: " + a.getBar(0).getClosePrice().getName()); BaseBarSeriesBuilder.setDefaultFunction(DoubleNum::valueOf); a = buildAndAddData(); System.out.println("a: " + a.getBar(0).getClosePri... | @Test public void test() { BuildBarSeries.main(null); } |
IsRisingRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { if (minStrenght >= 1) { minStrenght = 0.99; } int count = 0; for (int i = Math.max(0, index - barCount + 1); i <= index; i++) { if (ref.getValue(i).isGreaterThan(ref.getValue(Math.max(0, i - 1)))) { count ... | @Test public void isSatisfied() { assertFalse(rule.isSatisfied(0)); assertFalse(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertTrue(rule.isSatisfied(3)); assertTrue(rule.isSatisfied(4)); assertTrue(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(6)); assertFalse(rule.isSatisfied(7)); assertFalse(rule.... |
WalkForward { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); List<BarSeries> subseries = splitSeries(series, Duration.ofHours(6), Duration.ofDays(7)); Map<Strategy, String> strategies = buildStrategiesMap(series); AnalysisCriterion profitCriterion = new TotalProfitCrit... | @Test public void test() { WalkForward.main(null); } |
CandlestickChart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); OHLCDataset ohlcDataset = createOHLCDataset(series); TimeSeriesCollection xyDataset = createAdditionalDataset(series); JFreeChart chart = ChartFactory.createCandlestickChart("Bitstamp BTC price", "Time",... | @Test public void test() { CandlestickChart.main(null); } |
IndicatorsToChart { public static void main(String[] args) { BarSeries series = CsvBarsLoader.loadAppleIncSeries(); ClosePriceIndicator closePrice = new ClosePriceIndicator(series); EMAIndicator avg14 = new EMAIndicator(closePrice, 14); StandardDeviationIndicator sd14 = new StandardDeviationIndicator(closePrice, 14); B... | @Test public void test() { IndicatorsToChart.main(null); } |
IndicatorsToCsv { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); ClosePriceIndicator closePrice = new ClosePriceIndicator(series); TypicalPriceIndicator typicalPrice = new TypicalPriceIndicator(series); PriceVariationIndicator priceVariation = new PriceVariationIndicat... | @Test public void test() { IndicatorsToCsv.main(null); } |
StrategyAnalysis { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = MovingMomentumStrategy.buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); TotalProfitCrit... | @Test public void test() { StrategyAnalysis.main(null); } |
TradeCost { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = buildShortSellingMomentumStrategy(series); double feePerTrade = 0.0005; double borrowingFee = 0.00001; CostModel transactionCostModel = new LinearTransactionCostModel(feePerTrade); CostModel... | @Test public void test() { TradeCost.main(null); } |
CashFlowToChart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = MovingMomentumStrategy.buildStrategy(series); BarSeriesManager seriesManager = new BarSeriesManager(series); TradingRecord tradingRecord = seriesManager.run(strategy); CashFlow cashFlo... | @Test public void test() { CashFlowToChart.main(null); } |
BuyAndSellSignalsToChart { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); Strategy strategy = MovingMomentumStrategy.buildStrategy(series); TimeSeriesCollection dataset = new TimeSeriesCollection(); dataset.addSeries(buildChartTimeSeries(series, new ClosePriceIndicator... | @Test public void test() { BuyAndSellSignalsToChart.main(null); } |
CompareNumTypes { public static void main(String args[]) { BaseBarSeriesBuilder barSeriesBuilder = new BaseBarSeriesBuilder(); BarSeries seriesD = barSeriesBuilder.withName("Sample Series Double ").withNumTypeOf(DoubleNum::valueOf) .build(); BarSeries seriesP = barSeriesBuilder.withName("Sample Series PrecisionNum 32")... | @Test public void test() { CompareNumTypes.main(null); } |
TradingBotOnMovingBarSeries { public static void main(String[] args) throws InterruptedException { System.out.println("********************** Initialization **********************"); BarSeries series = initMovingBarSeries(20); Strategy strategy = buildStrategy(series); TradingRecord tradingRecord = new BaseTradingRecor... | @Test public void test() throws InterruptedException { TradingBotOnMovingBarSeries.main(null); } |
CsvTradesLoader { public static void main(String[] args) { BarSeries series = CsvTradesLoader.loadBitstampSeries(); System.out.println("Series: " + series.getName() + " (" + series.getSeriesPeriodDescription() + ")"); System.out.println("Number of bars: " + series.getBarCount()); System.out.println("First bar: \n" + "\... | @Test public void test() { CsvTradesLoader.main(null); } |
CsvBarsLoader { public static void main(String[] args) { BarSeries series = CsvBarsLoader.loadAppleIncSeries(); System.out.println("Series: " + series.getName() + " (" + series.getSeriesPeriodDescription() + ")"); System.out.println("Number of bars: " + series.getBarCount()); System.out.println("First bar: \n" + "\tVol... | @Test public void test() { CsvBarsLoader.main(null); } |
TrailingStopLossRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Trade currentTrade = tradingRecord.getCurrentTrade(); if (currentTrade.isOpened()) { Num currentPrice = priceIndicator.getValue(index); int t... | @Test public void isSatisfiedForBuyForBarCount() { BaseTradingRecord tradingRecord = new BaseTradingRecord(OrderType.BUY); ClosePriceIndicator closePrice = new ClosePriceIndicator( new MockBarSeries(numFunction, 100, 110, 120, 130, 120, 117.00, 117.00, 130, 116.99)); TrailingStopLossRule rule = new TrailingStopLossRule... |
XorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = rule1.isSatisfied(index, tradingRecord) ^ rule2.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } XorRule(Rule rule1, Rule rule2); @Override bo... | @Test public void isSatisfied() { assertTrue(satisfiedRule.xor(BooleanRule.FALSE).isSatisfied(0)); assertTrue(BooleanRule.FALSE.xor(satisfiedRule).isSatisfied(0)); assertFalse(unsatisfiedRule.xor(BooleanRule.FALSE).isSatisfied(0)); assertFalse(BooleanRule.FALSE.xor(unsatisfiedRule).isSatisfied(0)); assertFalse(satisfie... |
IsFallingRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { if (minStrenght >= 1) { minStrenght = 0.99; } int count = 0; for (int i = Math.max(0, index - barCount + 1); i <= index; i++) { if (ref.getValue(i).isLessThan(ref.getValue(Math.max(0, i - 1)))) { count +=... | @Test public void isSatisfied() { assertFalse(rule.isSatisfied(0)); assertFalse(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertTrue(rule.isSatisfied(3)); assertTrue(rule.isSatisfied(4)); assertTrue(rule.isSatisfied(5)); assertTrue(rule.isSatisfied(6)); assertTrue(rule.isSatisfied(7)); assertFalse(rule.is... |
StopLossRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Trade currentTrade = tradingRecord.getCurrentTrade(); if (currentTrade.isOpened()) { Num entryPrice = currentTrade.getEntry().getNetPrice(); Num curr... | @Test public void isSatisfiedWorksForBuy() { final TradingRecord tradingRecord = new BaseTradingRecord(Order.OrderType.BUY); final Num tradedAmount = numOf(1); StopLossRule rule = new StopLossRule(closePrice, numOf(5)); assertFalse(rule.isSatisfied(0, null)); assertFalse(rule.isSatisfied(1, tradingRecord)); tradingReco... |
StopGainRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; if (tradingRecord != null) { Trade currentTrade = tradingRecord.getCurrentTrade(); if (currentTrade.isOpened()) { Num entryPrice = currentTrade.getEntry().getNetPrice(); Num curr... | @Test public void isSatisfiedWorksForBuy() { final TradingRecord tradingRecord = new BaseTradingRecord(Order.OrderType.BUY); final Num tradedAmount = numOf(1); StopGainRule rule = new StopGainRule(closePrice, numOf(30)); assertFalse(rule.isSatisfied(0, null)); assertFalse(rule.isSatisfied(1, tradingRecord)); tradingRec... |
CrossedUpIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = cross.getValue(index); traceIsSatisfied(index, satisfied); return satisfied; } CrossedUpIndicatorRule(Indicator<Num> indicator, Number threshold); CrossedUpIndicatorRul... | @Test public void isSatisfied() { assertFalse(rule.isSatisfied(0)); assertFalse(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertTrue(rule.isSatisfied(3)); assertFalse(rule.isSatisfied(4)); assertTrue(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(6)); assertFalse(rule.isSatisfied(7)); } |
AroonUpIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonUpIndicator(Indicator<Num> maxValueIndicator, int barCount); AroonUpIndicator(BarSeries series, int barCount); @Override String toString(); } | @Test public void onlyNaNValues() { BaseBarSeries series = new BaseBarSeries("NaN test"); for (long i = 0; i <= 1000; i++) { series.addBar(ZonedDateTime.now().plusDays(i), NaN, NaN, NaN, NaN, NaN); } AroonUpIndicator aroonUpIndicator = new AroonUpIndicator(series, 5); for (int i = series.getBeginIndex(); i <= series.ge... |
CachedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { BarSeries series = getBarSeries(); if (series == null) { return calculate(index); } final int removedBarsCount = series.getRemovedBarsCount(); final int maximumResultCount = series.getMaximumBarCount(); T result; if (index < removed... | @Test public void ifCacheWorks() { SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(series), 3); Num firstTime = sma.getValue(4); Num secondTime = sma.getValue(4); assertEquals(firstTime, secondTime); }
@Test public void getValueWithNullBarSeries() { ConstantIndicator<Num> constant = new ConstantIndicator<>(... |
UnderIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = first.getValue(index).isLessThan(second.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied; } UnderIndicatorRule(Indicator<Num> indicator, Number thresho... | @Test public void isSatisfied() { assertTrue(rule.isSatisfied(0)); assertFalse(rule.isSatisfied(1)); assertFalse(rule.isSatisfied(2)); assertFalse(rule.isSatisfied(3)); assertTrue(rule.isSatisfied(4)); assertFalse(rule.isSatisfied(5)); assertFalse(rule.isSatisfied(6)); assertFalse(rule.isSatisfied(7)); } |
PeriodicalGrowthRateIndicator extends CachedIndicator<Num> { public Num getTotalReturn() { Num totalProduct = one; int completeTimeFrames = (getBarSeries().getBarCount() / barCount); for (int i = 1; i <= completeTimeFrames; i++) { int index = i * barCount; Num currentReturn = getValue(index); if (currentReturn != NaN) ... | @Test public void testGetTotalReturn() { PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5); Num result = gri.getTotalReturn(); assertNumEquals(0.9564, result); } |
LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } LowestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); } | @Test public void onlyNaNValues() { BaseBarSeries series = new BaseBarSeries("NaN test"); for (long i = 0; i <= 10000; i++) { series.addBar(ZonedDateTime.now().plusDays(i), NaN, NaN, NaN, NaN, NaN); } LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 5); for (int i = series.ge... |
HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } HighestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); } | @Test public void onlyNaNValues() { BaseBarSeries series = new BaseBarSeries("NaN test"); for (long i = 0; i <= 10000; i++) { series.addBar(ZonedDateTime.now().plusDays(i), NaN, NaN, NaN, NaN, NaN); } HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(series), 5); for (int i = series... |
ConstantIndicator extends AbstractIndicator<T> { public ConstantIndicator(BarSeries series, T t) { super(series); this.value = t; } ConstantIndicator(BarSeries series, T t); @Override T getValue(int index); @Override String toString(); } | @Test public void constantIndicator() { assertNumEquals("30.33", constantIndicator.getValue(0)); assertNumEquals("30.33", constantIndicator.getValue(1)); assertNumEquals("30.33", constantIndicator.getValue(10)); assertNumEquals("30.33", constantIndicator.getValue(30)); } |
FixedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { return values.get(index); } @SafeVarargs FixedIndicator(BarSeries series, T... values); void addValue(T value); @Override T getValue(int index); } | @Test public void getValueOnFixedDecimalIndicator() { BarSeries series = new BaseBarSeries(); FixedDecimalIndicator fixedDecimalIndicator = new FixedDecimalIndicator(series, 13.37, 42, -17); assertNumEquals(13.37, fixedDecimalIndicator.getValue(0)); assertNumEquals(42, fixedDecimalIndicator.getValue(1)); assertNumEqual... |
InPipeRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = ref.getValue(index).isLessThanOrEqual(upper.getValue(index)) && ref.getValue(index).isGreaterThanOrEqual(lower.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied... | @Test public void isSatisfied() { assertTrue(rule.isSatisfied(0)); assertTrue(rule.isSatisfied(1)); assertTrue(rule.isSatisfied(2)); assertFalse(rule.isSatisfied(3)); assertFalse(rule.isSatisfied(4)); assertTrue(rule.isSatisfied(5)); assertTrue(rule.isSatisfied(6)); assertTrue(rule.isSatisfied(7)); assertFalse(rule.isS... |
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