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f5cd2d3 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 | package com.rods.backtestingstrategies.entity;
import jakarta.persistence.*;
import lombok.*;
import java.time.LocalDate;
@Entity
@Table(
name = "transactions",
indexes = {
@Index(name = "idx_tx_date", columnList = "date"),
@Index(name = "idx_tx_type", columnList = "type")
}
)
@Getter
@NoArgsConstructor(access = AccessLevel.PROTECTED) // JPA requirement
@AllArgsConstructor(access = AccessLevel.PRIVATE) // force factory usage
@ToString
@EqualsAndHashCode(of = {"date", "type", "price", "shares"})
public class Transaction {
@Id
@GeneratedValue(strategy = GenerationType.IDENTITY)
private Long id;
// Execution date
@Column(nullable = false)
private LocalDate date;
@Enumerated(EnumType.STRING)
@Column(nullable = false, length = 10)
private SignalType type; // BUY or SELL
// Execution price
@Column(nullable = false)
private double price;
// Number of shares traded
@Column(nullable = false)
private long shares;
// Cash remaining after execution
@Column(nullable = false)
private double cashAfter;
// Total equity after execution
@Column(nullable = false)
private double equityAfter;
/* ==========================
Factory Methods
========================== */
public static Transaction buy(
Candle candle,
double price,
long shares,
double cashAfter,
double equityAfter
) {
return new Transaction(
null,
candle.getDate(),
SignalType.BUY,
price,
shares,
cashAfter,
equityAfter
);
}
public static Transaction sell(
Candle candle,
double price,
long shares,
double cashAfter,
double equityAfter
) {
return new Transaction(
null,
candle.getDate(),
SignalType.SELL,
price,
shares,
cashAfter,
equityAfter
);
}
}
|