target stringlengths 20 113k | src_fm stringlengths 11 86.3k | src_fm_fc stringlengths 21 86.4k | src_fm_fc_co stringlengths 30 86.4k | src_fm_fc_ms stringlengths 42 86.8k | src_fm_fc_ms_ff stringlengths 43 86.8k |
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@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... | @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 currentPrice = closePrice.getValue(index... | 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... | 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... | 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... | 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 isSatisfiedWorksForSell() { final TradingRecord tradingRecord = new BaseTradingRecord(Order.OrderType.SELL); final Num tradedAmount = numOf(1); StopLossRule rule = new StopLossRule(closePrice, numOf(5)); assertFalse(rule.isSatisfied(0, null)); assertFalse(rule.isSatisfied(1, tradingRecord)); tradingRe... | @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 currentPrice = closePrice.getValue(index... | 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... | 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... | 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... | 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); StopGainRule rule = new StopGainRule(closePrice, numOf(30)); assertFalse(rule.isSatisfied(0, null)); assertFalse(rule.isSatisfied(1, tradingRecord)); tradingRec... | @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 currentPrice = closePrice.getValue(index... | 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... | 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... | 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... | 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 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)); } | @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = cross.getValue(index); traceIsSatisfied(index, satisfied); return satisfied; } | CrossedUpIndicatorRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = cross.getValue(index); traceIsSatisfied(index, satisfied); return satisfied; } } | 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... | 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... | 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 isSatisfiedWorksForSell() { final TradingRecord tradingRecord = new BaseTradingRecord(Order.OrderType.SELL); final Num tradedAmount = numOf(1); StopGainRule rule = new StopGainRule(closePrice, numOf(10)); assertFalse(rule.isSatisfied(0, null)); assertFalse(rule.isSatisfied(1, tradingRecord)); tradingR... | @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 currentPrice = closePrice.getValue(index... | 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... | 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... | 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... | 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 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... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | AroonUpIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | AroonUpIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonUpIndicator(Indicator<Num> maxValueIndicator, int barCount); AroonUpIndicator(BarSeries series, int barCount); } | 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(); } | 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 naNValuesInIntervall() { BaseBarSeries series = new BaseBarSeries("NaN test"); for (long i = 0; i <= 10; i++) { Num maxPrice = i % 2 == 0 ? series.numOf(i) : NaN; series.addBar(ZonedDateTime.now().plusDays(i), NaN, maxPrice, NaN, NaN, NaN); } AroonUpIndicator aroonUpIndicator = new AroonUpIndicator(se... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | AroonUpIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | AroonUpIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonUpIndicator(Indicator<Num> maxValueIndicator, int barCount); AroonUpIndicator(BarSeries series, int barCount); } | 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(); } | 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 ifCacheWorks() { SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(series), 3); Num firstTime = sma.getValue(4); Num secondTime = sma.getValue(4); assertEquals(firstTime, secondTime); } | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 getValueWithNullBarSeries() { ConstantIndicator<Num> constant = new ConstantIndicator<>( new BaseBarSeriesBuilder().withNumTypeOf(numFunction).build(), numFunction.apply(10)); assertEquals(numFunction.apply(10), constant.getValue(0)); assertEquals(numFunction.apply(10), constant.getValue(100)); assert... | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 getValueWithCacheLengthIncrease() { double[] data = new double[200]; Arrays.fill(data, 10); SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(new MockBarSeries(numFunction, data)), 100); assertNumEquals(10, sma.getValue(105)); } | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 getValueWithOldResultsRemoval() { double[] data = new double[20]; Arrays.fill(data, 1); BarSeries barSeries = new MockBarSeries(numFunction, data); SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(barSeries), 10); assertNumEquals(1, sma.getValue(5)); assertNumEquals(1, sma.getValue(10)); ba... | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 getValueOnResultsCalculatedFromRemovedBarsShouldReturnFirstRemainingResult() { BarSeries barSeries = new MockBarSeries(numFunction, 1, 1, 1, 1, 1); barSeries.setMaximumBarCount(3); assertEquals(2, barSeries.getRemovedBarsCount()); SMAIndicator sma = new SMAIndicator(new ClosePriceIndicator(barSeries),... | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 recursiveCachedIndicatorOnMovingBarSeriesShouldNotCauseStackOverflow() { series = new MockBarSeries(numFunction); series.setMaximumBarCount(5); assertEquals(5, series.getBarCount()); ZLEMAIndicator zlema = new ZLEMAIndicator(new ClosePriceIndicator(series), 1); try { assertNumEquals(4996, zlema.getVal... | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 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)); } | @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = first.getValue(index).isLessThan(second.getValue(index)); traceIsSatisfied(index, satisfied); return satisfied; } | 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 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... | 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... | 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 leaveLastBarUncached() { BarSeries barSeries = new MockBarSeries(numFunction); ClosePriceIndicator closePrice = new ClosePriceIndicator(barSeries); assertNumEquals(5000, closePrice.getValue(barSeries.getEndIndex())); barSeries.getLastBar().addTrade(numOf(10), numOf(5)); assertNumEquals(5, closePrice.g... | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 leaveBarsBeforeLastBarCached() { BarSeries barSeries = new MockBarSeries(numFunction); ClosePriceIndicator closePrice = new ClosePriceIndicator(barSeries); assertNumEquals(2, closePrice.getValue(1)); barSeries.getBar(1).addTrade(numOf(10), numOf(5)); assertNumEquals(2, closePrice.getValue(1)); } | @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 < removedBarsCount) { log.trace("{}: result from bar {} ... | 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... | 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... | 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... | 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 testGetTotalReturn() { PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5); Num result = gri.getTotalReturn(); assertNumEquals(0.9564, result); } | 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) { currentReturn = currentReturn.plus(one); totalProduct = tot... | 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) ... | 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) ... | 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) ... | 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 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... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } LowestValueIndicator(Indicator<Num> indicator, int barCount); } | LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } LowestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); } | 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 naNValuesInIntervall() { BaseBarSeries series = new BaseBarSeries("NaN test"); for (long i = 0; i <= 10; i++) { series.addBar(ZonedDateTime.now().plusDays(i), NaN, NaN, NaN, NaN, NaN); } LowestValueIndicator lowestValue = new LowestValueIndicator(new ClosePriceIndicator(series), 2); for (int i = serie... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } LowestValueIndicator(Indicator<Num> indicator, int barCount); } | LowestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } LowestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); } | 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); } HighestValueIndicator highestValue = new HighestValueIndicator(new ClosePriceIndicator(series), 5); for (int i = series... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } HighestValueIndicator(Indicator<Num> indicator, int barCount); } | HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } HighestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); } | 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 naNValuesInIntervall() { BaseBarSeries series = new BaseBarSeries("NaN test"); for (long i = 0; i <= 10; i++) { Num closePrice = i % 2 == 0 ? series.numOf(i) : NaN; series.addBar(ZonedDateTime.now().plusDays(i), NaN, NaN, NaN, closePrice, NaN); } HighestValueIndicator highestValue = new HighestValueIn... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } HighestValueIndicator(Indicator<Num> indicator, int barCount); } | HighestValueIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } HighestValueIndicator(Indicator<Num> indicator, int barCount); @Override String toString(); } | 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 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)); } | public ConstantIndicator(BarSeries series, T t) { super(series); this.value = t; } | ConstantIndicator extends AbstractIndicator<T> { public ConstantIndicator(BarSeries series, T t) { super(series); this.value = t; } } | ConstantIndicator extends AbstractIndicator<T> { public ConstantIndicator(BarSeries series, T t) { super(series); this.value = t; } ConstantIndicator(BarSeries series, T t); } | 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(); } | 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 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... | @Override public T getValue(int index) { return values.get(index); } | FixedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { return values.get(index); } } | FixedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { return values.get(index); } @SafeVarargs FixedIndicator(BarSeries series, T... values); } | 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); } | 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 getValueOnFixedBooleanIndicator() { BarSeries series = new BaseBarSeries(); FixedBooleanIndicator fixedBooleanIndicator = new FixedBooleanIndicator(series, false, false, true, false, true); Assert.assertFalse(fixedBooleanIndicator.getValue(0)); Assert.assertFalse(fixedBooleanIndicator.getValue(1)); As... | @Override public T getValue(int index) { return values.get(index); } | FixedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { return values.get(index); } } | FixedIndicator extends AbstractIndicator<T> { @Override public T getValue(int index) { return values.get(index); } @SafeVarargs FixedIndicator(BarSeries series, T... values); } | 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); } | 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 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... | @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; } | 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... | 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... | 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... | 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 calculate() { MockBarSeries series = new MockBarSeries(numFunction, 1d, 2d, 3d, 4d, 5d, 6d); Indicator<Num> close = new ClosePriceIndicator(series); Indicator<Num> wmaIndicator = new WMAIndicator(close, 3); assertNumEquals(1, wmaIndicator.getValue(0)); assertNumEquals(1.6667, wmaIndicator.getValue(1))... | @Override protected Num calculate(int index) { if (index == 0) { return indicator.getValue(0); } Num value = numOf(0); if (index - barCount < 0) { for (int i = index + 1; i > 0; i--) { value = value.plus(numOf(i).multipliedBy(indicator.getValue(i - 1))); } return value.dividedBy(numOf(((index + 1) * (index + 2)) / 2));... | WMAIndicator extends CachedIndicator<Num> { @Override protected Num calculate(int index) { if (index == 0) { return indicator.getValue(0); } Num value = numOf(0); if (index - barCount < 0) { for (int i = index + 1; i > 0; i--) { value = value.plus(numOf(i).multipliedBy(indicator.getValue(i - 1))); } return value.divide... | WMAIndicator extends CachedIndicator<Num> { @Override protected Num calculate(int index) { if (index == 0) { return indicator.getValue(0); } Num value = numOf(0); if (index - barCount < 0) { for (int i = index + 1; i > 0; i--) { value = value.plus(numOf(i).multipliedBy(indicator.getValue(i - 1))); } return value.divide... | WMAIndicator extends CachedIndicator<Num> { @Override protected Num calculate(int index) { if (index == 0) { return indicator.getValue(0); } Num value = numOf(0); if (index - barCount < 0) { for (int i = index + 1; i > 0; i--) { value = value.plus(numOf(i).multipliedBy(indicator.getValue(i - 1))); } return value.divide... | WMAIndicator extends CachedIndicator<Num> { @Override protected Num calculate(int index) { if (index == 0) { return indicator.getValue(0); } Num value = numOf(0); if (index - barCount < 0) { for (int i = index + 1; i > 0; i--) { value = value.plus(numOf(i).multipliedBy(indicator.getValue(i - 1))); } return value.divide... |
@Test public void onlyNaNValues() { BarSeries series = new BaseBarSeriesBuilder().withNumTypeOf(numFunction).withName("NaN test").build(); for (long i = 0; i <= 1000; i++) { series.addBar(ZonedDateTime.now().plusDays(i), NaN, NaN, NaN, NaN, NaN); } AroonDownIndicator aroonDownIndicator = new AroonDownIndicator(series, ... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); @Override String toString(); } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); @Override String toString(); } |
@Test public void naNValuesInIntervall() { BarSeries series = new BaseBarSeriesBuilder().withNumTypeOf(numFunction).withName("NaN test").build(); for (long i = 10; i >= 0; i--) { Num minPrice = i % 2 == 0 ? series.numOf(i) : NaN; series.addBar(ZonedDateTime.now().plusDays(10 - i), NaN, NaN, minPrice, NaN, NaN); } serie... | @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); @Override String toString(); } | AroonDownIndicator extends CachedIndicator<Num> { @Override public String toString() { return getClass().getSimpleName() + " barCount: " + barCount; } AroonDownIndicator(Indicator<Num> minValueIndicator, int barCount); AroonDownIndicator(BarSeries series, int barCount); @Override String toString(); } |
@Test public void bollingerBandsLowerUsingSMAAndStandardDeviation() { BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma); StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, barCount); BollingerBandsLowerIndicator bblSMA = new BollingerBandsLowerIndicator... | public Num getK() { return k; } | BollingerBandsLowerIndicator extends CachedIndicator<Num> { public Num getK() { return k; } } | BollingerBandsLowerIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator); BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator, Num k); } | BollingerBandsLowerIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator); BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator, Num k); Num getK(); @Override String toString(... | BollingerBandsLowerIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator); BollingerBandsLowerIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> indicator, Num k); Num getK(); @Override String toString(... |
@Test public void bollingerBandsUpperUsingSMAAndStandardDeviation() { BollingerBandsMiddleIndicator bbmSMA = new BollingerBandsMiddleIndicator(sma); StandardDeviationIndicator standardDeviation = new StandardDeviationIndicator(closePrice, barCount); BollingerBandsUpperIndicator bbuSMA = new BollingerBandsUpperIndicator... | public Num getK() { return k; } | BollingerBandsUpperIndicator extends CachedIndicator<Num> { public Num getK() { return k; } } | BollingerBandsUpperIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation); BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation, Num k); } | BollingerBandsUpperIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation); BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation, Num k); Num getK(); @Override String toString(... | BollingerBandsUpperIndicator extends CachedIndicator<Num> { public Num getK() { return k; } BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation); BollingerBandsUpperIndicator(BollingerBandsMiddleIndicator bbm, Indicator<Num> deviation, Num k); Num getK(); @Override String toString(... |
@Test public void keltnerChannelUpperIndicatorTest() { KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14); KeltnerChannelUpperIndicator ku = new KeltnerChannelUpperIndicator(km, 2, 14); assertNumEquals(11971.9132, ku.getValue(13)); assertNumEquals(12002.3402, ku.getV... | public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator = new ATRIndicator(keltnerMiddleIndicator.getBarSeries(), b... | KeltnerChannelUpperIndicator extends CachedIndicator<Num> { public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... | KeltnerChannelUpperIndicator extends CachedIndicator<Num> { public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... | KeltnerChannelUpperIndicator extends CachedIndicator<Num> { public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... | KeltnerChannelUpperIndicator extends CachedIndicator<Num> { public KeltnerChannelUpperIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... |
@Test public void keltnerChannelLowerIndicatorTest() { KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14); KeltnerChannelLowerIndicator kl = new KeltnerChannelLowerIndicator(km, 2, 14); assertNumEquals(11556.5468, kl.getValue(13)); assertNumEquals(11583.7971, kl.getV... | public KeltnerChannelLowerIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator = new ATRIndicator(keltnerMiddleIndicator.getBarSeries(), b... | KeltnerChannelLowerIndicator extends CachedIndicator<Num> { public KeltnerChannelLowerIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... | KeltnerChannelLowerIndicator extends CachedIndicator<Num> { public KeltnerChannelLowerIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... | KeltnerChannelLowerIndicator extends CachedIndicator<Num> { public KeltnerChannelLowerIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... | KeltnerChannelLowerIndicator extends CachedIndicator<Num> { public KeltnerChannelLowerIndicator(KeltnerChannelMiddleIndicator keltnerMiddleIndicator, double ratio, int barCountATR) { super(keltnerMiddleIndicator); this.ratio = numOf(ratio); this.keltnerMiddleIndicator = keltnerMiddleIndicator; averageTrueRangeIndicator... |
@Test public void keltnerChannelMiddleIndicatorTest() { KeltnerChannelMiddleIndicator km = new KeltnerChannelMiddleIndicator(new ClosePriceIndicator(data), 14); assertNumEquals(11764.23, km.getValue(13)); assertNumEquals(11793.0687, km.getValue(14)); assertNumEquals(11817.6182, km.getValue(15)); assertNumEquals(11839.9... | public KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA) { this(new TypicalPriceIndicator(series), barCountEMA); } | KeltnerChannelMiddleIndicator extends CachedIndicator<Num> { public KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA) { this(new TypicalPriceIndicator(series), barCountEMA); } } | KeltnerChannelMiddleIndicator extends CachedIndicator<Num> { public KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA) { this(new TypicalPriceIndicator(series), barCountEMA); } KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA); KeltnerChannelMiddleIndicator(Indicator<Num> indicator, int ba... | KeltnerChannelMiddleIndicator extends CachedIndicator<Num> { public KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA) { this(new TypicalPriceIndicator(series), barCountEMA); } KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA); KeltnerChannelMiddleIndicator(Indicator<Num> indicator, int ba... | KeltnerChannelMiddleIndicator extends CachedIndicator<Num> { public KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA) { this(new TypicalPriceIndicator(series), barCountEMA); } KeltnerChannelMiddleIndicator(BarSeries series, int barCountEMA); KeltnerChannelMiddleIndicator(Indicator<Num> indicator, int ba... |
@Test public void runOnSeries() { List<Trade> trades = manager.run(strategy).getTrades(); assertEquals(2, trades.size()); assertEquals(Order.buyAt(2, seriesForRun.getBar(2).getClosePrice(), numOf(1)), trades.get(0).getEntry()); assertEquals(Order.sellAt(4, seriesForRun.getBar(4).getClosePrice(), numOf(1)), trades.get(0... | public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... |
@Test public void runWithOpenEntryBuyLeft() { Strategy aStrategy = new BaseStrategy(new FixedRule(1), new FixedRule(3)); List<Trade> trades = manager.run(aStrategy, 0, 3).getTrades(); assertEquals(1, trades.size()); assertEquals(Order.buyAt(1, seriesForRun.getBar(1).getClosePrice(), numOf(1)), trades.get(0).getEntry())... | public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... |
@Test public void isSatisfied() { FixedRule fixedRule = new FixedRule(); assertFalse(fixedRule.isSatisfied(0)); assertFalse(fixedRule.isSatisfied(1)); assertFalse(fixedRule.isSatisfied(2)); assertFalse(fixedRule.isSatisfied(9)); fixedRule = new FixedRule(1, 2, 3); assertFalse(fixedRule.isSatisfied(0)); assertTrue(fixed... | @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; for (int idx : indexes) { if (idx == index) { satisfied = true; break; } } traceIsSatisfied(index, satisfied); return satisfied; } | FixedRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; for (int idx : indexes) { if (idx == index) { satisfied = true; break; } } traceIsSatisfied(index, satisfied); return satisfied; } } | FixedRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; for (int idx : indexes) { if (idx == index) { satisfied = true; break; } } traceIsSatisfied(index, satisfied); return satisfied; } FixedRule(int... indexes); } | FixedRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; for (int idx : indexes) { if (idx == index) { satisfied = true; break; } } traceIsSatisfied(index, satisfied); return satisfied; } FixedRule(int... indexes); @Override boolean isSat... | FixedRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { boolean satisfied = false; for (int idx : indexes) { if (idx == index) { satisfied = true; break; } } traceIsSatisfied(index, satisfied); return satisfied; } FixedRule(int... indexes); @Override boolean isSat... |
@Test public void runWithOpenEntrySellLeft() { Strategy aStrategy = new BaseStrategy(new FixedRule(1), new FixedRule(3)); List<Trade> trades = manager.run(aStrategy, OrderType.SELL, 0, 3).getTrades(); assertEquals(1, trades.size()); assertEquals(Order.sellAt(1, seriesForRun.getBar(1).getClosePrice(), numOf(1)), trades.... | public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... |
@Test public void runBetweenIndexes() { List<Trade> trades = manager.run(strategy, 0, 3).getTrades(); assertEquals(1, trades.size()); assertEquals(Order.buyAt(2, seriesForRun.getBar(2).getClosePrice(), numOf(1)), trades.get(0).getEntry()); assertEquals(Order.sellAt(4, seriesForRun.getBar(4).getClosePrice(), numOf(1)), ... | public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); } | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... | BarSeriesManager { public TradingRecord run(Strategy strategy) { return run(strategy, OrderType.BUY); } BarSeriesManager(); BarSeriesManager(BarSeries barSeries); BarSeriesManager(BarSeries barSeries, CostModel transactionCostModel, CostModel holdingCostModel); void setBarSeries(BarSeries barSeries); BarSeries getBar... |
@Test public void returnSize() { for (Returns.ReturnType type : Returns.ReturnType.values()) { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 2d, 3d, 4d, 5d); Returns returns = new Returns(sampleBarSeries, new BaseTradingRecord(), type); assertEquals(4, returns.getSize()); } } | public int getSize() { return barSeries.getBarCount() - 1; } | Returns implements Indicator<Num> { public int getSize() { return barSeries.getBarCount() - 1; } } | Returns implements Indicator<Num> { public int getSize() { return barSeries.getBarCount() - 1; } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); } | Returns implements Indicator<Num> { public int getSize() { return barSeries.getBarCount() - 1; } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSeries getBarSe... | Returns implements Indicator<Num> { public int getSize() { return barSeries.getBarCount() - 1; } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSeries getBarSe... |
@Test public void singleReturnTradeArith() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 2d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(1, sampleBarSeries)); Returns return1 = new Returns(sampleBarSeries, tradingRecord, Returns.ReturnType.ARITHM... | @Override public Num getValue(int index) { return values.get(index); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... |
@Test public void returnsWithSellAndBuyOrders() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 2, 1, 3, 5, 6, 3, 20); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(1, sampleBarSeries), Order.buyAt(3, sampleBarSeries), Order.sellAt(4, sampleBarSeries), Or... | @Override public Num getValue(int index) { return values.get(index); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... |
@Test public void returnsWithGaps() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 2d, 3d, 4d, 5d, 6d, 7d, 8d, 9d, 10d, 11d, 12d); TradingRecord tradingRecord = new BaseTradingRecord(Order.sellAt(2, sampleBarSeries), Order.buyAt(5, sampleBarSeries), Order.buyAt(8, sampleBarSeries), Order.sellAt(10, sa... | @Override public Num getValue(int index) { return values.get(index); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... |
@Test public void returnsWithNoTrades() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 3d, 2d, 5d, 4d, 7d, 6d, 7d, 8d, 5d, 6d); Returns returns = new Returns(sampleBarSeries, new BaseTradingRecord(), Returns.ReturnType.LOG); assertNumEquals(NaN.NaN, returns.getValue(0)); assertNumEquals(0, returns.getValu... | @Override public Num getValue(int index) { return values.get(index); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); } | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... | Returns implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } Returns(BarSeries barSeries, Trade trade, ReturnType type); Returns(BarSeries barSeries, TradingRecord tradingRecord, ReturnType type); List<Num> getValues(); @Override Num getValue(int index); @Override BarSerie... |
@Test public void cashFlowSize() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 2d, 3d, 4d, 5d); CashFlow cashFlow = new CashFlow(sampleBarSeries, new BaseTradingRecord()); assertEquals(5, cashFlow.getSize()); } | public int getSize() { return barSeries.getBarCount(); } | CashFlow implements Indicator<Num> { public int getSize() { return barSeries.getBarCount(); } } | CashFlow implements Indicator<Num> { public int getSize() { return barSeries.getBarCount(); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { public int getSize() { return barSeries.getBarCount(); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int index); @Override... | CashFlow implements Indicator<Num> { public int getSize() { return barSeries.getBarCount(); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int index); @Override... |
@Test public void cashFlowBuyWithOnlyOneTrade() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 2d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(1, sampleBarSeries)); CashFlow cashFlow = new CashFlow(sampleBarSeries, tradingRecord); assertNumEquals(... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void cashFlowWithSellAndBuyOrders() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 2, 1, 3, 5, 6, 3, 20); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(1, sampleBarSeries), Order.buyAt(3, sampleBarSeries), Order.sellAt(4, sampleBarSeries), O... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@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)); assertFalse(rule.i... | @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { LowestValueIndicator lowest = new LowestValueIndicator(ref, barCount); Num lowestVal = lowest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !lowestVal.isNaN() && refVal.equals(lowestVal); tra... | IsLowestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { LowestValueIndicator lowest = new LowestValueIndicator(ref, barCount); Num lowestVal = lowest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !lowestVal.isNa... | IsLowestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { LowestValueIndicator lowest = new LowestValueIndicator(ref, barCount); Num lowestVal = lowest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !lowestVal.isNa... | IsLowestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { LowestValueIndicator lowest = new LowestValueIndicator(ref, barCount); Num lowestVal = lowest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !lowestVal.isNa... | IsLowestRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { LowestValueIndicator lowest = new LowestValueIndicator(ref, barCount); Num lowestVal = lowest.getValue(index); Num refVal = ref.getValue(index); final boolean satisfied = !refVal.isNaN() && !lowestVal.isNa... |
@Test public void cashFlowSell() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1, 2, 4, 8, 16, 32); TradingRecord tradingRecord = new BaseTradingRecord(Order.sellAt(2, sampleBarSeries), Order.buyAt(3, sampleBarSeries)); CashFlow cashFlow = new CashFlow(sampleBarSeries, tradingRecord); assertNumEquals(1, ... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void cashFlowShortSell() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1, 2, 4, 8, 16, 32); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(2, sampleBarSeries), Order.sellAt(2, sampleBarSeries), Order.buyAt(4, sampleBarSeries), Order.buyAt(4,... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void cashFlowValueWithOnlyOneTradeAndAGapBefore() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 1d, 2d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(1, sampleBarSeries), Order.sellAt(2, sampleBarSeries)); CashFlow cashFlow = new CashFlow(sampleBarSeries, tradingRecord... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void cashFlowValueWithTwoTradesAndLongTimeWithoutOrders() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 1d, 2d, 4d, 8d, 16d, 32d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(1, sampleBarSeries), Order.sellAt(2, sampleBarSeries), Order.buyAt(4, sampleBarSeries), Order.sel... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void cashFlowValue() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 3d, 2d, 5d, 1000d, 5000d, 0.0001d, 4d, 7d, 6d, 7d, 8d, 5d, 6d); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(2, sampleBarSeries), Order.buyAt(6, sampleBarSeries), Order.sel... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void cashFlowValueWithNoTrades() { BarSeries sampleBarSeries = new MockBarSeries(numFunction, 3d, 2d, 5d, 4d, 7d, 6d, 7d, 8d, 5d, 6d); CashFlow cashFlow = new CashFlow(sampleBarSeries, new BaseTradingRecord()); assertNumEquals(1, cashFlow.getValue(4)); assertNumEquals(1, cashFlow.getValue(7)); assertNumEqu... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void reallyLongCashFlow() { int size = 1000000; BarSeries sampleBarSeries = new MockBarSeries(Collections.nCopies(size, new MockBar(10, numFunction))); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, sampleBarSeries), Order.sellAt(size - 1, sampleBarSeries)); CashFlow cashFlow = new Cash... | @Override public Num getValue(int index) { return values.get(index); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); } | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... | CashFlow implements Indicator<Num> { @Override public Num getValue(int index) { return values.get(index); } CashFlow(BarSeries barSeries, Trade trade); CashFlow(BarSeries barSeries, TradingRecord tradingRecord); CashFlow(BarSeries barSeries, TradingRecord tradingRecord, int finalIndex); @Override Num getValue(int ind... |
@Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); assertNumEquals(0, getCriterion().calculate(series, new BaseTradingRecord())); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLosingTrades); } | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... |
@Test public void calculateWithTwoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(1, series), Order.sellAt(3, series), Order.buyAt(3, series), Order.sellAt(4, series)); assertNumEquals(2, getCriterion().calcul... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLosingTrades); } | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... |
@Test public void calculateWithOneTrade() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); Trade trade = new Trade(Order.buyAt(1, series), Order.sellAt(3, series)); assertNumEquals(1, getCriterion().calculate(series, trade)); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLosingTrades); } | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isLosingTrade(series, trade)).count(); return series.numOf(numberOfLos... |
@Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(3), numOf(6))); assertFalse(criterion.betterThan(numOf(7), numOf(4))); } | @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } } | NumberOfLosingTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } } | NumberOfLosingTradesCriterion 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... | NumberOfLosingTradesCriterion 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... |
@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 buyAndHold = getC... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRecord).dividedBy(criterion.calculate(series, fakeRecord)); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... |
@Test public void calculateOnlyWithLossTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 70); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(5, series)); AnalysisCriterion buyAndHold = getCrit... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRecord).dividedBy(criterion.calculate(series, fakeRecord)); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... |
@Test public void calculateWithOnlyOneTrade() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 70); Trade trade = new Trade(Order.buyAt(0, series), Order.sellAt(1, series)); AnalysisCriterion buyAndHold = getCriterion(new TotalProfitCriterion()); assertNumEquals((100d / 70) / (100d / 95), b... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRecord).dividedBy(criterion.calculate(series, fakeRecord)); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... |
@Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 70); AnalysisCriterion buyAndHold = getCriterion(new TotalProfitCriterion()); assertNumEquals(1 / 0.7, buyAndHold.calculate(series, new BaseTradingRecord())); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRecord).dividedBy(criterion.calculate(series, fakeRecord)); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... |
@Test public void calculateWithAverageProfit() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 130); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, NaN, NaN), Order.sellAt(1, NaN, NaN), Order.buyAt(2, NaN, NaN), Order.sellAt(5, NaN, NaN)); AnalysisCriterion buyAndHold =... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRecord).dividedBy(criterion.calculate(series, fakeRecord)); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... |
@Test public void calculateWithNumberOfBars() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 130); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(5, series)); AnalysisCriterion buyAndHold = getCrite... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRecord).dividedBy(criterion.calculate(series, fakeRecord)); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { TradingRecord fakeRecord = new BaseTradingRecord(); fakeRecord.enter(series.getBeginIndex()); fakeRecord.exit(series.getEndIndex()); return criterion.calculate(series, tradingRec... |
@Test public void betterThan() { AnalysisCriterion criterion = getCriterion(new TotalProfitCriterion()); assertTrue(criterion.betterThan(numOf(2.0), numOf(1.5))); assertFalse(criterion.betterThan(numOf(1.5), numOf(2.0))); } | @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } VersusBuyAndHoldCriterion(AnalysisCriterion criterion); } | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } VersusBuyAndHoldCriterion(AnalysisCriterion criterion); @Override Num calculate(BarSeries series, TradingRecord tradingRe... | VersusBuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } VersusBuyAndHoldCriterion(AnalysisCriterion criterion); @Override Num calculate(BarSeries series, TradingRecord tradingRe... |
@Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); assertNumEquals(0, getCriterion().calculate(series, new BaseTradingRecord())); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfLosingTrades); } | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... |
@Test public void calculateWithTwoTrades() { 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)); assertNumEquals(2, getCriterion().calcul... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfLosingTrades); } | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... |
@Test public void isSatisfied() { assertFalse(satisfiedRule.negation().isSatisfied(0)); assertTrue(unsatisfiedRule.negation().isSatisfied(0)); assertFalse(satisfiedRule.negation().isSatisfied(10)); assertTrue(unsatisfiedRule.negation().isSatisfied(10)); } | @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = !ruleToNegate.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } | NotRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = !ruleToNegate.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } } | NotRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = !ruleToNegate.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } NotRule(Rule ruleToNegate); } | NotRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = !ruleToNegate.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } NotRule(Rule ruleToNegate); @Override boolean isSatisfied(int index, TradingRec... | NotRule extends AbstractRule { @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = !ruleToNegate.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } NotRule(Rule ruleToNegate); @Override boolean isSatisfied(int index, TradingRec... |
@Test public void calculateWithOneTrade() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); Trade trade = new Trade(Order.buyAt(0, series), Order.sellAt(2, series)); assertNumEquals(1, getCriterion().calculate(series, trade)); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfLosingTrades); } | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { long numberOfLosingTrades = tradingRecord.getTrades().stream().filter(Trade::isClosed) .filter(trade -> isWinningTrade(series, trade)).count(); return series.numOf(numberOfL... |
@Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(3), numOf(6))); assertFalse(criterion.betterThan(numOf(7), numOf(4))); } | @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } } | NumberOfWinningTradesCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isLessThan(criterionValue2); } } | NumberOfWinningTradesCriterion 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, Trad... | NumberOfWinningTradesCriterion 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, Trad... |
@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 buyAndHold = getC... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... |
@Test public void calculateOnlyWithLossTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 70); TradingRecord tradingRecord = new BaseTradingRecord(Order.buyAt(0, series), Order.sellAt(1, series), Order.buyAt(2, series), Order.sellAt(5, series)); AnalysisCriterion buyAndHold = getCrit... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... |
@Test public void calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 70); AnalysisCriterion buyAndHold = getCriterion(); assertNumEquals(0.7, buyAndHold.calculate(series, new BaseTradingRecord())); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... |
@Test public void calculateWithOneTrade() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105); Trade trade = new Trade(Order.buyAt(0, series), Order.sellAt(1, series)); AnalysisCriterion buyAndHold = getCriterion(); assertNumEquals(105d / 100, buyAndHold.calculate(series, trade)); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return series.getBar(series.getEndIndex()).getClosePrice() .dividedBy(series.getBar(series.getBeginIndex()).getClosePrice()); } @Override Num calculate(BarSeries series, TradingRecord... |
@Test public void betterThan() { AnalysisCriterion criterion = getCriterion(); assertTrue(criterion.betterThan(numOf(1.3), numOf(1.1))); assertFalse(criterion.betterThan(numOf(0.6), numOf(0.9))); } | @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } } | BuyAndHoldCriterion extends AbstractAnalysisCriterion { @Override public boolean betterThan(Num criterionValue1, Num criterionValue2) { return criterionValue1.isGreaterThan(criterionValue2); } } | BuyAndHoldCriterion 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)... | BuyAndHoldCriterion 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 calculateWithNoTrades() { MockBarSeries series = new MockBarSeries(numFunction, 100, 105, 110, 100, 95, 105); AnalysisCriterion numberOfBars = getCriterion(); assertNumEquals(0, numberOfBars.calculate(series, new BaseTradingRecord())); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series, Tra... | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series, Tra... |
@Test public void calculateWithTwoTrades() { 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 numberOfBars = getCrit... | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series, Tra... | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series, Tra... |
@Test public void calculateWithOneTrade() { MockBarSeries series = new MockBarSeries(numFunction, 100, 95, 100, 80, 85, 70); Trade t = new Trade(Order.buyAt(2, series), Order.sellAt(5, series)); AnalysisCriterion numberOfBars = getCriterion(); assertNumEquals(4, numberOfBars.calculate(series, t)); } | @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } } | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series, Tra... | NumberOfBarsCriterion extends AbstractAnalysisCriterion { @Override public Num calculate(BarSeries series, TradingRecord tradingRecord) { return tradingRecord.getTrades().stream().filter(Trade::isClosed).map(t -> calculate(series, t)) .reduce(series.numOf(0), Num::plus); } @Override Num calculate(BarSeries series, Tra... |
@Test public void isSatisfied() { assertFalse(satisfiedRule.and(BooleanRule.FALSE).isSatisfied(0)); assertFalse(BooleanRule.FALSE.and(satisfiedRule).isSatisfied(0)); assertFalse(unsatisfiedRule.and(BooleanRule.FALSE).isSatisfied(0)); assertFalse(BooleanRule.FALSE.and(unsatisfiedRule).isSatisfied(0)); assertTrue(satisfi... | @Override public boolean isSatisfied(int index, TradingRecord tradingRecord) { final boolean satisfied = rule1.isSatisfied(index, tradingRecord) && rule2.isSatisfied(index, tradingRecord); traceIsSatisfied(index, satisfied); return satisfied; } | AndRule 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; } } | AndRule 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; } AndRule(Rule rule1, Rule rule2); } | AndRule 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; } AndRule(Rule rule1, Rule rule2); @Override b... | AndRule 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; } AndRule(Rule rule1, Rule rule2); @Override b... |
@Test public void testAlias() { assertEquals("service1", testee.getAlias()); } | @Override public final String getAlias() { try { String pathPrefix = null; for (Annotation classAnnotation : this.getClass().getAnnotations()) { if (classAnnotation instanceof ServicePath) { pathPrefix = ((ServicePath) classAnnotation).value(); break; } } if (pathPrefix == null) { throw new Exception("ServicePath annot... | RESTService extends Service { @Override public final String getAlias() { try { String pathPrefix = null; for (Annotation classAnnotation : this.getClass().getAnnotations()) { if (classAnnotation instanceof ServicePath) { pathPrefix = ((ServicePath) classAnnotation).value(); break; } } if (pathPrefix == null) { throw ne... | RESTService extends Service { @Override public final String getAlias() { try { String pathPrefix = null; for (Annotation classAnnotation : this.getClass().getAnnotations()) { if (classAnnotation instanceof ServicePath) { pathPrefix = ((ServicePath) classAnnotation).value(); break; } } if (pathPrefix == null) { throw ne... | RESTService extends Service { @Override public final String getAlias() { try { String pathPrefix = null; for (Annotation classAnnotation : this.getClass().getAnnotations()) { if (classAnnotation instanceof ServicePath) { pathPrefix = ((ServicePath) classAnnotation).value(); break; } } if (pathPrefix == null) { throw ne... | RESTService extends Service { @Override public final String getAlias() { try { String pathPrefix = null; for (Annotation classAnnotation : this.getClass().getAnnotations()) { if (classAnnotation instanceof ServicePath) { pathPrefix = ((ServicePath) classAnnotation).value(); break; } } if (pathPrefix == null) { throw ne... |
@Test public void testStartupAgents() { try { LocalNode testee = new LocalNodeManager().newNode(); UserAgentImpl adam = MockAgentFactory.getAdam(); adam.unlock("adamspass"); testee.storeAgent(adam); testee.launch(); UserAgentImpl abel = MockAgentFactory.getAbel(); try { testee.storeAgent(abel); fail("AgentLockedExcepti... | public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... |
@Test public void testSimpleInvocation() { try { String serviceClass = "i5.las2peer.api.TestService"; LocalNode testee = new LocalNodeManager().launchNode(); UserAgentImpl eve = MockAgentFactory.getEve(); eve.unlock("evespass"); testee.storeAgent(eve); ServiceAgentImpl testService = testee.startService(ServiceNameVersi... | public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... |
@Test public void testUserRegistry() { try { UserAgentImpl a = UserAgentImpl.createUserAgent("a"); UserAgentImpl b = UserAgentImpl.createUserAgent("b"); a.unlock("a"); b.unlock("b"); a.setLoginName("alpha"); b.setLoginName("beta"); LocalNode testee = new LocalNodeManager().launchNode(); testee.storeAgent(a); testee.sto... | public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... |
@Test public void testUserRegDistribution() { try { LocalNodeManager manager = new LocalNodeManager(); LocalNode testee1 = manager.launchNode(); for (int i = 0; i < 11; i++) { UserAgentImpl a = UserAgentImpl.createUserAgent("pass" + i); a.unlock("pass" + i); a.setLoginName("login_" + i); testee1.storeAgent(a); } LocalN... | public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... |
@Test public void testStoreAnonymousAgent() { try { LocalNode testNode = new LocalNodeManager().launchNode(); AnonymousAgentImpl anonymous = AnonymousAgentImpl.getInstance(); testNode.storeAgent(anonymous); Assert.fail("Exception expected"); } catch (AgentException e) { } catch (Exception e) { e.printStackTrace(); Asse... | public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); } | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... | LocalNode extends Node { public void storeAgent(Agent agent) throws AgentException { storeAgent((AgentImpl) agent); } LocalNode(LocalNodeManager localNodeManager); LocalNode(LocalNodeManager localNodeManager, ClassManager classManager); @Override Long getNodeId(); @Override void shutDown(); @Override void registerRece... |
@Test public void testIntegration() throws CryptoException, InternalSecurityException, AgentAlreadyRegisteredException, AgentException, AliasNotFoundException, AgentAccessDeniedException { LocalNode node = new LocalNodeManager().launchNode(); node.startService(ServiceNameVersion.fromString("i5.las2peer.api.TestService@... | public AliasResolveResponse resolvePathToServiceName(String path) throws AliasNotFoundException { List<String> split = splitPath(path); int level = 0; String currentKey = null; while (level < split.size() && level < MAX_PATH_LEVEL) { if (currentKey == null) { currentKey = split.get(level); } else { currentKey += SEPERA... | ServiceAliasManager { public AliasResolveResponse resolvePathToServiceName(String path) throws AliasNotFoundException { List<String> split = splitPath(path); int level = 0; String currentKey = null; while (level < split.size() && level < MAX_PATH_LEVEL) { if (currentKey == null) { currentKey = split.get(level); } else ... | ServiceAliasManager { public AliasResolveResponse resolvePathToServiceName(String path) throws AliasNotFoundException { List<String> split = splitPath(path); int level = 0; String currentKey = null; while (level < split.size() && level < MAX_PATH_LEVEL) { if (currentKey == null) { currentKey = split.get(level); } else ... | ServiceAliasManager { public AliasResolveResponse resolvePathToServiceName(String path) throws AliasNotFoundException { List<String> split = splitPath(path); int level = 0; String currentKey = null; while (level < split.size() && level < MAX_PATH_LEVEL) { if (currentKey == null) { currentKey = split.get(level); } else ... | ServiceAliasManager { public AliasResolveResponse resolvePathToServiceName(String path) throws AliasNotFoundException { List<String> split = splitPath(path); int level = 0; String currentKey = null; while (level < split.size() && level < MAX_PATH_LEVEL) { if (currentKey == null) { currentKey = split.get(level); } else ... |
@Test public void testIntegration() { try { ServiceNameVersion serviceNameVersion = ServiceNameVersion .fromString("i5.las2peer.testServices.testPackage2.UsingService@1.0"); LocalNode serviceNode = new LocalNodeManager().newNode("export/jars/"); serviceNode.launch(); ServiceAgentImpl serviceAgent = serviceNode.startSer... | public ServiceInstance getServiceAgentInstance(ServiceNameVersion service, boolean exact, boolean localOnly, AgentImpl acting) throws AgentNotRegisteredException { ServiceInstance local = null, global = null; if (exact) { synchronized (localServices) { if (localServices.containsKey(service.getName()) && localServices.g... | NodeServiceCache { public ServiceInstance getServiceAgentInstance(ServiceNameVersion service, boolean exact, boolean localOnly, AgentImpl acting) throws AgentNotRegisteredException { ServiceInstance local = null, global = null; if (exact) { synchronized (localServices) { if (localServices.containsKey(service.getName())... | NodeServiceCache { public ServiceInstance getServiceAgentInstance(ServiceNameVersion service, boolean exact, boolean localOnly, AgentImpl acting) throws AgentNotRegisteredException { ServiceInstance local = null, global = null; if (exact) { synchronized (localServices) { if (localServices.containsKey(service.getName())... | NodeServiceCache { public ServiceInstance getServiceAgentInstance(ServiceNameVersion service, boolean exact, boolean localOnly, AgentImpl acting) throws AgentNotRegisteredException { ServiceInstance local = null, global = null; if (exact) { synchronized (localServices) { if (localServices.containsKey(service.getName())... | NodeServiceCache { public ServiceInstance getServiceAgentInstance(ServiceNameVersion service, boolean exact, boolean localOnly, AgentImpl acting) throws AgentNotRegisteredException { ServiceInstance local = null, global = null; if (exact) { synchronized (localServices) { if (localServices.containsKey(service.getName())... |
@Test public void testSimpleContent() { try { String data = "some data to test"; MessageEnvelope testee = new MessageEnvelope(null, data); byte[] serialized = SerializeTools.serialize(testee); MessageEnvelope andBack = (MessageEnvelope) SerializeTools.deserialize(serialized); assertEquals(data, andBack.getContent()); }... | public String getContent() { return content; } | MessageEnvelope implements Message { public String getContent() { return content; } } | MessageEnvelope implements Message { public String getContent() { return content; } MessageEnvelope(NodeHandle sendingNode, String content); MessageEnvelope(NodeHandle sendingNode, i5.las2peer.communication.Message content); } | MessageEnvelope implements Message { public String getContent() { return content; } MessageEnvelope(NodeHandle sendingNode, String content); MessageEnvelope(NodeHandle sendingNode, i5.las2peer.communication.Message content); NodeHandle getSendingNode(); String getContent(); i5.las2peer.communication.Message getContain... | MessageEnvelope implements Message { public String getContent() { return content; } MessageEnvelope(NodeHandle sendingNode, String content); MessageEnvelope(NodeHandle sendingNode, i5.las2peer.communication.Message content); NodeHandle getSendingNode(); String getContent(); i5.las2peer.communication.Message getContain... |
@Test public void testNodeRestart() { PastryNodeImpl testNode = null; try { testNode = TestSuite.launchNetwork(1).get(0); testNode.shutDown(); testNode.launch(); testNode.shutDown(); } catch (Exception e) { e.printStackTrace(); Assert.fail(e.toString()); } finally { testNode.shutDown(); System.out.println("Node stopped... | @Override public synchronized void shutDown() { this.setStatus(NodeStatus.CLOSING); super.shutDown(); if (threadpool != null) { threadpool.shutdownNow(); } if (pastryNode != null) { pastryNode.destroy(); pastryNode = null; } if (pastryEnvironment != null) { pastryEnvironment.destroy(); pastryEnvironment = null; } this.... | PastryNodeImpl extends Node { @Override public synchronized void shutDown() { this.setStatus(NodeStatus.CLOSING); super.shutDown(); if (threadpool != null) { threadpool.shutdownNow(); } if (pastryNode != null) { pastryNode.destroy(); pastryNode = null; } if (pastryEnvironment != null) { pastryEnvironment.destroy(); pas... | PastryNodeImpl extends Node { @Override public synchronized void shutDown() { this.setStatus(NodeStatus.CLOSING); super.shutDown(); if (threadpool != null) { threadpool.shutdownNow(); } if (pastryNode != null) { pastryNode.destroy(); pastryNode = null; } if (pastryEnvironment != null) { pastryEnvironment.destroy(); pas... | PastryNodeImpl extends Node { @Override public synchronized void shutDown() { this.setStatus(NodeStatus.CLOSING); super.shutDown(); if (threadpool != null) { threadpool.shutdownNow(); } if (pastryNode != null) { pastryNode.destroy(); pastryNode = null; } if (pastryEnvironment != null) { pastryEnvironment.destroy(); pas... | PastryNodeImpl extends Node { @Override public synchronized void shutDown() { this.setStatus(NodeStatus.CLOSING); super.shutDown(); if (threadpool != null) { threadpool.shutdownNow(); } if (pastryNode != null) { pastryNode.destroy(); pastryNode = null; } if (pastryEnvironment != null) { pastryEnvironment.destroy(); pas... |
@Test public void test() throws IllegalArgumentException, IOException { LoadedLibrary lib = LoadedJarLibrary .createFromJar("export/jars/i5.las2peer.classLoaders.testPackage2-1.0.jar"); ServiceClassLoader testee = new ServiceClassLoader(lib, null, new DefaultPolicy()); assertEquals("i5.las2peer.classLoaders.testPackage... | public LoadedLibrary getLibrary() { return library; } | ServiceClassLoader extends ClassLoader { public LoadedLibrary getLibrary() { return library; } } | ServiceClassLoader extends ClassLoader { public LoadedLibrary getLibrary() { return library; } ServiceClassLoader(LoadedLibrary lib, ClassLoader parent, ClassLoaderPolicy policy); } | ServiceClassLoader extends ClassLoader { public LoadedLibrary getLibrary() { return library; } ServiceClassLoader(LoadedLibrary lib, ClassLoader parent, ClassLoaderPolicy policy); LoadedLibrary getLibrary(); @Override URL getResource(String resourceName); } | ServiceClassLoader extends ClassLoader { public LoadedLibrary getLibrary() { return library; } ServiceClassLoader(LoadedLibrary lib, ClassLoader parent, ClassLoaderPolicy policy); LoadedLibrary getLibrary(); @Override URL getResource(String resourceName); } |
@Test public void testHandle() throws URISyntaxException { RESTResponse response = invoke(testee, "GET", "hello", ""); assertEquals(200, response.getHttpCode()); assertEquals("Hello World!", new String(response.getBody())); } | public final RESTResponse handle(URI baseUri, URI requestUri, String method, byte[] body, Map<String, List<String>> headers) { final ResponseWriter responseWriter = new ResponseWriter(); final ContainerRequest requestContext = new ContainerRequest(baseUri, requestUri, method, getSecurityContext(), new MapPropertiesDele... | RESTService extends Service { public final RESTResponse handle(URI baseUri, URI requestUri, String method, byte[] body, Map<String, List<String>> headers) { final ResponseWriter responseWriter = new ResponseWriter(); final ContainerRequest requestContext = new ContainerRequest(baseUri, requestUri, method, getSecurityCo... | RESTService extends Service { public final RESTResponse handle(URI baseUri, URI requestUri, String method, byte[] body, Map<String, List<String>> headers) { final ResponseWriter responseWriter = new ResponseWriter(); final ContainerRequest requestContext = new ContainerRequest(baseUri, requestUri, method, getSecurityCo... | RESTService extends Service { public final RESTResponse handle(URI baseUri, URI requestUri, String method, byte[] body, Map<String, List<String>> headers) { final ResponseWriter responseWriter = new ResponseWriter(); final ContainerRequest requestContext = new ContainerRequest(baseUri, requestUri, method, getSecurityCo... | RESTService extends Service { public final RESTResponse handle(URI baseUri, URI requestUri, String method, byte[] body, Map<String, List<String>> headers) { final ResponseWriter responseWriter = new ResponseWriter(); final ContainerRequest requestContext = new ContainerRequest(baseUri, requestUri, method, getSecurityCo... |
@Test public void testClassLoading() throws IllegalArgumentException, IOException, ClassNotFoundException, SecurityException, NoSuchMethodException, IllegalAccessException, InvocationTargetException { LoadedLibrary lib = LoadedJarLibrary .createFromJar("export/jars/i5.las2peer.classLoaders.testPackage1-1.0.jar"); Servi... | @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadClass(name); } else { c = getSystemClassLoad... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... |
@Test public void testResources() throws IllegalArgumentException, IOException { LoadedLibrary lib = LoadedJarLibrary .createFromJar("export/jars/i5.las2peer.classLoaders.testPackage1-1.0.jar"); ServiceClassLoader testee = new ServiceClassLoader(lib, null, new DefaultPolicy()); Properties properties = new Properties();... | URL getResource(String resourceName, boolean lookUp) { Logger.logGetResource(this, resourceName, null, lookUp); URL res; try { res = library.getResourceAsUrl(resourceName); } catch (ResourceNotFoundException e) { if (lookUp && parent != null) { URL result = parent.getResource(resourceName); if (result != null) { return... | ServiceClassLoader extends ClassLoader { URL getResource(String resourceName, boolean lookUp) { Logger.logGetResource(this, resourceName, null, lookUp); URL res; try { res = library.getResourceAsUrl(resourceName); } catch (ResourceNotFoundException e) { if (lookUp && parent != null) { URL result = parent.getResource(re... | ServiceClassLoader extends ClassLoader { URL getResource(String resourceName, boolean lookUp) { Logger.logGetResource(this, resourceName, null, lookUp); URL res; try { res = library.getResourceAsUrl(resourceName); } catch (ResourceNotFoundException e) { if (lookUp && parent != null) { URL result = parent.getResource(re... | ServiceClassLoader extends ClassLoader { URL getResource(String resourceName, boolean lookUp) { Logger.logGetResource(this, resourceName, null, lookUp); URL res; try { res = library.getResourceAsUrl(resourceName); } catch (ResourceNotFoundException e) { if (lookUp && parent != null) { URL result = parent.getResource(re... | ServiceClassLoader extends ClassLoader { URL getResource(String resourceName, boolean lookUp) { Logger.logGetResource(this, resourceName, null, lookUp); URL res; try { res = library.getResourceAsUrl(resourceName); } catch (ResourceNotFoundException e) { if (lookUp && parent != null) { URL result = parent.getResource(re... |
@Test public void testLoaderBehaviour() throws ClassNotFoundException, IllegalArgumentException, IOException { LoadedLibrary lib = LoadedJarLibrary .createFromJar("export/jars/i5.las2peer.classLoaders.testPackage1-1.0.jar"); ServiceClassLoader testee1 = new ServiceClassLoader(lib, null, new DefaultPolicy()); ServiceCla... | @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadClass(name); } else { c = getSystemClassLoad... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... |
@Test public void testPackages() throws IllegalArgumentException, IOException, ClassNotFoundException { LoadedLibrary lib = LoadedJarLibrary .createFromJar("export/jars/i5.las2peer.classLoaders.testPackage1-1.0.jar"); ServiceClassLoader testee = new ServiceClassLoader(lib, null, new DefaultPolicy()); Class<?> cl = test... | @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadClass(name); } else { c = getSystemClassLoad... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... |
@Test public void testPolicy() throws IllegalArgumentException, IOException, ClassNotFoundException, NoSuchMethodException, SecurityException, IllegalAccessException, InvocationTargetException { LoadedLibrary lib = LoadedJarLibrary .createFromJar("export/jars/i5.las2peer.classLoaders.evilService-1.0.jar"); ServiceClass... | @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadClass(name); } else { c = getSystemClassLoad... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... | ServiceClassLoader extends ClassLoader { @Override protected synchronized Class<?> loadClass(String name, boolean resolve) throws ClassNotFoundException { Logger.logLoading(this, name, null); Class<?> c = findLoadedClass(name); if (c == null && this.policy.canLoad(name)) { try { if (parent != null) { c = parent.loadCla... |
@Test public void testPackageName() { assertEquals("my.package", ClassManager.getPackageName("my.package.Class")); try { ClassManager.getPackageName("teststring"); fail("IllegalArgumentException should have been thrown"); } catch (IllegalArgumentException e) { } } | public static final String getPackageName(String className) { if (className.indexOf('.') < 0) { throw new IllegalArgumentException("this class is not contained in a package!"); } return className.substring(0, className.lastIndexOf('.')); } | ClassManager { public static final String getPackageName(String className) { if (className.indexOf('.') < 0) { throw new IllegalArgumentException("this class is not contained in a package!"); } return className.substring(0, className.lastIndexOf('.')); } } | ClassManager { public static final String getPackageName(String className) { if (className.indexOf('.') < 0) { throw new IllegalArgumentException("this class is not contained in a package!"); } return className.substring(0, className.lastIndexOf('.')); } ClassManager(Repository repository, ClassLoader platformLoader, C... | ClassManager { public static final String getPackageName(String className) { if (className.indexOf('.') < 0) { throw new IllegalArgumentException("this class is not contained in a package!"); } return className.substring(0, className.lastIndexOf('.')); } ClassManager(Repository repository, ClassLoader platformLoader, C... | ClassManager { public static final String getPackageName(String className) { if (className.indexOf('.') < 0) { throw new IllegalArgumentException("this class is not contained in a package!"); } return className.substring(0, className.lastIndexOf('.')); } ClassManager(Repository repository, ClassLoader platformLoader, C... |
@Test public void testServiceClassLoading() throws ClassLoaderException, SecurityException, NoSuchMethodException, IllegalArgumentException, IllegalAccessException, InvocationTargetException { ClassManager testee = new ClassManager(new FileSystemRepository("export/jars/"), ClassLoader.getSystemClassLoader(), new Defaul... | public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library found for " + ser... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... |
@Test public void testMultipleServiceClassLoading() throws ClassLoaderException, SecurityException, NoSuchMethodException, IllegalArgumentException, IllegalAccessException, InvocationTargetException { ClassManager testee = new ClassManager(new FileSystemRepository("export/jars/"), ClassLoader.getSystemClassLoader(), ne... | public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library found for " + ser... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... | ClassManager { public Class<?> getServiceClass(ServiceNameVersion service) throws ClassLoaderException { ServiceClassLoader cl = registeredLoaders.get(service); if (cl == null) { try { registerService(service); cl = registeredLoaders.get(service); } catch (LibraryNotFoundException e) { System.err.println("No library fo... |
@Test public void test() { ClassLoaderPolicy policy = new TestPolicy(); assertFalse(policy.canLoad("notallowed")); assertTrue(policy.canLoad("package")); assertTrue(policy.canLoad("package.sub")); assertFalse(policy.canLoad("package2")); assertTrue(policy.canLoad("package2.sub")); assertTrue(policy.canLoad("package3.su... | public boolean canLoad(String className) { if (deniedPaths.contains("")) { return false; } String[] split = className.split("\\."); String current = ""; for (String part : split) { current += (current.equals("")) ? part : ("." + part); if (deniedPaths.contains(current)) { return false; } } if (allowedPaths.contains("")... | ClassLoaderPolicy { public boolean canLoad(String className) { if (deniedPaths.contains("")) { return false; } String[] split = className.split("\\."); String current = ""; for (String part : split) { current += (current.equals("")) ? part : ("." + part); if (deniedPaths.contains(current)) { return false; } } if (allow... | ClassLoaderPolicy { public boolean canLoad(String className) { if (deniedPaths.contains("")) { return false; } String[] split = className.split("\\."); String current = ""; for (String part : split) { current += (current.equals("")) ? part : ("." + part); if (deniedPaths.contains(current)) { return false; } } if (allow... | ClassLoaderPolicy { public boolean canLoad(String className) { if (deniedPaths.contains("")) { return false; } String[] split = className.split("\\."); String current = ""; for (String part : split) { current += (current.equals("")) ? part : ("." + part); if (deniedPaths.contains(current)) { return false; } } if (allow... | ClassLoaderPolicy { public boolean canLoad(String className) { if (deniedPaths.contains("")) { return false; } String[] split = className.split("\\."); String current = ""; for (String part : split) { current += (current.equals("")) ? part : ("." + part); if (deniedPaths.contains(current)) { return false; } } if (allow... |
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