testrunnerview.java

EclipseTrader is a stock exchange analysis system, featuring shares pricing watch, intraday and hi

/*
 * Copyright (c) 2004-2007 Marco Maccaferri and others.
 * All rights reserved. This program and the accompanying materials
 * are made available under the terms of the Eclipse Public License v1.0
 * which accompanies this distribution, and is available at
 * http://www.eclipse.org/legal/epl-v10.html
 *
 * Contributors:
 *     Marco Maccaferri - initial API and implementation
 */

package net.sourceforge.eclipsetrader.trading.views;

import java.text.NumberFormat;
import java.text.SimpleDateFormat;
import java.util.Date;

import net.sourceforge.eclipsetrader.core.CorePlugin;
import net.sourceforge.eclipsetrader.core.db.Account;
import net.sourceforge.eclipsetrader.core.db.Bar;
import net.sourceforge.eclipsetrader.core.db.DefaultAccount;
import net.sourceforge.eclipsetrader.core.db.History;
import net.sourceforge.eclipsetrader.core.db.Security;
import net.sourceforge.eclipsetrader.core.db.Transaction;
import net.sourceforge.eclipsetrader.core.db.feed.Quote;
import net.sourceforge.eclipsetrader.core.db.trading.TradingSystem;
import net.sourceforge.eclipsetrader.trading.TradingPlugin;
import net.sourceforge.eclipsetrader.trading.TradingSystemPlugin;
import net.sourceforge.eclipsetrader.trading.internal.TestProgressBar;

import org.eclipse.core.runtime.IProgressMonitor;
import org.eclipse.core.runtime.IStatus;
import org.eclipse.core.runtime.Status;
import org.eclipse.core.runtime.jobs.Job;
import org.eclipse.swt.SWT;
import org.eclipse.swt.custom.CLabel;
import org.eclipse.swt.custom.SashForm;
import org.eclipse.swt.custom.ViewForm;
import org.eclipse.swt.events.SelectionAdapter;
import org.eclipse.swt.events.SelectionEvent;
import org.eclipse.swt.layout.GridData;
import org.eclipse.swt.layout.GridLayout;
import org.eclipse.swt.widgets.Composite;
import org.eclipse.swt.widgets.Table;
import org.eclipse.swt.widgets.TableColumn;
import org.eclipse.swt.widgets.TableItem;
import org.eclipse.swt.widgets.Text;
import org.eclipse.ui.part.ViewPart;

public class TestRunnerView extends ViewPart
{
    public static final String VIEW_ID = "net.sourceforge.eclipsetrader.trading.test";
    protected TestProgressBar fProgressBar;
    protected CounterPanel fCounterPanel;
    protected Table fLog;
    protected Text fDetails;
    private SimpleDateFormat dateFormatter = new SimpleDateFormat("dd/MM/yyyy");
    private NumberFormat priceFormatter = NumberFormat.getInstance();
    private NumberFormat amountFormatter = NumberFormat.getInstance();
    private NumberFormat numberFormatter = NumberFormat.getInstance();
    private NumberFormat percentFormatter = NumberFormat.getInstance();

    public TestRunnerView()
    {
        priceFormatter.setGroupingUsed(true);
        priceFormatter.setMinimumIntegerDigits(1);
        priceFormatter.setMinimumFractionDigits(4);
        priceFormatter.setMaximumFractionDigits(4);

        amountFormatter.setGroupingUsed(true);
        amountFormatter.setMinimumIntegerDigits(1);
        amountFormatter.setMinimumFractionDigits(2);
        amountFormatter.setMaximumFractionDigits(2);

        numberFormatter.setGroupingUsed(true);
        numberFormatter.setMinimumIntegerDigits(1);
        numberFormatter.setMinimumFractionDigits(0);
        numberFormatter.setMaximumFractionDigits(0);

        percentFormatter.setGroupingUsed(true);
        percentFormatter.setMinimumIntegerDigits(1);
        percentFormatter.setMinimumFractionDigits(2);
        percentFormatter.setMaximumFractionDigits(2);
    }

    /* (non-Javadoc)
     * @see org.eclipse.ui.part.WorkbenchPart#createPartControl(org.eclipse.swt.widgets.Composite)
     */
    public void createPartControl(Composite parent)
    {
        Composite content = new Composite(parent, SWT.NONE);
        GridLayout gridLayout = new GridLayout(2, false);
        gridLayout.marginWidth = gridLayout.marginHeight = 0;
        gridLayout.horizontalSpacing = gridLayout.verticalSpacing = 0;
        content.setLayout(gridLayout);

        fCounterPanel = new CounterPanel(content);
        fCounterPanel.setLayoutData(new GridData(GridData.GRAB_HORIZONTAL | GridData.HORIZONTAL_ALIGN_FILL));
        fProgressBar = new TestProgressBar(content);
        fProgressBar.setLayoutData(new GridData(GridData.GRAB_HORIZONTAL | GridData.HORIZONTAL_ALIGN_FILL));

        SashForm sashForm = new SashForm(content, SWT.HORIZONTAL);
        sashForm.setLayoutData(new GridData(SWT.FILL, SWT.FILL, true, true, 2, 1));

        ViewForm left = new ViewForm(sashForm, SWT.NONE);
        CLabel label = new CLabel(left, SWT.NONE);
        label.setText("Log");
        left.setTopLeft(label);
        fLog = new Table(left, SWT.SINGLE|SWT.FULL_SELECTION);
        new TableColumn(fLog, SWT.LEFT);
        new TableColumn(fLog, SWT.LEFT);
        new TableColumn(fLog, SWT.LEFT);
        fLog.addSelectionListener(new SelectionAdapter() {
            public void widgetSelected(SelectionEvent e)
            {
                updateDetails();
            }
        });
        left.setContent(fLog);

        ViewForm right = new ViewForm(sashForm, SWT.NONE);
        label = new CLabel(right, SWT.NONE);
        label.setText("Details");
        right.setTopLeft(label);
        fDetails = new Text(right, SWT.BORDER|SWT.MULTI|SWT.V_SCROLL|SWT.H_SCROLL);
        right.setContent(fDetails);

        sashForm.setWeights(new int[] { 50, 50 });
    }

    /* (non-Javadoc)
     * @see org.eclipse.ui.part.WorkbenchPart#setFocus()
     */
    public void setFocus()
    {
    }
    
    /**
     * Run a trading system simulation.
     * 
     * @param system the trading system to test
     * @param begin the first date in the history period
     * @param end the last date in the history period
     */
    public void runTradingSystem(TradingSystem system, Date begin, Date end)
    {
        fProgressBar.reset();
        fCounterPanel.reset();
        fLog.removeAll();
        fDetails.setText("");

        Job job = new SimulatorJob(system, begin, end);
        job.setSystem(true);
        job.setUser(false);
        job.schedule();
    }
    
    private void updateDetails()
    {
        TableItem[] selection = fLog.getSelection();
        Transaction transaction = (Transaction)selection[0].getData();
        if (transaction != null)
        {
            StringBuffer sb = new StringBuffer();
            sb.append(dateFormatter.format(transaction.getDate()) + "\r\n");
            sb.append(transaction.getQuantity() > 0 ? "Buy\r\n" : "Sell\r\n");
            sb.append("Quantity: " + numberFormatter.format(Math.abs(transaction.getQuantity())) + "\r\n");
            sb.append("Expenses: " + amountFormatter.format(Math.abs(transaction.getExpenses())) + "\r\n");
            sb.append("Total: " + amountFormatter.format(Math.abs(transaction.getAmount())) + "\r\n");
            
            if (transaction.getData() != null)
            {
                Transaction ref = (Transaction)transaction.getData();
                sb.append("\r\nClosing position opened on " + dateFormatter.format(ref.getDate()) + "\r\n");
                sb.append("Gain: " + amountFormatter.format(Math.abs(transaction.getAmount()) - Math.abs(ref.getAmount())) + "\r\n");
            }
            
            fDetails.setText(sb.toString());
        }
        else
            fDetails.setText("");
    }
    
    private class SimulatorJob extends Job
    {
        private Account account;
        private Security security;
        private History original = new History();
        private History history = new History();
        private TradingSystemPlugin plugin;