testrunnerview.java

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

        private int signals = 0;
        private int successCount = 0;
        private int failureCount = 0;
        private boolean firstBuy = true;
        private double savedBalance = 0;
        private Transaction lastBuyTransaction = null;
        
        public SimulatorJob(TradingSystem system, Date begin, Date end)
        {
            super("Trading System Simulator");

            // Get the original history
            original = system.getSecurity().getHistory();
            
            int first = -1, last = -1;
            for (int i = 0; i < original.size() && (first == -1 || last == -1); i++)
            {
                Bar bar = (Bar)original.get(i);
                if (first == -1 && (bar.getDate().equals(begin) || bar.getDate().after(begin)))
                    first = i;
                if (last == -1 && (bar.getDate().equals(end) || bar.getDate().after(end)))
                    last = i;
            }
            if (first != -1 && last != -1)
            {
                original = new History();
                original.addAll(system.getSecurity().getHistory().getList().subList(first, last));
            }

            // Create a fake subclass of the security item that returns our history data
            security = new Security(system.getSecurity().getId()) {
                public History getHistory()
                {
                    return history;
                }
            };
            security.setCode(system.getSecurity().getCode());
            security.setDescription(system.getSecurity().getDescription());

            // Create a fake account to hold the simulation transactions
            try {
                account = (Account)system.getAccount().clone();
            } catch(Exception e) {
                CorePlugin.logException(e);
                account = new DefaultAccount(system.getAccount());
            }

            // Create a new instance of the trading system plugin to run the simulation
            plugin = TradingPlugin.createTradingSystemPlugin(system.getPluginId());
            plugin.setAccount(account);
            plugin.setSecurity(security);
            plugin.setParameters(system.getParameters());
            
            plugin.setMaxExposure(system.getMaxExposure());
            plugin.setMinAmount(system.getMinAmount());
            plugin.setMaxAmount(system.getMaxAmount());
        }

        /* (non-Javadoc)
         * @see org.eclipse.core.runtime.jobs.Job#run(org.eclipse.core.runtime.IProgressMonitor)
         */
        protected IStatus run(IProgressMonitor monitor)
        {
            fProgressBar.setMaximum(original.size());

            for (int i = 0; i < original.size(); i++)
            {
                final Bar quote = (Bar)original.get(i);
                security.setQuote(new Quote(quote.getClose(), quote.getClose(), quote.getClose()));
                if (plugin.getSignal() == TradingSystem.SIGNAL_BUY)
                {
                    if (firstBuy)
                    {
                        savedBalance = account.getBalance();
                        firstBuy = false;
                    }
                    final Transaction transaction = new Transaction(quote.getDate(), security, plugin.getQuantity(), quote.getOpen());
                    double expenses = account.getExpenses(security, plugin.getQuantity(), quote.getOpen());
                    transaction.setExpenses(expenses);
                    account.getTransactions().add(transaction);
                    lastBuyTransaction = transaction;

                    fLog.getDisplay().syncExec(new Runnable() {
                        public void run()
                        {
                            TableItem tableItem = new TableItem(fLog, SWT.NONE);
                            tableItem.setText(0, dateFormatter.format(transaction.getDate()));
                            tableItem.setText(1, "Buy");
                            tableItem.setText(2, numberFormatter.format(plugin.getQuantity()) + " at " + priceFormatter.format(quote.getOpen()));
                            tableItem.setData(transaction);
                            for (int i = 0; i < fLog.getColumnCount(); i++)
                                fLog.getColumn(i).pack();
                        }
                    });
                }
                else if (plugin.getSignal() == TradingSystem.SIGNAL_SELL)
                {
                    final Transaction transaction = new Transaction(quote.getDate(), security, - plugin.getQuantity(), quote.getOpen());
                    double expenses = account.getExpenses(security, plugin.getQuantity(), quote.getOpen());
                    transaction.setExpenses(expenses);
                    account.getTransactions().add(transaction);
                    transaction.setData(lastBuyTransaction);
                    lastBuyTransaction = null;

                    fLog.getDisplay().syncExec(new Runnable() {
                        public void run()
                        {
                            TableItem tableItem = new TableItem(fLog, SWT.NONE);
                            tableItem.setText(0, dateFormatter.format(transaction.getDate()));
                            tableItem.setText(1, "Sell");
                            tableItem.setText(2, numberFormatter.format(plugin.getQuantity()) + " at " + priceFormatter.format(quote.getOpen()));
                            tableItem.setData(transaction);
                            for (int i = 0; i < fLog.getColumnCount(); i++)
                                fLog.getColumn(i).pack();
                        }
                    });

                    if (account.getBalance() > savedBalance)
                        successCount++;
                    else
                        failureCount++;
                    firstBuy = true;
                }

                fProgressBar.getDisplay().syncExec(new Runnable() {
                    public void run()
                    {
                        fCounterPanel.setRunValue(signals);
                        fCounterPanel.setGainsValue(successCount);
                        fCounterPanel.setLossesValue(failureCount);
                        fProgressBar.step(0);
                    }
                });
                
                history = new History();
                history.addAll(original.getList().subList(0, i));
                plugin.run();
                
                if (plugin.getSignal() != TradingSystem.SIGNAL_NONE)
                {
                    fLog.getDisplay().syncExec(new Runnable() {
                        public void run()
                        {
                            TableItem tableItem = new TableItem(fLog, SWT.NONE);
                            tableItem.setText(0, dateFormatter.format(quote.getDate()));
                            tableItem.setText(1, "Signal");
                            switch(plugin.getSignal())
                            {
                                case TradingSystem.SIGNAL_BUY:
                                    tableItem.setText(2, "Buy");
                                    break;
                                case TradingSystem.SIGNAL_SELL:
                                    tableItem.setText(2, "Sell");
                                    break;
                                case TradingSystem.SIGNAL_HOLD:
                                    tableItem.setText(2, "Hold");
                                    break;
                                case TradingSystem.SIGNAL_NEUTRAL:
                                    tableItem.setText(2, "Neutral");
                                    break;
                            }
                            for (int i = 0; i < fLog.getColumnCount(); i++)
                                fLog.getColumn(i).pack();
                        }
                    });
                    signals++;
                }
            }
            
            fLog.getDisplay().syncExec(new Runnable() {
                public void run()
                {
                    double initial = account.getInitialBalance();
                    double current = account.getBalance() + account.getPortfolio(security).getMarketValue();
                    double gain = current - initial;
                    TableItem tableItem = new TableItem(fLog, SWT.NONE);
                    tableItem.setText(0, "");
                    tableItem.setText(1, "Total");
                    tableItem.setText(2, amountFormatter.format(gain) + " (" + percentFormatter.format(gain / initial * 100) + "%)");
                    for (int i = 0; i < fLog.getColumnCount(); i++)
                        fLog.getColumn(i).pack();
                }
            });

            return Status.OK_STATUS;
        }
    }
}