com.precioustech.fxtrading.tradingbot.social.twitter.tweethandler.SignalFactoryFXTweetHandler.java Source code

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Here is the source code for com.precioustech.fxtrading.tradingbot.social.twitter.tweethandler.SignalFactoryFXTweetHandler.java

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/*
 *  Copyright 2015 Shekhar Varshney
 *
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
 *  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 *  Unless required by applicable law or agreed to in writing, software
 *  distributed under the License is distributed on an "AS IS" BASIS,
 *  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  See the License for the specific language governing permissions and
 *  limitations under the License.
 */
package com.precioustech.fxtrading.tradingbot.social.twitter.tweethandler;

import java.util.Collection;
import java.util.List;

import org.apache.commons.lang3.StringUtils;
import org.springframework.social.twitter.api.SearchResults;
import org.springframework.social.twitter.api.Tweet;

import com.google.common.collect.Lists;
import com.precioustech.fxtrading.TradingConstants;
import com.precioustech.fxtrading.TradingSignal;
import com.precioustech.fxtrading.instrument.TradeableInstrument;
import com.precioustech.fxtrading.tradingbot.social.twitter.CloseFXTradeTweet;
import com.precioustech.fxtrading.tradingbot.social.twitter.FXTradeTweet;
import com.precioustech.fxtrading.tradingbot.social.twitter.NewFXTradeTweet;

public class SignalFactoryFXTweetHandler extends AbstractFXTweetHandler<String> {
    private static final String BUY = "Buy";
    private static final String SELL = "Sell";
    private static final String CLOSE = "Close";
    private static final String COLON = ":";
    private static final String AT_THE_RATE = "@";

    /*
     * New Trade example: Forex Signal | Sell USDCHF@0.91902 | SL:0.92302 |
     * TP:0.91102 | 2015.01.30 17:52 GMT | #fx #forex #fb
     * 
     * Close Trade example: Forex Signal | Close(SL) Buy NZDCHF@0.66566 | Loss:
     * -40 pips | 2015.01.30 18:16 GMT | #fx #forex #fb
     */

    @Override
    protected NewFXTradeTweet<String> parseNewTrade(String tokens[]) {
        String token1[] = tokens[1].trim().split(TradingConstants.SPACE_RGX);
        String action = token1[0];
        String tokens1spl[] = token1[1].split(AT_THE_RATE);
        String tokens2[] = tokens[2].trim().split(COLON);
        String tokens3[] = tokens[3].trim().split(COLON);

        return new NewFXTradeTweet<String>(
                new TradeableInstrument<String>(this.providerHelper.fromIsoFormat(tokens1spl[0])),
                Double.parseDouble(tokens1spl[1]), Double.parseDouble(tokens2[1]), Double.parseDouble(tokens3[1]),
                BUY.equals(action) ? TradingSignal.LONG : TradingSignal.SHORT);
    }

    @Override
    protected CloseFXTradeTweet<String> parseCloseTrade(String tokens[]) {
        String token1[] = tokens[1].trim().split(TradingConstants.SPACE_RGX);
        String tokens1spl[] = token1[token1.length - 1].split(AT_THE_RATE);
        String token2[] = tokens[2].trim().split(TradingConstants.SPACE_RGX);
        return new CloseFXTradeTweet<String>(
                new TradeableInstrument<String>(this.providerHelper.fromIsoFormat(tokens1spl[0])),
                Double.parseDouble(token2[1]), Double.parseDouble(tokens1spl[1]));
    }

    public SignalFactoryFXTweetHandler(String userid) {
        super(userid);
    }

    @Override
    public FXTradeTweet<String> handleTweet(Tweet tweet) {
        String tweetTxt = tweet.getText();
        String tokens[] = StringUtils.split(tweetTxt, TradingConstants.PIPE_CHR);
        if (tokens.length >= 5) {
            String action = tokens[1].trim();
            if (action.startsWith(BUY) || action.startsWith(SELL)) {
                return parseNewTrade(tokens);
            } else if (action.startsWith(CLOSE)) {
                return parseCloseTrade(tokens);
            }
        }
        return null;
    }

    @Override
    public Collection<Tweet> findHistoricPnlTweetsForInstrument(TradeableInstrument<String> instrument) {
        String isoInstr = this.providerHelper.toIsoFormat(instrument.getInstrument());

        /*
         * And queries have suddenly stopped working. 
         * something simple like from:SignalFactory GBPNZD is not working. 
         * Check it out yourself on https://twitter.com/search-advanced.
         * Apparently the only option is to get all tweets with phrase Profit or Loss
         * and then use String contains to perform the step2 filtering 
         */

        String query = String.format("Profit: OR Loss: from:%s", getUserId(), isoInstr);
        SearchResults results = twitter.searchOperations().search(query);
        List<Tweet> pnlTweets = results.getTweets();
        List<Tweet> filteredPnlTweets = Lists.newArrayList();
        for (Tweet pnlTweet : pnlTweets) {
            if (pnlTweet.getText().contains(isoInstr)) {
                filteredPnlTweets.add(pnlTweet);
            }
        }
        return filteredPnlTweets;
    }
}