org.jimsey.projects.turbine.fuel.domain.RandomDomainObjectGenerator.java Source code

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Here is the source code for org.jimsey.projects.turbine.fuel.domain.RandomDomainObjectGenerator.java

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/**
 * The MIT License
 * Copyright (c) 2015 the-james-burton
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy
 * of this software and associated documentation files (the "Software"), to deal
 * in the Software without restriction, including without limitation the rights
 * to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 * copies of the Software, and to permit persons to whom the Software is
 * furnished to do so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in
 * all copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
 * THE SOFTWARE.
 */
package org.jimsey.projects.turbine.fuel.domain;

import java.time.OffsetDateTime;
import java.util.HashMap;
import java.util.Map;

import org.apache.commons.lang3.RandomUtils;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

public class RandomDomainObjectGenerator implements DomainObjectGenerator {

    private static final Logger logger = LoggerFactory.getLogger(RandomDomainObjectGenerator.class);

    private final String market;

    private final String symbol;

    private TickJson tick;

    private IndicatorJson indicator;

    private StrategyJson strategy;

    public RandomDomainObjectGenerator(String market, String symbol) {
        this.market = market;
        this.symbol = symbol;
        this.tick = new TickJson(OffsetDateTime.now(), 100.0d, 101.0d, 90.0d, 100.0d, 100.0d, this.symbol,
                this.market, OffsetDateTime.now().toString());
    }

    @Override
    public TickJson newTick(OffsetDateTime date) {

        final double variation = 3.0d;

        double open = tick.getClosePrice().toDouble();
        double high = RandomUtils.nextDouble(open, open + variation);
        double low = RandomUtils.nextDouble(Math.max(0, open - variation), open);
        double close = RandomUtils.nextDouble(Math.max(0, low), high);
        double volume = RandomUtils.nextDouble(90, 110);

        tick = new TickJson(date, open, high, low, close, volume, this.symbol, this.market,
                OffsetDateTime.now().toString());
        return tick;
    }

    @Override
    public IndicatorJson newIndicator(OffsetDateTime date, String name) {

        final double variation = 3.0d;

        double open = tick.getClose();
        double high = tick.getHigh();
        double low = tick.getLow();
        double closePriceIndicator = tick.getClose();

        Map<String, Double> indicators = new HashMap<>();

        indicators.put("upper", RandomUtils.nextDouble(open, open + variation));
        indicators.put("lower", RandomUtils.nextDouble(Math.max(0, open - variation), open));
        indicators.put("middle", RandomUtils.nextDouble(Math.max(0, low), high));

        indicator = new IndicatorJson(date, closePriceIndicator, indicators, this.symbol, this.market, name,
                OffsetDateTime.now().toString());
        return indicator;
    }

    @Override
    public StrategyJson newStrategy(OffsetDateTime date, String name) {

        final double variation = 3.0d;

        double close = tick.getClose();
        String action = "none";
        Integer amount = 0;
        Integer position = 0;
        Double cash = 250d;
        Double value = 0d;

        strategy = new StrategyJson(date, this.market, this.symbol, close, name, action, amount, position, cash,
                value, OffsetDateTime.now().toString());
        return strategy;
    }

    @Override
    public TickJson newTick() {
        tick = newTick(OffsetDateTime.now());
        return tick;
    }

    @Override
    public IndicatorJson newIndicator(String name) {
        return newIndicator(OffsetDateTime.now(), name);
    }

    @Override
    public StrategyJson newStrategy(String name) {
        return newStrategy(OffsetDateTime.now(), name);
    }

}