Package org.wkh.bateman.trade

Examples of org.wkh.bateman.trade.Session

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        account = new Account(new BigDecimal(1000), today.minusDays(6));

        conditions = new Conditions(BigDecimal.ZERO, BigDecimal.ZERO);
        moneyManager = new FixedPercentageAllocationStrategy(0.2, asset);
        session = new Session(account, conditions);

        buyTrigger = 0.25;
        sellTrigger = 1.0;
        stopLoss = 1.0;
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        account = new Account(new BigDecimal(1000), today.minusDays(6));

        conditions = new Conditions(BigDecimal.ZERO, BigDecimal.ZERO);
        moneyManager = new FixedPercentageAllocationStrategy(0.2, asset);
        session = new Session(account, conditions);

        buyTrigger = 0.4;
        sellTrigger = 1.0;
        stopLoss = 0.25;
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                try {
                    Account account = new Account(new BigDecimal(initialBalance), DateTime.now().minusDays(days));

                    BuyZoneModel model = new BuyZoneModel(account, asset, conditions, moneyManager, buyTrigger, sellTrigger, stopLoss);

                    Session tradingSession = model.generateSignals(asset.getTimeSeries().beginningOfSeries(),
                            asset.getTimeSeries().lastOfSeries());

                    //return -tradingSession.grossProfit().doubleValue();
                    return -tradingSession.sharpeRatio();
                } catch (Exception ex) {
                    ex.printStackTrace();

                    return Double.MAX_VALUE;
                }
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        MoneyManagementStrategy moneyManager = new FixedPercentageAllocationStrategy(accountAllocation, asset);

        BuyZoneModel instance = new BuyZoneModel(account, asset, conditions,
                moneyManager, buyTrigger, sellTrigger, stopLoss);

        Session session = instance.generateSignals(series.beginningOfSeries(), series.lastOfSeries());

        session.dumpTo(".", symbol);


    }
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Related Classes of org.wkh.bateman.trade.Session

  • org.apache.commons.math3.stat.descriptive.SummaryStatistics
  • org.joda.time.DateTime
  • org.joda.time.format.DateTimeFormatter
  • org.joda.time.Interval
  • org.wkh.bateman.model.BuyZoneModelTest
  • org.wkh.bateman.model.BuyZoneOptimizer
  • java.text.DecimalFormat
  • java.io.FileWriter
  • java.io.BufferedWriter
  • java.math.BigDecimal
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