Examples with Trade com.axibase.tsd.api.model.financial.Trade used on opensource projects

Example 1 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TestInstrumentCondition method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    long timestamp = Util.getUnixTime("2020-05-21T10:15:14Z");
    Trade trade1 = trade(timestamp).setClazz(CLASS_1).setSymbol(SYMBOL_1);
    Trade trade2 = trade(timestamp).setClazz(CLASS_2).setSymbol(SYMBOL_2);
    Trade trade3 = trade(timestamp).setClazz(CLASS_3).setSymbol(SYMBOL_3);
    insert(trade1, trade2, trade3);
}

Example 2 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TestJoinWithTradesWhereClauseCondition method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    trades.add(fromISOString("2020-06-15T20:21:49.123457Z").setNumber(1).setExchange(MOEX).setPrice(new BigDecimal("3.5")).setQuantity(4).setSession(Trade.Session.N).setSide(Trade.Side.BUY));
    trades.add(fromISOString("2020-06-15T20:22:01.567899Z").setNumber(2).setExchange(MOEX).setPrice(new BigDecimal("5")).setQuantity(10).setSession(Trade.Session.S).setSide(Trade.Side.SELL));
    insert(trades);
    InstrumentStatistics one = new InstrumentStatistics().setClazz(clazz()).setSymbol(symbol()).setTimestamp(ZonedDateTime.parse("2020-06-15T20:21:49.123456Z")).addValue(2, // numoffers
    "1234").addValue(5, // numbids
    "5060").addValue(10, // bid
    "196.04");
    InstrumentStatistics two = new InstrumentStatistics().setClazz(clazz()).setSymbol(symbol()).setTimestamp(ZonedDateTime.parse("2020-06-15T20:22:00.567899Z")).addValue(2, // numoffers
    "1235").addValue(5, // numbids
    "5060").addValue(10, // bid
    "196.04");
    InstrumentStatisticsSender.send(one, two).waitUntilStatisticsHistoryInsertedAtMost(1, TimeUnit.MINUTES);
}

Example 3 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeAmountFunctionTagVersionTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    Entity entity = new Entity();
    entity.setName(entity());
    entity.setTags(TestUtil.createTags("lot", "10"));
    EntityMethod.createOrReplaceEntity(entity);
    Thread.sleep(2000);
    entity.setTags(TestUtil.createTags("lot", "100"));
    EntityMethod.updateEntity(entity);
    List<Long> versions = EntityMethod.getEntityVersions(entity(), null, null);
    long timestampOne = versions.get(0) + 1000;
    long timestampTwo = versions.get(versions.size() - 1) + 1000;
    List<Trade> trades = new ArrayList<>();
    trades.add(trade(timestampOne).setPrice(new BigDecimal("3.5")).setQuantity(4));
    trades.add(trade(timestampTwo).setPrice(new BigDecimal("5")).setQuantity(10));
    insert(trades);
}

Example 4 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeEntityTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    Entity entity = new Entity();
    entity.setName(entity());
    Entity entityTwo = new Entity();
    entityTwo.setName(entityTwo());
    Trade tradeOne = fromISOString("2020-06-15T10:21:49.123456Z").setPrice(BigDecimal.ONE);
    Trade tradeTwo = fromISOString("2020-06-15T12:21:49.123456Z").setSymbol(symbolTwo()).setPrice(BigDecimal.TEN);
    insert(tradeOne, tradeTwo);
    Checker.check(new EntityCheck(entity));
    Checker.check(new EntityCheck(entityTwo));
    entity.setTags(TestUtil.createTags("a", "10", "b", "abc"));
    entity.setLabel("entity1");
    EntityMethod.updateEntity(entity);
    entityTwo.setEnabled(false);
    entityTwo.setLabel("entity2");
    entityTwo.setTags(TestUtil.createTags("a", "15", "b", "def"));
    EntityMethod.updateEntity(entityTwo);
}

Example 5 with Trade

use of com.axibase.tsd.api.model.financial.Trade in project atsd-api-test by axibase.

the class TradeInstrumentEntityConditionTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    String entityOne = (SYMBOL_1 + "_[" + CLASS_1 + "]").toLowerCase();
    String entityTwo = (SYMBOL_2 + "_[" + CLASS_1 + "]").toLowerCase();
    String entityThree = (SYMBOL_3 + "_[" + CLASS_2 + "]").toLowerCase();
    EntityGroupMethod.createOrReplaceEntityGroup(new EntityGroup(TEST_ENTITY_GROUP1_NAME));
    EntityGroupMethod.createOrReplaceEntityGroup(new EntityGroup(TEST_ENTITY_GROUP2_NAME));
    EntityGroupMethod.addEntities(TEST_ENTITY_GROUP1_NAME, Arrays.asList(entityOne, entityTwo));
    EntityGroupMethod.addEntities(TEST_ENTITY_GROUP2_NAME, Arrays.asList(entityOne, entityThree));
    long timestamp = Util.getUnixTime("2020-05-21T10:15:14Z");
    Trade trade1 = trade(timestamp).setClazz(CLASS_1).setSymbol(SYMBOL_1);
    Trade trade2 = trade(timestamp).setClazz(CLASS_1).setSymbol(SYMBOL_2);
    Trade trade3 = trade(timestamp).setClazz(CLASS_2).setSymbol(SYMBOL_3);
    insert(trade1, trade2, trade3);
}