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

Example 6 with Trade

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

the class TradeInstrumentInvalidConditionTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    EntityGroupMethod.createOrReplaceEntityGroup(new EntityGroup(TEST_ENTITY_GROUP1_NAME));
    EntityGroupMethod.createOrReplaceEntityGroup(new EntityGroup(TEST_ENTITY_GROUP2_NAME));
    EntityGroupMethod.addEntities(TEST_ENTITY_GROUP2_NAME, Collections.singletonList(TEST_PREFIX + "symbol_[class]"));
    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);
    TradeSender.send(trade1, trade2, trade3).waitUntilTradesInsertedAtMost(1, TimeUnit.MINUTES);
}

Example 7 with Trade

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

the class SyntheticDataProvider method addTrade.

private void addTrade(List<Trade> trades, long tradeMillis, int tradeNumber, Trade.Side side, int price, int volume) {
    for (String symbol : symbols) {
        Trade trade = new Trade(exchange, clazz, symbol, tradeNumber, tradeMillis, BigDecimal.valueOf(price), volume);
        trade.setSide(side);
        trades.add(trade);
    }
}

Example 8 with Trade

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

the class OhlcvTwoEntitiesTest method trade.

private Trade trade(String symbol, int tradeNum, long unixTime) {
    Trade trade = new Trade(exchange, clazz, symbol, tradeNum, unixTime, BigDecimal.TEN, 1);
    trade.setSide(Trade.Side.BUY);
    return trade;
}

Example 9 with Trade

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

the class GroupingTest method insertTrades.

@BeforeClass
public void insertTrades() throws Exception {
    List<Trade> trades = new ArrayList<>();
    try (Scanner scanner = new Scanner(GroupingTest.class.getClassLoader().getResourceAsStream("csv/trades.csv"))) {
        while (scanner.hasNextLine()) {
            String[] values = scanner.nextLine().split(",");
            String date = values[0];
            Trade.Side side = Trade.Side.valueOf(values[1]);
            Trade trade = trade(++insertedTradesCount, date, side);
            if (firstTrade == null)
                firstTrade = trade;
            lastTrade = trade;
            trades.add(trade);
        }
    }
    TradeSender.send(trades).waitUntilTradesInsertedAtMost(1, TimeUnit.MINUTES);
}

Example 10 with Trade

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

the class GroupingTest method trade.

private Trade trade(int tradeNumber, String date, Trade.Side side) {
    Trade trade = new Trade(exchange, clazz, symbol, tradeNumber, getUnixTime(date), BigDecimal.ONE, 1);
    trade.setSide(side);
    return trade;
}