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

Example 11 with Trade

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

the class TradeSubQueryTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    trades.add(fromISOString("2020-03-22T10:01:00.123456Z").setPrice(new BigDecimal("126.99")).setQuantity(22330).setSide(Trade.Side.BUY));
    trades.add(fromISOString("2020-03-22T10:09:00.654321Z").setPrice(new BigDecimal("127.36")).setQuantity(22330).setSide(Trade.Side.SELL).setSession(Trade.Session.S));
    trades.add(fromISOString("2020-03-22T10:49:00Z").setPrice(new BigDecimal("127.02")).setQuantity(22339).setSession(Trade.Session.N));
    trades.add(fromISOString("2020-03-22T10:49:00Z").setPrice(new BigDecimal("127.02")).setQuantity(22339).setSession(Trade.Session.N).setSymbol(symbolTwo()));
    insert(trades);
}

Example 12 with Trade

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

the class StatisticsDailyTimeRangeTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    long quantity = 1;
    for (String[] row : ROWS_STAT_AND_TRADES) {
        trades.add(fromISOString(row[0]).setExchange(MOEX).setQuantity(quantity++));
    }
    insert(trades);
    List<InstrumentStatistics> stats = new ArrayList<>();
    for (String[] row : ROWS_STAT) {
        ZonedDateTime zonedDateTime = ZonedDateTime.parse(row[0]);
        stats.add(new InstrumentStatistics().setClazz(clazz()).setSymbol(symbol()).setTimestamp(zonedDateTime).addValue(0, // rptseq
        row[1]));
    }
    InstrumentStatisticsSender.send(stats).waitUntilStatisticsHistoryInsertedAtMost(1, TimeUnit.MINUTES);
}

Example 13 with Trade

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

the class TradeAggregationMultiInstrumentTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    trades.add(trade(getUnixTime("2020-03-22T10:00:01Z"), new BigDecimal("1"), 1));
    trades.add(trade(getUnixTime("2020-03-22T12:00:01Z"), new BigDecimal("2"), 2));
    trades.add(trade(getUnixTime("2020-03-22T12:06:01Z"), new BigDecimal("3"), 3));
    trades.add(trade(getUnixTime("2020-03-22T10:08:01Z"), new BigDecimal("10"), 10).setSymbol(symbolTwo()));
    trades.add(trade(getUnixTime("2020-03-22T14:00:01Z"), new BigDecimal("20"), 20).setSymbol(symbolTwo()));
    trades.add(trade(getUnixTime("2020-03-22T14:30:01Z"), new BigDecimal("30"), 30).setSymbol(symbolTwo()));
    trades.add(trade(getUnixTime("2020-03-22T10:00:01Z"), new BigDecimal("100"), 100).setSymbol(symbolThree()));
    trades.add(trade(getUnixTime("2020-03-22T12:00:01Z"), new BigDecimal("200"), 200).setSymbol(symbolThree()));
    trades.add(trade(getUnixTime("2020-03-22T12:06:01Z"), new BigDecimal("300"), 300).setSymbol(symbolThree()));
    insert(trades);
}

Example 14 with Trade

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

the class TradeAggregationTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    List<Trade> trades = new ArrayList<>();
    trades.add(fromISOString("2020-03-22T10:01:00.123456Z").setPrice(new BigDecimal("126.99")).setQuantity(22330));
    trades.add(trade(getUnixTime("2020-03-22T10:09:00Z"), new BigDecimal("127.36"), 22330).setSide(Trade.Side.BUY).setSession(Trade.Session.O));
    trades.add(trade(getUnixTime("2020-03-22T10:49:00Z"), new BigDecimal("127.02"), 22339).setSide(Trade.Side.SELL).setSession(Trade.Session.O));
    trades.add(fromISOString("2020-03-22T10:55:00.654321Z").setPrice(new BigDecimal("127.28")).setQuantity(22330));
    trades.add(trade(getUnixTime("2020-03-22T11:01:05Z"), new BigDecimal("127.20"), 3000).setSide(Trade.Side.BUY).setSession(Trade.Session.X));
    trades.add(trade(getUnixTime("2020-03-22T11:01:14Z"), new BigDecimal("127.20"), 3000).setSide(Trade.Side.SELL).setSession(Trade.Session.X));
    trades.add(trade(getUnixTime("2020-03-22T11:01:29Z"), new BigDecimal("127.31"), 3000).setSide(Trade.Side.SELL).setSession(Trade.Session.X));
    trades.add(trade(getUnixTime("2020-03-22T11:01:49Z"), new BigDecimal("127.10"), 3000));
    trades.add(trade(getUnixTime("2020-03-22T11:01:50Z"), new BigDecimal("127.11"), 4137));
    insert(trades);
}

Example 15 with Trade

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

the class TradeCastFunctionTest method prepareData.

@BeforeClass
public void prepareData() throws Exception {
    Trade trade = fromISOString("2020-05-19T10:21:49.123456Z").setNumber(Long.MAX_VALUE);
    insert(trade);
}