Examples with PortfolioManager com.github.jnidzwetzki.cryptobot.portfolio.PortfolioManager used on opensource projects

Example 6 with PortfolioManager

use of com.github.jnidzwetzki.cryptobot.portfolio.PortfolioManager in project crypto-bot by jnidzwetzki.

the class TestCapitalAllocation method testCapitalAllocationExchangeMaxPositionLoss3.

@Test
public void testCapitalAllocationExchangeMaxPositionLoss3() throws APIException {
    final PortfolioManager portfolioManager = buildPortfolioManager();
    final Map<BitfinexCurrencyPair, CurrencyEntry> entries = new HashMap<>();
    final CurrencyEntry entry1 = new CurrencyEntry(BitfinexCurrencyPair.BTC_USD, 1000, 0);
    entries.put(BitfinexCurrencyPair.BTC_USD, entry1);
    final CurrencyEntry entry2 = new CurrencyEntry(BitfinexCurrencyPair.IOT_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.IOT_USD, entry2);
    final CurrencyEntry entry3 = new CurrencyEntry(BitfinexCurrencyPair.XRP_USD, 1000, 500);
    entries.put(BitfinexCurrencyPair.XRP_USD, entry3);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.045, entry1.getPositionSize(), DELTA);
    Assert.assertEquals(0.45, entry2.getPositionSize(), DELTA);
    Assert.assertEquals(0.09, entry3.getPositionSize(), DELTA);
}

Example 7 with PortfolioManager

use of com.github.jnidzwetzki.cryptobot.portfolio.PortfolioManager in project crypto-bot by jnidzwetzki.

the class TestCapitalAllocation method testCapitalAllocationExchange3.

@Test
public void testCapitalAllocationExchange3() throws APIException {
    final PortfolioManager portfolioManager = buildPortfolioManager();
    final Map<BitfinexCurrencyPair, CurrencyEntry> entries = new HashMap<>();
    final CurrencyEntry entry1 = new CurrencyEntry(BitfinexCurrencyPair.BTC_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.BTC_USD, entry1);
    final CurrencyEntry entry2 = new CurrencyEntry(BitfinexCurrencyPair.IOT_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.IOT_USD, entry2);
    final CurrencyEntry entry3 = new CurrencyEntry(BitfinexCurrencyPair.XRP_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.XRP_USD, entry3);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.3, entry1.getPositionSize(), DELTA);
    Assert.assertEquals(0.3, entry2.getPositionSize(), DELTA);
    Assert.assertEquals(0.3, entry3.getPositionSize(), DELTA);
}