Examples with DblStreamlet suite.primitive.streamlet.DblStreamlet used on opensource projects

Example 1 with DblStreamlet

use of suite.primitive.streamlet.DblStreamlet in project suite by stupidsing.

the class DailyMain method run.

@Override
protected boolean run(String[] args) {
    Trade_.blackList = Set_.union(Trade_.blackList, blackList);
    String sellPool = "sellpool";
    String ymd = Time.now().ymd();
    String td = ymd + "#";
    // perform systematic trading
    List<Result> results = // 
    List.of(// 
    alloc(bacs.pair_bb, 66666f), // 
    alloc("bug", bacs.bac_sell, 0f), // 
    alloc(bacs.pair_donchian, 100000f), // 
    alloc(bacs.pair_ema, 0f), // 
    mamr(50000f), // 
    alloc(bacs.pair_pmamr, 150000f), // 
    alloc(bacs.pair_pmamr2, 366666f), // 
    alloc(bacs.pair_pmmmr, 80000f), // 
    alloc(bacs.pair_revco, 0f), // 
    alloc(bacs.pair_tma, 0f), alloc(sellPool, bacs.bac_sell, 0f));
    // unused strategies
    if (Boolean.FALSE) {
        alloc(bacs.pair_donchian, 100000f);
        pairs(0f, "0341.HK", "0052.HK");
        sellForEarn(sellPool);
    }
    SummarizeByStrategy<Object> sbs = Summarize.of(cfg).summarize();
    Streamlet2<String, Trade> strategyTrades = // 
    Read.from(// 
    results).concatMap2(// 
    result -> Read.from(result.trades).map2(trade -> result.strategy, trade -> trade)).filterValue(// 
    trade -> trade.buySell != 0).collect(As::streamlet2);
    Streamlet2<String, Trade> requestTrades = strategyTrades.filterKey(strategy -> !String_.equals(strategy, sellPool));
    DblStreamlet amounts = strategyTrades.values().collect(Obj_Dbl.lift(Trade::amount));
    double buys_ = amounts.filter(amount -> 0d < amount).sum();
    double sells = amounts.filter(amount -> amount < 0d).sum();
    sb.append(// 
    sbs.log + "\n" + // 
    sbs.pnlByKey + "\n" + // 
    strategyTrades.sortBy(// 
    (strategy, trade) -> trade.amount()).map((strategy, trade) -> // 
    "\n" + // 
    (0 <= trade.buySell ? "BUY^" : "SELL") + " SIGNAL(" + strategy + ")" + // 
    trade + " = " + // 
    To.string(trade.amount())).collect(// 
    As::joined) + // 
    "\n" + // 
    "\nBUY REQUESTS" + // 
    requestTrades.filterValue(// 
    trade -> 0 < trade.buySell).map((strategy, t) -> // 
    "" + "\n" + // 
    Trade.of(td, -t.buySell, t.symbol, t.price, sellPool).record() + "\n" + // 
    Trade.of(td, +t.buySell, t.symbol, t.price, strategy).record()).collect(// 
    As::joined) + // 
    "\n" + // 
    "\nSELL REQUESTS" + // 
    requestTrades.filterValue(// 
    trade -> trade.buySell < 0).map((strategy, t) -> // 
    "" + "\n" + // 
    Trade.of(td, +t.buySell, t.symbol, t.price, strategy).record() + "\n" + // 
    Trade.of(td, -t.buySell, t.symbol, t.price, sellPool).record()).collect(// 
    As::joined) + // 
    "\n" + "\nTOTAL BUYS_ = " + // 
    To.string(buys_) + "\nTOTAL SELLS = " + // 
    To.string(sells) + // 
    "\n" + // 
    "\nSUGGESTIONS" + // 
    "\n- check your balance" + // 
    "\n- sort the orders and get away the small ones" + // 
    "\n- get away the stocks after ex-date" + "\n- sell mamr and " + // 
    sellPool + // 
    "\n- for mamr, check actual execution using SingleAllocBackTestTest.testBackTestHkexDetails()" + "\n");
    String result = sb.toString();
    LogUtil.info(result);
    SmtpSslGmail smtp = new SmtpSslGmail();
    smtp.send(null, getClass().getName(), result);
    return true;
}