Examples with Account suite.trade.Account used on opensource projects

Example 1 with Account

use of suite.trade.Account in project suite by stupidsing.

the class DailyMain method alloc.

private Result alloc(String tag, float fund, BackAllocator backAllocator, Streamlet<Asset> assets) {
    TimeRange period = TimeRange.daysBefore(64);
    Simulate sim = BackAllocTester.of(cfg, period, assets, backAllocator, log).simulate(fund);
    Account account0 = Account.ofPortfolio(cfg.queryHistory().filter(r -> String_.equals(r.strategy, tag)));
    Account account1 = sim.account;
    Map<String, Integer> assets0 = account0.assets();
    Map<String, Integer> assets1 = account1.assets();
    Set<String> symbols = Set_.union(assets0.keySet(), assets1.keySet());
    Map<String, Float> priceBySymbol = cfg.quote(symbols);
    List<Trade> trades = Trade_.diff(Trade.NA, assets0, assets1, priceBySymbol::get).toList();
    sb.append("\nstrategy = " + tag + ", " + sim.conclusion());
    return new Result(tag, trades);
}

Example 2 with Account

use of suite.trade.Account in project suite by stupidsing.

the class WalkForwardAllocTester method tick.

public String tick(Time time, Map<String, Float> priceBySymbol) {
    int last = windowSize - 1;
    System.arraycopy(times, 0, times, 1, last);
    times[last] = time.epochSec();
    for (Entry<String, DataSource> e : dsBySymbol.entrySet()) {
        String symbol = e.getKey();
        float[] prices = e.getValue().prices;
        System.arraycopy(prices, 0, prices, 1, last);
        prices[last] = priceBySymbol.get(symbol);
    }
    AlignKeyDataSource<String> akds = new AlignKeyDataSource<>(times, Read.from2(dsBySymbol));
    List<Pair<String, Double>> ratioBySymbol = wfa.allocate(akds, windowSize);
    UpdatePortfolio up = Trade_.updatePortfolio(time.ymdHms(), account, ratioBySymbol, assetBySymbol, Read.from2(priceBySymbol).mapValue(Eod::of).toMap());
    float valuation_;
    valuations.append(valuation_ = up.valuation0);
    for (Pair<String, Float> e : up.val0.streamlet()) holdBySymbol.compute(e.t0, (s, h) -> e.t1 / valuation_ + (h != null ? h : 0d));
    List<Trade> trades_ = up.trades;
    String actions;
    if (windowSize <= valuations.size())
        actions = play(trades_);
    else
        actions = "wait";
    return // 
    time.ymdHms() + ", valuation = " + // 
    valuation_ + ", portfolio = " + // 
    account + ", actions = " + actions;
}

Example 3 with Account

use of suite.trade.Account in project suite by stupidsing.

the class DailyMain method sellForEarn.

// some orders caused by stupid bugs. need to sell those at suitable times.
private Result sellForEarn(String tag) {
    Streamlet<Trade> history = cfg.queryHistory().filter(r -> String_.equals(r.strategy, tag));
    Account account = Account.ofPortfolio(history);
    Map<String, Float> faceValueBySymbol = // 
    history.groupBy(record -> record.symbol, // 
    rs -> (float) Read.from(rs).toDouble(Obj_Dbl.sum(Trade::amount))).toMap();
    List<Trade> trades = // 
    account.portfolio().map((symbol, sell) -> {
        double targetPrice = (1d + 3 * Trade_.riskFreeInterestRate) * faceValueBySymbol.get(symbol) / sell;
        return Trade.of(-sell, symbol, (float) targetPrice);
    }).toList();
    return new Result(tag, trades);
}