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

Example 1 with Asset

use of suite.trade.Asset 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 Asset

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

the class Hkex method queryCompanies_.

private List<Asset> queryCompanies_(int pageNo) {
    JsonNode json = query(// 
    "" + // 
    "https://www.hkex.com.hk/eng/csm/ws/Result.asmx/GetData" + // 
    "?location=companySearch" + // 
    "&SearchMethod=2" + // 
    "&LangCode=en" + // 
    "&StockCode=" + // 
    "&StockName=" + // 
    "&Ranking=ByMC" + // 
    "&StockType=MB" + // 
    "&mkt=hk" + "&PageNo=" + // 
    (pageNo + 1) + // 
    "&ATypeSHEx=" + // 
    "&AType=" + // 
    "&FDD=" + // 
    "&FMM=" + // 
    "&FYYYY=" + // 
    "&TDD=" + // 
    "&TMM=" + "&TYYYY=");
    CompanySearch companySearch = mapper.convertValue(json, CompanySearch.class);
    Streamlet<List<String>> data0;
    if (Boolean.TRUE)
        data0 = // 
        Read.each(// 
        companySearch).flatMap(// 
        cs -> cs.data).concatMap(Data::tableEntries);
    else
        data0 = // 
        Read.each(// 
        json).flatMap(// 
        json_ -> json_.path("data")).flatMap(// 
        json_ -> json_.path("content")).flatMap(// 
        json_ -> json_.path("table")).flatMap(// 
        json_ -> json_.path("tr")).filter(// 
        json_ -> !json_.path("thead").asBoolean()).flatMap(// 
        json_ -> json_.path("td")).map(json_ -> Read.from(json_).map(JsonNode::asText).toList());
    Streamlet<List<String>> data1 = data0.collect(As::streamlet);
    Map<String, Integer> lotSizeBySymbol = queryLotSizeBySymbol_(data1.map(this::toSymbol));
    return data1.map(datum -> toAsset(datum, lotSizeBySymbol)).toList();
}

Example 3 with Asset

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

the class Hkex method queryCompany.

public Asset queryCompany(String symbol) {
    Asset asset = companyBySymbol.get(symbol);
    if (asset == null && !delisted.contains(symbol)) {
        JsonNode json = query(// 
        "" + // 
        "https://www.hkex.com.hk/eng/csm/ws/Company.asmx/GetData" + // 
        "?location=companySearch" + // 
        "&SearchMethod=1" + // 
        "&LangCode=en" + "&StockCode=" + // 
        HkexUtil.toStockCode(symbol) + // 
        "&StockName=" + // 
        "&mkt=hk" + // 
        "&x=" + "&y=");
        CompanyInfo companyInfo = mapper.convertValue(json, CompanyInfo.class);
        asset = // 
        Asset.of(// 
        HkexUtil.toSymbol(companyInfo.stockCode), // 
        companyInfo.stockName.split("\\[")[0].trim(), queryBoardLot(symbol));
    }
    return asset;
}

Example 4 with Asset

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

the class Summarize method summarize_.

private // 
Summarize_ summarize_(// 
Streamlet<Trade> trades_, // 
Map<String, Float> priceBySymbol, Iterate<String> infoFun) {
    Streamlet<Trade> trades0 = trades_;
    Streamlet<Trade> trades1 = sellAll(trades0, priceBySymbol);
    Streamlet<String> details = // 
    Read.from2(// 
    Trade_.portfolio(trades0)).map((symbol, nShares) -> {
        Asset asset = cfg.queryCompany(symbol);
        float price = priceBySymbol.get(symbol);
        String info = infoFun.apply(symbol);
        return // 
        asset + ": " + price + " * " + // 
        nShares + " = " + // 
        ((long) (nShares * price)) + (info != null ? " \t(" + info + ")" : "");
    }).sort(// 
    Object_::compare).collect(As::streamlet);
    return new Summarize_(details, trades0, trades1);
}

Example 5 with Asset

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

the class BackTestMain method run.

@Override
protected boolean run(String[] args) {
    // BEGIN
    // END
    String arg0 = 0 < args.length ? args[0] : "";
    String arg1 = 1 < args.length ? args[1] : "";
    String arg2 = 2 < args.length ? args[2] : "";
    Streamlet<String> strategyMatches = !arg0.isEmpty() ? Read.from(arg0.split(",")) : null;
    Streamlet<Integer> years = !arg1.isEmpty() ? // 
    Read.from(// 
    arg1.split(",")).concatMap(s -> {
        Pair<String, String> pair = ParseUtil.search(s, "-", Assoc.RIGHT);
        return // 
        pair != null ? // 
        Ints_.range(Integer.valueOf(pair.t0), Integer.valueOf(pair.t1)).map(i -> i) : Read.each(Integer.valueOf(s));
    }) : // 
    Ints_.range(2007, Trade_.thisYear).map(i -> i);
    Fun<Time, Streamlet<Asset>> fun = // 
    !arg2.isEmpty() ? // 
    time -> Read.from(arg2.split(",")).map(cfg::queryCompany).collect(As::streamlet) : cfg::queryCompaniesByMarketCap;
    BackAllocConfigurations bac_ = new BackAllocConfigurations(cfg, fun);
    Streamlet2<String, BackAllocConfiguration> bacByTag = bac_.bacs().bacByName;
    Streamlet2<String, Simulate> simulationByKey = // 
    bacByTag.filterKey(// 
    n -> strategyMatches == null || strategyMatches.isAny(sm -> Wildcard.match(sm, n) != null)).map(// 
    Pair::of).join2(// 
    years.sort(Object_::compare).map(TimeRange::ofYear)).map2((pair, period) -> pair.t0, (pair, period) -> {
        BackAllocConfiguration bac = pair.t1;
        Streamlet<Asset> assets = bac.assetsFun.apply(period.from);
        return runner.backTest(bac.backAllocator, period, assets);
    }).collect(As::streamlet2);
    String content0 = // 
    Read.bytes(// 
    Paths.get("src/main/java/" + getClass().getName().replace('.', '/') + ".java")).collect(// 
    As::utf8decode).map(// 
    Chars::toString).collect(As::joined);
    String content1 = ParseUtil.fit(content0, "// BEGIN", "// END")[1];
    System.out.println(content1);
    System.out.println(runner.conclude(simulationByKey));
    return true;
}