Examples with OnDateTime suite.trade.backalloc.BackAllocator.OnDateTime used on opensource projects

Example 1 with OnDateTime

use of suite.trade.backalloc.BackAllocator.OnDateTime in project suite by stupidsing.

the class BackAllocatorTest method testStop.

@Test
public void testStop() {
    Time start = Time.of(2017, 1, 1);
    String symbol = "S";
    float[] prices = { 1f, .99f, .98f, .5f, .5f, .5f, 0f, 0f, 0f };
    BackAllocator ba0 = (akds, ts) -> index -> List.of(Pair.of(symbol, 1d));
    BackAllocator ba1 = ba0.stopLoss(.98d);
    int length = prices.length;
    long[] ts = Longs_.toArray(length, i -> start.addDays(i).epochSec());
    DataSource ds = DataSource.of(ts, prices);
    AlignKeyDataSource<String> akds = DataSource.alignAll(Read.from2(List.of(Pair.of(symbol, ds))));
    int[] indices = Ints_.toArray(length, i -> i);
    OnDateTime odt = ba1.allocate(akds, indices);
    List<Double> potentials = // 
    Ints_.range(// 
    indices.length).map(// 
    index -> 0 < index ? Read.from(odt.onDateTime(index)) : Read.<Pair<String, Double>>empty()).map(// 
    pairs -> pairs.toDouble(Obj_Dbl.sum(pair -> pair.t1))).toList();
    assertEquals(List.of(0d, 1d, 1d, 1d, 0d, 0d, 0d, 0d, 0d), potentials);
}