Examples with BacktestingCandle tech.cassandre.trading.bot.domain.BacktestingCandle used on opensource projects

Example 1 with BacktestingCandle

use of tech.cassandre.trading.bot.domain.BacktestingCandle in project cassandre-trading-bot by cassandre-tech.

the class TickerFluxMock method marketService.

@Bean
@Primary
public MarketService marketService() {
    // Removes everything from table.
    backtestingCandleRepository.deleteAllInBatch();
    // Creates the mock.
    marketServiceBacktestingImplementation = new MarketServiceBacktestingImplementation(orderFlux, tradeFlux, orderRepository, tradeRepository, backtestingCandleRepository);
    // Getting the list of files to import and insert them in database.
    logger.info("Importing candles for backtesting...");
    Set<CurrencyPairDTO> currencyPairUsed = new HashSet<>();
    getCandlesFilesToLoad().stream().filter(resource -> resource.getFilename() != null).peek(resource -> logger.info("Importing {}...", resource.getFilename())).forEach(resource -> {
        try {
            // Insert the tickers in database.
            AtomicLong sequence = new AtomicLong(1);
            new CsvToBeanBuilder<ImportedCandle>(Files.newBufferedReader(resource.getFile().toPath())).withType(ImportedCandle.class).withIgnoreLeadingWhiteSpace(true).build().parse().forEach(importedCandle -> {
                logger.debug("Importing candle {}", importedCandle);
                BacktestingCandle candle = backtestingTickerMapper.mapToBacktestingCandle(importedCandle);
                // Specific fields in Backtesting candle.
                BacktestingCandleId id = new BacktestingCandleId();
                id.setTestSessionId(marketServiceBacktestingImplementation.getTestSessionId());
                id.setResponseSequenceId(sequence.getAndIncrement());
                id.setCurrencyPair(importedCandle.getCurrencyPair());
                candle.setId(id);
                // Save in database.
                backtestingCandleRepository.save(candle);
                // We build a list of currency pairs listed in files.
                currencyPairUsed.add(id.getCurrencyPairDTO());
            });
        } catch (IOException e) {
            logger.error("Impossible to load candles for backtesting: {}", e.getMessage());
        }
    });
    // Setting the flux size of each currency pair.
    currencyPairUsed.forEach(currencyPairDTO -> marketServiceBacktestingImplementation.getFluxSize().put(currencyPairDTO, backtestingCandleRepository.findByIdCurrencyPair(currencyPairDTO.toString()).size()));
    return marketServiceBacktestingImplementation;
}