Package de.gsi.financial.samples.service.execution

Class BacktestExecutionPlatform

java.lang.Object

de.gsi.financial.samples.service.execution.AbstractExecutionPlatform

de.gsi.financial.samples.service.execution.BacktestExecutionPlatform

All Implemented Interfaces:

ExecutionPlatform, OhlcvChangeListener

public class BacktestExecutionPlatform
extends AbstractExecutionPlatform
implements OhlcvChangeListener

Example of Simple Backtest Execution Platform with Market Order Implementation

Author:

afischer

Field Summary

Fields inherited from class de.gsi.financial.samples.service.execution.AbstractExecutionPlatform

context, orders, positions

Constructor Summary

Constructors

Constructor	Description
BacktestExecutionPlatform()

Method Summary

Modifier and Type	Method	Description
protected ExecutionResult	ensureRequiredOrderAttributes(Order order)	Ensure the required attributes for order
protected ExecutionResult	executeOrder(Order order)	Execute order by gateway
protected ExecutionResult	executeOrderCancellation(Order order)	Execute order cancellation by gateway
protected OHLCVItem	getActualOhlcvItem()
protected java.util.Date	getActualTime()
protected void	resolveOrder(Order order)	Resolve order for actual OHLCV item
void	tickEvent(de.gsi.dataset.spi.financial.api.ohlcv.IOhlcvItem ohlcvItem)	Notification event about new ohlcv item changed

Methods inherited from class de.gsi.financial.samples.service.execution.AbstractExecutionPlatform

addExecutionPlatformListener, cancelOrder, cancelOrder, fireOrderCancelled, fireOrderFilled, performOrder, processOrder, removeExecutionPlatformListener, setContext, setRequiredOrderAttributes, storeOrder

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BacktestExecutionPlatform

public BacktestExecutionPlatform()

Method Detail

ensureRequiredOrderAttributes

protected ExecutionResult ensureRequiredOrderAttributes(Order order)

Description copied from class: AbstractExecutionPlatform

Ensure the required attributes for order

Specified by:

ensureRequiredOrderAttributes in class AbstractExecutionPlatform

Parameters:

order - Order

executeOrderCancellation

protected ExecutionResult executeOrderCancellation(Order order)

Description copied from class: AbstractExecutionPlatform

Execute order cancellation by gateway

Specified by:

executeOrderCancellation in class AbstractExecutionPlatform

Parameters:

order - Order

Returns:

result

executeOrder

protected ExecutionResult executeOrder(Order order)

Description copied from class: AbstractExecutionPlatform

Execute order by gateway

Specified by:

executeOrder in class AbstractExecutionPlatform

Parameters:

order - Order

Returns:

result

resolveOrder

protected void resolveOrder(Order order)

Resolve order for actual OHLCV item

Parameters:

order - Order domain object

getActualTime

protected java.util.Date getActualTime()

getActualOhlcvItem

protected OHLCVItem getActualOhlcvItem()

tickEvent

public void tickEvent(de.gsi.dataset.spi.financial.api.ohlcv.IOhlcvItem ohlcvItem)

Description copied from interface: OhlcvChangeListener

Notification event about new ohlcv item changed

Specified by:

tickEvent in interface OhlcvChangeListener

Parameters:

ohlcvItem - new or changed ohlcv item