Initial commit of multiasset branch
This commit is contained in:
132
src/opensesim/old_sesim/Order.java
Normal file
132
src/opensesim/old_sesim/Order.java
Normal file
@ -0,0 +1,132 @@
|
||||
/*
|
||||
* Copyright (c) 2017, 7u83 <7u83@mail.ru>
|
||||
* All rights reserved.
|
||||
*
|
||||
* Redistribution and use in source and binary forms, with or without
|
||||
* modification, are permitted provided that the following conditions are met:
|
||||
*
|
||||
* * Redistributions of source code must retain the above copyright notice, this
|
||||
* list of conditions and the following disclaimer.
|
||||
* * Redistributions in binary form must reproduce the above copyright notice,
|
||||
* this list of conditions and the following disclaimer in the documentation
|
||||
* and/or other materials provided with the distribution.
|
||||
*
|
||||
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
||||
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
||||
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
|
||||
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
|
||||
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
|
||||
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
|
||||
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
|
||||
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
||||
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
||||
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
|
||||
* POSSIBILITY OF SUCH DAMAGE.
|
||||
*/
|
||||
package opensesim.old_sesim;
|
||||
|
||||
/**
|
||||
*
|
||||
* @author 7u83 <7u83@mail.ru>
|
||||
*/
|
||||
public class Order {
|
||||
|
||||
public enum OrderStatus {
|
||||
OPEN,
|
||||
PARTIALLY_EXECUTED,
|
||||
CLOSED,
|
||||
CANCELED
|
||||
}
|
||||
|
||||
/**
|
||||
* Definition of order types
|
||||
*/
|
||||
public enum OrderType {
|
||||
BUYLIMIT, SELLLIMIT, STOPLOSS, STOPBUY, BUY, SELL
|
||||
}
|
||||
|
||||
protected final Stock stock;
|
||||
protected OrderStatus status;
|
||||
protected OrderType type;
|
||||
protected double limit;
|
||||
protected double volume;
|
||||
|
||||
protected final double initial_volume;
|
||||
protected final long id;
|
||||
protected final long created;
|
||||
|
||||
protected final Account account;
|
||||
|
||||
double cost;
|
||||
|
||||
Order(long id, long created, Account account, Stock stock, OrderType type,
|
||||
double volume, double limit) {
|
||||
this.id = id;
|
||||
this.account = account;
|
||||
this.type = type;
|
||||
this.limit = limit;
|
||||
this.volume = volume;
|
||||
this.initial_volume = this.volume;
|
||||
this.created = created;
|
||||
this.status = OrderStatus.OPEN;
|
||||
this.stock=stock;
|
||||
this.cost = 0;
|
||||
}
|
||||
|
||||
public long getID() {
|
||||
return id;
|
||||
}
|
||||
|
||||
public double getVolume() {
|
||||
return volume;
|
||||
}
|
||||
|
||||
public double getLimit() {
|
||||
return limit;
|
||||
}
|
||||
|
||||
public OrderType getType() {
|
||||
return type;
|
||||
}
|
||||
|
||||
public double getExecuted() {
|
||||
return initial_volume - volume;
|
||||
}
|
||||
|
||||
public double getInitialVolume() {
|
||||
return initial_volume;
|
||||
}
|
||||
|
||||
public double getCost() {
|
||||
return cost;
|
||||
}
|
||||
|
||||
public double getAvaragePrice() {
|
||||
double e = getExecuted();
|
||||
if (e <= 0) {
|
||||
return -1;
|
||||
}
|
||||
return cost / e;
|
||||
}
|
||||
|
||||
public Account getAccount() {
|
||||
return account;
|
||||
}
|
||||
|
||||
public OrderStatus getOrderStatus() {
|
||||
return status;
|
||||
}
|
||||
|
||||
public long getCreated() {
|
||||
return created;
|
||||
}
|
||||
|
||||
/**
|
||||
* Get the stock symbol that this order belongs to
|
||||
* @return Stock symbol
|
||||
*/
|
||||
public String getStockSymbol(){
|
||||
return stock.getSymbol();
|
||||
}
|
||||
|
||||
}
|
Reference in New Issue
Block a user