ch.algotrader.python.servicestubs

Class PythonPortfolioServiceStub

java.lang.Object

ch.algotrader.python.services.PythonPortfolioService

ch.algotrader.python.servicestubs.PythonPortfolioServiceStub

public class PythonPortfolioServiceStub
extends PythonPortfolioService

This Object is used in the python-integration tests Its purpose is to act as something like a mock, returning data that is used in these tests to program against (most of the time it is just calling the method and nothing more)

Field Summary

Fields inherited from class ch.algotrader.python.services.PythonPortfolioService

objectMapper

Constructor Summary

Constructors

Constructor and Description
PythonPortfolioServiceStub()

Method Summary

Modifier and Type	Method and Description
java.math.BigDecimal	getAvailableBalance() Gets the balance available for trading of the entire System.
java.math.BigDecimal	getAvailableBalance(java.lang.String strategyName) Gets the balance available for trading of the specified Strategy.
java.util.Collection<java.lang.String>	getBalances() Gets the CashBalances of the entire system.
java.util.Collection<java.lang.String>	getBalances(java.lang.String strategyName) Gets the CashBalances for the specified Strategy.
java.math.BigDecimal	getCashBalance() Gets the Cash Balance of the entire System.
java.math.BigDecimal	getCashBalance(java.lang.String strategyName) Gets the Cash Balance of the specified Strategy.
java.math.BigDecimal	getCashBalance(java.lang.String strategyName, java.time.ZonedDateTime date) Gets the Cash Balance of the specified Strategy on the specified Date.
java.math.BigDecimal	getCashBalance(java.lang.String strategyName, java.time.ZonedDateTime date, NamedParam... namedParams) Gets the Cash Balance on the specified Date by an arbitrary filter by aggregating all relevant transactions.
java.math.BigDecimal	getCashBalance(java.time.ZonedDateTime date) Gets the Cash Balance of the entire System on the specified Date.
java.util.Collection<java.lang.String>	getFxExposure() Gets the Net FX Currency Exposure of all FX positions of the entire system.
java.util.Collection<java.lang.String>	getFxExposure(java.lang.String strategyName) Gets the Net FX Currency Exposure of all FX positions for the specified Strategy.
java.math.BigDecimal	getMarketValue() Gets the total Market Value of all non-FX Positions of the entire System.
java.math.BigDecimal	getMarketValue(java.lang.String strategyName) Gets the total Market Value of all non-FX Positions of the specified Strategy.
java.math.BigDecimal	getMarketValue(java.lang.String strategyName, java.time.ZonedDateTime date) Gets the total Market Value of all non-FX Positions of the specified Strategy on the specified Date.
java.math.BigDecimal	getMarketValue(java.lang.String filter, java.time.ZonedDateTime date, NamedParam... namedParams) Gets the total Market Value of all non-FX Positions on the specified Date by an arbitrary filter by aggregating all relevant transactions.
java.math.BigDecimal	getMarketValue(java.time.ZonedDateTime date) Gets the total Market Value of all non-FX Positions of the entire System on the specified Date.
java.math.BigDecimal	getNetLiqValue() Gets the Net-Liquidation-Value of the entire System.
java.math.BigDecimal	getNetLiqValue(java.lang.String strategyName) Gets the Net-Liquidation-Value of the specified Strategy.
int	getOpenPositions() Gets the number of open positions of the entire System.
int	getOpenPositions(java.lang.String strategyName) Gets the number of open positions of the specified Strategy.
int	getOpenPositions(java.lang.String strategyName, java.time.ZonedDateTime date) Gets the number of open positions of the specified Strategy on the specified date.
int	getOpenPositions(java.time.ZonedDateTime date) Gets the number of open positions of the entire System on the specified date.
java.util.List<java.lang.String>	getOpenPositionsByFilter(java.lang.String filter, java.time.ZonedDateTime date, NamedParam... namedParams) Gets all open positions on the specified Date by an arbitrary filter by aggregating all relevant transactions.
java.lang.String	getPortfolioValue() Gets the PortfolioValue of the entire System.
java.lang.String	getPortfolioValue(java.lang.String strategyName) Gets the PortfolioValue of the specified Strategy.
java.lang.String	getPortfolioValue(java.lang.String strategyName, java.time.ZonedDateTime date) Gets the PortfolioValue of the specified Strategy on the specified Date.
java.math.BigDecimal	getRealizedPL() Gets the total Realized Profit and Loss of all Positions of the entire System.
java.math.BigDecimal	getRealizedPL(java.lang.String strategyName) Gets the total Realized Profit and Loss of all Positions of the specified Strategy.
java.util.Collection<java.lang.String>	getTransactionsByFilter(java.lang.String filter, java.time.ZonedDateTime date, NamedParam... namedParams) Gets all transactions by an arbitrary filter up to the given date.
java.math.BigDecimal	getUnrealizedPL() Gets the total Unrealized Profit and Loss of all Positions of the entire System.
java.math.BigDecimal	getUnrealizedPL(java.lang.String strategyName) Gets the total Unrealized Profit and Loss of all Positions of the specified Strategy.
void	restorePortfolioValues(StrategyVO strategy, java.time.ZonedDateTime fromDate, java.time.ZonedDateTime toDate) Restores all PortfolioValues of the specified Strategy after the fromDate up to and including the toDate.
void	savePortfolioValue(java.lang.String json) Saves current Portfolio Values as a consequence for a performance relevant Transaction.
void	savePortfolioValues() Saves current Portfolio Values for all Strategies marked as autoActivate

Methods inherited from class ch.algotrader.python.services.PythonPortfolioService

serialize

Methods inherited from class java.lang.Object

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

Constructor Detail

PythonPortfolioServiceStub

public PythonPortfolioServiceStub()

Method Detail

getTransactionsByFilter

public java.util.Collection<java.lang.String> getTransactionsByFilter(java.lang.String filter,
                                                                      java.time.ZonedDateTime date,
                                                                      NamedParam... namedParams)

Description copied from class: PythonPortfolioService

Gets all transactions by an arbitrary filter up to the given date.

The variable t can be used to reference the Transaction. Examples: t.account.name = 'IB_NATIVE_TEST' t.account.name = :accountName // //specifying 'accountName' as a namedParameter t.currency = 'USD'

Overrides:

getTransactionsByFilter in class PythonPortfolioService

getOpenPositionsByFilter

public java.util.List<java.lang.String> getOpenPositionsByFilter(java.lang.String filter,
                                                                 java.time.ZonedDateTime date,
                                                                 NamedParam... namedParams)

Description copied from class: PythonPortfolioService

Gets all open positions on the specified Date by an arbitrary filter by aggregating all relevant transactions. The variable s and t can be used to reference the Security and Transaction. Examples: s.symbol = 'IBM' s.symbol = :symbol //specifying 'symbol' as a namedParameter s.class = ForexImpl s.securityFamily.currency = 'USD' s.baseCurrency = 'EUR' s.gics like '12______'

Overrides:

getOpenPositionsByFilter in class PythonPortfolioService

getCashBalance

public java.math.BigDecimal getCashBalance()

Description copied from class: PythonPortfolioService

Gets the Cash Balance of the entire System.

Overrides:

getCashBalance in class PythonPortfolioService

getCashBalance

public java.math.BigDecimal getCashBalance(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the Cash Balance of the specified Strategy.

Overrides:

getCashBalance in class PythonPortfolioService

getCashBalance

public java.math.BigDecimal getCashBalance(java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the Cash Balance of the entire System on the specified Date.

Overrides:

getCashBalance in class PythonPortfolioService

getCashBalance

public java.math.BigDecimal getCashBalance(java.lang.String strategyName,
                                           java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the Cash Balance of the specified Strategy on the specified Date.

Overrides:

getCashBalance in class PythonPortfolioService

getCashBalance

public java.math.BigDecimal getCashBalance(java.lang.String strategyName,
                                           java.time.ZonedDateTime date,
                                           NamedParam... namedParams)

Description copied from class: PythonPortfolioService

Gets the Cash Balance on the specified Date by an arbitrary filter by aggregating all relevant transactions. The variable t can be used to reference the Transaction. Examples: t.account.name = 'IB_NATIVE_TEST' t.account.name = :accountName // //specifying 'accountName' as a namedParameter t.currency = 'USD' Note: The current value of Forex Positions will not be taken into account

Overrides:

getCashBalance in class PythonPortfolioService

getMarketValue

public java.math.BigDecimal getMarketValue()

Description copied from class: PythonPortfolioService

Gets the total Market Value of all non-FX Positions of the entire System.

Overrides:

getMarketValue in class PythonPortfolioService

getMarketValue

public java.math.BigDecimal getMarketValue(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the total Market Value of all non-FX Positions of the specified Strategy.

Overrides:

getMarketValue in class PythonPortfolioService

getMarketValue

public java.math.BigDecimal getMarketValue(java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the total Market Value of all non-FX Positions of the entire System on the specified Date.

Overrides:

getMarketValue in class PythonPortfolioService

getMarketValue

public java.math.BigDecimal getMarketValue(java.lang.String strategyName,
                                           java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the total Market Value of all non-FX Positions of the specified Strategy on the specified Date.

Overrides:

getMarketValue in class PythonPortfolioService

getMarketValue

public java.math.BigDecimal getMarketValue(java.lang.String filter,
                                           java.time.ZonedDateTime date,
                                           NamedParam... namedParams)

Description copied from class: PythonPortfolioService

Gets the total Market Value of all non-FX Positions on the specified Date by an arbitrary filter by aggregating all relevant transactions. The variable s and t can be used to reference the Security and Transaction. Examples: s.symbol = 'IBM' s.symbol = :symbol //specifying 'symbol' as a namedParameter s.class = ForexImpl s.securityFamily.currency = 'USD' s.baseCurrency = 'EUR' s.gics like '12______'

Overrides:

getMarketValue in class PythonPortfolioService

getRealizedPL

public java.math.BigDecimal getRealizedPL()

Description copied from class: PythonPortfolioService

Gets the total Realized Profit and Loss of all Positions of the entire System.

Overrides:

getRealizedPL in class PythonPortfolioService

getRealizedPL

public java.math.BigDecimal getRealizedPL(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the total Realized Profit and Loss of all Positions of the specified Strategy.

Overrides:

getRealizedPL in class PythonPortfolioService

getUnrealizedPL

public java.math.BigDecimal getUnrealizedPL()

Description copied from class: PythonPortfolioService

Gets the total Unrealized Profit and Loss of all Positions of the entire System.

Overrides:

getUnrealizedPL in class PythonPortfolioService

getUnrealizedPL

public java.math.BigDecimal getUnrealizedPL(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the total Unrealized Profit and Loss of all Positions of the specified Strategy.

Overrides:

getUnrealizedPL in class PythonPortfolioService

getNetLiqValue

public java.math.BigDecimal getNetLiqValue()

Description copied from class: PythonPortfolioService

Gets the Net-Liquidation-Value of the entire System.

Overrides:

getNetLiqValue in class PythonPortfolioService

getNetLiqValue

public java.math.BigDecimal getNetLiqValue(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the Net-Liquidation-Value of the specified Strategy.

Overrides:

getNetLiqValue in class PythonPortfolioService

getAvailableBalance

public java.math.BigDecimal getAvailableBalance()

Description copied from class: PythonPortfolioService

Gets the balance available for trading of the entire System.

Overrides:

getAvailableBalance in class PythonPortfolioService

getAvailableBalance

public java.math.BigDecimal getAvailableBalance(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the balance available for trading of the specified Strategy.

Overrides:

getAvailableBalance in class PythonPortfolioService

getOpenPositions

public int getOpenPositions()

Description copied from class: PythonPortfolioService

Gets the number of open positions of the entire System.

Overrides:

getOpenPositions in class PythonPortfolioService

getOpenPositions

public int getOpenPositions(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the number of open positions of the specified Strategy.

Overrides:

getOpenPositions in class PythonPortfolioService

getOpenPositions

public int getOpenPositions(java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the number of open positions of the entire System on the specified date.

Overrides:

getOpenPositions in class PythonPortfolioService

getOpenPositions

public int getOpenPositions(java.lang.String strategyName,
                            java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the number of open positions of the specified Strategy on the specified date.

Overrides:

getOpenPositions in class PythonPortfolioService

getPortfolioValue

public java.lang.String getPortfolioValue()

Description copied from class: PythonPortfolioService

Gets the PortfolioValue of the entire System.

Overrides:

getPortfolioValue in class PythonPortfolioService

getPortfolioValue

public java.lang.String getPortfolioValue(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the PortfolioValue of the specified Strategy.

Overrides:

getPortfolioValue in class PythonPortfolioService

getPortfolioValue

public java.lang.String getPortfolioValue(java.lang.String strategyName,
                                          java.time.ZonedDateTime date)

Description copied from class: PythonPortfolioService

Gets the PortfolioValue of the specified Strategy on the specified Date. Note: RealizedPL and UnRealizedPL will be set to null

Overrides:

getPortfolioValue in class PythonPortfolioService

getBalances

public java.util.Collection<java.lang.String> getBalances()

Description copied from class: PythonPortfolioService

Gets the CashBalances of the entire system.

Overrides:

getBalances in class PythonPortfolioService

getBalances

public java.util.Collection<java.lang.String> getBalances(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the CashBalances for the specified Strategy.

Overrides:

getBalances in class PythonPortfolioService

getFxExposure

public java.util.Collection<java.lang.String> getFxExposure()

Description copied from class: PythonPortfolioService

Gets the Net FX Currency Exposure of all FX positions of the entire system.

Overrides:

getFxExposure in class PythonPortfolioService

getFxExposure

public java.util.Collection<java.lang.String> getFxExposure(java.lang.String strategyName)

Description copied from class: PythonPortfolioService

Gets the Net FX Currency Exposure of all FX positions for the specified Strategy.

Overrides:

getFxExposure in class PythonPortfolioService

savePortfolioValue

public void savePortfolioValue(java.lang.String json)
                        throws java.io.IOException

Description copied from class: PythonPortfolioService

Saves current Portfolio Values as a consequence for a performance relevant Transaction. See Transaction.isPerformanceRelevant(). If there have been PortfolioValues created since this Transaction, they are recreated (including PortfolioValues of the AlgoTrader Server).

Overrides:

savePortfolioValue in class PythonPortfolioService

Throws:

java.io.IOException

savePortfolioValues

public void savePortfolioValues()

Description copied from class: PythonPortfolioService

Saves current Portfolio Values for all Strategies marked as autoActivate

Overrides:

savePortfolioValues in class PythonPortfolioService

restorePortfolioValues

public void restorePortfolioValues(StrategyVO strategy,
                                   java.time.ZonedDateTime fromDate,
                                   java.time.ZonedDateTime toDate)

Description copied from class: PythonPortfolioService

Restores all PortfolioValues of the specified Strategy after the fromDate up to and including the toDate.

Overrides:

restorePortfolioValues in class PythonPortfolioService