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/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2015 Marc de Verdelhan & respective authors (see AUTHORS)
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j;
import eu.verdelhan.ta4j.Order.OrderType;
/**
* Pair of two {@link Order orders}.
*
* The exit order has the complement type of the entry order.
* I.e.:
* entry == BUY --> exit == SELL
* entry == SELL --> exit == BUY
*/
public class Trade {
/** The entry order */
private Order entry;
/** The exit order */
private Order exit;
/** The type of the entry order */
private OrderType startingType;
/**
* Constructor.
*/
public Trade() {
this(OrderType.BUY);
}
/**
* Constructor.
* @param startingType the starting {@link OrderType order type} of the trade (i.e. type of the entry order)
*/
public Trade(OrderType startingType) {
if (startingType == null) {
throw new IllegalArgumentException("Starting type must not be null");
}
this.startingType = startingType;
}
/**
* Constructor.
* @param entry the entry {@link Order order}
* @param exit the exit {@link Order order}
*/
public Trade(Order entry, Order exit) {
if (entry.getType().equals(exit.getType())) {
throw new IllegalArgumentException("Both orders must have different types");
}
this.startingType = entry.getType();
this.entry = entry;
this.exit = exit;
}
/**
* @return the entry {@link Order order} of the trade
*/
public Order getEntry() {
return entry;
}
/**
* @return the exit {@link Order order} of the trade
*/
public Order getExit() {
return exit;
}
@Override
public boolean equals(Object obj) {
if (obj instanceof Trade) {
Trade t = (Trade) obj;
return entry.equals(t.getEntry()) && exit.equals(t.getExit());
}
return false;
}
@Override
public int hashCode() {
return (entry.hashCode() * 31) + (exit.hashCode() * 17);
}
/**
* Operates the trade at the index-th position
* @param index the tick index
* @return the order
*/
public Order operate(int index) {
return operate(index, Decimal.NaN, Decimal.NaN);
}
/**
* Operates the trade at the index-th position
* @param index the tick index
* @param price the price
* @param amount the amount
* @return the order
*/
public Order operate(int index, Decimal price, Decimal amount) {
Order order = null;
if (isNew()) {
order = new Order(index, startingType, price, amount);
entry = order;
} else if (isOpened()) {
if (index < entry.getIndex()) {
throw new IllegalStateException("The index i is less than the entryOrder index");
}
order = new Order(index, startingType.complementType(), price, amount);
exit = order;
}
return order;
}
/**
* @return true if the trade is closed, false otherwise
*/
public boolean isClosed() {
return (entry != null) && (exit != null);
}
/**
* @return true if the trade is opened, false otherwise
*/
public boolean isOpened() {
return (entry != null) && (exit == null);
}
/**
* @return true if the trade is new, false otherwise
*/
public boolean isNew() {
return (entry == null) && (exit == null);
}
@Override
public String toString() {
return "Entry: " + entry + " exit: " + exit;
}
}