www.pudn.com > JSystemTrader.zip > BackTestTraderAssistant.java

package com.jsystemtrader.backtest; 
 
import java.text.*; 
import java.util.*; 
 
import com.ib.client.*; 
import com.jsystemtrader.platform.*; 
import com.jsystemtrader.util.*; 
 
public class BackTestTraderAssistant extends TraderAssistant { 
    public List priceBars; 
 
    public BackTestTraderAssistant(Trader trader) throws ParseException, JSystemTraderException { 
        super(trader); 
    } 
 
    public void connect() throws ParseException, JSystemTraderException { 
        eventLogger.write("Reading back test file", "Info", 1); 
        BackTestFileReader reader = new BackTestFileReader(Account.getBackestFileName()); 
 
        priceBars = reader.getPriceBars(); 
 
        // get the last date in the historical data file 
        PriceBar priceBar = priceBars.get(priceBars.size() - 1); 
 
        Calendar lastDateInFile = Calendar.getInstance(); 
        lastDateInFile.setTimeInMillis(priceBar.getDate()); 
        Strategy.setLastHistoricalDate(lastDateInFile); 
 
        String msg = priceBars.size() + " bars have been read successfully."; 
        MessageDialog.showMessage(null, msg); 
 
        eventLogger.write("Connected to back test", "Info", 1); 
    } 
 
 
    synchronized public void placeOrder(Contract contract, Order order, Strategy strategy) { 
        orderID++; 
        orders.put(orderID, new OrderStatus(order, strategy)); 
        strategy.getPositionManager().setOrderExecutionPending(true); 
        String msg = strategy.getName() + ": Placed order " + orderID; 
        eventLogger.write(msg, "Info", 1); 
 
        double price = strategy.getLastPriceBar().getClose(); 
        Execution execution = new Execution(); 
        execution.m_price = price; 
        execution.m_shares = order.m_totalQuantity; 
        trader.execDetails(orderID, contract, execution); 
    } 
 
 
    public void realAccountCheck() throws JSystemTraderException { 
        // Empty implementation 
    } 
 
}