diff options
| -rw-r--r-- | src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java | 104 | ||||
| -rw-r--r-- | src/test/java/edu/brown/cs/student/ProfitCalculationTest.java | 25 | ||||
| -rw-r--r-- | tatus | 52 |
3 files changed, 121 insertions, 60 deletions
diff --git a/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java b/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java index 15f31cc..0a19bcb 100644 --- a/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java +++ b/src/main/java/edu/brown/cs/student/term/profit/ProfitCalculation.java @@ -125,13 +125,12 @@ public class ProfitCalculation { } } else { //ignore sell orders for which we do not have buys for - if (buyHistoryMap.containsKey(ticker)) { - if (sellHistoryMap.containsKey(ticker)) { - sellHistoryMap.get(ticker).addLast(order); - } else { - sellHistoryMap.put(ticker, oneElement); - } + if (sellHistoryMap.containsKey(ticker)) { + sellHistoryMap.get(ticker).addLast(order); + } else { + sellHistoryMap.put(ticker, oneElement); } + } } @@ -150,39 +149,41 @@ public class ProfitCalculation { LinkedList<OrderTuple> sells = sellHistoryMap.get(ticker); LinkedList<OrderTuple> buys = buyHistoryMap.get(ticker); double realizedGain = 0; + if (sells != null && buys != null) { + //process each sell order (unless all buy orders are "drained" + for (OrderTuple sell : sells) { + //stop if buys are empty, stop if buy happened after sell + if (buys.isEmpty()) { + break; + } - //process each sell order (unless all buy orders are "drained" - for (OrderTuple sell : sells) { - //stop if buys are empty, stop if buy happened after sell - if (buys.isEmpty()) { - break; - } - - int sharesToSell = sell.getShares(); - - //sell off through list of buys - while (sharesToSell > 0 && !buys.isEmpty()) { - //dont sell from buys which didn't exist at the time. - if (sell.getDate().after(buys.getFirst().getDate())) { - OrderTuple buyBundle = buys.removeFirst(); - int sharesAtBundlePrice; - //the buy has more shares than we want to sell - if (buyBundle.getShares() > sharesToSell) { - sharesAtBundlePrice = sharesToSell; - sharesToSell = 0; - //add back the holdings that were not sold - buyBundle.setShares(buyBundle.getShares() - sharesAtBundlePrice); - buys.addFirst(buyBundle); + int sharesToSell = sell.getShares(); + + //sell off through list of buys + while (sharesToSell > 0 && !buys.isEmpty()) { + //dont sell from buys which didn't exist at the time. + if (sell.getDate().after(buys.getFirst().getDate()) + || sell.getDate().equals(buys.getFirst().getDate())) { + OrderTuple buyBundle = buys.removeFirst(); + int sharesAtBundlePrice; + //the buy has more shares than we want to sell + if (buyBundle.getShares() > sharesToSell) { + sharesAtBundlePrice = sharesToSell; + sharesToSell = 0; + //add back the holdings that were not sold + buyBundle.setShares(buyBundle.getShares() - sharesAtBundlePrice); + buys.addFirst(buyBundle); + } else { + sharesToSell -= buyBundle.getShares(); + sharesAtBundlePrice = buyBundle.getShares(); + } + realizedGain += sharesAtBundlePrice * (sell.getCost() - buyBundle.getCost()); } else { - sharesToSell -= buyBundle.getShares(); - sharesAtBundlePrice = buyBundle.getShares(); + break; } - realizedGain += sharesAtBundlePrice * (sell.getCost() - buyBundle.getCost()); - } else { - break; - } + } } } @@ -242,12 +243,15 @@ public class ProfitCalculation { if (currentStockPrices.containsKey(ticker)) { return currentStockPrices.get(ticker); } else { - String PRICE_URL = BASE_URL + "/last/stocks/" + ticker; - System.out.println("LOG: Making call to " + PRICE_URL + " in " + getClass()); + String url = "https://data.alpaca.markets/v1/bars/" + + "day?" + + "symbols=" + ticker + + "&start=" + startTime + + "&end=" + endTime; HttpClient client = HttpClient.newHttpClient(); HttpRequest request = HttpRequest.newBuilder() - .uri(URI.create(PRICE_URL)).setHeader("APCA-API-KEY-ID", API_KEY) + .uri(URI.create(url)).setHeader("APCA-API-KEY-ID", API_KEY) .setHeader("APCA-API-SECRET-KEY", SECRET_KEY) .build(); @@ -255,18 +259,15 @@ public class ProfitCalculation { try { response = client.send(request, HttpResponse.BodyHandlers.ofString()); - } catch (IOException e) { - e.printStackTrace(); - } catch (InterruptedException e) { - e.printStackTrace(); + } catch (Exception e) { + System.out.println("ERROR: error getting price for profit calculation"); } - - JSONObject object = new JSONObject(response.body()); + JSONArray object = new JSONObject(response.body()).getJSONArray(ticker); try { - double price = object.getJSONObject("last").getDouble("price"); - currentStockPrices.put(ticker, price); - return price; + double endPrice = object.getJSONObject(object.length() - 1).getDouble("c"); + currentStockPrices.put(ticker, endPrice); + return endPrice; } catch (JSONException e) { currentStockPrices.put(ticker, -1.0); return -1.0; @@ -280,20 +281,15 @@ public class ProfitCalculation { if (!tablesFilled) { organizeOrders(); getRealizedGains(); - getUnrealizedGains(); tablesFilled = true; } double realizedGains = 0; - double unrealizedGains = 0; for (double value : realizedGainsMap.values()) { realizedGains += value; } - for (double value : unrealizedGainsMap.values()) { - unrealizedGains += value; - } - return unrealizedGains + realizedGains; + return realizedGains; } public List<StockHolding> getHoldingsList() { @@ -332,8 +328,8 @@ public class ProfitCalculation { String url = "https://data.alpaca.markets/v1/bars/" + "day?" + "symbols=SPY" - + "&start=" + startTime - + "&end=" + endTime; + + "&start=" + startTime.toString() + "T09:30:00-04:00" + + "&end=" + endTime.toString() + "T09:30:00-04:00"; HttpClient client = HttpClient.newHttpClient(); HttpRequest request = HttpRequest.newBuilder() diff --git a/src/test/java/edu/brown/cs/student/ProfitCalculationTest.java b/src/test/java/edu/brown/cs/student/ProfitCalculationTest.java index 256afed..a4baa53 100644 --- a/src/test/java/edu/brown/cs/student/ProfitCalculationTest.java +++ b/src/test/java/edu/brown/cs/student/ProfitCalculationTest.java @@ -12,6 +12,7 @@ import org.junit.After; import org.junit.Before; import org.junit.Test; +import java.time.LocalDate; import java.util.List; import java.sql.Date; import java.time.Instant; @@ -35,7 +36,7 @@ public class ProfitCalculationTest { @Before public void setUp() { try { - db = new DatabaseQuerier("data/testing/test_trades.sqlite3"); + db = new DatabaseQuerier("data/lil_mock.sqlite3"); } catch (Exception e) { System.out.println("DBQuerier Test, couldn't connect to db???"); } @@ -47,16 +48,28 @@ public class ProfitCalculationTest { } @Test - public void testEmptyDB() { + public void testBasicTrades() { setUp(); ProfitCalculation profitCalculation = - new ProfitCalculation(DatabaseQuerier.getConn(), "CAKEBREAD STEVEN", new Date(1518010558000l), - new Date(1718010556000l)); + new ProfitCalculation(DatabaseQuerier.getConn(), "Don", new Date(1518010558000l), + new Date(1618698807000l)); + //price of GME at end time is 154.69 List<StockHolding> trade = profitCalculation.getHoldingsList(); - double gain = trade.get(0).getUnrealizedGain(); - assertEquals(294800.0, gain, .01); + //buy with no sell + assertEquals(trade.get(0).getUnrealizedGain(), 3842.25, .25); + assertEquals(trade.get(0).getRealizedGain(), 0, .01); + } + public void checkAPICalls() { + ProfitCalculation profitCalculation = + new ProfitCalculation(DatabaseQuerier.getConn(), "Don", new Date(1618234200000l), + new Date(1618814264000l)); + + //check sp500 calculation. 411.28 to 417.30 + assertEquals(profitCalculation.compareToSP500(), .01464, .001); + + } }
\ No newline at end of file @@ -0,0 +1,52 @@ +[1mdiff --git a/data/mock_tradeClarks.sqlite3 b/data/mock_tradeClarks.sqlite3[m +[1mindex 980c539..e816ee8 100644[m +Binary files a/data/mock_tradeClarks.sqlite3 and b/data/mock_tradeClarks.sqlite3 differ +[1mdiff --git a/src/main/java/edu/brown/cs/student/term/Main.java b/src/main/java/edu/brown/cs/student/term/Main.java[m +[1mindex 31bf7a3..c4a7814 100644[m +[1m--- a/src/main/java/edu/brown/cs/student/term/Main.java[m +[1m+++ b/src/main/java/edu/brown/cs/student/term/Main.java[m +[36m@@ -47,12 +47,21 @@[m [mpublic final class Main {[m + //do a gui type thing[m + //runSparkServer((int) options.valueOf("port"));[m + }[m +[31m- [m +[31m- HashMap<String, Command> commandHashMap = new HashMap<>();[m +[31m- commandHashMap.put("setup", new SetupCommand());[m +[31m- /** add commands to map here! */[m +[31m- REPL repl = new REPL(commandHashMap);[m +[31m- repl.runREPL();[m +[32m+[m +[32m+[m[32m ProfitCalculation person = new ProfitCalculation(null, "Vincent", new Date(1515629591000L), new Date(1715507898000L));[m +[32m+[m[32m try {[m +[32m+[m[32m person.setConnection("./data/mock_tradeClarks.sqlite3");[m +[32m+[m[32m } catch(Exception e) {[m +[32m+[m[32m e.printStackTrace();[m +[32m+[m[32m }[m +[32m+[m +[32m+[m[32m person.calculateGains();[m +[32m+[m +[32m+[m[32m// HashMap<String, Command> commandHashMap = new HashMap<>();[m +[32m+[m[32m// commandHashMap.put("setup", new SetupCommand());[m +[32m+[m[32m// /** add commands to map here! */[m +[32m+[m[32m// REPL repl = new REPL(commandHashMap);[m +[32m+[m[32m// repl.runREPL();[m + }[m + [m + [m +[1mdiff --git a/src/main/java/edu/brown/cs/student/term/ProfitCalculation.java b/src/main/java/edu/brown/cs/student/term/ProfitCalculation.java[m +[1mindex aa1bc09..94f87f7 100644[m +[1m--- a/src/main/java/edu/brown/cs/student/term/ProfitCalculation.java[m +[1m+++ b/src/main/java/edu/brown/cs/student/term/ProfitCalculation.java[m +[36m@@ -265,10 +265,10 @@[m [mpublic class ProfitCalculation {[m + double totalGains = unrealizedGains + realizedGains;[m + [m + System.out.println("Money In: " + moneyInput);[m +[32m+[m[32m System.out.println("SP500 on money In: " + (moneyInput * compareToSP500()));[m + System.out.println("Money Out: " + (moneyInput + totalGains));[m +[31m- System.out.println("NASDAQ on money In: " + (moneyInput * compareToSP500()));[m + System.out.println([m +[31m- "Total: " + totalGains + "| unrealized: " + unrealizedGains + " | realized: " +[m +[32m+[m[32m "Total gain: " + totalGains + "| unrealized: " + unrealizedGains + " | realized: " +[m + realizedGains);[m + }[m + [m |