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< > BotCompany Repo | #1036357 // JuiceStrategy with prototypeJuicer (old)

JavaX fragment (include)

concept JuiceStrategy extends G22TradingStrategy {
  settableWithVar AbstractJuicer prototypeJuicer;
  
  persistable class Position extends G22TradingStrategy.Position {
    settable AbstractJuicer juicer;
  }
  
  selfType emptyClone() {
    JuiceStrategy clone = cast super.emptyClone();
    clone.prototypeJuicer(prototypeJuicer?.configClone());
    ret clone;
  }
  
  void price(double price) {
    if (currentPrice == price) ret;
    currentPrice = price;
    afterwards { change(); }
    
    for (p : openPositions()) {
      cast p to Position;
      
      if (p.juicer != null) {
        var signals = p.juicer.calculateCloseSignals();
        var strongest = highestBy(signals, s -> s.strength());
        if (strongest != null && strongest.isTrigger()) {
          p.close(strongest);
        }
      }
    }
  }
  
  Position openShort() { ret openPosition(-1); }
  Position openLong() { ret openPosition(1); }
  
  Position openPosition(int direction) {
    new Position p;
    p.marginToUse = marginPerPosition;
    p.juicer(makeJuicer());
    ret openPosition(p, direction);
  }
  
  swappable AbstractJuicer makeJuicer() {
    ret new StopLossJuicer;
  }
}

Author comment

Began life as a copy of #1036351

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Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

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Snippet ID: #1036357
Snippet name: JuiceStrategy with prototypeJuicer (old)
Eternal ID of this version: #1036357/1
Text MD5: 504bf073f00cd9b65384b18e37b088c7
Author: stefan
Category: javax / gazelle 22
Type: JavaX fragment (include)
Public (visible to everyone): Yes
Archived (hidden from active list): No
Created/modified: 2022-11-23 19:33:38
Source code size: 1219 bytes / 45 lines
Pitched / IR pitched: No / No
Views / Downloads: 3 / 5
Referenced in: [show references]