Codex
55 lines
2.3 KiB
Java
55 lines
2.3 KiB
Java
package com.quantai.trader.domain;
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import com.quantai.trader.enums.PositionSide;
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import com.quantai.trader.enums.TraderActionType;
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import org.springframework.stereotype.Component;
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import java.math.BigDecimal;
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import java.util.Map;
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@Component
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public class TraderActionFactory {
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public TraderAction create(TraderPositionManagerDecision pmDecision, TraderRiskDecision riskDecision, String symbol) {
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TraderActionType finalAction = riskDecision.finalAction();
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PositionSide side = sideFor(finalAction, pmDecision.side());
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return new TraderAction(
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"action_" + pmDecision.cycleId(),
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pmDecision.runId(),
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pmDecision.cycleId(),
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pmDecision.modelOutputId(),
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pmDecision.pmDecisionId(),
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riskDecision.riskDecisionId(),
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finalAction,
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symbol,
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side,
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finalAction.increasesExposure() ? pmDecision.pricePlanId() : null,
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finalAction.increasesExposure() ? pmDecision.pricePlanConfigHash() : null,
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ratioFor(finalAction, pmDecision),
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null,
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pmDecision.stopPrice(),
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pmDecision.targetPrice(),
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finalAction.reducesExposure(),
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"idem_" + pmDecision.runId() + "_" + pmDecision.cycleId() + "_" + finalAction,
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riskDecision.allowAction() ? pmDecision.reason() : riskDecision.blocker(),
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Map.of("riskAllowed", riskDecision.allowAction()));
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}
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private BigDecimal ratioFor(TraderActionType action, TraderPositionManagerDecision pmDecision) {
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return switch (action) {
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case OPEN_LONG, OPEN_SHORT -> pmDecision.targetPositionRatio();
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case ADD_LONG, ADD_SHORT -> pmDecision.addRatio();
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case REDUCE_LONG, REDUCE_SHORT -> pmDecision.reduceRatio();
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case WAIT, HOLD, CLOSE_LONG, CLOSE_SHORT, MOVE_STOP, CANCEL -> null;
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};
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}
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private PositionSide sideFor(TraderActionType action, PositionSide pmSide) {
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return switch (action) {
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case OPEN_LONG, ADD_LONG, REDUCE_LONG, CLOSE_LONG -> PositionSide.LONG;
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case OPEN_SHORT, ADD_SHORT, REDUCE_SHORT, CLOSE_SHORT -> PositionSide.SHORT;
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case WAIT, CANCEL -> PositionSide.NONE;
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case HOLD, MOVE_STOP -> pmSide;
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};
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}
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}
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