カブロボをJUnitから実行する
JUnitから実行というの作ってみました。
KabuRoboDriverのソースを切り貼りしたものです。
テスト用のヘルパークラスの例
package hoge;
import java.io.PrintStream;
import java.text.DateFormat;
import java.text.DecimalFormat;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.Date;
import java.util.Iterator;
import java.util.List;
import java.util.TimeZone;
import java.util.logging.ConsoleHandler;
import java.util.logging.FileHandler;
import java.util.logging.Formatter;
import java.util.logging.Handler;
import java.util.logging.Level;
import java.util.logging.Logger;
import jp.kaburobo.information.CachedInformationManagerBuilder;
import jp.kaburobo.information.InformationManager;
import jp.kaburobo.information.InformationManagerBuilder;
import jp.kaburobo.informationprovider.model.IndexDailyDao;
import jp.kaburobo.informationprovider.model.IndexYearlyDao;
import jp.kaburobo.investment.FlexibleInvestmentAgentFactory;
import jp.kaburobo.investment.InvestmentAgent;
import jp.kaburobo.investment.OrderHistory;
import jp.kaburobo.investment.Portfolio;
import jp.kaburobo.robot.Robot;
import jp.kaburobo.search.CachedSearchManagerBuilder;
import jp.kaburobo.search.SearchManager;
import jp.kaburobo.search.SearchManagerBuilder;
import jp.kaburobo.stockserviceprovider.client.IStockAgentClient;
import jp.kaburobo.stockserviceprovider.client.StockAgentClient;
import jp.kaburobo.stockserviceprovider.client.StockAgentDebugClient;
import jp.kaburobo.technical.TechnicalAnalysisManager;
import jp.kaburobo.technical.TechnicalAnalysisManagerBuilder;
import jp.kaburobo.technical.XMLTechnicalAnalysisManagerBuilder;
import jp.kaburobo.util.FixedTimeSetting;
import jp.kaburobo.util.LogFilter;
import jp.kaburobo.util.LoggingStream;
import jp.kaburobo.util.MarketSchedule;
import jp.kaburobo.util.Time;
import jp.kaburobo.util.XMLConfigLoader;
/**
* @see jp.kaburobo.driver.KabuRoboDriver
*/
public class KaburoboTestManager {
private static KaburoboTestManager testManager;
static{
try{
testManager = new KaburoboTestManager();
}catch(Exception e){
e.printStackTrace();
throw new IllegalStateException("testManager initilize fail");
}
}
private DateFormat dateFormat = new SimpleDateFormat("yyyy/MM/dd");
private DecimalFormat moneyFormat = new DecimalFormat("###,###,###");
private Logger logger;
private IStockAgentClient stockAgentClient;
private InvestmentAgent investmentAgent;
private FixedTimeSetting timeSetting;
private Calendar date;
public static KaburoboTestManager getInstance(){
return testManager;
}
private KaburoboTestManager() {
try{
XMLConfigLoader config = XMLConfigLoader.getInstance();
PrintStream err = System.err;
PrintStream out = System.out;
logger = Logger.getLogger("jp.kaburobo.logging");
logger.setUseParentHandlers(false);
String[] logHandlers = config.getLogHandlers();
for(int i=0; i<logHandlers.length; i++){
try{
Handler handler = null;
if(logHandlers[i].equals("console")){
System.setErr(out);
handler = new ConsoleHandler();
System.setErr(err);
} else if(logHandlers[i].equals("file")){
String file = config.getLogFile(logHandlers[i]);
handler = new FileHandler(file);
}
if(handler != null){
LogFilter outputFilter = new LogFilter();
handler.setFilter(outputFilter);
String[] filters = config.getFilters(logHandlers[i]);
if(filters != null){
for(int j=0; j<filters.length; j++){
outputFilter.addType(filters[j]);
}
}
String formatter = config.getFormatter(logHandlers[i]);
try{
if(formatter != null){
Class c = Class.forName(formatter);
handler.setFormatter((Formatter)c.newInstance());
}
}catch(Exception e){
e.printStackTrace();
}
handler.setLevel(Level.ALL);
logger.addHandler(handler);
}
}catch(Exception e){
e.printStackTrace();
}
}
logger.setLevel(Level.ALL);
if(config.getRedirect()){
LoggingStream outStream = new LoggingStream(logger, "output");
LoggingStream errStream = new LoggingStream(logger, "error");
System.setOut(outStream);
System.setErr(errStream);
}
long totalStartTime = System.currentTimeMillis();
TimeZone.setDefault(TimeZone.getTimeZone("Asia/Tokyo"));
date = (Calendar)config.getStartDate().clone();
Calendar endDate = config.getEndDate();
// Interval interval = new Interval(date, endDate);
// Calendar[] validDates = MarketSchedule.getInstance().getDates(interval);
// int index=0;
timeSetting = new FixedTimeSetting();
timeSetting.setTime(date);
Time.setTimeSetting(timeSetting);
InformationManagerBuilder builder = new CachedInformationManagerBuilder();
InformationManager informationManager = builder
.createInformationManager();
TechnicalAnalysisManagerBuilder tbuilder = new XMLTechnicalAnalysisManagerBuilder();
TechnicalAnalysisManager technicalManager = tbuilder.createTechnicalAnalysisManager();
SearchManagerBuilder sbuilder = new CachedSearchManagerBuilder();
SearchManager searchManager = sbuilder.createSearchManager();
if(config.getParameter("stockserver", "url") != null){
stockAgentClient= new StockAgentClient(
config.getParameter("stockserver", "id"),
config.getParameter("stockserver", "password"),
config.getParameter("stockserver", "url"));
} else {
String id = config.getParameter("stockserver", "id");
String password = config.getParameter("stockserver", "password");
String infojdbc = config.getParameter("information", "jdbc");
String infourl = config.getParameter("information", "url");
String infoid = config.getParameter("information", "id");
String infopassword = config.getParameter("information", "password");
IndexYearlyDao indexYearlyDao =
new IndexYearlyDao (infojdbc, infourl, infoid, infopassword);
IndexDailyDao indexDaylyDao =
new IndexDailyDao (infojdbc, infourl, infoid, infopassword);
stockAgentClient= new StockAgentDebugClient(
id, password, indexYearlyDao, indexDaylyDao);
}
// リセット処理
stockAgentClient.reset();
FlexibleInvestmentAgentFactory factory = new FlexibleInvestmentAgentFactory();
factory.setInformationManager(informationManager);
factory.setTechnicalAnalysisManager(technicalManager);
factory.setSearchManager(searchManager);
factory.setStockAgentClient(stockAgentClient);
investmentAgent = factory.createInvestmentAgent();
}catch(Exception e){
e.printStackTrace();
throw new IllegalStateException();
}
}
public IStockAgentClient getAgentClient(){
return stockAgentClient;
}
public void setDate(Date newDate){
date.setTime(newDate);
timeSetting.setTime(date);
}
/**
* カブロボを実行して一日進める
* ログも表示
*/
public void runRobot(Robot robot){
try{
String strDate = dateFormat.format(date.getTime());
logger.log(Level.INFO, "DAY: "+strDate, "driver");
Portfolio portfolio = investmentAgent.getPortfolio();
logger.log(Level.INFO,
"資金: "+moneyFormat.format(portfolio.getMoney())+"pts "
+"取引可能金額: "+moneyFormat.format(portfolio.getAvailableMoney())+"pts\n",
"driver");
if(MarketSchedule.getInstance().checkSchedule(date)){
//実行
robot.run(investmentAgent);
//
Calendar execDate = getNearlyMarketDate();
stockAgentClient.orderExec(execDate.getTime());
// 注文結果出力
List list = investmentAgent.getOrderResult(date);
Iterator itr = list.iterator();
if(itr.hasNext()){
String strResult = "\n【当日注文処理結果】\n";
strResult += "銘柄|取引単位数|値段\n";
strResult += "----+----------+----\n";
while(itr.hasNext()){
jp.kaburobo.investment.OrderResult result = (jp.kaburobo.investment.OrderResult)itr.next();
String str = ""+result.getStockCode();
for(int j=str.length(); j<4; j++){
str = " "+str;
}
strResult += str+"|";
str = ""+result.getNumber();
for(int j=str.length(); j<10; j++){
str = " "+str;
}
strResult += str+"|";
if(result.getNumber() != 0){
strResult += result.getSuccessPrice()+"\n";
} else {
strResult += " - \n";
}
}
logger.log(Level.INFO, strResult, "result");
}
}else{
logger.log(Level.INFO, "休日");
}
addDate();
}catch(Exception e){
e.printStackTrace();
throw new IllegalStateException("fail to run robot");
}
}
private Calendar getNearlyMarketDate(){
Calendar execDate = (Calendar)date.clone();
for(;;){
execDate.add(Calendar.DATE, 1);
if(MarketSchedule.getInstance().checkSchedule(execDate)){
break;
}
}
return execDate;
}
/**
* 指定した日からdays日間(休日含む)ロボット実行
*/
public void runRobotFrom(Robot robot, String startDate, int days){
setDateByText(startDate);
for(int i=0; i<days; i++){
runRobot(robot);
}
}
public void dumpOrderHistories(){
OrderHistory[] histories = investmentAgent.getOrderHistory();
String strHistory = "【履歴】\n";
for(int i=0; i<histories.length; i++){
strHistory +=
dateFormat.format(histories[i].getDate().getTime())+" "
+"資金: "+moneyFormat.format(histories[i].getMoney())+"pts "
+"評価額: "+moneyFormat.format(histories[i].getAmount())+"pts\n";
}
logger.log(Level.INFO, strHistory, "history");
}
public InvestmentAgent getInvestmentAgent(){
return investmentAgent;
}
/**
* yyyy/MM/dd
*/
public void setDateByText(String dateText){
try{
Date newDate = dateFormat.parse(dateText);
setDate(newDate);
}catch(Exception e){
e.printStackTrace();
throw new IllegalStateException("date parse fail");
}
}
public void addDate(){
date.add(Calendar.DATE, 1);
timeSetting.setTime(date);
}
}テストケースの例
package hoge;
import junit.framework.TestCase;
import com.muimi.kaburobo.MyRobot;
public class KabuRoboTestCase extends TestCase {
public void testFoo(){
KaburoboTestManager manager = KaburoboTestManager.getInstance();
manager.runRobotFrom(new MyRobot(), "2004/04/01", 30);
manager.dumpOrderHistories();
}
public void testBar(){
KaburoboTestManager manager = KaburoboTestManager.getInstance();
manager.setDateByText("2004/04/01");
manager.runRobot(new MyRobot());
}
}ちょっと結果確認ってしずらいので、単なるランチャー気分かも。
日付は自由に切り替えられます。
結局DBにいろんなデータとりにいくので、ちゃんとやろうとすると、DBにテストデータをセッティングする必要があるかもないかも。。。
なお、実行にはVM引数に kaburobo.home を指定する必要があります。
- Dkaburobo.home=C:\data\projects\kaburobo\kaburobo_ver_1_2_5\kaburobo
