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Work on RandomTrader

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This commit is contained in:
7u83
2016-12-28 04:28:20 +01:00
parent e699e376ac
commit 41cb87c9d4
12 changed files with 187 additions and 195 deletions
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14
src/SeSim/Account.java
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@ -2,28 +2,32 @@ package SeSim;
import java.util.*;
final public class Account {
/**
* Exchange this account belongs to
*/
protected Exchange se;
public Exchange se;
/**
* Number of shares in this account
*/
protected long shares = 0;
public long shares = 0;
/**
* Ammount of money in this account
*/
protected double money = 0;
public double money = 0;
/**
* Name of this account
*/
public String name = "";
public ArrayList <Order> pending;
public boolean orderpending = false;
@ -31,7 +35,7 @@ final public class Account {
this.shares=shares;
this.money=money;
this.se=se;
pending = new TreeSet();
pending = new ArrayList<>();
}
public Account(){
@ -48,7 +52,7 @@ final public class Account {
);
}
TreeSet pending;
public Order sell(long volume, double limit) {
SellOrder o = new SellOrder();

31
src/SeSim/Exchange.java
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@ -76,7 +76,7 @@ public class Exchange extends Thread {
bookreceivers.add(br);
}
void UpdateBookReceivers(OrderType t) {
void updateBookReceivers(OrderType t) {
ArrayList <BookReceiver> bookreceivers;
bookreceivers = selectBookReceiver(t);
@ -121,7 +121,7 @@ public class Exchange extends Thread {
try {
available.acquire();
} catch (InterruptedException e) {
System.out.println("Interrupted");
System.out.println("Interrupted\n");
}
}
@ -155,8 +155,8 @@ public class Exchange extends Thread {
Order o;
o = it.next();
ret.add(o);
System.out.print("Order" + o.limit);
System.out.println();
//System.out.print("Order" + o.limit);
//System.out.println();
}
return ret;
@ -203,9 +203,10 @@ public class Exchange extends Thread {
public void CancelOrder(Order o) {
Lock();
// System.out.println("Cancel BuyOrder");
bid.remove((BuyOrder) o);
ask.remove((SellOrder) o);
TreeSet <Order> book = this.selectOrderBook(o.type);
book.remove(o);
this.updateBookReceivers(o.type);
o.account.pending.remove(o);
o.status = OrderStatus.canceled;
Unlock();
@ -241,7 +242,11 @@ public class Exchange extends Thread {
// This order is fully executed, remove
a.account.orderpending = false;
a.status = OrderStatus.executed;
a.account.pending.remove(a);
ask.pollFirst();
this.updateBookReceivers(OrderType.ask);
continue;
}
@ -249,7 +254,9 @@ public class Exchange extends Thread {
// This order is fully executed, remove
b.account.orderpending = false;
b.status = OrderStatus.executed;
b.account.pending.remove(b);
bid.pollFirst();
this.updateBookReceivers(OrderType.bid);
continue;
}
@ -293,6 +300,9 @@ public class Exchange extends Thread {
q.time = System.currentTimeMillis();
this.UpdateQuoteReceivers(q);
this.updateBookReceivers(OrderType.bid);
this.updateBookReceivers(OrderType.ask);
//quoteHistory.add(q);
continue;
@ -330,7 +340,7 @@ public class Exchange extends Thread {
}
if (ret)
this.UpdateBookReceivers(o.type);
this.updateBookReceivers(o.type);
return ret;
}
@ -343,9 +353,10 @@ public class Exchange extends Thread {
Lock();
o.timestamp = System.currentTimeMillis();
System.out.print(o.timestamp + " TS:\n");
//System.out.print(o.timestamp + " TS:\n");
o.id = orderid++;
addOrder(o);
o.account.pending.add(o);
OrderMatching();
Unlock();
@ -386,7 +397,7 @@ public class Exchange extends Thread {
* SendOrder(bo);
*/
return theprice;
return lastprice;
}
public double sendOrder(Account o) {

4
src/SeSim/Order.java
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@ -60,10 +60,10 @@ public abstract class Order implements Comparable<Order> {
if (r!=0)
return r;
if (o.timestamp< timestamp)
if (o.timestamp> timestamp)
return -1;
if (o.timestamp>timestamp)
if (o.timestamp<timestamp)
return 1;

131
src/SeSim/RandomTrader.java
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@ -1,131 +0,0 @@
package SeSim;
import java.util.Random;
import SeSim.Order.OrderStatus;
public class RandomTrader extends Trader {
// public Account account=new Account();
Exchange ex = null;
Random rand = new Random();
// my current order
private Order myorder = null;
public RandomTrader(Account account) {
super(account);
}
/* public RandomTrader(Exchange ex, long shares, double money) {
account.money = money;
account.shares = shares;
this.ex = ex;
}
*/
public void DoBuy() {
if (myorder != null) {
return;
}
if (account.money <= 0) {
return;
}
double perc = rand.nextDouble() * 1.0;
double lp = ex.lastprice;
double limit = lp / 100 * perc + lp;
long size = (int) (account.money / (limit * 1));
myorder = account.buy(size, limit);
return;
}
public void DoSell() {
if (myorder != null) {
return;
}
if (account.shares <= 0) {
return;
}
double perc = rand.nextDouble() * 1.0;
double lp = ex.lastprice;
double limit = lp - lp / 100 * perc;
long size = (int) (account.shares);
myorder = account.sell(size, limit);
}
public void trade() {
if (myorder != null) {
long age = myorder.getAge();
if (myorder.status == OrderStatus.executed) {
myorder = null;
// System.out.println(name);
// System.out.println("----------------------");
// account.print_current();
return;
}
if (myorder.getAge() > 10) {
//System.out.println("Shall cancel now");
//System.out.println(myorder.status);
ex.CancelOrder(myorder);
myorder = null;
return;
}
return;
}
// What to do?
int action = rand.nextInt(3);
/* System.out.print(name);
System.out.println("---------------------------");
System.out.print("Action:");
System.out.println(action);
*/
/* if (action==0)
{
DoSell();
return;
}
*/
if (action == 1) {
DoBuy();
return;
}
if (action == 2) {
DoSell();
return;
}
}
/* public void run(){
while (true)
{
try{
sleep(200);
}
catch(InterruptedException e) {
System.out.println("Interrupted");
}
// System.out.println("Trader has slept");
trade();
}
}
*/
}

5
src/SeSim/Trader.java
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@ -35,9 +35,14 @@ public abstract class Trader {
public void sell(long shares, double limit){
account.sell(shares, limit);
}
public void buy(long shares, double limit){
account.buy(shares, limit);
}
/**
* Construct a Trader object
* @param account Account for this trader
*/
public Trader(Account account){
this.account=account;

17
src/SeSim/ThreadedTrader.java → src/SeSim/TraderRunner.java
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@ -1,13 +1,13 @@
package SeSim;
public abstract class ThreadedTrader extends Thread {
protected long sleeptime = 100;
public void RandomTrader(Exchange ex, long shares, double money) {
// this.ex=ex;
public class TraderRunner extends Thread {
protected long sleeptime = 1000;
Trader trader;
public TraderRunner(Trader trader){
this.trader=trader;
}
public void run() {
@ -18,8 +18,7 @@ public abstract class ThreadedTrader extends Thread {
System.out.println("Interrupted");
return;
}
// trade();
trader.trade();
}
}
}