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SwitchingTrader + Chart

This commit is contained in:
7u83 2016-12-30 13:53:35 +01:00
parent 7025647166
commit 4f30bcbc30
15 changed files with 1256 additions and 139 deletions
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2
nbproject/private/private.xml
View File

@ -7,11 +7,13 @@
<file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Trader.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Order.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/ControlPanel.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Quote.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/MainWin.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/OrderBook.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/manifest.mf</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/TraderConfig.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Account.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/QuotePanel.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Exchange.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/NewPanel.java</file>
<file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/Chart.java</file>

2
src/Gui/BidBook.java
View File

@ -40,7 +40,7 @@ public class BidBook extends OrderBook {
return MainWin.se.getOrderBook(OrderType.bid, 40);
}
BidBook() {
public BidBook() {
if (MainWin.se == null) {
return;
}

75
src/Gui/Chart.java
View File

@ -50,26 +50,27 @@ import org.jfree.data.xy.OHLCDataItem;
import org.jfree.data.xy.XYDataset;
import SeSim.Exchange.*;
import SeSim.Quote;
import java.util.SortedSet;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class Chart extends javax.swing.JPanel implements QuoteReceiver{
public class Chart extends javax.swing.JPanel implements QuoteReceiver {
/**
* Creates new form Chart
*/
public Chart() {
initComponents();
String stockSymbol = "MSFT";
DateAxis domainAxis = new DateAxis("Date");
NumberAxis rangeAxis = new NumberAxis("Price");
String stockSymbol = "Schliemanz Koch AG";
DateAxis domainAxis = new DateAxis("Date");
NumberAxis rangeAxis = new NumberAxis("Price");
CandlestickRenderer renderer = new CandlestickRenderer();
XYDataset dataset = getDataSet(stockSymbol);
XYDataset dataset = getDataSet(stockSymbol);
XYPlot mainPlot = new XYPlot(dataset, domainAxis, rangeAxis, renderer);
@ -77,43 +78,53 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver{
renderer.setSeriesPaint(0, Color.BLACK);
renderer.setDrawVolume(false);
rangeAxis.setAutoRangeIncludesZero(false);
domainAxis.setTimeline( SegmentedTimeline.newMondayThroughFridayTimeline() );
domainAxis.setTimeline(SegmentedTimeline.newMondayThroughFridayTimeline());
//Now create the chart and chart panel
JFreeChart chart = new JFreeChart(stockSymbol, null, mainPlot, false);
ChartPanel chartPanel = new ChartPanel(chart);
chartPanel.setPreferredSize(new Dimension(500, 270));
add(chartPanel);
add(chartPanel);
System.out.print("Hallo Welt\n");
if (MainWin.se == null)
if (MainWin.se == null) {
return;
}
MainWin.se.addQuoteReceiver(this);
}
protected AbstractXYDataset getDataSet(String stockSymbol) {
protected AbstractXYDataset getDataSet(String stockSymbol) {
//This is the dataset we are going to create
DefaultOHLCDataset result = null;
//This is the data needed for the dataset
OHLCDataItem[] data;
//This is where we go get the data, replace with your own data source
data = getData(stockSymbol);
data = getData();
//Create a dataset, an Open, High, Low, Close dataset
result = new DefaultOHLCDataset(stockSymbol, data);
return result;
}
protected OHLCDataItem[] getData() {
List<OHLCDataItem> data = new ArrayList<>();
//return data.toArray(new <OHLCDataItem> rdata[]);
return data.toArray(new OHLCDataItem[data.size()]);
}
//This method uses yahoo finance to get the OHLC data
protected OHLCDataItem[] getData(String stockSymbol) {
protected OHLCDataItem[] getData_old() {
String stockSymbol = "Schliemanz Koch AG";
List<OHLCDataItem> dataItems = new ArrayList<OHLCDataItem>();
try {
String strUrl= "http://ichart.finance.yahoo.com/table.csv?s="+stockSymbol+"&a=0&b=1&c=2008&d=3&e=30&f=2008&ignore=.csv";
String strUrl = "http://ichart.finance.yahoo.com/table.csv?s=" + stockSymbol + "&a=0&b=1&c=2008&d=3&e=30&f=2008&ignore=.csv";
URL url = new URL(strUrl);
BufferedReader in = new BufferedReader(new InputStreamReader(url.openStream()));
DateFormat df = new SimpleDateFormat("y-M-d");
@ -123,20 +134,19 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver{
while ((inputLine = in.readLine()) != null) {
StringTokenizer st = new StringTokenizer(inputLine, ",");
Date date = df.parse( st.nextToken() );
double open = Double.parseDouble( st.nextToken() );
double high = Double.parseDouble( st.nextToken() );
double low = Double.parseDouble( st.nextToken() );
double close = Double.parseDouble( st.nextToken() );
double volume = Double.parseDouble( st.nextToken() );
double adjClose = Double.parseDouble( st.nextToken() );
Date date = df.parse(st.nextToken());
double open = Double.parseDouble(st.nextToken());
double high = Double.parseDouble(st.nextToken());
double low = Double.parseDouble(st.nextToken());
double close = Double.parseDouble(st.nextToken());
double volume = Double.parseDouble(st.nextToken());
double adjClose = Double.parseDouble(st.nextToken());
OHLCDataItem item = new OHLCDataItem(date, open, high, low, close, volume);
dataItems.add(item);
}
in.close();
}
catch (Exception e) {
} catch (Exception e) {
e.printStackTrace();
}
//Data from Yahoo is from newest to oldest. Reverse so it is oldest to newest
@ -172,7 +182,14 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver{
@Override
public void UpdateQuote(Quote q) {
q.print();
return;
//q.print();
/* SortedSet s = MainWin.se.getQuoteHistory(60);
System.out.print(
"SortedSet size:"
+ s.size()
+ "\n"
);
*/
}
}

2
src/Gui/MainWin.form
View File

@ -102,4 +102,4 @@
</Constraints>
</Component>
</SubComponents>
</Form>
</Form>

6
src/Gui/MainWin.java
View File

@ -156,7 +156,11 @@ public class MainWin extends javax.swing.JFrame {
AutoTraderLIst at = new AutoTraderLIst();
RandomTraderConfig rcfg = new RandomTraderConfig();
at.add(500, rcfg, se, 1000, 10000);
at.add(1000, rcfg, se, 1000, 10000);
SwitchingTraderConfig scfg = new SwitchingTraderConfig();
at.add(1, scfg, se, 1000000, 0);
// at.add(10, rcfg, se, 1000000, 0);

431
src/Gui/OrderBookPanel.form
View File

@ -16,10 +16,8 @@
<AuxValue name="FormSettings_listenerGenerationStyle" type="java.lang.Integer" value="0"/>
<AuxValue name="FormSettings_variablesLocal" type="java.lang.Boolean" value="false"/>
<AuxValue name="FormSettings_variablesModifier" type="java.lang.Integer" value="2"/>
<AuxValue name="designerSize" type="java.awt.Dimension" value="-84,-19,0,5,115,114,0,18,106,97,118,97,46,97,119,116,46,68,105,109,101,110,115,105,111,110,65,-114,-39,-41,-84,95,68,20,2,0,2,73,0,6,104,101,105,103,104,116,73,0,5,119,105,100,116,104,120,112,0,0,1,-127,0,0,0,-72"/>
<AuxValue name="designerSize" type="java.awt.Dimension" value="-84,-19,0,5,115,114,0,18,106,97,118,97,46,97,119,116,46,68,105,109,101,110,115,105,111,110,65,-114,-39,-41,-84,95,68,20,2,0,2,73,0,6,104,101,105,103,104,116,73,0,5,119,105,100,116,104,120,112,0,0,2,41,0,0,2,75"/>
</AuxValues>
<Layout class="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout"/>
<SubComponents>
<Component class="Gui.AskBook" name="askBook1">
<Properties>
@ -29,20 +27,7 @@
</Properties>
<Constraints>
<Constraint layoutClass="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout" value="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout$GridBagConstraintsDescription">
<GridBagConstraints gridX="-1" gridY="-1" gridWidth="1" gridHeight="1" fill="1" ipadX="0" ipadY="0" insetsTop="0" insetsLeft="0" insetsBottom="0" insetsRight="0" anchor="10" weightX="1.0" weightY="1.0"/>
</Constraint>
</Constraints>
</Component>
<Component class="javax.swing.JLabel" name="jLabel4">
<Properties>
<Property name="text" type="java.lang.String" value="123.00"/>
<Property name="preferredSize" type="java.awt.Dimension" editor="org.netbeans.beaninfo.editors.DimensionEditor">
<Dimension value="[150, 25]"/>
</Property>
</Properties>
<Constraints>
<Constraint layoutClass="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout" value="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout$GridBagConstraintsDescription">
<GridBagConstraints gridX="0" gridY="1" gridWidth="1" gridHeight="3" fill="1" ipadX="0" ipadY="0" insetsTop="0" insetsLeft="0" insetsBottom="0" insetsRight="0" anchor="10" weightX="0.0" weightY="1.0"/>
<GridBagConstraints gridX="0" gridY="0" gridWidth="1" gridHeight="1" fill="1" ipadX="0" ipadY="0" insetsTop="0" insetsLeft="0" insetsBottom="0" insetsRight="0" anchor="10" weightX="1.0" weightY="1.0"/>
</Constraint>
</Constraints>
</Component>
@ -58,5 +43,417 @@
</Constraint>
</Constraints>
</Component>
<Container class="Gui.QuotePanel" name="quotePanel2">
<Properties>
<Property name="opaque" type="boolean" value="false"/>
<Property name="preferredSize" type="java.awt.Dimension" editor="org.netbeans.beaninfo.editors.DimensionEditor">
<Dimension value="[587, 200]"/>
</Property>
</Properties>
<Constraints>
<Constraint layoutClass="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout" value="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout$GridBagConstraintsDescription">
<GridBagConstraints gridX="0" gridY="2" gridWidth="1" gridHeight="1" fill="1" ipadX="0" ipadY="0" insetsTop="0" insetsLeft="0" insetsBottom="0" insetsRight="0" anchor="10" weightX="0.5" weightY="0.5"/>
</Constraint>
</Constraints>
<LayoutCode>
<CodeStatement>
<CodeExpression id="1_quotePanel2Layout">
<CodeVariable name="quotePanel2Layout" type="4096" declaredType="java.awt.GridBagLayout"/>
<ExpressionOrigin>
<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagLayout" parameterTypes=""/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeExpression">
<CodeExpression id="1_quotePanel2Layout"/>
</StatementProvider>
</CodeStatement>
<CodeStatement>
<CodeExpression id="1_quotePanel2Layout"/>
<StatementProvider type="CodeField">
<CodeField name="columnWidths" class="java.awt.GridBagLayout"/>
</StatementProvider>
<Parameters>
<CodeExpression id="2">
<ExpressionOrigin>
<Value type="[I" editor="org.netbeans.modules.form.layoutsupport.delegates.GridBagLayoutSupport$IntArrayPropertyEditor">
<PropertyValue value="[0, 5, 0, 5, 0]"/>
</Value>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="1_quotePanel2Layout"/>
<StatementProvider type="CodeField">
<CodeField name="rowHeights" class="java.awt.GridBagLayout"/>
</StatementProvider>
<Parameters>
<CodeExpression id="3">
<ExpressionOrigin>
<Value type="[I" editor="org.netbeans.modules.form.layoutsupport.delegates.GridBagLayoutSupport$IntArrayPropertyEditor">
<PropertyValue value="[0]"/>
</Value>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="4_quotePanel2">
<CodeVariable name="quotePanel2" type="8194" declaredType="Gui.QuotePanel"/>
<ExpressionOrigin>
<ExpressionProvider type="ComponentRef">
<ComponentRef name="quotePanel2"/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeMethod">
<CodeMethod name="setLayout" class="java.awt.Container" parameterTypes="java.awt.LayoutManager"/>
</StatementProvider>
<Parameters>
<CodeExpression id="1_quotePanel2Layout"/>
</Parameters>
</CodeStatement>
</LayoutCode>
</Container>
</SubComponents>
<LayoutCode>
<CodeStatement>
<CodeExpression id="5_layout">
<CodeVariable name="layout" type="4096" declaredType="java.awt.GridBagLayout"/>
<ExpressionOrigin>
<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagLayout" parameterTypes=""/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeExpression">
<CodeExpression id="5_layout"/>
</StatementProvider>
</CodeStatement>
<CodeStatement>
<CodeExpression id="5_layout"/>
<StatementProvider type="CodeField">
<CodeField name="columnWidths" class="java.awt.GridBagLayout"/>
</StatementProvider>
<Parameters>
<CodeExpression id="6">
<ExpressionOrigin>
<Value type="[I" editor="org.netbeans.modules.form.layoutsupport.delegates.GridBagLayoutSupport$IntArrayPropertyEditor">
<PropertyValue value="[0]"/>
</Value>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="5_layout"/>
<StatementProvider type="CodeField">
<CodeField name="rowHeights" class="java.awt.GridBagLayout"/>
</StatementProvider>
<Parameters>
<CodeExpression id="7">
<ExpressionOrigin>
<Value type="[I" editor="org.netbeans.modules.form.layoutsupport.delegates.GridBagLayoutSupport$IntArrayPropertyEditor">
<PropertyValue value="[0, 5, 0, 5, 0]"/>
</Value>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="8">
<ExpressionOrigin>
<ExpressionProvider type="ComponentRef">
<ComponentRef name="."/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeMethod">
<CodeMethod name="setLayout" class="java.awt.Container" parameterTypes="java.awt.LayoutManager"/>
</StatementProvider>
<Parameters>
<CodeExpression id="5_layout"/>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints">
<CodeVariable name="gridBagConstraints" type="20480" declaredType="java.awt.GridBagConstraints"/>
<ExpressionOrigin>
<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagConstraints" parameterTypes=""/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeExpression">
<CodeExpression id="9_gridBagConstraints"/>
</StatementProvider>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="gridx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="10">
<ExpressionOrigin>
<Value type="int" value="0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="gridy" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="11">
<ExpressionOrigin>
<Value type="int" value="0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="fill" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="12">
<ExpressionOrigin>
<Value type="int" value="1"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weightx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="13">
<ExpressionOrigin>
<Value type="double" value="1.0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weighty" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="14">
<ExpressionOrigin>
<Value type="double" value="1.0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="8"/>
<StatementProvider type="CodeMethod">
<CodeMethod name="add" class="java.awt.Container" parameterTypes="java.awt.Component, java.lang.Object"/>
</StatementProvider>
<Parameters>
<CodeExpression id="15_askBook1">
<CodeVariable name="askBook1" type="8194" declaredType="Gui.AskBook"/>
<ExpressionOrigin>
<ExpressionProvider type="ComponentRef">
<ComponentRef name="askBook1"/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<CodeExpression id="9_gridBagConstraints"/>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints">
<CodeVariable name="gridBagConstraints"/>
<ExpressionOrigin>
<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagConstraints" parameterTypes=""/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeExpression">
<CodeExpression id="16_gridBagConstraints"/>
</StatementProvider>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="gridx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="17">
<ExpressionOrigin>
<Value type="int" value="0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="gridy" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="18">
<ExpressionOrigin>
<Value type="int" value="4"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="fill" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="19">
<ExpressionOrigin>
<Value type="int" value="1"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weightx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="20">
<ExpressionOrigin>
<Value type="double" value="1.0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weighty" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="21">
<ExpressionOrigin>
<Value type="double" value="1.0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="8"/>
<StatementProvider type="CodeMethod">
<CodeMethod name="add" class="java.awt.Container" parameterTypes="java.awt.Component, java.lang.Object"/>
</StatementProvider>
<Parameters>
<CodeExpression id="22_bidBook1">
<CodeVariable name="bidBook1" type="8194" declaredType="Gui.BidBook"/>
<ExpressionOrigin>
<ExpressionProvider type="ComponentRef">
<ComponentRef name="bidBook1"/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<CodeExpression id="16_gridBagConstraints"/>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="23_gridBagConstraints">
<CodeVariable name="gridBagConstraints"/>
<ExpressionOrigin>
<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagConstraints" parameterTypes=""/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeExpression">
<CodeExpression id="23_gridBagConstraints"/>
</StatementProvider>
</CodeStatement>
<CodeStatement>
<CodeExpression id="23_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="gridx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="24">
<ExpressionOrigin>
<Value type="int" value="0"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="23_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="gridy" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="25">
<ExpressionOrigin>
<Value type="int" value="2"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="23_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="fill" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="26">
<ExpressionOrigin>
<Value type="int" value="1"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="23_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weightx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="27">
<ExpressionOrigin>
<Value type="double" value="0.5"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="23_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weighty" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="28">
<ExpressionOrigin>
<Value type="double" value="0.5"/>
</ExpressionOrigin>
</CodeExpression>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="8"/>
<StatementProvider type="CodeMethod">
<CodeMethod name="add" class="java.awt.Container" parameterTypes="java.awt.Component, java.lang.Object"/>
</StatementProvider>
<Parameters>
<CodeExpression id="4_quotePanel2"/>
<CodeExpression id="23_gridBagConstraints"/>
</Parameters>
</CodeStatement>
</LayoutCode>
</Form>

31
src/Gui/OrderBookPanel.java
View File

@ -64,29 +64,24 @@ public class OrderBookPanel extends javax.swing.JPanel {
java.awt.GridBagConstraints gridBagConstraints;
askBook1 = new Gui.AskBook();
jLabel4 = new javax.swing.JLabel();
bidBook1 = new Gui.BidBook();
quotePanel2 = new Gui.QuotePanel();
setPreferredSize(new java.awt.Dimension(220, 262));
setLayout(new java.awt.GridBagLayout());
java.awt.GridBagLayout layout = new java.awt.GridBagLayout();
layout.columnWidths = new int[] {0};
layout.rowHeights = new int[] {0, 5, 0, 5, 0};
setLayout(layout);
askBook1.setPreferredSize(new java.awt.Dimension(200, 200));
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 0;
gridBagConstraints.gridy = 0;
gridBagConstraints.fill = java.awt.GridBagConstraints.BOTH;
gridBagConstraints.weightx = 1.0;
gridBagConstraints.weighty = 1.0;
add(askBook1, gridBagConstraints);
jLabel4.setText("123.00");
jLabel4.setPreferredSize(new java.awt.Dimension(150, 25));
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 0;
gridBagConstraints.gridy = 1;
gridBagConstraints.gridheight = 3;
gridBagConstraints.fill = java.awt.GridBagConstraints.BOTH;
gridBagConstraints.weighty = 1.0;
add(jLabel4, gridBagConstraints);
bidBook1.setPreferredSize(new java.awt.Dimension(200, 200));
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 0;
@ -95,12 +90,22 @@ public class OrderBookPanel extends javax.swing.JPanel {
gridBagConstraints.weightx = 1.0;
gridBagConstraints.weighty = 1.0;
add(bidBook1, gridBagConstraints);
quotePanel2.setOpaque(false);
quotePanel2.setPreferredSize(new java.awt.Dimension(587, 200));
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 0;
gridBagConstraints.gridy = 2;
gridBagConstraints.fill = java.awt.GridBagConstraints.BOTH;
gridBagConstraints.weightx = 0.5;
gridBagConstraints.weighty = 0.5;
add(quotePanel2, gridBagConstraints);
}// </editor-fold>//GEN-END:initComponents
// Variables declaration - do not modify//GEN-BEGIN:variables
private Gui.AskBook askBook1;
private Gui.BidBook bidBook1;
private javax.swing.JLabel jLabel4;
private Gui.QuotePanel quotePanel2;
// End of variables declaration//GEN-END:variables
}

326
src/Gui/QuotePanel.form Normal file
View File

@ -0,0 +1,326 @@
<?xml version="1.0" encoding="UTF-8" ?>
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<Properties>
<Property name="border" type="javax.swing.border.Border" editor="org.netbeans.modules.form.editors2.BorderEditor">
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<Component class="javax.swing.JLabel" name="jLabel2">
<Constraints>
<Constraint layoutClass="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout" value="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout$GridBagConstraintsDescription">
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</Constraint>
</Constraints>
</Component>
<Component class="javax.swing.JLabel" name="lastPrice">
<Properties>
<Property name="font" type="java.awt.Font" editor="org.netbeans.modules.form.editors2.FontEditor">
<FontInfo relative="true">
<Font bold="true" component="lastPrice" property="font" relativeSize="true" size="4"/>
</FontInfo>
</Property>
<Property name="horizontalAlignment" type="int" value="0"/>
<Property name="text" type="java.lang.String" value="0.00"/>
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</Properties>
<Constraints>
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</Constraint>
</Constraints>
</Component>
<Component class="javax.swing.JLabel" name="jLabel3">
<Properties>
<Property name="preferredSize" type="java.awt.Dimension" editor="org.netbeans.beaninfo.editors.DimensionEditor">
<Dimension value="[30, 18]"/>
</Property>
</Properties>
<Constraints>
<Constraint layoutClass="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout" value="org.netbeans.modules.form.compat2.layouts.DesignGridBagLayout$GridBagConstraintsDescription">
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</Constraint>
</Constraints>
</Component>
</SubComponents>
<LayoutCode>
<CodeStatement>
<CodeExpression id="1_layout">
<CodeVariable name="layout" type="4096" declaredType="java.awt.GridBagLayout"/>
<ExpressionOrigin>
<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagLayout" parameterTypes=""/>
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<CodeExpression id="1_layout"/>
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<CodeStatement>
<CodeExpression id="1_layout"/>
<StatementProvider type="CodeField">
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<ExpressionOrigin>
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<CodeStatement>
<CodeExpression id="5_gridBagConstraints">
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<Parameters>
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<ExpressionOrigin>
<Value type="double" value="0.9"/>
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</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="9_gridBagConstraints"/>
<StatementProvider type="CodeField">
<CodeField name="weighty" class="java.awt.GridBagConstraints"/>
</StatementProvider>
<Parameters>
<CodeExpression id="14">
<ExpressionOrigin>
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</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="4"/>
<StatementProvider type="CodeMethod">
<CodeMethod name="add" class="java.awt.Container" parameterTypes="java.awt.Component, java.lang.Object"/>
</StatementProvider>
<Parameters>
<CodeExpression id="15_lastPrice">
<CodeVariable name="lastPrice" type="8194" declaredType="javax.swing.JLabel"/>
<ExpressionOrigin>
<ExpressionProvider type="ComponentRef">
<ComponentRef name="lastPrice"/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<CodeExpression id="9_gridBagConstraints"/>
</Parameters>
</CodeStatement>
<CodeStatement>
<CodeExpression id="16_gridBagConstraints">
<CodeVariable name="gridBagConstraints"/>
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<ExpressionProvider type="CodeConstructor">
<CodeConstructor class="java.awt.GridBagConstraints" parameterTypes=""/>
</ExpressionProvider>
</ExpressionOrigin>
</CodeExpression>
<StatementProvider type="CodeExpression">
<CodeExpression id="16_gridBagConstraints"/>
</StatementProvider>
</CodeStatement>
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<CodeExpression id="16_gridBagConstraints"/>
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<CodeField name="gridx" class="java.awt.GridBagConstraints"/>
</StatementProvider>
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<CodeExpression id="17">
<ExpressionOrigin>
<Value type="int" value="4"/>
</ExpressionOrigin>
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<CodeExpression id="4"/>
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<CodeMethod name="add" class="java.awt.Container" parameterTypes="java.awt.Component, java.lang.Object"/>
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<Parameters>
<CodeExpression id="19_jLabel3">
<CodeVariable name="jLabel3" type="8194" declaredType="javax.swing.JLabel"/>
<ExpressionOrigin>
<ExpressionProvider type="ComponentRef">
<ComponentRef name="jLabel3"/>
</ExpressionProvider>
</ExpressionOrigin>
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<CodeExpression id="16_gridBagConstraints"/>
</Parameters>
</CodeStatement>
</LayoutCode>
</Form>

142
src/Gui/QuotePanel.java Normal file
View File

@ -0,0 +1,142 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package Gui;
import SeSim.Quote;
import java.awt.Color;
import javax.swing.SwingUtilities;
import java.util.*;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class QuotePanel extends javax.swing.JPanel implements SeSim.Exchange.QuoteReceiver{
/**
* Creates new form QuotePanel
*/
public QuotePanel() {
initComponents();
if (MainWin.se==null)
return;
MainWin.se.addQuoteReceiver(this);
}
/**
* This method is called from within the constructor to initialize the form.
* WARNING: Do NOT modify this code. The content of this method is always
* regenerated by the Form Editor.
*/
@SuppressWarnings("unchecked")
// <editor-fold defaultstate="collapsed" desc="Generated Code">//GEN-BEGIN:initComponents
private void initComponents() {
java.awt.GridBagConstraints gridBagConstraints;
jLabel2 = new javax.swing.JLabel();
lastPrice = new javax.swing.JLabel();
jLabel3 = new javax.swing.JLabel();
setBorder(null);
java.awt.GridBagLayout layout = new java.awt.GridBagLayout();
layout.columnWidths = new int[] {0, 5, 0, 5, 0};
layout.rowHeights = new int[] {0};
setLayout(layout);
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 0;
gridBagConstraints.gridy = 0;
add(jLabel2, gridBagConstraints);
lastPrice.setFont(lastPrice.getFont().deriveFont(lastPrice.getFont().getStyle() | java.awt.Font.BOLD, lastPrice.getFont().getSize()+4));
lastPrice.setHorizontalAlignment(javax.swing.SwingConstants.CENTER);
lastPrice.setText("0.00");
lastPrice.setOpaque(true);
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 2;
gridBagConstraints.gridy = 0;
gridBagConstraints.fill = java.awt.GridBagConstraints.BOTH;
gridBagConstraints.weightx = 0.9;
gridBagConstraints.weighty = 0.9;
add(lastPrice, gridBagConstraints);
jLabel3.setPreferredSize(new java.awt.Dimension(30, 18));
gridBagConstraints = new java.awt.GridBagConstraints();
gridBagConstraints.gridx = 4;
gridBagConstraints.gridy = 0;
add(jLabel3, gridBagConstraints);
}// </editor-fold>//GEN-END:initComponents
// Variables declaration - do not modify//GEN-BEGIN:variables
private javax.swing.JLabel jLabel2;
private javax.swing.JLabel jLabel3;
private javax.swing.JLabel lastPrice;
// End of variables declaration//GEN-END:variables
@Override
public void UpdateQuote(Quote q) {
class Updater implements Runnable {
QuotePanel qp;
String text="";
Color color = Color.BLUE;
@Override
public void run() {
qp.lastPrice.setText(text);
qp.lastPrice.setForeground(color);
}
}
Updater u= new Updater();
u.qp=this;
if (q.price==q.bid){
u.color=new Color(172,0,0);
}
if (q.price==q.ask){
u.color=new Color(0,120,0); //.; //new Color(30,0,0);
}
u.text = String.format("%.2f\n(%d)", q.price,q.volume);
SwingUtilities.invokeLater(u);
// SortedSet s = MainWin.se.getQuoteHistory(5);
// System.out.print(
// "SortedSet size:"
// +s.size()
// +"\n"
// );
//this.lastPrice.setText(lp);
}
}

47
src/SeSim/Exchange.java
View File

@ -15,7 +15,7 @@ public class Exchange extends Thread {
/**
* Histrory of quotes
*/
public ArrayList<Quote> quoteHistory;
public TreeSet<Quote> quoteHistory = new TreeSet<>();
/**
* Constructor
@ -24,35 +24,20 @@ public class Exchange extends Thread {
this.ask = new TreeSet<>();
this.bid = new TreeSet<>();
this.qrlist = new ArrayList<>();
this.quoteHistory = new ArrayList<>();
}
public SortedSet <Quote> getQuoteHistory(int seconds){
long ct = System.currentTimeMillis() - seconds * 1000;
Quote e = new Quote();
e.time=ct;
SortedSet<Quote> l = quoteHistory.tailSet(e);
return l;
}
// Class to describe an executed order
public class Quote {
double bid;
double bid_volume;
double ask;
double ask_volume;
public double price;
public long volume;
public long time;
public void print(){
System.out.print("Quite ("
+time
+") :"
+price
+" / "
+volume
+"\n"
);
}
}
// QuoteReceiver has to be implemented by objects that wants
// to receive quote updates
@ -97,7 +82,7 @@ public class Exchange extends Thread {
i.next().UpdateOrderBook();
}
try {
sleep(0);
sleep(10);
} catch (InterruptedException e) {
System.out.println("I was Interrupted");
}
@ -314,6 +299,10 @@ public class Exchange extends Thread {
q.volume = volume;
q.price = price;
q.time = System.currentTimeMillis();
q.ask=a.limit;
q.bid=b.limit;
this.UpdateQuoteReceivers(q);
this.updateBookReceivers(OrderType.bid);
@ -328,7 +317,7 @@ public class Exchange extends Thread {
);
*/
//quoteHistory.add(q);
quoteHistory.add(q);
continue;
}

60
src/SeSim/Quote.java Normal file
View File

@ -0,0 +1,60 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package SeSim;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class Quote implements Comparable {
public double bid;
public double bid_volume;
public double ask;
public double ask_volume;
public double price;
public long volume;
public long time;
public void print() {
System.out.print("Quote ("
+ time
+ ") :"
+ price
+ " / "
+ volume
+ "\n"
);
}
@Override
public int compareTo(Object o) {
Quote q = (Quote)o;
return (int)(this.time-q.time);
}
}

101
src/Traders/RandomTrader.java
View File

@ -32,6 +32,10 @@ import SeSim.AutoTrader;
import SeSim.TraderConfig;
public class RandomTrader extends AutoTrader {
protected enum Action {
sell,buy
}
// config for this trader
final private RandomTraderConfig myconfig;
@ -58,9 +62,9 @@ public class RandomTrader extends AutoTrader {
double r = rand.nextDouble();
return (max - min) * r + min;
}
protected int getRandom(int[] minmax){
return (int)Math.round(getRandom(minmax[0],minmax[1]));
protected int getRandom(int[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
/**
@ -74,42 +78,37 @@ public class RandomTrader extends AutoTrader {
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean waitForOrder(long seconds){
for (int i=0; (i<seconds) && (0!=account.pending.size());i++ ){
public boolean waitForOrder(long seconds) {
for (int i = 0; (i < seconds) && (0 != account.pending.size()); i++) {
doSleep(1);
}
if (account.pending.size()!=0){
Order o=account.pending.get(0);
account.se.CancelOrder(o);
if (account.pending.size() != 0) {
Order o = account.pending.get(0);
account.se.CancelOrder(o);
return false;
}
return true;
}
public boolean doBuy() {
double money = getRandomAmmount(account.money,myconfig.sell_volume);
double money = getRandomAmmount(account.money, myconfig.sell_volume);
double lp = account.se.getlastprice();
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
long volume = (int) (money / (limit * 1));
if (volume<=0)
if (volume <= 0) {
return false;
}
buy(volume, limit);
return waitForOrder(getRandom(myconfig.buy_order_wait));
}
public boolean doSell() {
@ -123,10 +122,10 @@ public class RandomTrader extends AutoTrader {
sell(volume, limit);
return waitForOrder(getRandom(myconfig.sell_order_wait));
}
/* private boolean monitorTrades() {
/* private boolean monitorTrades() {
int numpending = account.pending.size();
if (numpending == 0) {
@ -148,21 +147,20 @@ public class RandomTrader extends AutoTrader {
//System.out.print("RT: monitor return true\n");
return true;
}
*/
*/
public void trade() {
float am[] = {-10, 200};
double x = Math.round(this.getRandomAmmount(1000, am));
/* System.out.print(
/* System.out.print(
"Random:"
+ x
+ "\n"
);
*/
/*
*/
/*
// System.out.print("RT: Now trading\n");
if (monitorTrades()) {
return;
@ -187,52 +185,65 @@ public class RandomTrader extends AutoTrader {
*/
}
protected Action getAction() {
if (rand.nextInt(2)==0){
return Action.buy;
}
else{
return Action.sell;
}
}
@Override
public void run() {
// System.out.print("Starting Random Trader\n");
while (true) {
// What next to do? (0=sell, 1=buy)
int action = rand.nextInt(2);
if (account.isRuined()){
// What next to do?
Action action = getAction();
if (account.isRuined()) {
// System.out.print("I'm ruined\n");
// System.exit(0);
}
boolean rc;
// action=1;
switch(action){
case 0: //sell
if(account.shares<=0){
// action=1;
switch (action) {
case sell:
if (account.shares <= 0) {
// we have no shares
continue;
}
// System.out.print("Sell\n");
rc = doSell();
if (!rc)
if (!rc) {
continue;
}
// System.out.print("Sold\n");
doSleep(getRandom(myconfig.wait_after_sell));
// System.out.print("Next\n");
break;
case 1: //sell
if(account.money<=0){
case buy:
if (account.money <= 0) {
// we have no money
continue;
}
// System.out.print("Sell\n");
rc = doBuy();
if (!rc)
if (!rc) {
continue;
}
// System.out.print("Bought\n");
doSleep(getRandom(myconfig.wait_after_buy));
// System.out.print("Next\n");
break;
}
// doSleep(1);
// doSleep(1);
}
}

6
src/Traders/RandomTraderConfig.java
View File

@ -50,12 +50,12 @@ public class RandomTraderConfig extends TraderConfig {
public float[] sell_volume= {100,100};
public float[] sell_limit = {-15,100};
public int[] sell_order_wait = {5,33};
public int[] wait_after_sell = {20,33};
public int[] wait_after_sell = {2,10};
public float[] buy_volume={100,100};
public float[] buy_limit = {-50,5};
public int[] buy_order_wait = {5,33};
public float[] buy_limit = {-5,115};
public int[] buy_order_wait = {15,33};
public int[] wait_after_buy = {20,33};

107
src/Traders/SwitchingTrader.java Normal file
View File

@ -0,0 +1,107 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package Traders;
import SeSim.Account;
import SeSim.TraderConfig;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class SwitchingTrader extends RandomTrader{
private Action mode;
public SwitchingTrader(Account account, TraderConfig config) {
super(account, config);
System.out.print("SWTrader Created\n");
if (account.shares>0)
mode=Action.sell;
else
mode=Action.buy;
printstartus();
}
private void printstartus(){
System.out.print("SWTrader:");
switch (mode){
case buy:
System.out.print("buy"
+account.shares
+" "
+account.money
);
break;
case sell:
System.out.print("sell"
+account.shares
+" "
+account.money
);
break;
}
System.out.print("\n");
}
@Override
protected Action getAction(){
if ( (account.shares>0) && (mode==Action.sell)){
printstartus();
return mode;
}
if ( (account.shares<=0 && mode==Action.sell)){
mode=Action.buy;
printstartus();
return mode;
}
if (account.money>100.0 && mode==Action.buy){
printstartus();
return mode;
}
if (account.money<=100.0 && mode==Action.buy){
mode=Action.sell;
printstartus();
return mode;
}
printstartus();
return mode;
}
}

57
src/Traders/SwitchingTraderConfig.java Normal file
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@ -0,0 +1,57 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package Traders;
import SeSim.Account;
import SeSim.AutoTrader;
import SeSim.Exchange;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class SwitchingTraderConfig extends RandomTraderConfig {
@Override
public AutoTrader createTrader(Exchange se, long shares, double money) {
Account a = new Account(se, shares, money);
System.out.print("Returning a new sw trader\n");
return new SwitchingTrader(a, this);
}
public SwitchingTraderConfig() {
sell_volume = new float[]{100, 100};
sell_limit = new float[]{-15, 1};
sell_order_wait = new int[]{5, 10};
wait_after_sell = new int[]{2, 10};
buy_volume = new float[]{100, 100};
buy_limit = new float[]{-5, 115};
buy_order_wait = new int[]{15, 33};
wait_after_buy = new int[]{20, 33};
}
}