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SwitchingTrader + Chart

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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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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
View File

@ -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};
}
}