Moved quoteHistory from Exchange to Stock class
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@ -1,4 +1,4 @@
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#Sun, 10 Dec 2017 12:50:27 +0100
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#Sun, 10 Dec 2017 18:25:56 +0100
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annotation.processing.enabled=true
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annotation.processing.enabled.in.editor=false
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annotation.processing.processors.list=
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@ -45,7 +45,6 @@ import sesim.Order.OrderType;
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public class Exchange {
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//private HashMap<Order.OrderType, SortedSet<Order>> order_books;
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HashMap<String, Stock> stocks;
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final String DEFAULT_STOCK = "def";
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@ -62,9 +61,6 @@ public class Exchange {
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return DEFAULT_STOCK;
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}
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ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
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private double money_df = 10000;
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private int money_decimals = 2;
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DecimalFormat money_formatter;
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@ -151,12 +147,14 @@ public class Exchange {
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HashMap<Integer, OHLCData> ohlc_data = new HashMap<>();
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public OHLCData buildOHLCData(int timeFrame) {
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Stock stock = getDefaultStock();
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OHLCData data = new OHLCData(timeFrame);
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if (this.quoteHistory == null) {
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if (stock.quoteHistory == null) {
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return data;
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}
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Iterator<Quote> it = quoteHistory.iterator();
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Iterator<Quote> it = stock.quoteHistory.iterator();
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while (it.hasNext()) {
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Quote q = it.next();
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data.realTimeAdd(q.time, (float) q.price, (float) q.volume);
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@ -208,8 +206,6 @@ public class Exchange {
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return data;
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}
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void updateOHLCData(Quote q) {
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Iterator<OHLCData> it = ohlc_data.values().iterator();
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while (it.hasNext()) {
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@ -219,17 +215,15 @@ public class Exchange {
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}
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ArrayList<Indicator> indicators;
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void updateIndicators(Quote q) {
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}
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public void addIndicator(Indicator i) {
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this.indicators.add(i);
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}
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public void createTraders(JSONArray traderdefs) {
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for (int i = 0; i < traderdefs.length(); i++) {
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JSONObject o = traderdefs.getJSONObject(i);
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@ -301,22 +295,23 @@ public class Exchange {
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}
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IDGenerator order_id_generator = new IDGenerator();
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/**
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* Histrory of quotes
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*/
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public TreeSet<Quote> quoteHistory; // = new TreeSet<>();
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final void initExchange() {
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Stock defstock = new Stock(DEFAULT_STOCK);
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stocks = new HashMap();
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stocks.put(defstock.getSymbol(), defstock);
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buy_orders = 0;
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sell_orders = 0;
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timer = new Scheduler(); // timer = new Scheduler();
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// random = new Random(12);
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random = new Random();
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quoteHistory = new TreeSet();
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// quoteHistory = new TreeSet();
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getDefaultStock().reset();
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accounts = new ConcurrentHashMap<>();
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traders = new ArrayList();
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@ -333,9 +328,6 @@ public class Exchange {
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order_books.put(type, new TreeSet(new OrderComparator(type)));
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}
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*/
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Stock defstock = new Stock(DEFAULT_STOCK);
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stocks = new HashMap();
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stocks.put(defstock.getSymbol(), defstock);
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}
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/**
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@ -345,7 +337,7 @@ public class Exchange {
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qrlist = (new CopyOnWriteArrayList<>());
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initExchange();
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executor.start();
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//executor.start();
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}
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@ -387,6 +379,8 @@ public class Exchange {
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@Override
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public void run() {
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/* Stock stock = getDefaultStock();
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synchronized (this) {
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try {
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while (true) {
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@ -394,7 +388,7 @@ public class Exchange {
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this.wait();
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Order o;
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while (null != (o = order_queue.poll())) {
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while (null != (o = stock.order_queue.poll())) {
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addOrderToBook(o);
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Account a = o.account;
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a.orders.put(o.id, o);
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@ -411,6 +405,7 @@ public class Exchange {
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}
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}
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*/
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}
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}
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@ -457,7 +452,6 @@ public class Exchange {
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}
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*/
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public final String CFG_MONEY_DECIMALS = "money_decimals";
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public final String CFG_SHARES_DECIMALS = "shares_decimals";
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@ -703,7 +697,6 @@ public class Exchange {
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}
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}
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/**
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*
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* @param stock
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@ -747,11 +740,13 @@ public class Exchange {
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* @return
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*/
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public Quote getLastQuoete() {
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if (this.quoteHistory.isEmpty()) {
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Stock stock = getDefaultStock();
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if (stock.quoteHistory.isEmpty()) {
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return null;
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}
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return this.quoteHistory.last();
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return stock.quoteHistory.last();
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}
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private void transferMoneyAndShares(Account src, Account dst, double money, double shares) {
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@ -829,7 +824,6 @@ public class Exchange {
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* @param o
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*/
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// long nextQuoteId = 0;
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public double fairValue = 0;
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private void removeOrderIfExecuted(Stock stock, Order o) {
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@ -867,7 +861,6 @@ public class Exchange {
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removeOrderIfExecuted(getDefaultStock(), o);
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}
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void checkSLOrders(Stock stock, double price) {
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SortedSet<Order> sl = stock.order_books.get(OrderType.STOPLOSS);
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SortedSet<Order> ask = stock.order_books.get(OrderType.SELLLIMIT);
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@ -891,7 +884,6 @@ public class Exchange {
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checkSLOrders(getDefaultStock(), price);
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}
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public void executeUnlimitedOrders() {
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}
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@ -923,7 +915,8 @@ public class Exchange {
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statistics.low = q.price;
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}
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quoteHistory.add(q);
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Stock stock = getDefaultStock();
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stock.quoteHistory.add(q);
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updateOHLCData(q);
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updateQuoteReceivers(q);
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}
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@ -1068,7 +1061,6 @@ public class Exchange {
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public long createOrder(double account_id,
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String stocksymbol, OrderType type, double volume, double limit) {
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Stock stock = this.getStock(stocksymbol);
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Account a = accounts.get(account_id);
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@ -1126,11 +1118,11 @@ public class Exchange {
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}
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return o.limit;
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}
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public double getBestLimit(OrderType type) {
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return getBestLimit(getDefaultStock(), type);
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}
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public int getNumberOfOpenOrders(double account_id) {
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Account a = accounts.get(account_id);
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if (a == null) {
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@ -28,6 +28,7 @@ package sesim;
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import java.util.HashMap;
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import java.util.SortedSet;
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import java.util.TreeSet;
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import java.util.concurrent.ConcurrentLinkedQueue;
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/**
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*
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@ -41,12 +42,21 @@ public class Stock {
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Stock(String symbol) {
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this.symbol = symbol;
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reset();
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}
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/**
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*
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*/
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public final void reset() {
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order_books = new HashMap();
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// Create an order book for each order type
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for (Order.OrderType type : Order.OrderType.values()) {
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this.order_books.put(type, new TreeSet(new Exchange.OrderComparator(type)));
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}
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quoteHistory = new TreeSet();
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}
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String getSymbol() {
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@ -57,8 +67,12 @@ public class Stock {
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return name;
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}
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protected final HashMap<Order.OrderType, SortedSet<Order>> order_books;
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protected HashMap<Order.OrderType, SortedSet<Order>> order_books;
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// protected ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
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/**
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* Histrory of quotes
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*/
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public TreeSet<Quote> quoteHistory; // = new TreeSet<>();
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}
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