Better RandomTrader + Chart (still just a demo chart)
This commit is contained in:
7u83
@ -53,6 +53,19 @@ final public class Account {
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}
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public boolean isRuined(){
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/* System.out.print(
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"Account: "
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+money
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+" / "
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+shares
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+"\n"
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);
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*/
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return this.money<=se.lastprice && this.shares<=0;
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}
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public Order sell(long volume, double limit) {
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SellOrder o = new SellOrder();
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47
src/SeSim/AutoTrader.java
Normal file
47
src/SeSim/AutoTrader.java
Normal file
@ -0,0 +1,47 @@
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/*
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* Copyright (c) 2016, 7u83 <7u83@mail.ru>
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* * Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
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* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*/
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package SeSim;
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import static java.lang.Thread.sleep;
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/**
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*
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* @author 7u83 <7u83@mail.ru>
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*/
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public abstract class AutoTrader extends Trader implements Runnable {
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public AutoTrader(Account account, TraderConfig config) {
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super(account, config);
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}
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protected void doSleep(int seconds) {
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try {
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sleep(seconds*1000);
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} catch (InterruptedException e) {
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}
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}
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}
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@ -29,12 +29,12 @@ package SeSim;
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*
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* @author 7u83 <7u83@mail.ru>
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*/
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public class AutoTraders {
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public class AutoTraderLIst {
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public void add(int n, TraderConfig config, Exchange se, long shares, double money) {
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for (int i = 0; i < n; i++) {
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Trader trader = config.createTrader(se, shares, money);
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AutoTrader trader = config.createTrader(se, shares, money);
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TraderRunner tr = new TraderRunner(trader);
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tr.start();
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}
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@ -23,7 +23,7 @@ public class Exchange extends Thread {
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public Exchange() {
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this.ask = new TreeSet<>();
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this.bid = new TreeSet<>();
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this.qrlist = new TreeSet<>();
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this.qrlist = new ArrayList<>();
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this.quoteHistory = new ArrayList<>();
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}
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@ -31,13 +31,27 @@ public class Exchange extends Thread {
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public class Quote {
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double bid;
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double bid_size;
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double bid_volume;
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double ask;
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double ask_size;
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double ask_volume;
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public double price;
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public long size;
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public long volume;
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public long time;
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public void print(){
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System.out.print("Quite ("
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+time
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+") :"
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+price
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+" / "
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+volume
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+"\n"
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);
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}
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}
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// QuoteReceiver has to be implemented by objects that wants
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@ -92,7 +106,7 @@ public class Exchange extends Thread {
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}
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// Here we store the list of quote receivers
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private final TreeSet<QuoteReceiver> qrlist;
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private final ArrayList<QuoteReceiver> qrlist;
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/**
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*
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@ -297,7 +311,7 @@ public class Exchange extends Thread {
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Quote q = new Quote();
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q.size = volume;
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q.volume = volume;
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q.price = price;
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q.time = System.currentTimeMillis();
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@ -305,13 +319,14 @@ public class Exchange extends Thread {
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this.updateBookReceivers(OrderType.bid);
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this.updateBookReceivers(OrderType.ask);
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System.out.print(
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/* System.out.print(
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"Executed: "
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+ q.price
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+ " / "
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+ q.size
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+ q.volume
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+ "\n"
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);
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*/
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//quoteHistory.add(q);
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continue;
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@ -1,87 +0,0 @@
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package SeSim;
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import java.util.Random;
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public class MTrader extends Trader {
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Exchange ex;
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Random rand;
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public MTrader(Account account,TraderConfig config) {
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super(account,config);
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}
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/* public MTrader(Exchange ex1, long shares, double money) {
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account.money = money;
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account.shares = shares;
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this.ex = ex;
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rand = new Random();
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}
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*/
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public void DoBuy() {
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// System.out.println("AAA");
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if (account.orderpending) {
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return;
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}
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if (account.money <= 0) {
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return;
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}
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double perc = rand.nextDouble() * 1.0;
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double lp = ex.lastprice;
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double limit = lp / 100 * perc + lp;
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// System.out.println("HW");
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long size = (int) (account.money / limit);
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account.buy(size, limit);
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}
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public void DoSell() {
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// System.out.println("SoSell");
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if (account.orderpending) {
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return;
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}
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if (account.shares <= 0) {
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return;
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}
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double perc = rand.nextDouble() * 1.0;
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double lp = ex.lastprice;
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double limit = lp - lp / 100 * perc;
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long size = (int) (account.shares);
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account.sell(size, limit);
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return;
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}
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public void trade() {
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// What to do?
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int action = rand.nextInt(3);
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// System.out.print("Action");
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// System.out.println(action);
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if (action == 0) {
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return;
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}
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if (action == 1) {
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DoBuy();
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return;
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}
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if (action == 2) {
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DoSell();
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return;
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}
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//System.out.printf("MyPrice: %.2f\n",theprice);
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}
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}
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@ -25,11 +25,13 @@
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*/
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package SeSim;
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import static java.lang.Thread.sleep;
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public abstract class Trader {
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public String name = null;
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public abstract void trade();
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public Account account;
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public TraderConfig config;
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@ -59,6 +61,9 @@ public abstract class Trader {
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public Trader(Account account){
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this(account,null);
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}
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};
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@ -32,5 +32,5 @@ package SeSim;
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public abstract class TraderConfig{
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String name;
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public abstract Trader createTrader(Exchange se, long shares, double money);
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public abstract AutoTrader createTrader(Exchange se, long shares, double money);
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}
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@ -4,21 +4,15 @@ public class TraderRunner extends Thread {
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protected long sleeptime = 1000;
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Trader trader;
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AutoTrader trader;
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public TraderRunner(Trader trader){
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public TraderRunner(AutoTrader trader){
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this.trader=trader;
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}
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public void run() {
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while (true) {
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try {
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sleep(sleeptime);
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} catch (InterruptedException e) {
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System.out.println("Interrupted");
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return;
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}
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trader.trade();
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}
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trader.run();
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}
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}
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