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Better RandomTrader + Chart (still just a demo chart)

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This commit is contained in:
7u83
2016-12-30 04:50:00 +01:00
parent 811cc0636d
commit 7025647166
21 changed files with 703 additions and 361 deletions
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2
src/Traders/ManTrader.java
View File

@ -45,7 +45,7 @@ public class ManTrader extends Trader{
@Override
public void trade(){
BuyOrder o = new BuyOrder();

250
src/Traders/RandomTrader.java
View File

@ -1,75 +1,134 @@
/*
* 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.Order;
import java.util.Random;
import SeSim.Trader;
import SeSim.AutoTrader;
import SeSim.TraderConfig;
public class RandomTrader extends Trader {
public TraderConfig getTraderConfig(){
return new RandomTraderConfig();
}
private RandomTraderConfig myconfig;
public class RandomTrader extends AutoTrader {
Random rand = new Random();
// config for this trader
final private RandomTraderConfig myconfig;
// my current order
//private Order myorder = null;
public RandomTrader(Account account,TraderConfig config) {
super(account,config);
if (config==null){
// object to generate random numbers
final private Random rand = new Random();
public RandomTrader(Account account, TraderConfig config) {
super(account, config);
if (config == null) {
config = new RandomTraderConfig();
}
myconfig = (RandomTraderConfig)config;
myconfig = (RandomTraderConfig) config;
}
public void doBuy() {
if (account.money <= 0) {
return;
}
double perc = 5.0-rand.nextDouble() * 10.0;
double lp = account.se.getlastprice();
double limit = lp / 100 * perc + lp;
long volume = (int) (account.money / (limit * 1));
if (volume ==0 ){
System.out.print("Can't buy shares = 0 my money="+account.money+" shares="+account.shares+"\n");
return;
}
buy(volume, limit);
return;
/**
* Get a (long) random number between min an max
*
* @param min minimum value
* @param max maximeum value
* @return the number
*/
protected double getRandom(double min, double max) {
double r = rand.nextDouble();
return (max - min) * r + min;
}
public void doSell() {
if (account.shares <= 0) {
return;
}
double perc = 5.0-rand.nextDouble() * 10.0;
double lp = account.se.getlastprice();
double limit = lp - lp / 100 * perc;
long size = (int) (account.shares);
sell(size, limit);
protected int getRandom(int[] minmax){
return (int)Math.round(getRandom(minmax[0],minmax[1]));
}
private boolean monitorTrades() {
int numpending = account.pending.size();
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, float[] minmax) {
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean waitForOrder(long seconds){
// System.out.print("RT: Monitoring trades - Pending: "+numpending+"\n");
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);
return false;
}
return true;
}
public boolean doBuy() {
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)
return false;
buy(volume, limit);
return waitForOrder(getRandom(myconfig.buy_order_wait));
}
public boolean doSell() {
long volume;
volume = (long) Math.round(getRandomAmmount(account.shares, myconfig.sell_volume));
double lp = account.se.getlastprice();
double limit;
limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
sell(volume, limit);
return waitForOrder(getRandom(myconfig.sell_order_wait));
}
/* private boolean monitorTrades() {
int numpending = account.pending.size();
if (numpending == 0) {
// System.out.print("RT: pending = 0 - return false\n");
return false;
@ -77,37 +136,45 @@ public class RandomTrader extends Trader {
Order o = account.pending.get(0);
long age = o.getAge();
// System.out.print("RT: age is: "+age+"\n");
// System.out.print("RT: age is: "+age+"\n");
if (age > myconfig.maxage) {
// System.out.print("MaxAge is"+myconfig.maxage+"\n");
// System.out.print("MaxAge is"+myconfig.maxage+"\n");
account.se.CancelOrder(o);
// System.out.print("Age reached - canel return false\n");
return false;
}
//System.out.print("RT: monitor return true\n");
return true;
}
*/
public void trade() {
// System.out.print("RT: Now trading\n");
float am[] = {-10, 200};
double x = Math.round(this.getRandomAmmount(1000, am));
/* System.out.print(
"Random:"
+ x
+ "\n"
);
*/
/*
// System.out.print("RT: Now trading\n");
if (monitorTrades()) {
return;
}
// What next to do?
int action = rand.nextInt(5);
if (account.money<10 && account.shares<5){
if (account.money < 10 && account.shares < 5) {
System.out.print("I'm almost ruined\n");
}
if (action == 1) {
doBuy();
return;
@ -117,8 +184,57 @@ public class RandomTrader extends Trader {
doSell();
return;
}
*/
}
@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()){
// System.out.print("I'm ruined\n");
// System.exit(0);
}
boolean rc;
// action=1;
switch(action){
case 0: //sell
if(account.shares<=0){
// we have no shares
continue;
}
// System.out.print("Sell\n");
rc = doSell();
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){
// we have no money
continue;
}
// System.out.print("Sell\n");
rc = doBuy();
if (!rc)
continue;
// System.out.print("Bought\n");
doSleep(getRandom(myconfig.wait_after_buy));
// System.out.print("Next\n");
break;
}
// doSleep(1);
}
}
}

31
src/Traders/RandomTraderConfig.java
View File

@ -33,17 +33,34 @@ import SeSim.*;
*/
public class RandomTraderConfig extends TraderConfig {
public long maxage = 1000 * 10 * 1;
//public long maxage = 1000 * 10 * 1;
/*public long hold_shares_min = 10;
public long hold_shares_max = 30;
public float buy_volume_min = 10;
*/
/**
*
* @param se
* @param shares
* @param money
* @return
* If shares are selled, this specifies
* the minimum and maximum volume to be selled
*/
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 float[] buy_volume={100,100};
public float[] buy_limit = {-50,5};
public int[] buy_order_wait = {5,33};
public int[] wait_after_buy = {20,33};
@Override
public Trader createTrader(Exchange se, long shares, double money) {
public AutoTrader createTrader(Exchange se, long shares, double money) {
Account a = new Account(se, shares, money);
return new RandomTrader(a, this);
}