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Correct SL calculation

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7u83 2019-01-08 19:32:53 +01:00
parent 236138a822
commit 703fe209b2
4 changed files with 11 additions and 9 deletions
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2
nbproject/project.properties
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@ -1,4 +1,4 @@
#Tue, 08 Jan 2019 13:27:57 +0100
#Tue, 08 Jan 2019 19:25:21 +0100
annotation.processing.enabled=true
annotation.processing.enabled.in.editor=false
annotation.processing.processors.list=

8
src/opensesim/world/Account.java
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@ -119,12 +119,12 @@ public class Account {
}
synchronized void add(AssetPack pack) {
assets.put(pack.asset, get(pack.asset) + pack.volume);
assets.put(pack.asset, get(pack.asset,false) + pack.volume);
// assets_bound.put(pack.asset, getAvail(pack.asset) + pack.volume);
}
synchronized void sub(AssetPack pack) {
assets.put(pack.asset, get(pack.asset) - pack.volume);
assets.put(pack.asset, get(pack.asset,false) - pack.volume);
// assets_bound.put(pack.asset, getAvail(pack.asset) - pack.volume);
}
@ -290,7 +290,7 @@ public class Account {
* @return
*/
public Double calcStopLoss(Exchange ex, AbstractAsset asset, AbstractAsset currency) {
Double e = (get(currency));
Double e = (get(currency,false));
for (AbstractAsset a : assets.keySet()) {
if (a.equals(asset)) {
continue;
@ -302,7 +302,7 @@ public class Account {
}
TradingEngine api = (TradingEngine) ex.getAPI(pair);
Double v = get(a) * api.last_quote.price;
Double v = get(a,false) * api.last_quote.price;
e = e + v;
}

8
src/opensesim/world/SimpleTrader.java
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@ -105,7 +105,7 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
pack = new AssetPack(p.getCurrency(), 1000);
account_b.add(pack);
account_b.setLeverage(0.1);
account_b.setLeverage(9);
pack = new AssetPack(p.getCurrency(), 10000);
account_1.add(pack);
@ -142,10 +142,12 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
getWorld().getAssetBySymbol("EUR"));
TradingAPI mapi = ex.getAPI(msftp);
Order ob = api.createOrder(account_b, Order.Type.SELLLIMIT, 10, 100);
Order ob = api.createOrder(account_b, Order.Type.BUYLIMIT, 20, 100);
Order obm = mapi.createOrder(account_b, Order.Type.BUYLIMIT, 20, 100);
Order oba = api.createOrder(account_1, Order.Type.BUYLIMIT, 10, 100);
Order oba = api.createOrder(account_1, Order.Type.SELLLIMIT, 10, 100);
Order obam = mapi.createOrder(account_1, Order.Type.SELLLIMIT, 20, 100);

2
src/opensesim/world/TradingEngine.java
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@ -513,7 +513,7 @@ class TradingEngine implements TradingAPI {
}
executeOrders();
//last_quote.price = 90; //75-12.5;
last_quote.price = 90; //75-12.5;
for (FiringEvent e : book_listener) {
e.fire();
}