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New Trader

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7u83 2017-02-21 07:49:03 +01:00
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commit 88331b262c
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src/main/java/traders/RandomTraderB.java Normal file
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/*
* Copyright (c) 2017, 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 gui.Globals;
import java.util.HashMap;
import java.util.Iterator;
import java.util.Map;
import java.util.Set;
import java.util.SortedMap;
import javax.swing.JDialog;
import org.json.JSONArray;
import org.json.JSONObject;
//import sesim.AccountData;
import sesim.AutoTraderBase;
import sesim.AutoTraderConfig;
import sesim.AutoTraderGui;
import sesim.Exchange;
import sesim.Exchange.Account;
import sesim.Exchange.Order;
import sesim.OrderData;
import sesim.Quote;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class RandomTraderB extends AutoTraderBase {
public Float[] initial_delay = {0f, 5.0f};
public Float[] sell_volume = {100f, 100f};
public Float[] sell_limit = {-2f, 2f};
public Long[] sell_wait = {10000L, 50000L};
public Long[] wait_after_sell = {1000L, 30000L};
public Float[] buy_volume = {100f, 100f};
public Float[] buy_limit = {-2f, 2f};
public Long[] buy_wait = {10000L, 50000L};
public Long[] wait_after_buy = {10L, 30L};
final String INITIAL_DELAY = "initla_delay";
final String SELL_VOLUME = "sell_volume";
final String BUY_VOLUME = "buy_volume";
final String SELL_LIMIT = "sell_limit";
final String BUY_LIMIT = "buy_limit";
final String SELL_WAIT = "sell_wait";
final String BUY_WAIT = "buy_wait";
final String WAIT_AFTER_SELL = "sell_wait_after";
final String WAIT_AFTER_BUY = "buy_wait_after";
@Override
public void start() {
long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
se.timer.startTimerEvent(this, delay);
}
@Override
public long timerTask() {
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
return rc;
}
@Override
public String getDisplayName() {
return null;
}
@Override
public AutoTraderGui getGui() {
return null;
}
@Override
public JSONObject getConfig() {
JSONObject jo = new JSONObject();
jo.put(INITIAL_DELAY, initial_delay);
jo.put(SELL_VOLUME, sell_volume);
jo.put(BUY_VOLUME, buy_volume);
jo.put(SELL_LIMIT, sell_limit);
jo.put(BUY_LIMIT, buy_limit);
jo.put(SELL_WAIT, sell_wait);
jo.put(BUY_WAIT, buy_wait);
jo.put(WAIT_AFTER_SELL, wait_after_sell);
jo.put(WAIT_AFTER_BUY, wait_after_buy);
jo.put("base", this.getClass().getCanonicalName());
return jo;
}
private Float[] to_float(JSONArray a) {
Float[] ret = new Float[a.length()];
for (int i = 0; i < a.length(); i++) {
ret[i] = new Float(a.getDouble(i));
}
return ret;
}
private Long[] to_long(JSONArray a) {
Long[] ret = new Long[a.length()];
for (int i = 0; i < a.length(); i++) {
ret[i] = a.getLong(i);
}
return ret;
}
@Override
public void putConfig(JSONObject cfg) {
if (cfg == null) {
return;
}
try {
initial_delay = to_float(cfg.getJSONArray(INITIAL_DELAY));
sell_volume = to_float(cfg.getJSONArray(SELL_VOLUME));
buy_volume = to_float(cfg.getJSONArray(BUY_VOLUME));
sell_limit = to_float(cfg.getJSONArray(SELL_LIMIT));
buy_limit = to_float(cfg.getJSONArray(BUY_LIMIT));
sell_wait = to_long(cfg.getJSONArray(SELL_WAIT));
buy_wait = to_long(cfg.getJSONArray(BUY_WAIT));
wait_after_sell = to_long(cfg.getJSONArray(WAIT_AFTER_SELL));
wait_after_buy = to_long(cfg.getJSONArray(WAIT_AFTER_BUY));
} catch (Exception e) {
}
}
@Override
public boolean getDevelStatus() {
return false;
}
public long cancelOrders() {
int n = se.getNumberOfOpenOrders(account_id);
if (n > 0) {
Account ad = se.getAccount(account_id);
Set <Long>keys = ad.getOrders().keySet();
Iterator<Long> it = keys.iterator();
while (it.hasNext()) {
// Order od = it.next();
boolean rc = se.cancelOrder(account_id, it.next());
}
}
return n;
}
@Override
public JDialog getGuiConsole() {
return null;
}
protected enum Action {
BUY, SELL, RANDOM
}
protected Action getAction() {
if (se.randNextInt(2) == 0) {
return Action.BUY;
} else {
return Action.SELL;
}
}
Action mode=Action.RANDOM;
long doTrade() {
cancelOrders();
Action a = getAction();
switch (a) {
case BUY: {
boolean rc = doBuy();
if (rc) {
mode = Action.BUY;
return getRandom(buy_wait);
}
return 5000;
}
case SELL:
{
boolean rc = doSell();
if (rc){
mode = Action.SELL;
return getRandom(sell_wait);
}
return 5000;
}
}
return 0;
}
/**
* 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 = se.randNextDouble();
// System.out.printf("RD: %f", r);
// System.exit(0);
return (max - min) * r + min;
}
protected int getRandom(Long[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
double getStart() {
return Globals.se.fairValue;
}
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, Float[] minmax) {
//System.out.printf("RandomAmmount: %f (%f,%f)\n",val, minmax[0], minmax[1]);
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean doBuy() {
// AccountData ad = this.se.getAccountData(account_id);
Account ad = se.getAccount(account_id);
Exchange.OrderType type = Exchange.OrderType.BUYLIMIT;
if (ad == null) {
return false;
}
// how much money we ant to invest?
double money = getRandomAmmount(ad.getMoney(), buy_volume);
Quote q = se.getCurrentPrice();
//q=se.getLastQuoete();
double lp = q == null ? getStart() : q.price;
double limit;
limit = lp + getRandomAmmount(lp, buy_limit);
double volume = money / limit;
// System.out.printf("Volume : %f", volume);
limit = se.roundMoney(limit);
volume = se.roundShares(volume);
if (volume <= 0 || money <= 0) {
return false;
}
se.createOrder(account_id, type, volume, limit);
return true;
}
public boolean doSell() {
// RandomTraderConfig myoldconfig = (RandomTraderConfig) this.oldconfig;
//AccountData ad = this.se.getAccountData(account_id);
Account ad = se.getAccount(account_id);
Exchange.OrderType type = Exchange.OrderType.SELLLIMIT;
// how much shares we ant to sell?
double volume = getRandomAmmount(ad.getShares(), sell_volume);
volume = se.roundShares(volume);
// double lp = 100.0; //se.getBestLimit(type);
Quote q = se.getCurrentPrice();
// q=se.getLastQuoete();
double lp = q == null ? getStart() : q.price;
double limit;
limit = lp + getRandomAmmount(lp, sell_limit);
se.roundMoney(limit);
if (volume <= 0 || limit <=0) {
return false;
}
se.createOrder(account_id, type, volume, limit);
return true;
}
}