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OpenSeSim
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More improvements

This commit is contained in:
7u83 2017-03-06 16:08:20 +01:00
parent ac29eb28f1
commit 8ff5c9b59a
9 changed files with 308 additions and 118 deletions
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22
src/main/java/gui/Clock.java
View File

@ -38,6 +38,26 @@ public class Clock extends javax.swing.JPanel {
protected final Timer timer;
TimerTask clockUpdater;
class ClockUpdater implements sesim.Scheduler.TimerTaskRunner{
@Override
public long timerTask() {
long t = Globals.se.timer.currentTimeMillis();
jLabel1.setText(Scheduler.formatTimeMillis(t));
return 1000;
}
@Override
public long getID() {
throw new UnsupportedOperationException("Not supported yet."); //To change body of generated methods, choose Tools | Templates.
}
}
/**
* Creates new form Clock
*/
@ -51,7 +71,7 @@ public class Clock extends javax.swing.JPanel {
return;
clockUpdater = new TimerTask() {
clockUpdater = new TimerTask () {
@Override
public void run() {
long t = Globals.se.timer.currentTimeMillis();

2
src/main/java/gui/NewMDIApplication.java
View File

@ -547,7 +547,7 @@ public class NewMDIApplication extends javax.swing.JFrame {
Globals.se.timer.start();
Globals.se.timer.setAcceleration((Double) this.accelSpinner.getValue());
Scheduler.TimerTask tt = new Scheduler.TimerTask() {
Scheduler.TimerTaskRunner tt = new Scheduler.TimerTaskRunner() {
@Override
public long timerTask() {
System.out.printf("Hello i will inject money\n");

4
src/main/java/sesim/AutoTraderBase.java
View File

@ -26,13 +26,13 @@
package sesim;
import org.json.JSONObject;
import sesim.Scheduler.TimerTask;
import sesim.Scheduler.TimerTaskRunner;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public abstract class AutoTraderBase implements AutoTraderInterface, TimerTask {
public abstract class AutoTraderBase implements AutoTraderInterface, TimerTaskRunner {
protected double account_id;
protected Exchange se;

78
src/main/java/sesim/Clock.java Normal file
View File

@ -0,0 +1,78 @@
/*
* Copyright (c) 2017, tobias
* 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 sesim;
import java.util.Date;
/**
*
* @author tobias
*
* Implements an adjustable clock
*
*/
public class Clock {
private double acceleration=1.0;
private double current_time_millis=0.0;
private long last_time_millis=System.currentTimeMillis();
private boolean pause=false;
public synchronized long currentTimeMillis1() {
long cur = System.currentTimeMillis();
double diff = cur - last_time_millis;
last_time_millis = cur;
if (pause) {
return (long) this.current_time_millis;
}
// System.out.printf("Floaf TM: %f\n", this.current_time_millis);
this.current_time_millis += diff * acceleration;
return (long) this.current_time_millis;
}
/**
* Set the clock acceleration
* @param acceleration
*/
public void setAcceleration(double acceleration){
this.acceleration=acceleration;
}
public void setPause(boolean p){
pause=p;
}
}

173
src/main/java/sesim/Exchange.java
View File

@ -1,6 +1,7 @@
package sesim;
import java.util.*;
import java.util.concurrent.ConcurrentLinkedQueue;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.CopyOnWriteArrayList;
import java.util.function.BiConsumer;
@ -15,6 +16,8 @@ import org.json.JSONObject;
*/
public class Exchange {
ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
private double money_df = 10000;
/**
@ -299,14 +302,13 @@ public class Exchange {
OrderType type;
private double limit;
private double volume;
private final double initial_volume;
private final long id;
private final long created;
private final Account account;
double cost;
Order(Account account, OrderType type, double volume, double limit) {
@ -318,7 +320,7 @@ public class Exchange {
this.initial_volume = this.volume;
this.created = timer.currentTimeMillis();
this.status = OrderStatus.OPEN;
this.cost=0;
this.cost = 0;
}
public long getID() {
@ -344,16 +346,17 @@ public class Exchange {
public double getInitialVolume() {
return initial_volume;
}
public double getCost(){
public double getCost() {
return cost;
}
public double getAvaragePrice(){
public double getAvaragePrice() {
double e = getExecuted();
if (e<=0)
if (e <= 0) {
return -1;
return cost/e;
}
return cost / e;
}
public Account getAccount() {
@ -364,7 +367,7 @@ public class Exchange {
return status;
}
public long getCreated(){
public long getCreated() {
return created;
}
}
@ -435,7 +438,14 @@ public class Exchange {
this.wait();
executeOrders();
Order o;
while (null != (o = order_queue.poll())) {
addOrderToBook(o);
Account a = o.account;
a.orders.put(o.id, o);
a.update(o);
executeOrders();
}
updateBookReceivers(OrderType.SELLLIMIT);
updateBookReceivers(OrderType.BUYLIMIT);
@ -583,76 +593,76 @@ public class Exchange {
public Quote getBestPrice_0() {
synchronized (executor){
SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
SortedSet<Order> ask = order_books.get(OrderType.SELLLIMIT);
synchronized (executor) {
SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
SortedSet<Order> ask = order_books.get(OrderType.SELLLIMIT);
Quote lq = this.getLastQuoete();
Order b = null, a = null;
if (!bid.isEmpty()) {
b = bid.first();
}
if (!ask.isEmpty()) {
a = ask.first();
}
// If there is neither bid nor ask and no last quote
// we can't return a quote
if (lq == null && b == null && a == null) {
return null;
}
// there is bid and ask
if (a != null && b != null) {
Quote q = new Quote();
// if there is no last quote calculate from bid and ask
if (lq == null) {
q.price = (bid.first().limit + ask.first().limit) / 2.0;
return q;
Quote lq = this.getLastQuoete();
Order b = null, a = null;
if (!bid.isEmpty()) {
b = bid.first();
}
if (!ask.isEmpty()) {
a = ask.first();
}
if (lq.price < b.limit) {
q.price = b.limit;
return q;
// If there is neither bid nor ask and no last quote
// we can't return a quote
if (lq == null && b == null && a == null) {
return null;
}
if (lq.price > a.limit) {
q.price = a.limit;
return q;
}
return lq;
}
if (a != null) {
Quote q = new Quote();
if (lq == null) {
// there is bid and ask
if (a != null && b != null) {
Quote q = new Quote();
q.price = a.limit;
return q;
}
if (lq.price > a.limit) {
q.price = a.limit;
return q;
}
return lq;
}
// if there is no last quote calculate from bid and ask
if (lq == null) {
q.price = (bid.first().limit + ask.first().limit) / 2.0;
return q;
}
if (b != null) {
Quote q = new Quote();
if (lq == null) {
q.price = b.limit;
return q;
if (lq.price < b.limit) {
q.price = b.limit;
return q;
}
if (lq.price > a.limit) {
q.price = a.limit;
return q;
}
return lq;
}
if (lq.price < b.limit) {
q.price = b.limit;
return q;
if (a != null) {
Quote q = new Quote();
if (lq == null) {
q.price = a.limit;
return q;
}
if (lq.price > a.limit) {
q.price = a.limit;
return q;
}
return lq;
}
if (b != null) {
Quote q = new Quote();
if (lq == null) {
q.price = b.limit;
return q;
}
if (lq.price < b.limit) {
q.price = b.limit;
return q;
}
return lq;
}
return lq;
}
return lq;
}
}
// Class to describe an executed order
@ -689,7 +699,7 @@ public class Exchange {
if (br == null) {
// System.out.printf("Br is null\n");
} else {
// System.out.printf("Br is not Nukk\n");
// System.out.printf("Br is not Nukk\n");
}
ArrayList<BookReceiver> bookreceivers;
@ -901,9 +911,9 @@ public class Exchange {
// Update volume
b.volume -= volume;
a.volume -= volume;
b.cost+=price*volume;
a.cost+=price*volume;
b.cost += price * volume;
a.cost += price * volume;
removeOrderIfExecuted(a);
removeOrderIfExecuted(b);
@ -1038,16 +1048,21 @@ public class Exchange {
// System.out.printf("Getting executor in create Order\n", Thread.currentThread().getId());
synchronized (executor) {
// System.out.printf("Have executor in create Order\n", Thread.currentThread().getId());
num_orders++;
addOrderToBook(o);
a.orders.put(o.id, o);
// System.out.printf("Calling in create Order oupdate for %s\n", o.getOrderStatus().toString());
a.update(o);
executor.notify();
executeOrders();
updateBookReceivers(OrderType.SELLLIMIT);
updateBookReceivers(OrderType.BUYLIMIT);
// System.out.printf("Order to Queeue %s %f %f\n",o.type.toString(),o.volume,o.limit);
// order_queue.add(o);
// executor.notify();
}
// a.update(o);
// a.update(o);
return o.id;
}

2
src/main/java/sesim/OldAutoTrader.java
View File

@ -32,7 +32,7 @@ import sesim.Exchange.Account;
*
* @author 7u83
*/
public abstract class OldAutoTrader implements Scheduler.TimerTask {
public abstract class OldAutoTrader implements Scheduler.TimerTaskRunner {
protected double account_id;
protected Exchange se;

51
src/main/java/sesim/Scheduler.java
View File

@ -33,14 +33,12 @@ import java.util.Date;
import java.util.HashMap;
import java.util.Iterator;
import java.util.LinkedList;
import java.util.Queue;
import java.util.SortedMap;
import java.util.SortedSet;
import java.util.TreeMap;
import java.util.TreeSet;
import java.util.concurrent.ConcurrentLinkedQueue;
import java.util.concurrent.atomic.AtomicInteger;
import java.util.concurrent.atomic.AtomicLong;
/**
*
@ -154,12 +152,13 @@ public class Scheduler extends Thread {
public class TimerTaskDef implements Comparable {
TimerTaskRunner taskRunner;
long evtime;
long curevtime;
long newevtime;
int id;
TimerTaskDef(TimerTaskRunner e, long t) {
taskRunner = e;
evtime = t;
newevtime = t;
id = nextTimerTask.getAndAdd(1);
}
@ -167,7 +166,7 @@ public class Scheduler extends Thread {
@Override
public int compareTo(Object o) {
return ((TimerTaskDef) o).id - this.id;
}
}
@ -184,8 +183,8 @@ public class Scheduler extends Thread {
public TimerTaskDef startTimerTask(TimerTaskRunner e, long time) {
long evtime = time + currentTimeMillis();
TimerTaskDef task = new TimerTaskDef(e,evtime);
TimerTaskDef task = new TimerTaskDef(e, evtime);
set_tasks.add(task);
synchronized (this) {
@ -194,6 +193,15 @@ public class Scheduler extends Thread {
return task;
}
public void XXXrescheduleTimerTask(TimerTaskDef task, long time) {
long evtime = time + currentTimeMillis();
set_tasks.add(task);
synchronized (this) {
notify();
}
}
private boolean pause = false;
public void pause() {
@ -217,18 +225,20 @@ public class Scheduler extends Thread {
return e.timerTask();
}
HashMap<TimerTaskDef, Long> tasks = new HashMap<>();
// HashMap<TimerTaskDef, Long> tasks = new HashMap<>();
private boolean addTimerTask(TimerTaskDef e, long evtime) {
private boolean addTimerTask(TimerTaskDef e) {
// long evtime = time + currentTimeMillis();
SortedSet<TimerTaskDef> s = event_queue.get(evtime);
SortedSet<TimerTaskDef> s = event_queue.get(e.newevtime);
if (s == null) {
s = new TreeSet<>();
event_queue.put(evtime, s);
event_queue.put(e.newevtime, s);
}
e.curevtime=e.newevtime;
tasks.put(e, evtime);
// tasks.put(e, e.evtime);
return s.add(e);
}
@ -241,13 +251,13 @@ public class Scheduler extends Thread {
private void cancelMy(TimerTaskDef e) {
Long evtime = tasks.get(e);
// Long evtime = tasks.get(e.curevtime);
if (evtime == null) {
return;
}
// if (evtime == null) {
// return;
// }
SortedSet<TimerTaskDef> s = event_queue.get(evtime);
SortedSet<TimerTaskDef> s = event_queue.get(e.curevtime);
if (s == null) {
return;
@ -257,7 +267,7 @@ public class Scheduler extends Thread {
if (s.isEmpty()) {
event_queue.remove(evtime);
event_queue.remove(e.curevtime);
}
}
@ -287,7 +297,8 @@ public class Scheduler extends Thread {
while (it.hasNext()) {
TimerTaskDef e = it.next();
long next_t = this.fireEvent(e.taskRunner);
this.addTimerTask(e, next_t + t);
e.newevtime = next_t + t;
this.addTimerTask(e);
}
return 0;
@ -325,7 +336,7 @@ public class Scheduler extends Thread {
while (!set_tasks.isEmpty()) {
TimerTaskDef td = set_tasks.poll();
this.cancelMy(td);
this.addTimerTask(td, td.evtime);
this.addTimerTask(td);
}

9
src/main/java/traders/RandomTraderA.java
View File

@ -73,7 +73,7 @@ public class RandomTraderA extends AutoTraderBase implements AccountListener {
a.setListener(this);
long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
se.timer.startTimerTask(this, delay);
timerTask = se.timer.startTimerTask(this, delay);
}
@Override
@ -183,19 +183,22 @@ public class RandomTraderA extends AutoTraderBase implements AccountListener {
return null;
}
sesim.Scheduler.TimerTaskDef timerTask;
@Override
public void accountUpdated(Account a, Exchange.Order o) {
// System.out.printf("Order what %s %d\n", o.getOrderStatus().toString(), Thread.currentThread().getId());
if (o.getOrderStatus() == OrderStatus.CLOSED ) {
// System.out.printf("Enteter canel timer %d\n", Thread.currentThread().getId());
se.timer.cancelTimerTask(this);
// se.timer.cancelTimerTask(this);
//System.out.printf("back from canel timer %d\n", System.identityHashCode(this));
//System.exit(0);
Long w = waitAfterOrder();
// System.out.printf("We have now to wait for %d\n", w);
se.timer.startTimerTask(this, w);
//timerTask = se.timer.startTimerTask(this, w);
se.timer.XXXrescheduleTimerTask(timerTask, w);
}
// System.out.printf("Updatetd Account\n", "");

85
src/test/java/sesim/Test.java
View File

@ -38,6 +38,9 @@ import java.util.ArrayList;
import java.util.SortedMap;
import java.util.TreeMap;
import java.lang.ClassLoader.*;
import java.util.logging.Level;
import java.util.logging.Logger;
import sesim.Scheduler.TimerTaskRunner;
/**
*
@ -80,25 +83,85 @@ public class Test {
}
*/
static class Z{
Double x;
static class Exer extends Thread {
int value = 0;
@Override
public void run() {
while (true) {
try {
System.out.printf("Exer getting Exer Lock");
synchronized (this) {
System.out.printf("Exer having Exer Lock wait 30000\n");
this.wait();
}
} catch (InterruptedException ex) {
System.out.printf("Interrupted\n");
}
System.out.printf("Exer Value %d\n", value);
}
}
}
static class Runner extends Thread {
}
static Scheduler s = new Scheduler();
static class MyTask implements TimerTaskRunner{
long ctr=0;
@Override
public long timerTask() {
ctr++;
double r=1;
for (int i=0; i<100000; i++){
r=r+i*r;
r=r+1.0;
}
synchronized (this){
try {
wait(500);
} catch (InterruptedException ex) {
Logger.getLogger(Test.class.getName()).log(Level.SEVERE, null, ex);
}
}
System.out.printf("TimerTask %d %d %f\n",ctr,s.currentTimeMillis(),r);
return 1000;
}
@Override
public long getID() {
return 0;
}
}
/**
* @param args the command line arguments
*/
public static void main(String[] args) throws InterruptedException, MalformedURLException, InstantiationException, IllegalAccessException, IOException {
Clock clock = new Clock();
Z z = new Z();
s.start();
s.setAcceleration(1);
MyTask t = new MyTask();
z.x = 3.1415926;
System.out.printf("ID: %d\n", System.identityHashCode(z));
z.x = 90.0;
System.out.printf("ID: %d\n", System.identityHashCode(z));
s.setAcceleration(1.0);
s.startTimerTask(t, 0);
s.join();
}
}