Now woth candle sticks

src/main/java/chart/Chart.java

@@ -5,6 +5,8 @@
  */
 package chart;
 
+import sesim.OHLCDataItem;
+import sesim.OHLCData;
 import java.awt.*;
 import sesim.Exchange.*;
 import sesim.Quote;
@@ -41,13 +43,12 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
     int items = 350;
     long ntime = 0;
 
-    OHLCData data = new OHLCData();
+    OHLCData data = new OHLCData(2000);
 
     OHLCDataItem current = null;
 
-    int min;
+    //  int min;
-    int max;
+    // int max;
-
     int getY(float Y) {
 
         return 0;
@@ -62,25 +63,28 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         double unit_width = 1;
         int big_tick = 10;
         long start;
-        
+
-        
+        XLegendDef() {
-        XLegendDef(){
+
-            
         }
-        
+
-        String getAt(int unit){
+        String getAt(int unit) {
-            Date date = new Date(start);
+            Date date = new Date(sesim.Scheduler.timeStart + unit * 5000);
-            DateFormat formatter = new SimpleDateFormat("HH:mm:ss:SSS");
+//            DateFormat formatter = new SimpleDateFormat("HH:mm:ss:SSS");
+            DateFormat formatter = new SimpleDateFormat("HH:mm:ss");
             String dateFormatted = formatter.format(date);
             return dateFormatted;
         }
 
     }
 
-    void drawXLegend(Graphics2D g,XLegendDef xld) {
+    void drawOHLC(Graphics2D g, int x, OHLCDataItem di) {
+
+    }
+
+    void drawXLegend(Graphics2D g, XLegendDef xld) {
 
         //XLegendDef xld = new XLegendDef();
-
         g = (Graphics2D) g.create();
 
         int xl_height = 30;
@@ -93,122 +97,176 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
 
         g.drawLine(0, y, dim.width, y);
 
-        int n = 0;
+        int n;
-        for (double x = 0; x < dim.width; x += em_width * xld.unit_width) {
+        double x;
+
+        for (n = 0, x = 0; x < dim.width; x += em_width * xld.unit_width) {
 
             if (n % xld.big_tick == 0) {
                 g.drawLine((int) x, y, (int) x, y + em_height);
             } else {
                 g.drawLine((int) x, y, (int) x, y + em_height / 2);
             }
-            
-            if (n % xld.big_tick == 0){
-                String text = "Hello";
-                
-                text = xld.getAt(n);                
-                int swidth = g.getFontMetrics().stringWidth(text);
-                
 
-            
+            if (n % xld.big_tick == 0) {
-                g.drawString(text, (int)x - swidth / 2, y + em_height * 2);
+                String text = "Hello";
+
+                text = xld.getAt(n);
+                int swidth = g.getFontMetrics().stringWidth(text);
+
+                g.drawString(text, (int) x - swidth / 2, y + em_height * 2);
             }
-            
+
             OHLCDataItem d;
             try {
                 d = data.data.get(n);
             } catch (Exception e) {
                 d = null;
             }
-            
+
             n++;
 
         }
-
-        /*
-        for (int i = 0; i < items; i ++) {
-            int x = i * this.item_width;
-            
-            if (i%5==0)
-                g.drawLine(x, y, x, y + 6);
-            else
-               g.drawLine(x, y, x, y + 3);
-
-            OHLCDataItem d;
-            try {
-                d = data.data.get(i);
-            } catch (Exception e) {
-                d = null;
-            }
-
-            String text;
-            if (d != null) {
-                text = "A";
-            } else {
-                text = "x";
-            }
-            
-
-
-            int swidth = g.getFontMetrics().stringWidth(text);
-
-            g.drawString(text, x - swidth / 2, y + em_height * 2);
-  
-
-        }
-         */
-        //for(int x=0; x)
-    }
-
-    private void realTimeAdd(long time, float price, float volume) {
-
-        /*System.out.print("Diff:"
-                +(ntime-time)
-                +"\n"
-        );*/
-        if (time > ntime) {
-
-//            System.out.print("new raster ----------------------------------\n");
-            current = null;
-//            ntime = rasterTime(time) + 5000;
-            //       System.out.print(ntime+"\n");
-            //      System.out.print((time)+"\n");
-            //       System.exit(0);
-        }
-
-        if (current == null) {
-            current = new OHLCDataItem(price, price, price, price, volume);
-            return;
-        }
-
-        boolean rc = current.update(price, volume);
-
-        if (rc) {
-            System.out.print("Updated -"
-                    + " High:"
-                    + current.high
-                    + " Low:"
-                    + current.low
-                    + " Volume"
-                    + current.volume
-                    + "("
-                    + time
-                    + ")"
-                    + "\n"
-            );
-        }
-
     }
 
     private void getData() {
 
     }
 
+    class RenderCtx {
+
+        Rectangle rect;
+        float scaling;
+        float min;
+        Graphics2D g;
+        float iwidth;
+
+        float getY(float y) {
+            return rect.height - ((y - min) * scaling);
+        }
+    }
+
+    float getY(float y, float min, float s, Rectangle r) {
+
+        return r.height - ((y - min) * s);
+    }
+
+    private void old_drawItem(Graphics2D g, Rectangle r, int prevx, int x, OHLCDataItem prev, OHLCDataItem item, float s, float min) {
+
+        if (prev == null) {
+            prev = item;
+        }
+
+        g.drawLine(prevx, (int) getY(prev.close, min, s, r), x, (int) getY(item.close, min, s, r));
+        g.drawLine(r.x, r.height + r.y, r.x + r.width, r.height + r.y);
+    }
+
+    private void drawItem_l(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem item) {
+
+        if (prev == null) {
+            prev = item;
+        }
+        Graphics2D g = ctx.g;
+
+        Rectangle r = ctx.rect;
+        g.drawLine(prevx, (int) ctx.getY(prev.close), x, (int) ctx.getY(item.close));
+        g.drawLine(r.x, r.height + r.y, r.x + r.width, r.height + r.y);
+    }
+
+    private void drawItem(RenderCtx ctx, int prevx, int x, OHLCDataItem prev, OHLCDataItem i) {
+
+        if (prev == null) {
+            prev = i;
+        }
+        Graphics2D g = ctx.g;
+
+        Rectangle r = ctx.rect;
+//        g.drawLine(prevx, (int) ctx.getY(prev.close), x, (int) ctx.getY(item.close));
+
+//        g.drawLine(x,(int)ctx.getY(i.high),x,(int)ctx.getY(i.low));
+        if (i.open < i.close) {
+
+            g.setColor(Color.BLACK);
+            g.drawLine(x, (int) ctx.getY(i.close), x, (int) ctx.getY(i.high));
+            g.drawLine(x, (int) ctx.getY(i.low), x, (int) ctx.getY(i.open));
+
+            float w = ctx.iwidth;
+            float h = (int) (ctx.getY(i.open) - ctx.getY(i.close));
+
+            System.out.printf("CLO: %f %f \n", w, h);
+            g.setColor(Color.GREEN);
+            g.fillRect((int) (x - w / 2), (int) ctx.getY(i.close), (int) w, (int) h);
+            g.setColor(Color.BLACK);
+            g.drawRect((int) (x - w / 2), (int) ctx.getY(i.close), (int) w, (int) h);
+
+        } else {
+
+            g.setColor(Color.RED);
+            g.drawLine(x, (int) ctx.getY(i.high), x, (int) ctx.getY(i.close));
+            g.drawLine(x, (int) ctx.getY(i.open), x, (int) ctx.getY(i.low));
+
+            float w = ctx.iwidth;
+            float h = (int) (ctx.getY(i.close) - ctx.getY(i.open));
+
+            g.fillRect((int) (x - w / 2), (int) ctx.getY(i.open), (int) w, (int) h);
+            g.setColor(Color.BLACK);
+            g.drawRect((int) (x - w / 2), (int) ctx.getY(i.open), (int) w, (int) h);
+
+        }
+
+        g.drawLine(r.x, r.height + r.y, r.x + r.width, r.height + r.y);
+    }
+
     private void draw(Graphics2D g) {
 
+        OHLCDataItem di0 = data.get(0);
+        XLegendDef xld = new XLegendDef();
+        this.drawXLegend(g, xld);
+
+        int em_height = g.getFontMetrics().getHeight();
+        int em_width = g.getFontMetrics().stringWidth("M");
+
+        this.getSize();
+
+        int pwidth = em_width * items;
+        int phight = 400;
+
+        this.setPreferredSize(new Dimension(pwidth, phight));
+
+        Dimension dim = this.getSize();
+
+        Iterator<OHLCDataItem> it = data.iterator();
+        OHLCDataItem prev = null;
+        int myi = 0;
+
+        RenderCtx ctx = new RenderCtx();
+
+        Rectangle r = new Rectangle(0, 2 * em_width, pwidth, dim.height - 6 *em_width );
+        ctx.rect = r;
+        ctx.scaling = (float) r.height / (data.getMax() - data.getMin());
+        ctx.min = data.getMin();
+        ctx.g = g;
+        ctx.iwidth = em_width - em_width / 5f;
+
+        //System.out.printf("Scaling: %f  %f %f %f %f\n",diff,(float)r.height,data.getMin(),data.getMax(),yscaling);
+        while (it.hasNext()) {
+            OHLCDataItem di = it.next();
+
+            int x = myi * em_width;
+            this.drawItem(ctx, x - em_width, x, prev, di); //, ctx.scaling, data.getMin());
+
+            myi++;
+            prev = di;
+
+        }
+
+    }
+
+    private void draw_old(Graphics2D g) {
+
         OHLCDataItem di0 = data.data.get(0);
-        XLegendDef xld= new XLegendDef();
+        XLegendDef xld = new XLegendDef();
-        //xld.start=di.
+        this.drawXLegend(g, xld);
-        this.drawXLegend(g,xld);
 
         this.getSize();
 
@@ -222,21 +280,8 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
 
         g.setColor(Color.RED);
 
-//        g.drawLine(0, 0, 100, 100);
-
-        /*        for (int i = 0; i < items; i++) {
-            int x = i * this.item_width;
-            g.drawLine(x, 0, x, 50);
-
-        }
-         */
-        //   if (this.current == null) {
-        //       return;
-        //   }
         ArrayList<OHLCDataItem> od = data.data;
-        
 
-        //  System.out.print("OD S: " + od.size() + "\n");
         g.setColor(Color.BLUE);
         g.setStroke(new BasicStroke(3));
 
@@ -250,8 +295,8 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
             OHLCDataItem di = it.next();
 
             float y = di.close;
-            float max = data.max;
+            float max = data.getMax();
-            float min = data.min;
+            float min = data.getMin();
 
             max = max / 10.0f + max;
             min = min - min / 10.0f;
@@ -262,14 +307,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
 
             }
 
-            //   max = 5;
-            // min = 0;
-            //   System.out.print("Fval: " + y + " " + min + "\n");
             y -= min;
-            //  System.out.print("VAL New" + y + "\n");
-
-            //val/ ((data.max-data.min)/dim.height);
-            //  System.out.print("MINMAX " + min + " " + max + " " + dim.height + "\n");
             y = dim.height - (dim.height * y / (max - min));
 
             int x = myi * this.item_width;
@@ -280,10 +318,8 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
             lastx = x;
             lasty = (int) y;
 
-//            System.out.print("Draw Line: " + x + " " + y + "\n");
         }
 
-        //    g.drawLine(0, 0, 100, (int) ((this.current.close-80.0)*80.0));
     }
 
     @Override

src/main/java/gui/MainWin.java

@@ -240,7 +240,7 @@ public class MainWin extends javax.swing.JFrame {
       //  SwitchingTraderConfig cfg = new SwitchingTraderConfig();
        RandomTraderConfig cfg= new RandomTraderConfig();
         
-        for (int i=0; i<100; i++){
+        for (int i=0; i<30; i++){
             AutoTrader randt = cfg.createTrader(se, 100000, 100000);
             
             se.traders.add(randt);

src/main/java/sesim/Exchange.java

@@ -183,6 +183,8 @@ public class Exchange {  //extends Thread {
     }
     
     
+    
+    
         /*public interface TimerEvent {
 
         long timerEvent();

src/main/java/sesim/OHLCData.java

@@ -23,7 +23,7 @@
  * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  * POSSIBILITY OF SUCH DAMAGE.
  */
-package chart;
+package sesim;
 
 import java.util.*;
 
@@ -33,29 +33,56 @@ import java.util.*;
  */
 public class OHLCData { //extends ArrayList <OHLCDataItem> {
 
-    float max=0;
+    private float max=0;
-    float min=0;
+    private float min=0;
     
-    int ras=20000/10;
+    private int frame_size=60000;
+    int max_size=100;
     
+    
+    public OHLCData(){
 
-    long time_start;
+    }
-    long time_step;
+    
+    public OHLCData(int frame_size){
+        
+        this.frame_size=frame_size;
+    }
+
+   // long time_start;
+   // long time_step;
 
     public float getMax() {
         return max;
     }
     
+    public float getMin(){
+        return min;
+    }
+    
+    public int size(){
+        return data.size();
+    }
+    
+    
+    public int getFrameSize(){
+        return this.frame_size;
+    }
+    
     
 
-    long rasterTime(long time) {
+    long getFrameStart(long time) {
 
-        long rt = time / ras;
+        long rt = time / frame_size;
-        return rt * ras;
+        return rt * frame_size;
 
     }
 
-    ArrayList<OHLCDataItem> data = new ArrayList<>();
+    public ArrayList<OHLCDataItem> data = new ArrayList<>();
+    
+    public OHLCDataItem get(int n){
+        return data.get(n);
+    }
     
     
     private void updateMinMax(float price){
@@ -68,27 +95,42 @@ public class OHLCData { //extends ArrayList <OHLCDataItem> {
         }
 
     }
+    
+    public Iterator <OHLCDataItem> iterator(){
+        return data.iterator();
+    } 
 
-    private long ntime = 0;
+    // Start and end of current frame
+    private long current_frame_end = 0;
+    private long current_frame_start =0;
 
-    boolean realTimeAdd(long time, float price, float volume) {
+    public boolean realTimeAdd(long time, float price, float volume) {
         
         
-        if (time > ntime) {
+        if (time >= current_frame_end) {
-            if (ntime==0){
+            if (current_frame_end==0){
-                System.out.print ("Setting ntimt was zero\n");
+   
                 this.min=price;
                 this.max=price;
             }
             
-            ntime = rasterTime(time) + ras;
+            long last_frame_start=current_frame_start;
-            data.add(new OHLCDataItem(price, price, price, price, volume));
+            current_frame_start = getFrameStart(time);
+            
+                      
+            
+            current_frame_end = current_frame_start + frame_size;
+            
+            System.out.printf("TA %d TE %d\n",this.current_frame_start,this.current_frame_end);
+            
+            data.add(new OHLCDataItem(this.current_frame_start, price, volume));
             this.updateMinMax(price);
             return true;
         }
 
-        OHLCDataItem d = data.get(data.size() - 1);
         this.updateMinMax(price);
+        
+        OHLCDataItem d = data.get(data.size() - 1);
         boolean rc = d.update(price, volume);
         return rc;
     }

src/main/java/sesim/OHLCDataItem.java

@@ -23,7 +23,7 @@
  * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  * POSSIBILITY OF SUCH DAMAGE.
  */
-package chart;
+package sesim;
 
 /**
  *
@@ -36,17 +36,13 @@ public class OHLCDataItem {
     public float low;
     public float close;
     public float volume;
-
+    public long time;
-    public OHLCDataItem(float open, float high, float low, float close, float volume) {
+    
-        this.open = open;
+    
-        this.high = high;
+    public OHLCDataItem(long time,float price, float volume){
-        this.low = low;
+        this.time=time;
-        this.close = close;
+        open=low=high=close=price;
-        this.volume = volume;
+        this.volume=volume;
-    }
-
-    public OHLCDataItem() {
-        this(0, 0, 0, 0, 0);
     }
 
     public boolean update(float price, float volume) {

src/main/java/sesim/OrderData.java

@@ -36,3 +36,4 @@ public class OrderData {
     public double executed;
     
 }
+

src/main/java/sesim/Scheduler.java

@@ -69,10 +69,18 @@ public class Scheduler extends Thread {
         }
     }
 
-    public long currentTimeMillis() {
+    /**
+     *
+     * @return
+     */
+    public static long currentTimeMillis() {
         return System.currentTimeMillis();
 
     }
+    
+    public static long timeStart=Scheduler.currentTimeMillis();
+        
+    
 
     /**
      * 
@@ -80,7 +88,7 @@ public class Scheduler extends Thread {
      * @param time 
      */
     public void startTimerEvent(TimerTask e, long time) {
-        long evtime = time + this.currentTimeMillis();
+        long evtime = time + currentTimeMillis();
         synchronized (event_queue) {
             this.addEvent(e, time);
         }
@@ -95,7 +103,7 @@ public class Scheduler extends Thread {
 
     private boolean addEvent(TimerTask e, long time) {
 
-        long evtime = time + this.currentTimeMillis();
+        long evtime = time + currentTimeMillis();
 
         SortedSet<TimerTask> s = event_queue.get(evtime);
         if (s == null) {
@@ -112,7 +120,7 @@ public class Scheduler extends Thread {
             }
 
             long t = event_queue.firstKey();
-            if (t <= this.currentTimeMillis()) {
+            if (t <= currentTimeMillis()) {
                 SortedSet s = event_queue.get(t);
                 event_queue.remove(t);
                 Iterator<TimerTask> it = s.iterator();
@@ -124,7 +132,7 @@ public class Scheduler extends Thread {
                 return 0;
 
             } else {
-                return t - this.currentTimeMillis();
+                return t - currentTimeMillis();
             }
         }
 

src/main/java/traders/RandomTrader.java

@@ -46,7 +46,7 @@ public class RandomTrader extends AutoTrader {
 
         sesim.Exchange.Account a = se.getAccount(account_id);
         long rc = this.doTrade();
-        return rc / 600;
+        return rc ;
 
     }
 
@@ -66,7 +66,7 @@ public class RandomTrader extends AutoTrader {
     public long timerTask() {
         sesim.Exchange.Account a = se.getAccount(account_id);
         long rc = this.doTrade();
-        return rc / 28;
+        return rc / 80;
 
 //        return this.event();
     }

src/main/java/traders/RandomTraderConfig.java

@@ -36,13 +36,13 @@ import sesim.Exchange;
 public class RandomTraderConfig extends AutoTraderConfig {
 
     public float[] sell_volume = {100, 100};
-    public float[] sell_limit = {-3, 3};
+    public float[] sell_limit = {-1.5f, 1.5f};
-    public int[] sell_order_wait = {500, 1500};
+    public int[] sell_order_wait = {1000, 5000};
     public int[] wait_after_sell = {10, 30};
 
     public float[] buy_volume = {100, 100};
-    public float[] buy_limit = {-1, 3};
+    public float[] buy_limit = {-1.0f, 1.5f};
-    public int[] buy_order_wait = {500, 1500};
+    public int[] buy_order_wait = {1000, 5000};
     public int[] wait_after_buy = {10, 30};
 
     @Override

src/test/java/sesim/Test.java

@@ -28,27 +28,23 @@ package sesim;
 import java.util.SortedMap;
 import java.util.TreeMap;
 
-
-
-
-
 /**
  *
  * @author tobias
  */
 public class Test {
-    
+
-   static void tube(){
+    static void tube() {
-       try{
+        try {
-           System.out.printf("Hello %s\n", "args");
+            System.out.printf("Hello %s\n", "args");
-           if (0==0) 
+            if (0 == 0) {
-               return;
+                return;
-       }
+            }
-       finally {
+        } finally {
-           System.out.printf("Always %s\n", "the end");
+            System.out.printf("Always %s\n", "the end");
-       }
+        }
-       System.out.print("haha\n");
+        System.out.print("haha\n");
-   }
+    }
 
     static void print_account(AccountData ad) {
         System.out.print(
@@ -66,56 +62,66 @@ public class Test {
      * @param args the command line arguments
      */
     public static void main(String[] args) throws InterruptedException {
+
+        OHLCData od = new OHLCData(1000);
+
+        od.realTimeAdd(12, 100, 10);
+
+        od.realTimeAdd(5000, 100, 10);
+        //od.realTimeAdd(12, 100, 10);
+
+        System.out.printf("Size: %d\n", od.size());
+
+        OHLCDataItem di;
         
+        di = od.get(2);
+
+        System.exit(0);
+
         Scheduler s = new Scheduler();
         s.start();
-      
-        class Ev implements Scheduler.TimerTask{
 
-           @Override
+        class Ev implements Scheduler.TimerTask {
-           public long timerTask() {
+
-               System.out.printf("Timer Event Occured %s\n",name);
+            @Override
-               if ("Ev1".equals(this.name))
+            public long timerTask() {
+                System.out.printf("Timer Event Occured %s\n", name);
+                if ("Ev1".equals(this.name)) {
                     return 2000;
-               else
+                } else {
-                   return 4000;
+                    return 4000;
-           }
+                }
-           
+            }
-           String name;
+
-           Ev(String name){
+            String name;
-               this.name=name;
+
-           }
+            Ev(String name) {
-            
+                this.name = name;
+            }
+
         }
-        
+
         Ev e1 = new Ev("Ev1");
         Ev e2 = new Ev("Eb2");
-        
-        
-        s.startTimerEvent(e1, 0);
-            s.startTimerEvent(e2, 0);
-        
-    try
-    {
-        Thread.sleep(90000);
-    }
-    catch(Exception e) {
-        
-    }
-    
-    s.halt();
-        while (s.isAlive()){
-           
-        }
-        
-        System.out.print("All isstopped\n");            
 
-       // s.startTimerEvent(e2, 100);
+        s.startTimerEvent(e1, 0);
-        
+        s.startTimerEvent(e2, 0);
-        
+
-        
+        try {
-    
+            Thread.sleep(90000);
-       /* long starttime=System.currentTimeMillis();
+        } catch (Exception e) {
+
+        }
+
+        s.halt();
+        while (s.isAlive()) {
+
+        }
+
+        System.out.print("All isstopped\n");
+
+        // s.startTimerEvent(e2, 100);
+        /* long starttime=System.currentTimeMillis();
         while (s.isAlive()){
             if (System.currentTimeMillis()>starttime+6650){
                     s.stop();
@@ -128,9 +134,7 @@ public class Test {
         }
         
         System.out.print("All isstopped\n");
-    */
+         */
-      
-       
     }
 
 }