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work on internal accounts

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7u83 2017-01-09 17:00:05 +01:00
parent 0952c7b591
commit aae927ae82
5 changed files with 405 additions and 6 deletions
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3
.gitignore vendored
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@ -12,4 +12,5 @@
hs_err_pid*
/dist/
/build/
/target/
/target/
/nbproject/

12
pom.xml
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@ -11,6 +11,18 @@
<artifactId>jfreechart</artifactId>
<version>1.0.19</version>
</dependency>
<dependency>
<groupId>junit</groupId>
<artifactId>junit</artifactId>
<version>4.12</version>
<scope>test</scope>
</dependency>
<dependency>
<groupId>org.hamcrest</groupId>
<artifactId>hamcrest-core</artifactId>
<version>1.3</version>
<scope>test</scope>
</dependency>
</dependencies>
<properties>
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>

45
src/main/java/sesim/Exchange.java
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@ -12,6 +12,36 @@ import sesim.Order.OrderType;
*/
public class Exchange extends Thread {
private class iAccount implements Comparable {
protected double id;
protected double shares;
protected double money;
@Override
public int compareTo(Object a) {
iAccount account = (iAccount) a;
return this.id - account.id < 0 ? -1 : 1;
}
iAccount(double money, double shares) {
next_account_id_locker.lock();
id = (Math.random() + (next_account_id++));
next_account_id_locker.unlock();
}
}
private static int next_account_id;
Locker next_account_id_locker = new Locker();
TreeSet<iAccount> accounts;
double createAccount(double money, double shares) {
iAccount a = new iAccount(money, shares);
accounts.add(a);
return a.id;
}
/**
* Histrory of quotes
*/
@ -221,6 +251,13 @@ public class Exchange extends Thread {
}
protected void transferMoneyAndShares(Account src, Account dst, double money, long shares) {
src.money -= money;
dst.money += money;
src.shares -= shares;
dst.shares += shares;
}
/**
*
* @param o
@ -268,10 +305,11 @@ public class Exchange extends Thread {
return;
}
// There is a match, build price and volume
double price = b.id < a.id ? b.limit : a.limit;
long volume = b.volume>=a.volume ? a.volume : b.volume;
long volume = b.volume >= a.volume ? a.volume : b.volume;
transferMoneyAndShares(b.account, a.account, volume * price, -volume);
if (a.volume == 0) {
// This order is fully executed, remove
@ -305,8 +343,6 @@ public class Exchange extends Thread {
price = a.limit;
}
*/
if (b.volume >= a.volume) {
volume = a.volume;
} else {
@ -336,7 +372,6 @@ public class Exchange extends Thread {
this.updateBookReceivers(OrderType.bid);
this.updateBookReceivers(OrderType.ask);
quoteHistory.add(q);
continue;

300
src/test/java/sesim/ExchangeTest.java Normal file
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@ -0,0 +1,300 @@
/*
* 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.ArrayList;
import java.util.SortedSet;
import org.junit.After;
import org.junit.AfterClass;
import org.junit.Before;
import org.junit.BeforeClass;
import org.junit.Test;
import static org.junit.Assert.*;
/**
*
* @author tobias
*/
public class ExchangeTest {
public ExchangeTest() {
}
@BeforeClass
public static void setUpClass() {
}
@AfterClass
public static void tearDownClass() {
}
@Before
public void setUp() {
}
@After
public void tearDown() {
}
/**
* Test of createAccount method, of class Exchange.
*/
@org.junit.Test
public void testCreateAccount() {
System.out.println("createAccount");
double money = 0.0;
double shares = 0.0;
Exchange instance = new Exchange();
double expResult = 0.0;
double result = instance.createAccount(money, shares);
assertEquals(expResult, result, 0.0);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getCurrentTimeSeconds method, of class Exchange.
*/
@org.junit.Test
public void testGetCurrentTimeSeconds() {
System.out.println("getCurrentTimeSeconds");
long expResult = 0L;
long result = Exchange.getCurrentTimeSeconds();
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getQuoteHistory method, of class Exchange.
*/
@org.junit.Test
public void testGetQuoteHistory() {
System.out.println("getQuoteHistory");
long start = 0L;
Exchange instance = new Exchange();
SortedSet<Quote> expResult = null;
SortedSet<Quote> result = instance.getQuoteHistory(start);
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of addBookReceiver method, of class Exchange.
*/
@org.junit.Test
public void testAddBookReceiver() {
System.out.println("addBookReceiver");
Order.OrderType t = null;
Exchange.BookReceiver br = null;
Exchange instance = new Exchange();
instance.addBookReceiver(t, br);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of updateBookReceivers method, of class Exchange.
*/
@org.junit.Test
public void testUpdateBookReceivers() {
System.out.println("updateBookReceivers");
Order.OrderType t = null;
Exchange instance = new Exchange();
instance.updateBookReceivers(t);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of addQuoteReceiver method, of class Exchange.
*/
@org.junit.Test
public void testAddQuoteReceiver() {
System.out.println("addQuoteReceiver");
Exchange.QuoteReceiver qr = null;
Exchange instance = new Exchange();
instance.addQuoteReceiver(qr);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getOrderBook method, of class Exchange.
*/
@org.junit.Test
public void testGetOrderBook() {
System.out.println("getOrderBook");
Order.OrderType t = null;
int depth = 0;
Exchange instance = new Exchange();
ArrayList<Order> expResult = null;
ArrayList<Order> result = instance.getOrderBook(t, depth);
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of print_current method, of class Exchange.
*/
@org.junit.Test
public void testPrint_current() {
System.out.println("print_current");
Exchange instance = new Exchange();
instance.print_current();
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of transferMoney method, of class Exchange.
*/
@org.junit.Test
public void testTransferMoney() {
System.out.println("transferMoney");
Account src = null;
Account dst = null;
double money = 0.0;
Exchange instance = new Exchange();
instance.transferMoney(src, dst, money);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of transferMoneyAndShares method, of class Exchange.
*/
@org.junit.Test
public void testTransferMoneyAndShares() {
System.out.println("transferMoneyAndShares");
Account src = null;
Account dst = null;
double money = 0.0;
long shares = 0L;
Exchange instance = new Exchange();
instance.transferMoneyAndShares(src, dst, money, shares);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of cancelOrder method, of class Exchange.
*/
@org.junit.Test
public void testCancelOrder() {
System.out.println("cancelOrder");
Order o = null;
Exchange instance = new Exchange();
instance.cancelOrder(o);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of transferShares method, of class Exchange.
*/
@org.junit.Test
public void testTransferShares() {
System.out.println("transferShares");
Account src = null;
Account dst = null;
long volume = 0L;
double price = 0.0;
Exchange instance = new Exchange();
instance.transferShares(src, dst, volume, price);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of executeOrders method, of class Exchange.
*/
@org.junit.Test
public void testExecuteOrders() {
System.out.println("executeOrders");
Exchange instance = new Exchange();
instance.executeOrders();
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of ExecuteOrder method, of class Exchange.
*/
@org.junit.Test
public void testExecuteOrder() {
System.out.println("ExecuteOrder");
BuyOrder o = null;
Exchange instance = new Exchange();
instance.ExecuteOrder(o);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of SendOrder method, of class Exchange.
*/
@org.junit.Test
public void testSendOrder() {
System.out.println("SendOrder");
Order o = null;
Exchange instance = new Exchange();
Order expResult = null;
Order result = instance.SendOrder(o);
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getlastprice method, of class Exchange.
*/
@org.junit.Test
public void testGetlastprice() {
System.out.println("getlastprice");
Exchange instance = new Exchange();
double expResult = 0.0;
double result = instance.getlastprice();
assertEquals(expResult, result, 0.0);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of run method, of class Exchange.
*/
@org.junit.Test
public void testRun() {
System.out.println("run");
Exchange instance = new Exchange();
instance.run();
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
}

51
src/test/java/sesim/Test.java Normal file
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@ -0,0 +1,51 @@
/*
* 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;
/**
*
* @author tobias
*/
public class Test {
/**
* @param args the command line arguments
*/
public static void main(String[] args) {
Exchange se = new Exchange();
double aid;
aid = se.createAccount(100, 110);
System.out.print(aid);
System.out.print("\n");
aid = se.createAccount(100, 110);
System.out.print(aid);
System.out.print("\n");
}
}