...
This commit is contained in:
parent
8017ad5834
commit
af6acdbab1
17
nbactions.xml
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17
nbactions.xml
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@ -0,0 +1,17 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<actions>
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<action>
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<actionName>run</actionName>
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<packagings>
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<packaging>jar</packaging>
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</packagings>
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<goals>
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<goal>process-classes</goal>
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<goal>org.codehaus.mojo:exec-maven-plugin:1.2.1:exec</goal>
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</goals>
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<properties>
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<exec.args>-classpath %classpath gui.MainWin</exec.args>
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<exec.executable>java</exec.executable>
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</properties>
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</action>
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</actions>
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2
pom.xml
2
pom.xml
@ -1,7 +1,7 @@
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<?xml version="1.0" encoding="UTF-8"?>
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<?xml version="1.0" encoding="UTF-8"?>
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<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
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<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
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<modelVersion>4.0.0</modelVersion>
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<modelVersion>4.0.0</modelVersion>
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<groupId>com.mycompany</groupId>
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<groupId>com.cauwersin</groupId>
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<artifactId>SeSim</artifactId>
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<artifactId>SeSim</artifactId>
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<version>1.0-SNAPSHOT</version>
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<version>1.0-SNAPSHOT</version>
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<packaging>jar</packaging>
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<packaging>jar</packaging>
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@ -25,7 +25,6 @@
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*/
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*/
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package gui;
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package gui;
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import sesim.Exchange.*;
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import sesim.Order.*;
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import sesim.Order.*;
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import java.util.ArrayList;
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import java.util.ArrayList;
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@ -34,10 +34,10 @@ public class CandlestickDemo extends JFrame {
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//Now create the chart and chart panel
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//Now create the chart and chart panel
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JFreeChart chart = new JFreeChart(stockSymbol, null, mainPlot, false);
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JFreeChart chart = new JFreeChart(stockSymbol, null, mainPlot, false);
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ChartPanel chartPanel = new ChartPanel(chart);
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// ChartPanel chartPanel = new ChartPanel(chart);
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chartPanel.setPreferredSize(new Dimension(600, 300));
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// chartPanel.setPreferredSize(new Dimension(600, 300));
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this.add(chartPanel);
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// this.add(chartPanel);
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this.pack();
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this.pack();
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}
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}
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protected AbstractXYDataset getDataSet(String stockSymbol) {
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protected AbstractXYDataset getDataSet(String stockSymbol) {
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@ -74,7 +74,9 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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DateAxis domainAxis = new DateAxis("Date");
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DateAxis domainAxis = new DateAxis("Date");
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NumberAxis rangeAxis = new NumberAxis("Price");
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NumberAxis rangeAxis = new NumberAxis("Price");
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CandlestickRenderer renderer = new CandlestickRenderer();
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CandlestickRenderer renderer = new CandlestickRenderer();
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XYDataset dataset = getDataSet(stockSymbol);
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XYDataset dataset = getDataSet(stockSymbol);
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XYPlot mainPlot = new XYPlot(dataset, domainAxis, rangeAxis, renderer);
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XYPlot mainPlot = new XYPlot(dataset, domainAxis, rangeAxis, renderer);
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@ -87,6 +89,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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//Now create the chart and chart panel
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//Now create the chart and chart panel
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JFreeChart chart = new JFreeChart(stockSymbol, null, mainPlot, false);
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JFreeChart chart = new JFreeChart(stockSymbol, null, mainPlot, false);
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ChartPanel chartPanel = new ChartPanel(chart);
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ChartPanel chartPanel = new ChartPanel(chart);
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chartPanel.setPreferredSize(new Dimension(500, 270));
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chartPanel.setPreferredSize(new Dimension(500, 270));
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@ -129,25 +132,22 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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double high = 0;
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double high = 0;
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double low = 0;
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double low = 0;
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double close = 0;
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double close = 0;
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double volume=0;
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double volume = 0;
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Iterator<Quote> it = l.iterator();
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Iterator<Quote> it = l.iterator();
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Quote q;
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Quote q;
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if (it.hasNext()) {
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if (it.hasNext()) {
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q = it.next();
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q = it.next();
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open = q.price;
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open = q.price;
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high = q.price;
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high = q.price;
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low = q.price;
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low = q.price;
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volume = q.volume;
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volume = q.volume;
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}
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} else {
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else {
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q = new Quote();
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q = new Quote();
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}
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}
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while (it.hasNext() && q.time < last) {
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while (it.hasNext() && q.time < last) {
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q = it.next();
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q = it.next();
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@ -178,13 +178,13 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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SortedSet<Quote> h = MainWin.se.getQuoteHistory(ct - 60);
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SortedSet<Quote> h = MainWin.se.getQuoteHistory(ct - 60);
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for (long i = (ct - 60)*1000; i < (ct + 10)*1000; i += 10*1000) {
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for (long i = (ct - 60) * 1000; i < (ct + 10) * 1000; i += 10 * 1000) {
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OHLCDataItem d = getOhlcData(i, i + 10*1000, h);
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OHLCDataItem d = getOhlcData(i, i + 10 * 1000, h);
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data.add(d);
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data.add(d);
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}
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}
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System.out.print(data.size() + "\n");
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System.out.print(data.size() + "\n");
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// System.exit(0);
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// System.exit(0);
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return data.toArray(new OHLCDataItem[data.size()]);
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return data.toArray(new OHLCDataItem[data.size()]);
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@ -255,8 +255,16 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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@Override
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@Override
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public void UpdateQuote(Quote q) {
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public void UpdateQuote(Quote q) {
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return;
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//q.print();
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// q.print();
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long ct;
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ct = Exchange.getCurrentTimeSeconds(5);
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SortedSet<Quote> h = MainWin.se.getQuoteHistory(ct - 15);
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System.out.print("Number of quotes" + ct + "\n");
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System.out.print("Number of quotes:" + h.size() + "\n");
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/* SortedSet h = MainWin.se.getQuoteHistory(60);
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/* SortedSet h = MainWin.se.getQuoteHistory(60);
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System.out.print(
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System.out.print(
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"SortedSet size:"
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"SortedSet size:"
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28
src/main/java/gui/ChartPanel.form
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28
src/main/java/gui/ChartPanel.form
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<?xml version="1.0" encoding="UTF-8" ?>
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<Form version="1.3" maxVersion="1.9" type="org.netbeans.modules.form.forminfo.JPanelFormInfo">
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<AuxValues>
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<AuxValue name="FormSettings_autoResourcing" type="java.lang.Integer" value="0"/>
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<AuxValue name="FormSettings_autoSetComponentName" type="java.lang.Boolean" value="false"/>
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<AuxValue name="FormSettings_generateFQN" type="java.lang.Boolean" value="true"/>
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<AuxValue name="FormSettings_generateMnemonicsCode" type="java.lang.Boolean" value="false"/>
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<AuxValue name="FormSettings_i18nAutoMode" type="java.lang.Boolean" value="false"/>
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<AuxValue name="FormSettings_layoutCodeTarget" type="java.lang.Integer" value="1"/>
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<AuxValue name="FormSettings_listenerGenerationStyle" type="java.lang.Integer" value="0"/>
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<AuxValue name="FormSettings_variablesLocal" type="java.lang.Boolean" value="false"/>
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<AuxValue name="FormSettings_variablesModifier" type="java.lang.Integer" value="2"/>
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</AuxValues>
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<Layout>
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<DimensionLayout dim="0">
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<Group type="103" groupAlignment="0" attributes="0">
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<EmptySpace min="0" pref="400" max="32767" attributes="0"/>
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</Group>
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</DimensionLayout>
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<DimensionLayout dim="1">
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<Group type="103" groupAlignment="0" attributes="0">
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<EmptySpace min="0" pref="300" max="32767" attributes="0"/>
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</Group>
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</DimensionLayout>
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</Layout>
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</Form>
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46
src/main/java/gui/ChartPanel.java
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46
src/main/java/gui/ChartPanel.java
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/*
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* To change this license header, choose License Headers in Project Properties.
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* To change this template file, choose Tools | Templates
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* and open the template in the editor.
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*/
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package gui;
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/**
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*
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* @author 7u83 <7u83@mail.ru>
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*/
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public class ChartPanel extends javax.swing.JPanel {
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/**
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* Creates new form ChartPanel
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*/
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public ChartPanel() {
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initComponents();
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}
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/**
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* This method is called from within the constructor to initialize the form.
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* WARNING: Do NOT modify this code. The content of this method is always
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* regenerated by the Form Editor.
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*/
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@SuppressWarnings("unchecked")
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// <editor-fold defaultstate="collapsed" desc="Generated Code">//GEN-BEGIN:initComponents
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private void initComponents() {
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javax.swing.GroupLayout layout = new javax.swing.GroupLayout(this);
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this.setLayout(layout);
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layout.setHorizontalGroup(
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layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
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.addGap(0, 400, Short.MAX_VALUE)
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);
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layout.setVerticalGroup(
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layout.createParallelGroup(javax.swing.GroupLayout.Alignment.LEADING)
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.addGap(0, 300, Short.MAX_VALUE)
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);
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}// </editor-fold>//GEN-END:initComponents
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// Variables declaration - do not modify//GEN-BEGIN:variables
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// End of variables declaration//GEN-END:variables
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}
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130
src/main/java/gui/DTSCTest.java
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130
src/main/java/gui/DTSCTest.java
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@ -0,0 +1,130 @@
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/*
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* To change this license header, choose License Headers in Project Properties.
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|
* To change this template file, choose Tools | Templates
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||||||
|
* and open the template in the editor.
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||||||
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*/
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package gui;
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import java.awt.BorderLayout;
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import java.awt.EventQueue;
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import java.awt.FlowLayout;
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import java.awt.event.ActionEvent;
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import java.awt.event.ActionListener;
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import java.util.Random;
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import javax.swing.JButton;
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import javax.swing.JComboBox;
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import javax.swing.JPanel;
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import javax.swing.Timer;
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import org.jfree.chart.ChartFactory;
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import org.jfree.chart.ChartPanel;
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import org.jfree.chart.JFreeChart;
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import org.jfree.chart.axis.ValueAxis;
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import org.jfree.chart.plot.XYPlot;
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import org.jfree.data.time.DynamicTimeSeriesCollection;
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import org.jfree.data.time.Second;
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import org.jfree.data.xy.XYDataset;
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import org.jfree.ui.ApplicationFrame;
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import org.jfree.ui.RefineryUtilities;
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/**
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* @see http://stackoverflow.com/questions/5048852
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*/
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public class DTSCTest extends ApplicationFrame {
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private static final String TITLE = "Dynamic Series";
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private static final String START = "Start";
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private static final String STOP = "Stop";
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private static final float MINMAX = 300;
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private static final int COUNT = 2 * 60;
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private static final int FAST = 100;
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private static final int SLOW = FAST * 5;
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private static final Random RANDOM = new Random();
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private Timer timer;
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public DTSCTest(final String title) {
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super(title);
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final DynamicTimeSeriesCollection dataset
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= new DynamicTimeSeriesCollection(1, COUNT, new Second());
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dataset.setTimeBase(new Second(0, 0, 0, 1, 1, 2011));
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dataset.addSeries(gaussianData(), 0, "Gaussian data");
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JFreeChart chart = createChart(dataset);
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final JButton run = new JButton(STOP);
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run.addActionListener((ActionEvent e) -> {
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String cmd = e.getActionCommand();
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|
if (STOP.equals(cmd)) {
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|
timer.stop();
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|
run.setText(START);
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|
} else {
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timer.start();
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run.setText(STOP);
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|
}
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});
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final JComboBox combo = new JComboBox();
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combo.addItem("Fast");
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combo.addItem("Slow");
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combo.addActionListener((ActionEvent e) -> {
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|
if ("Fast".equals(combo.getSelectedItem())) {
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|
timer.setDelay(FAST);
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||||||
|
} else {
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timer.setDelay(SLOW);
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}
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|
});
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|
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|
this.add(new ChartPanel(chart), BorderLayout.CENTER);
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JPanel btnPanel = new JPanel(new FlowLayout());
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|
// btnPanel.add(run);
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// btnPanel.add(combo);
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|
this.add(btnPanel, BorderLayout.SOUTH);
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|
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|
timer = new Timer(FAST, new ActionListener() {
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|
|
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|
float[] newData = new float[1];
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|
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||||||
|
@Override
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|
public void actionPerformed(ActionEvent e) {
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|
newData[0] = randomValue();
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|
dataset.advanceTime();
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|
dataset.appendData(newData);
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||||||
|
}
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||||||
|
});
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||||||
|
}
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|
|
||||||
|
private float randomValue() {
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|
return (float) (RANDOM.nextGaussian() * MINMAX / 3);
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||||||
|
}
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|
|
||||||
|
private float[] gaussianData() {
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|
float[] a = new float[COUNT];
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|
for (int i = 0; i < a.length; i++) {
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|
a[i] = randomValue();
|
||||||
|
}
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||||||
|
return a;
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||||||
|
}
|
||||||
|
|
||||||
|
private JFreeChart createChart(final XYDataset dataset) {
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||||||
|
final JFreeChart result = ChartFactory.createTimeSeriesChart(
|
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|
TITLE, "hh:mm:ss", "milliVolts", dataset, true, true, false);
|
||||||
|
final XYPlot plot = result.getXYPlot();
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|
ValueAxis domain = plot.getDomainAxis();
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|
domain.setAutoRange(true);
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|
ValueAxis range = plot.getRangeAxis();
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||||||
|
range.setRange(-MINMAX, MINMAX);
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||||||
|
return result;
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||||||
|
}
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|
|
||||||
|
public void start() {
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|
timer.start();
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||||||
|
}
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||||||
|
|
||||||
|
public static void main(final String[] args) {
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||||||
|
EventQueue.invokeLater(() -> {
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||||||
|
DTSCTest demo = new DTSCTest(TITLE);
|
||||||
|
demo.pack();
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||||||
|
RefineryUtilities.centerFrameOnScreen(demo);
|
||||||
|
demo.setVisible(true);
|
||||||
|
demo.start();
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
@ -97,7 +97,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
|
|||||||
protected class OrderBookListModel extends AbstractTableModel {
|
protected class OrderBookListModel extends AbstractTableModel {
|
||||||
|
|
||||||
private ArrayList list;
|
private ArrayList list;
|
||||||
private boolean desc = false;
|
//private final boolean desc = false;
|
||||||
|
|
||||||
public OrderBookListModel() {
|
public OrderBookListModel() {
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||||||
// System.out.print("CREATING A NEW MODEL\n");
|
// System.out.print("CREATING A NEW MODEL\n");
|
||||||
|
@ -106,9 +106,46 @@ public class test {
|
|||||||
return ts.tailSet(iter.next());
|
return ts.tailSet(iter.next());
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
|
static abstract interface Rc {
|
||||||
|
public abstract int inc(int x);
|
||||||
|
// public abstract int dec(int x);
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
public static void main(String args[]) {
|
public static void main(String args[]) {
|
||||||
NoProblem p = new NoProblem();
|
// NoProblem p = new NoProblem();
|
||||||
p.run();
|
// p.run();
|
||||||
|
|
||||||
|
Rc a = new Rc(){
|
||||||
|
@Override
|
||||||
|
public int inc(int x) {
|
||||||
|
return x+1;
|
||||||
|
}
|
||||||
|
|
||||||
|
/* @Override
|
||||||
|
public int dec(int x) {
|
||||||
|
return x+1;
|
||||||
|
}
|
||||||
|
*/
|
||||||
|
|
||||||
|
};
|
||||||
|
|
||||||
|
|
||||||
|
Rc l = (x) -> x+1;
|
||||||
|
|
||||||
|
|
||||||
|
System.out.print("A:"
|
||||||
|
+a.inc(17)
|
||||||
|
+" "
|
||||||
|
+l.inc(4)
|
||||||
|
|
||||||
|
);
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
}
|
}
|
||||||
|
@ -39,25 +39,26 @@ public abstract class AutoTrader extends Trader implements Runnable {
|
|||||||
|
|
||||||
protected void doSleep(int seconds) {
|
protected void doSleep(int seconds) {
|
||||||
try {
|
try {
|
||||||
sleep(seconds*1000);
|
sleep(seconds * 1000);
|
||||||
} catch (InterruptedException e) {
|
} catch (InterruptedException e) {
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
public void start(){
|
public void start() {
|
||||||
System.out.print("Starting AutoTrader\n");
|
System.out.print("Starting AutoTrader\n");
|
||||||
class Runner extends Thread{
|
class Runner extends Thread {
|
||||||
|
|
||||||
AutoTrader trader;
|
AutoTrader trader;
|
||||||
|
|
||||||
@Override
|
@Override
|
||||||
public void run(){
|
public void run() {
|
||||||
trader.run();
|
trader.run();
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
Runner r = new Runner();
|
Runner r = new Runner();
|
||||||
r.trader=this;
|
r.trader = this;
|
||||||
r.start();
|
r.start();
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
|
||||||
}
|
}
|
||||||
|
@ -28,20 +28,19 @@ public class Exchange extends Thread {
|
|||||||
}
|
}
|
||||||
|
|
||||||
public static long getCurrentTimeSeconds(long div) {
|
public static long getCurrentTimeSeconds(long div) {
|
||||||
long ct = System.currentTimeMillis() / 1000*div;
|
long ct = System.currentTimeMillis() / (1000 * div) * div;
|
||||||
return ct * div;
|
return ct * div;
|
||||||
}
|
}
|
||||||
|
|
||||||
public static long getCurrentTimeSeconds(){
|
public static long getCurrentTimeSeconds() {
|
||||||
return getCurrentTimeSeconds(1);
|
return getCurrentTimeSeconds(1);
|
||||||
}
|
}
|
||||||
|
|
||||||
public SortedSet<Quote> getQuoteHistory(long start) {
|
public SortedSet<Quote> getQuoteHistory(long start) {
|
||||||
|
|
||||||
Quote s = new Quote();
|
Quote s = new Quote();
|
||||||
s.time = start;
|
s.time = start*1000;
|
||||||
s.time = 2;
|
s.id = 0;
|
||||||
s.id = 2;
|
|
||||||
|
|
||||||
TreeSet<Quote> result = new TreeSet<>();
|
TreeSet<Quote> result = new TreeSet<>();
|
||||||
result.addAll(this.quoteHistory.tailSet(s));
|
result.addAll(this.quoteHistory.tailSet(s));
|
||||||
@ -50,12 +49,11 @@ public class Exchange extends Thread {
|
|||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
/* public SortedSet<Quote> getQuoteHistory(int seconds) {
|
/* public SortedSet<Quote> getQuoteHistory(int seconds) {
|
||||||
Quote last = quoteHistory.last();
|
Quote last = quoteHistory.last();
|
||||||
return this.getQuoteHistory(seconds, last.time);
|
return this.getQuoteHistory(seconds, last.time);
|
||||||
}
|
}
|
||||||
*/
|
*/
|
||||||
|
|
||||||
// Class to describe an executed order
|
// Class to describe an executed order
|
||||||
// QuoteReceiver has to be implemented by objects that wants
|
// QuoteReceiver has to be implemented by objects that wants
|
||||||
// to receive quote updates
|
// to receive quote updates
|
||||||
|
@ -40,7 +40,7 @@ public class SwitchingTrader extends RandomTrader{
|
|||||||
public SwitchingTrader(Account account, TraderConfig config) {
|
public SwitchingTrader(Account account, TraderConfig config) {
|
||||||
|
|
||||||
super(account, config);
|
super(account, config);
|
||||||
System.out.print("SWTrader Created\n");
|
// System.out.print("SWTrader Created\n");
|
||||||
|
|
||||||
if (account.shares>0)
|
if (account.shares>0)
|
||||||
mode=Action.sell;
|
mode=Action.sell;
|
||||||
@ -53,26 +53,29 @@ public class SwitchingTrader extends RandomTrader{
|
|||||||
|
|
||||||
private void printstartus(){
|
private void printstartus(){
|
||||||
|
|
||||||
System.out.print("SWTrader:");
|
// System.out.print("SWTrader:");
|
||||||
switch (mode){
|
switch (mode){
|
||||||
case buy:
|
case buy:
|
||||||
System.out.print("buy"
|
/* System.out.print("buy"
|
||||||
+account.shares
|
+account.shares
|
||||||
+" "
|
+" "
|
||||||
+account.money
|
+account.money
|
||||||
);
|
);
|
||||||
|
*/
|
||||||
break;
|
break;
|
||||||
case sell:
|
case sell:
|
||||||
|
/*
|
||||||
System.out.print("sell"
|
System.out.print("sell"
|
||||||
+account.shares
|
+account.shares
|
||||||
+" "
|
+" "
|
||||||
+account.money
|
+account.money
|
||||||
);
|
);
|
||||||
|
*/
|
||||||
break;
|
break;
|
||||||
|
|
||||||
|
|
||||||
}
|
}
|
||||||
System.out.print("\n");
|
// System.out.print("\n");
|
||||||
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
Loading…
Reference in New Issue
Block a user