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praparation of Account for multiple stokcs

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7u83 2017-10-10 07:38:00 +02:00
parent f7731c2381
commit afe26c0f9c
3 changed files with 53 additions and 87 deletions
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2
nbproject/project.properties
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@ -1,4 +1,4 @@
#Mon, 09 Oct 2017 17:19:53 +0200 #Mon, 09 Oct 2017 22:37:48 +0200
annotation.processing.enabled=true annotation.processing.enabled=true
annotation.processing.enabled.in.editor=false annotation.processing.enabled.in.editor=false
annotation.processing.processors.list= annotation.processing.processors.list=

4
src/sesim/Account.java
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@ -39,8 +39,8 @@ import java.util.concurrent.ConcurrentHashMap;
protected double money; protected double money;
protected AutoTraderInterface owner; protected AutoTraderInterface owner;
protected final ConcurrentHashMap<Long, Order> orders; protected final ConcurrentHashMap<Long , Order> orders;
protected ConcurrentHashMap<String,Integer> sharesm; protected ConcurrentHashMap<String,Double> sharesm;
@Override @Override
public int compareTo(Object a) { public int compareTo(Object a) {

134
src/sesim/Exchange.java
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@ -23,7 +23,6 @@
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE. * POSSIBILITY OF SUCH DAMAGE.
*/ */
package sesim; package sesim;
import java.text.DecimalFormat; import java.text.DecimalFormat;
@ -39,19 +38,24 @@ import org.json.JSONObject;
import sesim.Order.OrderStatus; import sesim.Order.OrderStatus;
import sesim.Order.OrderType; import sesim.Order.OrderType;
/** /**
* @desc Echchange class * @desc Echchange class
* @author 7u83 * @author 7u83
*/ */
public class Exchange { public class Exchange {
HashMap<String, Stock> stocks;
Stock getStock(String symbol) {
return stocks.get(symbol);
}
ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue(); ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
private double money_df = 10000; private double money_df = 10000;
private int money_decimals=2; private int money_decimals = 2;
DecimalFormat money_formatter; DecimalFormat money_formatter;
/** /**
* Set the number of decimals used with money * Set the number of decimals used with money
* *
@ -59,12 +63,12 @@ public class Exchange {
*/ */
public void setMoneyDecimals(int n) { public void setMoneyDecimals(int n) {
money_df = Math.pow(10, n); money_df = Math.pow(10, n);
money_decimals=n; money_decimals = n;
money_formatter=getFormatter(n); money_formatter = getFormatter(n);
} }
private double shares_df = 1; private double shares_df = 1;
private double shares_decimals=0; private double shares_decimals = 0;
private DecimalFormat shares_formatter; private DecimalFormat shares_formatter;
/** /**
@ -74,7 +78,7 @@ public class Exchange {
*/ */
public void setSharesDecimals(int n) { public void setSharesDecimals(int n) {
shares_df = Math.pow(10, n); shares_df = Math.pow(10, n);
shares_decimals=n; shares_decimals = n;
shares_formatter = getFormatter(n); shares_formatter = getFormatter(n);
} }
@ -89,8 +93,8 @@ public class Exchange {
public double roundMoney(double money) { public double roundMoney(double money) {
return roundToDecimals(money, money_df); return roundToDecimals(money, money_df);
} }
public DecimalFormat getFormatter(int n){ public DecimalFormat getFormatter(int n) {
DecimalFormat formatter; DecimalFormat formatter;
String s = "#0."; String s = "#0.";
if (n == 0) { if (n == 0) {
@ -100,18 +104,16 @@ public class Exchange {
s = s + "0"; s = s + "0";
} }
} }
return new DecimalFormat(s); return new DecimalFormat(s);
} }
public DecimalFormat getMoneyFormatter(){ public DecimalFormat getMoneyFormatter() {
return money_formatter; return money_formatter;
} }
public DecimalFormat getSharesFormatter(){ public DecimalFormat getSharesFormatter() {
return shares_formatter; return shares_formatter;
} }
IDGenerator account_id_generator = new IDGenerator(); IDGenerator account_id_generator = new IDGenerator();
//public static Timer timer = new Timer(); //public static Timer timer = new Timer();
@ -210,7 +212,6 @@ public class Exchange {
} }
} }
public void createTraders(JSONArray traderdefs) { public void createTraders(JSONArray traderdefs) {
for (int i = 0; i < traderdefs.length(); i++) { for (int i = 0; i < traderdefs.length(); i++) {
JSONObject o = traderdefs.getJSONObject(i); JSONObject o = traderdefs.getJSONObject(i);
@ -228,13 +229,12 @@ public class Exchange {
public double createAccount(double money, double shares) { public double createAccount(double money, double shares) {
double id = (random.nextDouble() + (account_id_generator.getNext())); double id = (random.nextDouble() + (account_id_generator.getNext()));
Account a = new Account(id, money, shares); Account a = new Account(id, money, shares);
accounts.put(a.id, a); accounts.put(a.id, a);
return a.id; return a.id;
} }
class OrderComparator implements Comparator<Order> { class OrderComparator implements Comparator<Order> {
OrderType type; OrderType type;
@ -287,7 +287,6 @@ public class Exchange {
IDGenerator order_id_generator = new IDGenerator(); IDGenerator order_id_generator = new IDGenerator();
/** /**
* Histrory of quotes * Histrory of quotes
*/ */
@ -305,7 +304,7 @@ public class Exchange {
traders = new ArrayList(); traders = new ArrayList();
statistics = new Statistics(); statistics = new Statistics();
//num_trades = 0; //num_trades = 0;
this.ohlc_data = new HashMap(); this.ohlc_data = new HashMap();
@ -338,8 +337,8 @@ public class Exchange {
public final void reset() { public final void reset() {
trades = 0; trades = 0;
heigh=null; heigh = null;
low=null; low = null;
} }
@ -353,14 +352,13 @@ public class Exchange {
// long num_trades = 0; // long num_trades = 0;
// long num_orders = 0; // long num_orders = 0;
public Statistics getStatistics() { public Statistics getStatistics() {
return statistics; return statistics;
/* Statistics s = new Statistics(); /* Statistics s = new Statistics();
s.trades = num_trades; s.trades = num_trades;
s.orders = num_orders; s.orders = num_orders;
return s; return s;
*/ */
} }
@ -556,12 +554,12 @@ public class Exchange {
Quote q = new Quote(); Quote q = new Quote();
// if there is no last quote calculate from bid and ask // if there is no last quote calculate from bid and ask
if (lq == null) { if (lq == null) {
q.price = (bid.first().limit + ask.first().limit) / 2.0; q.price = (bid.first().limit + ask.first().limit) / 2.0;
return q; return q;
} }
if (lq.price < b.limit) { if (lq.price < b.limit) {
q.price = b.limit; q.price = b.limit;
return q; return q;
} }
@ -570,7 +568,7 @@ public class Exchange {
return q; return q;
} }
return lq; return lq;
} }
if (a != null) { if (a != null) {
Quote q = new Quote(); Quote q = new Quote();
@ -683,8 +681,7 @@ public class Exchange {
//double theprice = 12.9; //double theprice = 12.9;
// long orderid = 1; // long orderid = 1;
//double lastprice = 100.0; //double lastprice = 100.0;
// long lastsvolume; // long lastsvolume;
// private final Locker tradelock = new Locker(); // private final Locker tradelock = new Locker();
public ArrayList<Order> getOrderBook(OrderType type, int depth) { public ArrayList<Order> getOrderBook(OrderType type, int depth) {
@ -858,29 +855,23 @@ public class Exchange {
removeOrderIfExecuted(b); removeOrderIfExecuted(b);
} }
void addQuoteToHistory(Quote q) {
if (statistics.heigh == null) {
statistics.heigh = q.price;
} else if (statistics.heigh < q.price) {
statistics.heigh = q.price;
}
if (statistics.low == null) {
statistics.low = q.price;
} else if (statistics.low > q.price) {
statistics.low = q.price;
}
void addQuoteToHistory(Quote q){
if (statistics.heigh==null){
statistics.heigh=q.price;
}
else if (statistics.heigh<q.price){
statistics.heigh=q.price;
}
if (statistics.low==null){
statistics.low=q.price;
}
else if(statistics.low>q.price){
statistics.low=q.price;
}
quoteHistory.add(q); quoteHistory.add(q);
updateOHLCData(q); updateOHLCData(q);
updateQuoteReceivers(q); updateQuoteReceivers(q);
} }
/** /**
* *
*/ */
@ -977,13 +968,11 @@ public class Exchange {
q.volume = volume_total; q.volume = volume_total;
q.time = timer.currentTimeMillis(); q.time = timer.currentTimeMillis();
addQuoteToHistory(q); addQuoteToHistory(q);
//this.quoteHistory.add(q); //this.quoteHistory.add(q);
//this.updateOHLCData(q); //this.updateOHLCData(q);
//this.updateQuoteReceivers(q); //this.updateQuoteReceivers(q);
} }
long buy_orders = 0; long buy_orders = 0;
@ -1007,7 +996,6 @@ public class Exchange {
long buy_failed = 0; long buy_failed = 0;
long sell_failed = 0; long sell_failed = 0;
/** /**
* *
@ -1015,7 +1003,7 @@ public class Exchange {
* @param type * @param type
* @param volume * @param volume
* @param limit * @param limit
* @return * @return order_id
*/ */
public long createOrder(double account_id, OrderType type, double volume, double limit) { public long createOrder(double account_id, OrderType type, double volume, double limit) {
@ -1024,8 +1012,6 @@ public class Exchange {
System.out.printf("Order not places account\n"); System.out.printf("Order not places account\n");
return -1; return -1;
} }
Order o = new Order(order_id_generator.getNext(), Order o = new Order(order_id_generator.getNext(),
timer.currentTimeMillis(), timer.currentTimeMillis(),
@ -1042,8 +1028,7 @@ public class Exchange {
buy_failed++; buy_failed++;
break; break;
} }
// System.out.printf("Order ffailed %f %f \n",o.volume,o.limit); // System.out.printf("Order ffailed %f %f \n",o.volume,o.limit);
return -1; return -1;
} }
@ -1053,7 +1038,7 @@ public class Exchange {
//num_orders++; //num_orders++;
statistics.orders++; statistics.orders++;
addOrderToBook(o); addOrderToBook(o);
a.orders.put(o.id, o); a.orders.put(o.id, o);
a.update(o); a.update(o);
@ -1067,7 +1052,7 @@ public class Exchange {
// executor.notify(); // executor.notify();
} }
// a.update(o); // a.update(o);
return o.id; return o.getID();
} }
public double getBestLimit(OrderType type) { public double getBestLimit(OrderType type) {
@ -1089,24 +1074,6 @@ public class Exchange {
public Account getAccount(double account_id) { public Account getAccount(double account_id) {
return accounts.get(account_id); return accounts.get(account_id);
} }
/*public AccountData getAccountData(double account_id_generator) { /*public AccountData getAccountData(double account_id_generator) {
tradelock.lock(); tradelock.lock();
@ -1168,6 +1135,5 @@ public class Exchange {
return al; return al;
} }
*/ */
} }