7u83/OpenSeSim
1
1
Fork 0
Code Issues Pull Requests Releases 1 Wiki Activity

praparation of Account for multiple stokcs

Browse Source
This commit is contained in:
7u83 2017-10-10 07:38:00 +02:00
parent f7731c2381
commit afe26c0f9c
3 changed files with 53 additions and 87 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
nbproject/project.properties
View File

@ -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.in.editor=false
annotation.processing.processors.list=

4
src/sesim/Account.java
View File

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

110
src/sesim/Exchange.java
View File

@ -23,7 +23,6 @@
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package sesim;
import java.text.DecimalFormat;
@ -39,17 +38,22 @@ import org.json.JSONObject;
import sesim.Order.OrderStatus;
import sesim.Order.OrderType;
/**
* @desc Echchange class
* @author 7u83
*/
public class Exchange {
HashMap<String, Stock> stocks;
Stock getStock(String symbol) {
return stocks.get(symbol);
}
ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
private double money_df = 10000;
private int money_decimals=2;
private int money_decimals = 2;
DecimalFormat money_formatter;
/**
@ -59,12 +63,12 @@ public class Exchange {
*/
public void setMoneyDecimals(int n) {
money_df = Math.pow(10, n);
money_decimals=n;
money_formatter=getFormatter(n);
money_decimals = n;
money_formatter = getFormatter(n);
}
private double shares_df = 1;
private double shares_decimals=0;
private double shares_decimals = 0;
private DecimalFormat shares_formatter;
/**
@ -74,7 +78,7 @@ public class Exchange {
*/
public void setSharesDecimals(int n) {
shares_df = Math.pow(10, n);
shares_decimals=n;
shares_decimals = n;
shares_formatter = getFormatter(n);
}
@ -90,7 +94,7 @@ public class Exchange {
return roundToDecimals(money, money_df);
}
public DecimalFormat getFormatter(int n){
public DecimalFormat getFormatter(int n) {
DecimalFormat formatter;
String s = "#0.";
if (n == 0) {
@ -103,16 +107,14 @@ public class Exchange {
return new DecimalFormat(s);
}
public DecimalFormat getMoneyFormatter(){
public DecimalFormat getMoneyFormatter() {
return money_formatter;
}
public DecimalFormat getSharesFormatter(){
public DecimalFormat getSharesFormatter() {
return shares_formatter;
}
IDGenerator account_id_generator = new IDGenerator();
//public static Timer timer = new Timer();
@ -210,7 +212,6 @@ public class Exchange {
}
}
public void createTraders(JSONArray traderdefs) {
for (int i = 0; i < traderdefs.length(); i++) {
JSONObject o = traderdefs.getJSONObject(i);
@ -234,7 +235,6 @@ public class Exchange {
return a.id;
}
class OrderComparator implements Comparator<Order> {
OrderType type;
@ -287,7 +287,6 @@ public class Exchange {
IDGenerator order_id_generator = new IDGenerator();
/**
* Histrory of quotes
*/
@ -338,8 +337,8 @@ public class Exchange {
public final void reset() {
trades = 0;
heigh=null;
low=null;
heigh = null;
low = null;
}
@ -353,14 +352,13 @@ public class Exchange {
// long num_trades = 0;
// long num_orders = 0;
public Statistics getStatistics() {
return statistics;
/* Statistics s = new Statistics();
/* Statistics s = new Statistics();
s.trades = num_trades;
s.orders = num_orders;
return s;
*/
*/
}
@ -556,12 +554,12 @@ public class Exchange {
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;
}
if (lq == null) {
q.price = (bid.first().limit + ask.first().limit) / 2.0;
return q;
}
if (lq.price < b.limit) {
if (lq.price < b.limit) {
q.price = b.limit;
return q;
}
@ -570,7 +568,7 @@ public class Exchange {
return q;
}
return lq;
}
}
if (a != null) {
Quote q = new Quote();
@ -683,8 +681,7 @@ public class Exchange {
//double theprice = 12.9;
// long orderid = 1;
//double lastprice = 100.0;
// long lastsvolume;
// long lastsvolume;
// private final Locker tradelock = new Locker();
public ArrayList<Order> getOrderBook(OrderType type, int depth) {
@ -858,21 +855,16 @@ public class Exchange {
removeOrderIfExecuted(b);
}
void addQuoteToHistory(Quote q){
if (statistics.heigh==null){
statistics.heigh=q.price;
void addQuoteToHistory(Quote q) {
if (statistics.heigh == null) {
statistics.heigh = q.price;
} else if (statistics.heigh < q.price) {
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;
if (statistics.low == null) {
statistics.low = q.price;
} else if (statistics.low > q.price) {
statistics.low = q.price;
}
quoteHistory.add(q);
@ -880,7 +872,6 @@ public class Exchange {
updateQuoteReceivers(q);
}
/**
*
*/
@ -977,13 +968,11 @@ public class Exchange {
q.volume = volume_total;
q.time = timer.currentTimeMillis();
addQuoteToHistory(q);
//this.quoteHistory.add(q);
//this.updateOHLCData(q);
//this.updateQuoteReceivers(q);
}
long buy_orders = 0;
@ -1008,14 +997,13 @@ public class Exchange {
long buy_failed = 0;
long sell_failed = 0;
/**
*
* @param account_id
* @param type
* @param volume
* @param limit
* @return
* @return order_id
*/
public long createOrder(double account_id, OrderType type, double volume, double limit) {
@ -1025,8 +1013,6 @@ public class Exchange {
return -1;
}
Order o = new Order(order_id_generator.getNext(),
timer.currentTimeMillis(),
a, type, roundShares(volume), roundMoney(limit));
@ -1042,8 +1028,7 @@ public class Exchange {
buy_failed++;
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;
}
@ -1067,7 +1052,7 @@ public class Exchange {
// executor.notify();
}
// a.update(o);
return o.id;
return o.getID();
}
public double getBestLimit(OrderType type) {
@ -1090,24 +1075,6 @@ public class Exchange {
return accounts.get(account_id);
}
/*public AccountData getAccountData(double account_id_generator) {
tradelock.lock();
Account a = accounts.get(account_id_generator);
@ -1168,6 +1135,5 @@ public class Exchange {
return al;
}
*/
*/
}