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OpenSeSim
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More work on stop loss

This commit is contained in:
7u83 2019-01-03 18:59:17 +01:00
parent fcdae01a8b
commit b193d69f52
8 changed files with 60 additions and 24 deletions
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2
nbproject/project.properties
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@ -1,4 +1,4 @@
#Tue, 01 Jan 2019 15:33:07 +0100
#Thu, 03 Jan 2019 17:08:09 +0100
annotation.processing.enabled=true
annotation.processing.enabled.in.editor=false
annotation.processing.processors.list=

2
src/opensesim/gui/SeSimApplication.java
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@ -610,7 +610,7 @@ public class SeSimApplication extends javax.swing.JFrame {
t.start();
AccountDialog.runDialog(this, ((SimpleTrader)t).account_1);
AccountDialog.runDialog(this, ((SimpleTrader)t).account_10);
AccountDialog.runDialog(this, ((SimpleTrader)t).account_b);
updateGodWorld(godworld);

4
src/opensesim/gui/account/AccountPanel.java
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@ -63,8 +63,8 @@ public class AccountPanel extends javax.swing.JPanel implements EventListener {
String astr = val.toString() + "/" + avail.toString();
Double mval = account.getMargin(a);
Double mavail = account.getAvail(a);
String mastr = mval.toString(); // + "/" + mavail.toString();
Double mavail = account.getMargin(a)-account.margin_bound;
String mastr = mval.toString()+ "/" + mavail.toString();
Double sl = account.calcStopLoss(a);

3
src/opensesim/world/Account.java
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@ -42,6 +42,7 @@ public class Account {
HashMap<AbstractAsset, Double> assets = new HashMap<>();
HashMap<AbstractAsset, Double> assets_avail = new HashMap<>();
HashMap<AbstractAsset, Double> stop_los = new HashMap<>();
public double margin_bound=0.0;
@ -95,7 +96,7 @@ public class Account {
}
public Double getMargin(AbstractAsset currency) {
return this.getFinalBalance(currency) * getLeverage() + this.getFinalBalance(currency)
return this.getFinalBalance(currency) * getLeverage() //+ this.getFinalBalance(currency)
- this.getAssetDebt(world.getDefaultExchange(), currency);
}

5
src/opensesim/world/GodWorld.java
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@ -64,7 +64,7 @@ public class GodWorld implements GetJson, World {
@Override
public AbstractAsset getDefaultCurrency() {
return null;
return getDefaultAssetPair().getCurrency();
}
public static final class JKEYS {
@ -261,6 +261,9 @@ public class GodWorld implements GetJson, World {
}
public void add(AssetPair pair) {
if (pair.getAsset()==null || pair.getCurrency()==null){
return;
}
asset_pairs.put(pair.getSymbol(), pair);
if (default_asset_pair == null) {
default_asset_pair = pair;

14
src/opensesim/world/Order.java
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@ -69,9 +69,21 @@ public class Order implements Comparable<Order> {
* Definition of order status
*/
public static enum Status {
OPEN, PARTIALLY_EXECUTED, CLOSED, CANCELED
OPEN, PARTIALLY_EXECUTED, CLOSED, CANCELED, ERROR
}
String message="";
public String getMessage() {
return message;
}
private void setMessage(String message) {
this.message = message;
}
/**
* Definition of order types
*/

24
src/opensesim/world/SimpleTrader.java
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@ -74,7 +74,7 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
return 0;
}
public Account account_10, account_1;
public Account account_b, account_1;
@Override
public void start() {
@ -96,20 +96,21 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
AssetPair p = getWorld().getDefaultAssetPair();
account_10 = new Account(getWorld());
account_b = new Account(getWorld());
account_1 = new Account(getWorld());
AssetPack pack;
pack = new AssetPack(p.getAsset(), 0);
account_10.add(pack);
account_b.add(pack);
pack = new AssetPack(p.getCurrency(), 1000);
account_10.add(pack);
account_10.setLeverage(10);
account_b.add(pack);
account_b.setLeverage(10.0);
pack = new AssetPack(p.getCurrency(), 100000);
pack = new AssetPack(p.getCurrency(), 1234567890);
account_1.add(pack);
account_1.setLeverage(1.0);
account_1.setLeverage(0.0);
account_1.setUnlimied(true);
ex = getWorld().getDefaultExchange();
api = ex.getAPI(p);
@ -118,11 +119,12 @@ AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
getWorld().getAssetBySymbol("EUR"));
TradingAPI mapi = ex.getAPI(msftp);
Order ob = api.createOrder(account_10, Order.Type.BUYLIMIT, 20, 100);
Order mob = mapi.createOrder(account_10, Order.Type.SELLLIMIT, 80, 100);
Order ob = api.createOrder(account_b, Order.Type.BUYLIMIT, 20, 100);
//Order mob = mapi.createOrder(account_b, Order.Type.SELLLIMIT, 80, 100);
Order oa = api.createOrder(account_1, Order.Type.SELLLIMIT, 100, 100);
Order oaaa = mapi.createOrder(account_1, Order.Type.BUYLIMIT, 100, 100);
Order oa = api.createOrder(account_1, Order.Type.SELLLIMIT, 100, 100);
//Order oaaa = mapi.createOrder(account_1, Order.Type.BUYLIMIT, 100, 100);
//Order oax = mapi.createOrder(account_1, Order.Type.BUYLIMIT, 100, 100);

30
src/opensesim/world/TradingEngine.java
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@ -289,6 +289,10 @@ class TradingEngine implements TradingAPI {
// For sellers there is no need to update.
double avdiff = b.limit * volume - price * volume;
b.account.addAvail(assetpair.getCurrency(), avdiff);
if (b.account.getLeverage()>0.0){
//b.account.margin_bound-=avdiff;
b.account.margin_bound-=b.limit*volume;
}
// b.account.addMarginAvail(assetpair.getCurrency(), avdiff/b.account.getLeverage());
finishTrade(b, a, price, volume);
@ -433,20 +437,34 @@ class TradingEngine implements TradingAPI {
} else {
switch (type) {
case BUYLIMIT: {
Double avail;
// verfify available currency for a buy limit order
AbstractAsset currency = this.assetpair.getCurrency();
if (account.getLeverage()==0.0){
avail = account.getAvail(currency);
account.addAvail(currency, -(v * l));
Double avail = account.getMargin(assetpair.getCurrency());
}
else{
// return if not enough money is available
avail = account.getMargin(assetpair.getCurrency());
}
// return if not enough funds are available
if (avail < v * l) {
// return null;
o = new Order(this, account, type, v, l);
o.status=Order.Status.ERROR;
System.out.printf("Error order no funds\n");
return o;
}
account.margin_bound+=v*l;
// reduce the available money
// account.assets_avail.put(currency, avail - v * l);
account.addAvail(currency, -(v * l));
//account.addMarginAvail(currency, -((v * l)/account.getLeverage()));
order_limit = l;
@ -507,7 +525,7 @@ class TradingEngine implements TradingAPI {
}
executeOrders();
// last_quote.price = 200;
last_quote.price = 200; //75-12.5;
for (FiringEvent e : book_listener