Fixed stop loss calculation

nbproject/project.properties

@@ -1,4 +1,4 @@
-#Thu, 03 Jan 2019 17:08:09 +0100
+#Fri, 04 Jan 2019 08:25:13 +0100
 annotation.processing.enabled=true
 annotation.processing.enabled.in.editor=false
 annotation.processing.processors.list=

src/opensesim/gui/SeSimApplication.java

@@ -607,11 +607,12 @@ public class SeSimApplication extends javax.swing.JFrame {
                 + "strategy: opensesim.world.SimpleTrader"
                 + "}");
         Trader t = godworld.createTrader(cfg);
-        t.start();
        
+         t.start();    
         AccountDialog.runDialog(this, ((SimpleTrader)t).account_1);
         AccountDialog.runDialog(this, ((SimpleTrader)t).account_b);        
-        
+       
+   
         updateGodWorld(godworld);
 
         AssetPair p = godworld.getDefaultAssetPair();

src/opensesim/gui/account/AccountDialog.java

@@ -47,6 +47,7 @@ public class AccountDialog extends javax.swing.JDialog {
         d=new AccountDialog(parent, false);
         d.accountPanel1.account=account;
         d.accountPanel1.update();
+        account.addListener(d.accountPanel1);
         d.setVisible(true);
     }
 

src/opensesim/gui/account/AccountPanel.java

@@ -72,12 +72,18 @@ public class AccountPanel extends javax.swing.JPanel implements EventListener {
 //            model.setValueAt(ob1.getAccount().getOwner().getName(), row, 0);
             model.setValueAt(a.getSymbol(), row, 0);
             model.setValueAt(astr, row, 1);
-            model.setValueAt(mastr, row, 2);
+         //   model.setValueAt(mastr, row, 2);
             model.setValueAt(sl.toString(), row, 3);
             row++;
         }
 
-        this.finalbalance.setText(account.getFinalBalance().toString());
+        String fb;
+        Double margin = account.getMargin(account.getWorld().getDefaultCurrency());
+        fb = account.getFinalBalance().toString() + " Margin: " +
+                margin.toString();
+        
+        this.finalbalance.setText(fb);
+        
     }
 
     /**

src/opensesim/world/Account.java

@@ -96,7 +96,14 @@ public class Account {
     }
 
     public Double getMargin(AbstractAsset currency) {
-        return this.getFinalBalance(currency) * getLeverage() //+ this.getFinalBalance(currency) 
+     /*   Double d = this.getAssetDebt(world.getDefaultExchange(), currency);
+
+        Double f = this.getFinalBalance(currency) * getLeverage() ;
+        System.out.printf("Debth %f - Final: %f Return margin %f\n", d,f, f-d);
+        
+        return f-d;*/
+     
+        return this.getFinalBalance(currency) * getLeverage() + this.getFinalBalance(currency) 
                 - this.getAssetDebt(world.getDefaultExchange(), currency);
 
     }    
@@ -145,6 +152,7 @@ public class Account {
 
     public Double getAssetDebt(Exchange ex, AbstractAsset currency) {
         Double result = 0.0;
+        System.out.printf("Enter depth rechner %f\n", result);
         for (AbstractAsset a : assets.keySet()) {
             if (a.equals(currency)) {
                 continue;
@@ -156,10 +164,17 @@ public class Account {
 
             TradingEngine api = (TradingEngine) ex.getAPI(pair);
             Double v = get(a) * api.last_quote.price;
-
+            Double sl = this.calcStopLoss(a);
-            result = result + Math.abs(v);
+            Double n = get(a);
+     
+            System.out.printf("Asset: %s - %f %f %f\n", a.getSymbol(),n, v, sl*n);
+            
+            
+            result = result + (v-sl*n);
+            System.out.printf("Result is now %f\n", result);
 
         }
+        System.out.printf("Return Dresult %f\n", result);
         return result;
     }
 
@@ -239,4 +254,12 @@ public class Account {
     public Double calcStopLoss(AbstractAsset asset){
         return calcStopLoss(world.getDefaultExchange(),asset,world.getDefaultAssetPair().getCurrency());
     }
+
+    /**
+     * Return the world this account belongs to
+     * @return world
+     */
+    public World getWorld(){
+        return world;
+    }
 }

src/opensesim/world/SimpleTrader.java

@@ -112,10 +112,35 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
         account_1.setLeverage(0.0);
         account_1.setUnlimied(true);
 
-        ex = getWorld().getDefaultExchange();
+        long delay = (long) (1000.0f * getWorld().randNextFloat(15.0f, 15.7f));
+        setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay));
+        
+        
+        getWorld().schedule(this, delay);
+
+        //  long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
+        //    setStatus("Inital delay: %d", delay);
+        //   timerTask = se.timer.startTimerTask(this, delay);
+    }
+
+    long last_time = 0;
+
+    double limit = 253.871239;
+
+    @Override
+    public long receive(Event task) {
+        //   System.out.printf("Here we are !!! %f\n", getWorld().randNextFloat(12f, 27f));
+
+        long diff = getWorld().currentTimeMillis() - last_time;
+        last_time = getWorld().currentTimeMillis();
+        
+      AssetPair p = getWorld().getDefaultAssetPair();
+  
+        
+                ex = getWorld().getDefaultExchange();
         api = ex.getAPI(p);
 
-AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"), 
+        AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"), 
         getWorld().getAssetBySymbol("EUR"));
     TradingAPI mapi = ex.getAPI(msftp);
         
@@ -135,25 +160,10 @@ AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
         // Order o2 = api.createOrder(account_10, Order.Type.SELLLIMIT, 300, 1.0);   
         //Order ou = api.createOrder(account_1, Order.Type.BUYLIMIT, 30, 10.0);         
         //  Order o1 = api.createOrder(account, Order.Type.SELLLIMIT, 250, 278);        
-        long delay = (long) (1000.0f * getWorld().randNextFloat(3.0f, 12.7f));
-        setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay));
-        //   getWorld().schedule(this, delay);
 
-        //  long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
+        
-        //    setStatus("Inital delay: %d", delay);
+        
-        //   timerTask = se.timer.startTimerTask(this, delay);
+   /*     
-    }
-
-    long last_time = 0;
-
-    double limit = 253.871239;
-
-    @Override
-    public long receive(Event task) {
-        //   System.out.printf("Here we are !!! %f\n", getWorld().randNextFloat(12f, 27f));
-
-        long diff = getWorld().currentTimeMillis() - last_time;
-        last_time = getWorld().currentTimeMillis();
 
         System.out.printf("Here we are: %d - [%d]\n", Thread.currentThread().getId(), diff);
         getWorld().schedule(this, 1000);
@@ -164,7 +174,7 @@ AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
         api = ex.getAPI(p);
         Order o = api.createOrder(account, Order.Type.BUY, 112.987123, limit);
         limit += 12;
-
+*/
         return -1;
     }
 

src/opensesim/world/TradingEngine.java

@@ -459,7 +459,7 @@ class TradingEngine implements TradingAPI {
                            o.status=Order.Status.ERROR;
                            
                            System.out.printf("Error order no funds\n");
-                           return o;
+                    //       return o;
                         }
 
                         account.margin_bound+=v*l;
@@ -525,13 +525,15 @@ class TradingEngine implements TradingAPI {
     }
 
     executeOrders();
-    last_quote.price = 200; //75-12.5;
+  last_quote.price = 150; //75-12.5;
     for (FiringEvent e : book_listener
 
     
         ) {
             e.fire();
     }
+    
+    account.notfiyListeners();
     return o ;
 
 }