Fixed stop loss calculation
This commit is contained in:
7u83
parent
b193d69f52
commit
b5c6d45f66
@ -1,4 +1,4 @@
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#Thu, 03 Jan 2019 17:08:09 +0100
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#Fri, 04 Jan 2019 08:25:13 +0100
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annotation.processing.enabled=true
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annotation.processing.enabled.in.editor=false
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annotation.processing.processors.list=
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@ -607,11 +607,12 @@ public class SeSimApplication extends javax.swing.JFrame {
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+ "strategy: opensesim.world.SimpleTrader"
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+ "}");
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Trader t = godworld.createTrader(cfg);
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t.start();
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t.start();
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AccountDialog.runDialog(this, ((SimpleTrader)t).account_1);
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AccountDialog.runDialog(this, ((SimpleTrader)t).account_b);
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updateGodWorld(godworld);
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AssetPair p = godworld.getDefaultAssetPair();
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@ -47,6 +47,7 @@ public class AccountDialog extends javax.swing.JDialog {
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d=new AccountDialog(parent, false);
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d.accountPanel1.account=account;
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d.accountPanel1.update();
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account.addListener(d.accountPanel1);
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d.setVisible(true);
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}
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@ -72,12 +72,18 @@ public class AccountPanel extends javax.swing.JPanel implements EventListener {
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// model.setValueAt(ob1.getAccount().getOwner().getName(), row, 0);
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model.setValueAt(a.getSymbol(), row, 0);
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model.setValueAt(astr, row, 1);
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model.setValueAt(mastr, row, 2);
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// model.setValueAt(mastr, row, 2);
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model.setValueAt(sl.toString(), row, 3);
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row++;
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}
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this.finalbalance.setText(account.getFinalBalance().toString());
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String fb;
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Double margin = account.getMargin(account.getWorld().getDefaultCurrency());
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fb = account.getFinalBalance().toString() + " Margin: " +
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margin.toString();
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this.finalbalance.setText(fb);
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}
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/**
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@ -96,7 +96,14 @@ public class Account {
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}
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public Double getMargin(AbstractAsset currency) {
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return this.getFinalBalance(currency) * getLeverage() //+ this.getFinalBalance(currency)
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/* Double d = this.getAssetDebt(world.getDefaultExchange(), currency);
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Double f = this.getFinalBalance(currency) * getLeverage() ;
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System.out.printf("Debth %f - Final: %f Return margin %f\n", d,f, f-d);
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return f-d;*/
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return this.getFinalBalance(currency) * getLeverage() + this.getFinalBalance(currency)
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- this.getAssetDebt(world.getDefaultExchange(), currency);
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}
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@ -145,6 +152,7 @@ public class Account {
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public Double getAssetDebt(Exchange ex, AbstractAsset currency) {
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Double result = 0.0;
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System.out.printf("Enter depth rechner %f\n", result);
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for (AbstractAsset a : assets.keySet()) {
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if (a.equals(currency)) {
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continue;
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@ -156,10 +164,17 @@ public class Account {
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TradingEngine api = (TradingEngine) ex.getAPI(pair);
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Double v = get(a) * api.last_quote.price;
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result = result + Math.abs(v);
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Double sl = this.calcStopLoss(a);
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Double n = get(a);
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System.out.printf("Asset: %s - %f %f %f\n", a.getSymbol(),n, v, sl*n);
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result = result + (v-sl*n);
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System.out.printf("Result is now %f\n", result);
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}
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System.out.printf("Return Dresult %f\n", result);
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return result;
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}
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@ -239,4 +254,12 @@ public class Account {
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public Double calcStopLoss(AbstractAsset asset){
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return calcStopLoss(world.getDefaultExchange(),asset,world.getDefaultAssetPair().getCurrency());
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}
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/**
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* Return the world this account belongs to
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* @return world
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*/
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public World getWorld(){
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return world;
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}
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}
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@ -112,10 +112,35 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
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account_1.setLeverage(0.0);
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account_1.setUnlimied(true);
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ex = getWorld().getDefaultExchange();
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long delay = (long) (1000.0f * getWorld().randNextFloat(15.0f, 15.7f));
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setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay));
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getWorld().schedule(this, delay);
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// long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
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// setStatus("Inital delay: %d", delay);
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// timerTask = se.timer.startTimerTask(this, delay);
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}
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long last_time = 0;
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double limit = 253.871239;
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@Override
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public long receive(Event task) {
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// System.out.printf("Here we are !!! %f\n", getWorld().randNextFloat(12f, 27f));
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long diff = getWorld().currentTimeMillis() - last_time;
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last_time = getWorld().currentTimeMillis();
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AssetPair p = getWorld().getDefaultAssetPair();
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ex = getWorld().getDefaultExchange();
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api = ex.getAPI(p);
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AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
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AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
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getWorld().getAssetBySymbol("EUR"));
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TradingAPI mapi = ex.getAPI(msftp);
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@ -135,25 +160,10 @@ AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
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// Order o2 = api.createOrder(account_10, Order.Type.SELLLIMIT, 300, 1.0);
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//Order ou = api.createOrder(account_1, Order.Type.BUYLIMIT, 30, 10.0);
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// Order o1 = api.createOrder(account, Order.Type.SELLLIMIT, 250, 278);
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long delay = (long) (1000.0f * getWorld().randNextFloat(3.0f, 12.7f));
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setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay));
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// getWorld().schedule(this, delay);
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// long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
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// setStatus("Inital delay: %d", delay);
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// timerTask = se.timer.startTimerTask(this, delay);
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}
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long last_time = 0;
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double limit = 253.871239;
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@Override
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public long receive(Event task) {
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// System.out.printf("Here we are !!! %f\n", getWorld().randNextFloat(12f, 27f));
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long diff = getWorld().currentTimeMillis() - last_time;
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last_time = getWorld().currentTimeMillis();
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/*
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System.out.printf("Here we are: %d - [%d]\n", Thread.currentThread().getId(), diff);
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getWorld().schedule(this, 1000);
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@ -164,7 +174,7 @@ AssetPair msftp = getWorld().getAssetPair(getWorld().getAssetBySymbol("MSFT"),
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api = ex.getAPI(p);
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Order o = api.createOrder(account, Order.Type.BUY, 112.987123, limit);
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limit += 12;
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*/
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return -1;
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}
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@ -459,7 +459,7 @@ class TradingEngine implements TradingAPI {
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o.status=Order.Status.ERROR;
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System.out.printf("Error order no funds\n");
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return o;
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// return o;
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}
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account.margin_bound+=v*l;
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@ -525,13 +525,15 @@ class TradingEngine implements TradingAPI {
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}
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executeOrders();
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last_quote.price = 200; //75-12.5;
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last_quote.price = 150; //75-12.5;
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for (FiringEvent e : book_listener
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) {
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e.fire();
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}
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account.notfiyListeners();
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return o ;
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}
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