Code cleaning
This commit is contained in:
7u83
parent
7bf55870b1
commit
cee076162c
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@ -56,6 +56,9 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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void drawXLegend(Graphics2D g) {
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g = (Graphics2D)g.create();
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int xl_height = 30;
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Dimension dim = this.getSize();
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@ -173,7 +176,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
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// }
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ArrayList<OHLCDataItem> od = data.data;
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System.out.print("OD S: " + od.size() + "\n");
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// System.out.print("OD S: " + od.size() + "\n");
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g.setColor(Color.BLUE);
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g.setStroke(new BasicStroke(3));
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@ -205,7 +205,8 @@ public class MainWin extends javax.swing.JFrame {
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// SwitchingTraderConfig rcfg1 = new SwitchingTraderConfig();
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RandomTraderConfig rcfg1 = new RandomTraderConfig();
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AutoTrader rt1 = rcfg1.createTrader(se, 1000000, 0);
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AutoTrader rt1 = rcfg1.createTrader(se, 0, 1000000);
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rt1.setName("Bob");
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rt1.start();
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//AutoTrader rt2 = rcfg1.createTrader(se, 1, 100);
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@ -213,8 +214,24 @@ public class MainWin extends javax.swing.JFrame {
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RandomTraderConfig cfg = new RandomTraderConfig();
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for (int i=0; i<10000; i++){
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AutoTrader randt = cfg.createTrader(se, 100, 100);
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/* cfg.sell_limit[0]=0.5f;
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cfg.sell_limit[1]=1.0f;
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cfg.buy_limit[0]=-0.5f;
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cfg.buy_limit[1]=-1.0f;
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*/
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// cfg.buy_order_wait[0]=20;
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// cfg.buy_order_wait[1]=30;
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// cfg.sell_order_wait[0]=20;
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// cfg.sell_order_wait[1]=30;
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for (int i=0; i<1000; i++){
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AutoTrader randt = cfg.createTrader(se, 1000000, 0);
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randt.setName("Alice");
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randt.start();
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}
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@ -67,6 +67,7 @@ final public class Account_old {
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return this.money<=se.lastprice && this.shares<=0;
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}
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/*
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public Order_old sell(long volume, double limit) {
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SellOrder o = new SellOrder();
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o.account = this;
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@ -75,8 +76,8 @@ final public class Account_old {
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orderpending = true;
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return se.SendOrder(o);
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}
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public Order_old buy(long volume, double limit) {
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*/
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/* public Order_old buy(long volume, double limit) {
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if (volume * limit > money) {
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return null;
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}
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@ -87,7 +88,7 @@ final public class Account_old {
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orderpending = true;
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return se.SendOrder(o);
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}
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/*
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/*
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public void Buy(Account_old a, long size, double price) {
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shares += size;
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@ -1,8 +1,10 @@
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package sesim;
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import java.util.*;
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import java.util.concurrent.ConcurrentHashMap;
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import java.util.concurrent.CopyOnWriteArrayList;
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import sesim.Order_old.OrderStatus;
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import sesim.Order_old.OrderType_old;
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/**
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@ -56,10 +58,11 @@ public class Exchange { //extends Thread {
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}
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//private TreeSet<Account> accounts = new TreeSet<>();
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HashMap<Double, Account> accounts = new HashMap<>();
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// private final ConcurrentHashMap<Double, Account> accounts = new ConcurrentHashMap<>();
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private final ConcurrentHashMap<Double, Account> accounts = new ConcurrentHashMap<>();
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public double createAccount(double money, double shares) {
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Account a = new Account(money, shares);
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accounts.put(a.id, a);
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return a.id;
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@ -105,9 +108,8 @@ public class Exchange { //extends Thread {
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}
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//TreeSet <Order> bid_bbook = new TreeSet <> (new OrderComperator(OrderType.BID) );
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//TreeSet <Order> ask_dbook = new TreeSet <> (new OrderComperator(OrderType.BID) );
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HashMap<OrderType, TreeSet<Order>> order_books = new HashMap();
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HashMap<OrderType, SortedSet<Order>> order_books = new HashMap();
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IDGenerator order_id = new IDGenerator();
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@ -168,10 +170,12 @@ public class Exchange { //extends Thread {
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public Exchange() {
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this.ask = new TreeSet<>();
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this.bid = new TreeSet<>();
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this.qrlist = new ArrayList<>();
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// this.qrlist = new ArrayList<>();
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this.qrlist = (new CopyOnWriteArrayList<>());
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// Create order books
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for (OrderType type : OrderType.values()) {
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//SortedSet b = new TreeSet(new OrderComparator(type));
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order_books.put(type, new TreeSet(new OrderComparator(type)));
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}
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@ -211,8 +215,8 @@ public class Exchange { //extends Thread {
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public Quote getCurrentPrice() {
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TreeSet<Order> bid = order_books.get(OrderType.BID);
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TreeSet<Order> ask = order_books.get(OrderType.ASK);
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SortedSet<Order> bid = order_books.get(OrderType.BID);
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SortedSet<Order> ask = order_books.get(OrderType.ASK);
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Quote q = null;
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@ -239,11 +243,7 @@ public class Exchange { //extends Thread {
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}
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/* public SortedSet<Quote> getQuoteHistory(int seconds) {
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Quote last = quoteHistory.last();
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return this.getQuoteHistory(seconds, last.time);
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}
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*/
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// Class to describe an executed order
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// QuoteReceiver has to be implemented by objects that wants
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// to receive quote updates
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@ -287,17 +287,11 @@ public class Exchange { //extends Thread {
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while (i.hasNext()) {
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i.next().UpdateOrderBook();
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}
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/* try {
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sleep(10);
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} catch (InterruptedException e) {
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System.out.println("I was Interrupted");
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}
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*/
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}
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// Here we store the list of quote receivers
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private final ArrayList<QuoteReceiver> qrlist;
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private final List<QuoteReceiver> qrlist;
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/**
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*
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@ -327,22 +321,7 @@ public class Exchange { //extends Thread {
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private final Locker tradelock = new Locker();
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/*
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private final Semaphore available = new Semaphore(1, true);
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private void Lock() {
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try {
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available.acquire();
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} catch (InterruptedException s) {
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System.out.println("Interrupted\n");
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}
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}
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private void Unlock() {
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available.release();
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}
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*/
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private TreeSet<Order_old> selectOrderBook(OrderType_old t) {
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switch (t) {
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@ -357,11 +336,11 @@ public class Exchange { //extends Thread {
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public ArrayList<Order> getOrderBook(OrderType type, int depth) {
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TreeSet<Order> book = order_books.get(type);
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SortedSet<Order> book = order_books.get(type);
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if (book == null) {
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return null;
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}
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tradelock.lock();
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ArrayList<Order> ret = new ArrayList<>();
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Iterator<Order> it = book.iterator();
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@ -369,6 +348,7 @@ public class Exchange { //extends Thread {
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for (int i = 0; i < depth && it.hasNext(); i++) {
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ret.add(it.next());
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}
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tradelock.unlock();
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return ret;
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}
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@ -433,7 +413,7 @@ public class Exchange { //extends Thread {
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// System.out.print("The Order:"+o.limit+"\n");
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if (o != null) {
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TreeSet ob = order_books.get(o.type);
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SortedSet ob = order_books.get(o.type);
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boolean rc = ob.remove(o);
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@ -485,8 +465,11 @@ public class Exchange { //extends Thread {
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return;
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}
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o.account.orders.remove(o.id);
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order_books.get(o.type).pollFirst();
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SortedSet book = order_books.get(o.type);
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book.remove(book.first());
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//pollFirst();
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}
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/**
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@ -494,8 +477,8 @@ public class Exchange { //extends Thread {
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*/
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public void executeOrders() {
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TreeSet<Order> bid = order_books.get(OrderType.BID);
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TreeSet<Order> ask = order_books.get(OrderType.ASK);
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SortedSet<Order> bid = order_books.get(OrderType.BID);
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SortedSet<Order> ask = order_books.get(OrderType.ASK);
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double volume_total = 0;
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double money_total = 0;
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@ -537,155 +520,12 @@ public class Exchange { //extends Thread {
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q.time = System.currentTimeMillis();
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// System.out.print("There was a trade:"+q.price+"\n");
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this.quoteHistory.add(q);
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this.updateQuoteReceivers(q);
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}
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private void executeOrders_old() {
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while (!bid.isEmpty() && !ask.isEmpty()) {
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Order_old b = bid.first();
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Order_old a = ask.first();
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if (b.limit < a.limit) {
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// no match, nothing to do
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return;
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}
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if (a.volume == 0) {
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// This order is fully executed, remove
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a.account.orderpending = false;
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a.status = OrderStatus.executed;
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a.account.pending.remove(a);
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ask.pollFirst();
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// this.updateBookReceivers(OrderType_old.ask);
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continue;
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}
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if (b.volume == 0) {
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// This order is fully executed, remove
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b.account.orderpending = false;
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b.status = OrderStatus.executed;
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b.account.pending.remove(b);
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bid.pollFirst();
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// this.updateBookReceivers(OrderType_old.bid);
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continue;
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}
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if (b.limit >= a.limit) {
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double price;
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price = b.id < a.id ? b.limit : a.limit;
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/* if (b.id < a.id) {
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price = b.limit;
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} else {
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price = a.limit;
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}
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*/
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long volume;
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if (b.volume >= a.volume) {
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volume = a.volume;
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} else {
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volume = b.volume;
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}
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transferShares(a.account, b.account, volume, price);
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// b.account.Buy(a.account, volume, price);
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b.volume -= volume;
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a.volume -= volume;
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lastprice = price;
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lastsvolume = volume;
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Quote q = new Quote();
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q.volume = volume;
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q.price = price;
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q.time = System.currentTimeMillis();
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q.ask = a.limit;
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q.bid = b.limit;
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q.id = nextQuoteId++;
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this.updateQuoteReceivers(q);
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// this.updateBookReceivers(OrderType_old.bid);
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// this.updateBookReceivers(OrderType_old.ask);
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/* System.out.print(
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"Executed: "
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+ q.price
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+ " / "
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+ q.volume
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+ "\n"
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);
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*/
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quoteHistory.add(q);
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continue;
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}
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return;
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}
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}
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public void ExecuteOrder(BuyOrder o) {
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// SellOrder op = ASK.peek();
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}
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private boolean InitOrder(Order_old o) {
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double moneyNeeded = o.volume * o.limit;
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return true;
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}
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// Add an order to the orderbook
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private boolean addOrder(Order_old o) {
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boolean ret = false;
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switch (o.type) {
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case bid:
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// System.out.print("Exchange adding BID order \n");
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ret = bid.add(o);
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break;
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case ask:
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// System.out.print("Exchange adding ASK order \n");
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ret = ask.add(o);
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break;
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}
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if (ret) {
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// this.updateBookReceivers(o.type);
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}
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return ret;
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}
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public Order_old SendOrder(Order_old o) {
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boolean rc = InitOrder(o);
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if (!rc) {
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return null;
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}
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tradelock.lock();
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o.timestamp = System.currentTimeMillis();
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o.id = orderid++;
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addOrder(o);
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o.account.pending.add(o);
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executeOrders_old();
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tradelock.unlock();
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return o;
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}
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private void addOrderToBook(Order o) {
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order_books.get(o.type).add(o);
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@ -740,7 +580,9 @@ public class Exchange { //extends Thread {
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}
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public AccountData getAccountData(double account_id) {
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tradelock.lock();
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Account a = accounts.get(account_id);
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tradelock.unlock();
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if (a == null) {
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return null;
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}
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@ -798,63 +640,4 @@ public class Exchange { //extends Thread {
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return al;
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}
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/*
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public void SendOrder(BuyOrder o) {
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//System.out.println("EX Buyorder");
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Lock();
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o.timestamp = System.currentTimeMillis();
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o.id = orderid++;
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BID.add(o);
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Unlock();
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Lock();
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// executeOrders_old();
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Unlock();
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}
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*/
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/*
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* public void SendOrder(Order_old o){
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*
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*
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* if ( o.getClass() == BuyOrder.class){ BID.add((BuyOrder)o); }
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*
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* if ( o.getClass() == SellOrder.class){ ASK.add((SellOrder)o); }
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*
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* }
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*/
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public double getlastprice() {
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/*
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* SellOrder so = new SellOrder(); so.limit=1000.0; so.volume=500;
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* SendOrder(so);
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*
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* BuyOrder bo = new BuyOrder(); bo.limit=1001.0; bo.volume=300;
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* SendOrder(bo);
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*/
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return lastprice;
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}
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/* public double sendOrder(Account_old o) {
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return 0.7;
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}
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*/
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/**
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*
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*/
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// @Override
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public void run() {
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/* while (true) {
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try {
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sleep(1500);
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} catch (InterruptedException e) {
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System.out.println("I was Interrupted");
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}
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print_current();
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}
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*/
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}
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}
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@ -33,14 +33,14 @@ public abstract class Trader_old {
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public Account_old account;
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public TraderConfig_old config;
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public void sell(long shares, double limit){
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/* public void sell(long shares, double limit){
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account.sell(shares, limit);
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}
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public void buy(long shares, double limit){
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account.buy(shares, limit);
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}
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*/
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/**
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* Construct a Trader object
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* @param account Account_old for this trader
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@ -109,13 +109,7 @@ public class RandomTrader extends AutoTrader {
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// object to generate random numbers
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final private Random rand = new Random();
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/*public RandomTrader(Exchange se, double money,shares,) {
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//super(account, config);
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if (config == null) {
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config = new RandomTraderConfig_old();
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}
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myconfig = (RandomTraderConfig_old) config;
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}*/
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/**
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* Get a (long) random number between min an max
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*
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@ -170,6 +164,10 @@ public class RandomTrader extends AutoTrader {
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OrderType type=OrderType.BID;
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if (ad==null || myconfig==null) {
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System.out.print(ad+"\n");
|
||||
|
||||
}
|
||||
// how much money we ant to envest?
|
||||
double money = getRandomAmmount(ad.money, myconfig.buy_volume);
|
||||
|
||||
|
|
@ -192,7 +190,7 @@ public class RandomTrader extends AutoTrader {
|
|||
|
||||
se.createOrder(account_id, type, volume, limit);
|
||||
|
||||
return getRandom(myconfig.buy_order_wait)*1000;
|
||||
return getRandom(myconfig.buy_order_wait);
|
||||
|
||||
|
||||
}
|
||||
|
|
@ -204,6 +202,8 @@ public class RandomTrader extends AutoTrader {
|
|||
|
||||
OrderType type=OrderType.ASK;
|
||||
|
||||
|
||||
|
||||
// how much money we ant to envest?
|
||||
double volume = (long)getRandomAmmount(ad.shares, myconfig.sell_volume);
|
||||
|
||||
|
|
@ -228,7 +228,7 @@ public class RandomTrader extends AutoTrader {
|
|||
|
||||
se.createOrder(account_id, type, volume, limit);
|
||||
|
||||
return getRandom(myconfig.sell_order_wait)*1000;
|
||||
return getRandom(myconfig.sell_order_wait);
|
||||
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -36,13 +36,13 @@ import sesim.Exchange;
|
|||
public class RandomTraderConfig extends AutoTraderConfig {
|
||||
|
||||
public float[] sell_volume = {100, 100};
|
||||
public float[] sell_limit = {-1.0f, 1.0f};
|
||||
public int[] sell_order_wait = {1, 5};
|
||||
public float[] sell_limit = {-10f, 10f};
|
||||
public int[] sell_order_wait = {1000, 5000};
|
||||
public int[] wait_after_sell = {10, 30};
|
||||
|
||||
public float[] buy_volume = {100, 100};
|
||||
public float[] buy_limit = {-1.0f, 1f};
|
||||
public int[] buy_order_wait = {1, 5};
|
||||
public float[] buy_limit = {-10, 10f};
|
||||
public int[] buy_order_wait = {1000, 5000};
|
||||
public int[] wait_after_buy = {10, 30};
|
||||
|
||||
@Override
|
||||
|
|
|
|||
|
|
@ -25,11 +25,27 @@
|
|||
*/
|
||||
package sesim;
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
/**
|
||||
*
|
||||
* @author tobias
|
||||
*/
|
||||
public class Test {
|
||||
|
||||
static void tube(){
|
||||
try{
|
||||
System.out.printf("Hello %s\n", "args");
|
||||
if (0==0)
|
||||
return;
|
||||
}
|
||||
finally {
|
||||
System.out.printf("Always %s\n", "the end");
|
||||
}
|
||||
System.out.print("haha\n");
|
||||
}
|
||||
|
||||
static void print_account(AccountData ad) {
|
||||
System.out.print(
|
||||
|
|
@ -55,6 +71,8 @@ public class Test {
|
|||
|
||||
sesim.Exchange.Account a = se.getAccount(aid1);
|
||||
System.out.print(a.getMoney());
|
||||
|
||||
tube();
|
||||
|
||||
System.exit(0);
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue