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