Work on charting

nbproject/private/private.properties

@@ -3,4 +3,4 @@ do.depend=false
 do.jar=true
 javac.debug=true
 javadoc.preview=true
-user.properties.file=/home/tobias/.netbeans/8.1/build.properties
+user.properties.file=/home/tube/.netbeans/8.1/build.properties

nbproject/private/private.xml

@@ -3,17 +3,39 @@
     <editor-bookmarks xmlns="http://www.netbeans.org/ns/editor-bookmarks/2" lastBookmarkId="0"/>
     <open-files xmlns="http://www.netbeans.org/ns/projectui-open-files/2">
         <group>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/Gui/AskBook.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/additional/README.txt</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/Traders/RandomTraderConfig.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Trader.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/Gui/Chart.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Locker.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/Traders/RandomTrader.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Order.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/Gui/MainWin.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/ControlPanel.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/SeSim/Exchange.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Quote.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/nbproject/configs/Sesim.properties</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/MainWin.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/nbproject/configs/JWS_generated.properties</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/OrderBook.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/SeSim/AutoTraderLIst.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/manifest.mf</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/src/SeSim/SellOrder.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/TraderConfig.java</file>
-            <file>file:/home/tobias/NetBeansProjects/SeSim/nbproject/build-impl.xml</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Account.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/QuotePanel.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Exchange.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/NewPanel.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/Chart.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Traders/RandomTraderConfig.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/AskBook.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/AutoTrader.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/BidBook.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Traders/SwitchingTrader.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/build.xml</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/OrderBookPanel.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Traders/RandomTrader.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/test.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/AutoTraderLIst.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/BuyOrder.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Traders/ManTrader.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/README.md</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Gui/CandlestickDemo.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/Logger.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/Traders/SwitchingTraderConfig.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/src/SeSim/SellOrder.java</file>
+            <file>file:/home/tube/NetBeansProjects/SeSim/LICENSE</file>
         </group>
     </open-files>
 </project-private>

src/Gui/Chart.java

@@ -25,6 +25,8 @@
  */
 package Gui;
 
+import SeSim.Exchange.*;
+import SeSim.*;
 import java.awt.Color;
 import java.awt.Dimension;
 import java.io.BufferedReader;
@@ -51,7 +53,6 @@ import org.jfree.data.xy.DefaultOHLCDataset;
 import org.jfree.data.xy.OHLCDataItem;
 import org.jfree.data.xy.XYDataset;
 
-import SeSim.Exchange.*;
 import SeSim.Quote;
 import java.util.SortedSet;
 import java.util.TreeSet;
@@ -68,8 +69,8 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
     public Chart() {
         initComponents();
 
-    //    String stockSymbol = "Schliemanz Koch AG";
+        String stockSymbol = "Schliemanz Koch AG";
-        String stockSymbol = "MSFT";
+        //String stockSymbol = "MSFT";
 
         DateAxis domainAxis = new DateAxis("Date");
         NumberAxis rangeAxis = new NumberAxis("Price");
@@ -87,6 +88,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         //Now create the chart and chart panel
         JFreeChart chart = new JFreeChart(stockSymbol, null, mainPlot, false);
         ChartPanel chartPanel = new ChartPanel(chart);
+         
         chartPanel.setPreferredSize(new Dimension(500, 270));
 
         add(chartPanel);
@@ -115,65 +117,51 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         return result;
     }
 
+    protected OHLCDataItem getOhlcData(long first, long last, SortedSet<Quote> quotes) {
 
+        Quote s = new Quote();
 
+        s.time = first;
 
-    protected OHLCDataItem getOhlcData(long first, long last, SortedSet <Quote> quotes ){
+        SortedSet<Quote> l = quotes.tailSet(s);
-        Quote e=new Quote(); 
-        e.time=first;
-        e.id=0;
 
-        Quote qq = quotes.first();
+        double open = 0;
-        System.out.print(String.format
+        double high = 0;
-        ("Quote First %f %d %d \n", qq.price,qq.time,qq.id)
+        double low = 0;
-        );
+        double close = 0;
-        
+        double volume=0;
-        
-        System.out.print("Qzitesn"+quotes.size() +"\n");
-
-        
-        
-        
-        Quote z = new Quote();
-        z.id=-1;
-        z.time=0;
-     
-          
-       SortedSet<Quote> l = quotes.tailSet(z);
-  
-             System.exit(0);        
-       
-        double open=0;
-        double high=0;
-        double low=0;
-        double close=0;
-        double volume;
-              
-        Iterator <Quote>it = l.iterator();
 
+        Iterator<Quote> it = l.iterator();
 
         Quote q;
+        
+
+        if (it.hasNext()) {
             q = it.next();
-        open=q.price;
+            open = q.price;
-
-        high=q.price;
-        low=q.price;
-        volume = q.volume;
-        
-        
-        while (it.hasNext() && q.time<last){
-            q = it.next();
-
-            
-            if (q.price>high)
             high = q.price;
-            if (q.price<low)
+            low = q.price;
-                low=q.price;
+            volume = q.volume;
+        }
+        else {
+            q = new Quote();
+        }
+        
+
+        while (it.hasNext() && q.time < last) {
+            q = it.next();
+
+            if (q.price > high) {
+                high = q.price;
+            }
+            if (q.price < low) {
+                low = q.price;
+            }
 
             volume += q.volume;
 
         }
-        close=q.price;       
+        close = q.price;
 
         Date date = new Date(first);
         return new OHLCDataItem(
@@ -181,46 +169,23 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         );
     }
 
-    
-    
     protected OHLCDataItem[] getData() {
+
         List<OHLCDataItem> data = new ArrayList<>();
 
-        SortedSet <Quote>s = MainWin.se.getQuoteHistory(60);
+        long ct;
-        this.getOhlcData(0, System.currentTimeMillis(), s);
+        ct = Exchange.getCurrentTimeSeconds(10);
 
+        SortedSet<Quote> h = MainWin.se.getQuoteHistory(ct - 60);
 
+        for (long i = (ct - 60)*1000; i < (ct + 10)*1000; i += 10*1000) {
+            OHLCDataItem d = getOhlcData(i, i + 10*1000, h);
+            data.add(d);
+        }
 
-        Iterator <Quote>i = s.iterator();
+        System.out.print(data.size() + "\n");
+      //  System.exit(0);
 
-        
-        
-        
-        
-//               OHLCDataItem item = new OHLCDataItem();
-               
-        
-                long t=0;
-  //              if ()
-                
-                
-    //            Quote q  = i.next();
-      //          OHLCDataItem item = new OHLCDataItem(
-        //                date, open, high, low, close, volume);
-
-/*                double open = 
-                double high = 
-                double low = 
-                double close = 
-                double volume = Double.parseDouble(st.nextToken());
-                double adjClose = Double.parseDouble(st.nextToken());
-           */
-                
-//                data.add(item);            
-
-        
-        
-        //return data.toArray(new <OHLCDataItem> rdata[]);
         return data.toArray(new OHLCDataItem[data.size()]);
 
     }
@@ -292,12 +257,12 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
     public void UpdateQuote(Quote q) {
         return;
         //q.print();
-  /*      SortedSet s = MainWin.se.getQuoteHistory(60);
+        /*      SortedSet h = MainWin.se.getQuoteHistory(60);
         System.out.print(
                 "SortedSet size:"
-                + s.size()
+                + h.size()
                 + "\n"
         );
-*/
+         */
     }
 }

src/Gui/test.java

@@ -27,23 +27,89 @@ package Gui;
 
 import java.util.*;
 
-
 /**
  *
  * @author tobias
  */
 public class test {
-    public static void main(String args[]){
-        SortedSet <String>s = new TreeSet<>();
-        s.add("b");
-        s.add("e");
-        s.add("z");
 
-        SortedSet <String> ts = s.tailSet("d");
+    static class Problem {
 
-        SortedSet <String> ts2 = ts.tailSet("n");
+        class Elem implements Comparable {
+
+            public int id;
+
+            public Elem(int id) {
+                this.id = id;
+
+            }
+
+            @Override
+            public int compareTo(Object o) {
+                Elem e = (Elem) o;
+                return id - e.id;
+
+            }
+
+        }
+
+        public void run() {
+            SortedSet<Elem> s = new TreeSet<>();
+            s.add(new Elem(1));
+            s.add(new Elem(7));
+            s.add(new Elem(12));
+            Elem e = new Elem(5);
+
+            SortedSet<Elem> ts = exclusiveTailSet(s, e);
+
+            Elem e2 = new Elem(0);
+
+//        SortedSet<Elem> ts2 = exclusiveTailSet(ts,e);
+            SortedSet<Elem> ts2 = ts.tailSet(e2);
+
+            e.id = 99;
+
+            System.out.print(String.format("First: %s\n", ts.first().id));
+        }
+
+    }
+    
+    
+    static class NoProblem {
+        public void run(){
+            SortedSet<Integer> s=new TreeSet<>();
+            
+            s.add(10);
+            s.add(20);
+            s.add(30);
+            s.add(40);
+            s.add(50);
+            s.add(60);
+
+            int e1 = 15;
+            SortedSet l1 = s.tailSet(e1);
+            
+            int e2 = -1;
+            
+            SortedSet l2 = l1.tailSet(e2);
+            
+            System.out.print("First:"+l2.first()+"\n");
+            
+            
+            
+        }
+    }
+
+    public static <Ta> SortedSet<Ta> exclusiveTailSet(SortedSet<Ta> ts, Ta elem) {
+        Iterator<Ta> iter = ts.tailSet(elem).iterator();
+
+        return ts.tailSet(iter.next());
+    }
+
+    public static void main(String args[]) {
+        NoProblem p = new NoProblem();
+        p.run();
         
 
-        System.out.print(String.format("First: %s\n", ts2.first()));
     }
 }

src/SeSim/Exchange.java

@@ -27,36 +27,36 @@ public class Exchange extends Thread {
 
     }
 
-    public SortedSet <Quote> getQuoteHistory(int seconds){
+    public static long getCurrentTimeSeconds(long div) {
-        Quote last = quoteHistory.last();
+        long ct = System.currentTimeMillis() / 1000*div;
-        long ct = last.time - seconds * 1000;
+        return ct * div;
-        Quote e = new Quote();
+    }
-        e.time=ct;
-        e.time=-1;
-        e.id=3;
-        SortedSet <Quote> qqq  =this.quoteHistory;
     
+    public static long getCurrentTimeSeconds(){
+        return getCurrentTimeSeconds(1);
+    }
 
-        SortedSet<Quote> l = quoteHistory.tailSet(e);
+    public SortedSet<Quote> getQuoteHistory(long start) {
-        e.id=-1;
-        SortedSet<Quote> ll = l.tailSet(e);
 
-        int size = qqq.size();
+        Quote s = new Quote();
-        long fid = qqq.first().id;
+        s.time = start;
+        s.time = 2;
+        s.id = 2;
 
-        System.out.print("SS0: "+qqq.first().id+"\n");
+        TreeSet<Quote> result = new TreeSet<>();
+        result.addAll(this.quoteHistory.tailSet(s));
 
-        
+        return result;
-        return ll;
 
     }
 
-    
+   /* 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  	
     public interface QuoteReceiver {
@@ -105,7 +105,6 @@ public class Exchange extends Thread {
             System.out.println("I was Interrupted");
         }
 
-        
     }
 
     // Here we store the list of quote receivers
@@ -137,12 +136,15 @@ public class Exchange extends Thread {
     public TreeSet<Order> bid;
     public TreeSet<Order> ask;
 
+    private Locker tradelock = new Locker();
+
+    /*
     private final Semaphore available = new Semaphore(1, true);
 
     private void Lock() {
         try {
             available.acquire();
-        } catch (InterruptedException e) {
+        } catch (InterruptedException s) {
             System.out.println("Interrupted\n");
         }
 
@@ -151,7 +153,7 @@ public class Exchange extends Thread {
     private void Unlock() {
         available.release();
     }
-
+     */
     private TreeSet<Order> selectOrderBook(OrderType t) {
 
         switch (t) {
@@ -222,13 +224,13 @@ public class Exchange extends Thread {
     }
 
     public void cancelOrder(Order o) {
-        Lock();
+        tradelock.lock();
         TreeSet<Order> book = this.selectOrderBook(o.type);
         book.remove(o);
         this.updateBookReceivers(o.type);
         o.account.pending.remove(o);
         o.status = OrderStatus.canceled;
-        Unlock();
+        tradelock.unlock();
 
     }
 
@@ -247,7 +249,7 @@ public class Exchange extends Thread {
         src.money += price * volume;
     }
 
-    long nextQuoteId=0;
+    long nextQuoteId = 0;
 
     public void OrderMatching() {
 
@@ -320,18 +322,15 @@ public class Exchange extends Thread {
                 q.price = price;
                 q.time = System.currentTimeMillis();
 
-                
+                q.ask = a.limit;
-                
+                q.bid = b.limit;
-                q.ask=a.limit;
-                q.bid=b.limit;
                 q.id = nextQuoteId++;
 
-
                 this.updateQuoteReceivers(q);
                 this.updateBookReceivers(OrderType.bid);
                 this.updateBookReceivers(OrderType.ask);
 
-/*                System.out.print(
+                /*                System.out.print(
                         "Executed: "
                         + q.price
                         + " / "
@@ -339,7 +338,6 @@ public class Exchange extends Thread {
                         + "\n"
                 );
                  */
-
                 quoteHistory.add(q);
                 continue;
 
@@ -378,7 +376,6 @@ public class Exchange extends Thread {
         if (ret) {
             this.updateBookReceivers(o.type);
         }
-
         return ret;
     }
 
@@ -389,14 +386,13 @@ public class Exchange extends Thread {
             return null;
         }
 
-        Lock();
+        tradelock.lock();
         o.timestamp = System.currentTimeMillis();
-        //System.out.print(o.timestamp + " TS:\n");
         o.id = orderid++;
         addOrder(o);
         o.account.pending.add(o);
         OrderMatching();
-        Unlock();
+        tradelock.unlock();
 
         return o;
     }
@@ -438,10 +434,10 @@ public class Exchange extends Thread {
         return lastprice;
     }
 
-    public double sendOrder(Account o) {
+    /*  public double sendOrder(Account o) {
         return 0.7;
     }
-
+     */
     /**
      *
      */

src/SeSim/Quote.java

@@ -61,10 +61,10 @@ public class Quote implements Comparable {
         int ret; 
         Quote q = (Quote)o;
         
-     /*   ret = (int)(this.time-q.time);
+        ret = (int)(this.time-q.time);
         if (ret !=0)
             return ret;
-        */
+     
         return (int)(this.id-q.id);
     }