7u83/OpenSeSim
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worknig on new random trader

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7u83
2017-01-11 19:11:17 +01:00
parent 5e49190e8c
commit d866f33fea
15 changed files with 629 additions and 120 deletions
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56
src/main/java/sesim/AutoTrader.java
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@ -1,5 +1,5 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* Copyright (c) 2017, tobias
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
@ -25,41 +25,31 @@
*/
package sesim;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
/**
*
* @author 7u83 <7u83@mail.ru>
* @author tobias
*/
public abstract class AutoTrader extends Trader implements Runnable {
public AutoTrader(Account_old account, TraderConfig config) {
super(account, config);
public abstract class AutoTrader {
protected double account_id;
protected Exchange se;
protected AutoTraderConfig config;
public AutoTrader(Exchange se, double money, double shares, AutoTraderConfig config){
account_id = se.createAccount(money, shares);
this.se=se;
this.config=config;
}
protected void doSleep(int seconds) {
try {
sleep(seconds * 1000);
} catch (InterruptedException e) {
}
/*public AutoTrader(Exchange se, double money, double shares){
this(se,money,shares,null);
}
public void start() {
System.out.print("Starting AutoTrader\n");
class Runner extends Thread {
AutoTrader trader;
@Override
public void run() {
trader.run();
}
}
Runner r = new Runner();
r.trader = this;
r.start();
}
*/
public abstract void start();
}

34
src/main/java/sesim/AutoTraderConfig.java Normal file
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@ -0,0 +1,34 @@
/*
* Copyright (c) 2017, tobias
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package sesim;
/**
*
* @author tobias
*/
public abstract class AutoTraderConfig {
public abstract AutoTrader createTrader(Exchange se, double money, double shares);
}

4
src/main/java/sesim/AutoTraderLIst.java
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@ -31,10 +31,10 @@ package sesim;
*/
public class AutoTraderLIst {
public void add(int n, TraderConfig config, Exchange se, long shares, double money) {
public void add(int n, TraderConfig_old config, Exchange se, long shares, double money) {
for (int i = 0; i < n; i++) {
AutoTrader trader = config.createTrader(se, shares, money);
AutoTrader_old trader = config.createTrader(se, shares, money);
// TraderRunner tr = new TraderRunner(trader);
trader.start();

64
src/main/java/sesim/AutoTrader_old.java Normal file
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@ -0,0 +1,64 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package sesim;
import static java.lang.Thread.sleep;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public abstract class AutoTrader_old extends Trader_old implements Runnable {
public AutoTrader_old(Account_old account, TraderConfig_old config) {
super(account, config);
}
protected void doSleep(int seconds) {
try {
sleep(seconds * 1000);
} catch (InterruptedException e) {
}
}
public void start() {
System.out.print("Starting AutoTrader\n");
class Runner extends Thread {
AutoTrader_old trader;
@Override
public void run() {
trader.run();
}
}
Runner r = new Runner();
r.trader = this;
r.start();
}
}

22
src/main/java/sesim/Exchange.java
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@ -15,6 +15,8 @@ public class Exchange extends Thread {
public enum OrderType {
BID, ASK
}
IDGenerator account_id = new IDGenerator();
@ -612,11 +614,27 @@ public class Exchange extends Thread {
a.orders.put(o.id, o);
this.executeOrders();
this.updateBookReceivers(type);
this.updateBookReceivers(OrderType.ASK);
this.updateBookReceivers(OrderType.BID);
return o.id;
}
public double getBestLimit(OrderType type){
Order o = order_books.get(type).first();
if (o==null){
return -1;
}
return o.limit;
}
public int getNumberOfOpenOrders(double account_id){
Account a=accounts.get(account_id);
if (a==null)
return 0;
return a.orders.size();
}
public AccountData getAccountData(double account_id) {
Account a = accounts.get(account_id);
if (a == null) {

4
src/main/java/sesim/TraderConfig.java → src/main/java/sesim/TraderConfig_old.java
View File

@ -29,8 +29,8 @@ package sesim;
*
* @author 7u83 <7u83@mail.ru>
*/
public abstract class TraderConfig{
public abstract class TraderConfig_old{
String name;
public abstract AutoTrader createTrader(Exchange se, long shares, double money);
public abstract AutoTrader_old createTrader(Exchange se, long shares, double money);
}

13
src/main/java/sesim/Trader.java → src/main/java/sesim/Trader_old.java
View File

@ -25,18 +25,13 @@
*/
package sesim;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
public abstract class Trader {
public abstract class Trader_old {
public String name = null;
public Account_old account;
public TraderConfig config;
public TraderConfig_old config;
public void sell(long shares, double limit){
account.sell(shares, limit);
@ -51,7 +46,7 @@ public abstract class Trader {
* @param account Account_old for this trader
* @param config Configration for this trader
*/
public Trader(Account_old account, TraderConfig config){
public Trader_old(Account_old account, TraderConfig_old config){
this.account=account;
this.config=config;
}
@ -61,7 +56,7 @@ public abstract class Trader {
* The Trader object shoul initialize a default config
* @param account
*/
public Trader(Account_old account){
public Trader_old(Account_old account){
this(account,null);
}