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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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8
src/main/java/traders/ManTrader.java
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@ -26,8 +26,8 @@
package traders;
import sesim.Account_old;
import sesim.Trader;
import sesim.TraderConfig;
import sesim.Trader_old;
import sesim.TraderConfig_old;
import sesim.BuyOrder;
@ -37,9 +37,9 @@ import sesim.BuyOrder;
*
* @author 7u83 <7u83@mail.ru>
*/
public class ManTrader extends Trader{
public class ManTrader extends Trader_old{
public ManTrader(Account_old account,TraderConfig config) {
public ManTrader(Account_old account,TraderConfig_old config) {
super(account,config);
}

134
src/main/java/traders/RandomTrader.java
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@ -25,47 +25,143 @@
*/
package traders;
import java.util.Random;
import java.util.Timer;
import java.util.TimerTask;
import sesim.AccountData;
import sesim.AutoTrader;
import sesim.Exchange;
import sesim.Exchange.OrderType;
/**
*
* @author tobias
*/
public class RandomTrader extends AutoTrader{
public class RandomTrader extends AutoTrader {
static Timer timer = new Timer();
enum Event {
CANCEL,
CREATE
}
class NextEvent {
public Event event;
public long time;
NextEvent(Event e, long time) {
this.event = e;
this.time = time;
}
}
public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) {
super(se, money, shares, config);
if (this.config == null) {
this.config = new RandomTraderConfig();
}
}
static Timer timer= new Timer();
@Override
public void start() {
timer.schedule(new TimerTaskImpl(this), 1000);
// timer.schedule(new TimerTaskImpl, date);
}
// config for this trader
//final private RandomTraderConfig_old myconfig;
// 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
*
* @param min minimum value
* @param max maximeum value
* @return the number
*/
protected double getRandom(double min, double max) {
double r = rand.nextDouble();
return (max - min) * r + min;
}
protected int getRandom(int[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, float[] minmax) {
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean doBuy() {
RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
AccountData ad = this.se.getAccountData(account_id);
timer.schedule (new TimerTaskImpl(this), 1000 );
// timer.schedule(new TimerTaskImpl, date);
OrderType type=OrderType.BID;
double money = getRandomAmmount(ad.money, myconfig.sell_volume);
double lp = se.getBestLimit(type);
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
long volume = (int) (money / (limit * 1));
if (volume <= 0) {
return false;
}
return true;
}
protected NextEvent createOrder() {
return new NextEvent(Event.CANCEL, 3000);
}
private static class TimerTaskImpl extends TimerTask {
RandomTrader trader;
NextEvent nextevent;
public TimerTaskImpl(RandomTrader trader) {
this.trader=trader;
this.trader = trader;
}
@Override
public void run(){
System.out.print("Timer \n");
// timer.schedule (this, 1000);
//this.wait(1000);
this.cancel();
timer.schedule(new TimerTaskImpl(trader), 1000);
public void run() {
switch (this.nextevent.event) {
}
this.cancel();
timer.schedule(new TimerTaskImpl(trader), 1000);
}
}
}

50
src/main/java/traders/RandomTraderConfig.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
@ -25,49 +25,27 @@
*/
package traders;
import sesim.Account_old;
import sesim.TraderConfig;
import sesim.AutoTraderConfig;
import sesim.Exchange;
import sesim.AutoTrader;
/**
*
* @author 7u83 <7u83@mail.ru>
* @author tobias
*/
public class RandomTraderConfig extends TraderConfig {
public class RandomTraderConfig extends AutoTraderConfig {
//public long maxage = 1000 * 10 * 1;
/*public long hold_shares_min = 10;
public long hold_shares_max = 30;
public float[] sell_volume = {100, 100};
public float[] sell_limit = {-15, 15};
public int[] sell_order_wait = {15, 33};
public int[] wait_after_sell = {10, 30};
public float buy_volume_min = 10;
*/
/**
* If shares are selled, this specifies
* the minimum and maximum volume to be selled
*/
public float[] sell_volume= {100,100};
public float[] sell_limit = {-15,15};
public int[] sell_order_wait = {15,33};
public int[] wait_after_sell = {10,30};
public float[] buy_volume = {100, 100};
public float[] buy_limit = {-15, 15};
public int[] buy_order_wait = {15, 33};
public int[] wait_after_buy = {10, 30};
public float[] buy_volume={100,100};
public float[] buy_limit = {-15,15};
public int[] buy_order_wait = {15,33};
public int[] wait_after_buy = {10,30};
@Override
public AutoTrader createTrader(Exchange se, long shares, double money) {
Account_old a = new Account_old(se, shares, money);
return new RandomTrader(a, this);
public RandomTrader createTrader(Exchange se, double money, double shares) {
return new traders.RandomTrader(se, money, shares, this);
}
}

73
src/main/java/traders/RandomTraderConfig_old.java Normal file
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@ -0,0 +1,73 @@
/*
* 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 traders;
import sesim.Account_old;
import sesim.TraderConfig_old;
import sesim.Exchange;
import sesim.AutoTrader_old;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class RandomTraderConfig_old extends TraderConfig_old {
//public long maxage = 1000 * 10 * 1;
/*public long hold_shares_min = 10;
public long hold_shares_max = 30;
public float buy_volume_min = 10;
*/
/**
* If shares are selled, this specifies
* the minimum and maximum volume to be selled
*/
public float[] sell_volume= {100,100};
public float[] sell_limit = {-15,15};
public int[] sell_order_wait = {15,33};
public int[] wait_after_sell = {10,30};
public float[] buy_volume={100,100};
public float[] buy_limit = {-15,15};
public int[] buy_order_wait = {15,33};
public int[] wait_after_buy = {10,30};
@Override
public AutoTrader_old createTrader(Exchange se, long shares, double money) {
Account_old a = new Account_old(se, shares, money);
return new RandomTrader_old(a, this);
}
}

251
src/main/java/traders/RandomTrader_old.java Normal file
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@ -0,0 +1,251 @@
/*
* 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 traders;
import sesim.Account_old;
import sesim.Order_old;
import java.util.Random;
import sesim.AutoTrader_old;
import sesim.TraderConfig_old;
public class RandomTrader_old extends AutoTrader_old {
protected enum Action {
sell,buy
}
// config for this trader
final private RandomTraderConfig_old myconfig;
// object to generate random numbers
final private Random rand = new Random();
public RandomTrader_old(Account_old account, TraderConfig_old config) {
super(account, config);
if (config == null) {
config = new RandomTraderConfig_old();
}
myconfig = (RandomTraderConfig_old) config;
}
/**
* Get a (long) random number between min an max
*
* @param min minimum value
* @param max maximeum value
* @return the number
*/
protected double getRandom(double min, double max) {
double r = rand.nextDouble();
return (max - min) * r + min;
}
protected int getRandom(int[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, float[] minmax) {
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean waitForOrder(long seconds) {
for (int i = 0; (i < seconds) && (0 != account.pending.size()); i++) {
doSleep(1);
}
if (account.pending.size() != 0) {
Order_old o = account.pending.get(0);
account.se.cancelOrder(o);
return false;
}
return true;
}
public boolean doBuy() {
double money = getRandomAmmount(account.money, myconfig.sell_volume);
double lp = account.se.getlastprice();
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
long volume = (int) (money / (limit * 1));
if (volume <= 0) {
return false;
}
buy(volume, limit);
return waitForOrder(getRandom(myconfig.buy_order_wait));
}
public boolean doSell() {
long volume;
volume = (long) Math.round(getRandomAmmount(account.shares, myconfig.sell_volume));
double lp = account.se.getlastprice();
double limit;
limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
sell(volume, limit);
return waitForOrder(getRandom(myconfig.sell_order_wait));
}
/* private boolean monitorTrades() {
int numpending = account.pending.size();
if (numpending == 0) {
// System.out.print("RT: pending = 0 - return false\n");
return false;
}
Order_old o = account.pending.get(0);
long age = o.getAge();
// System.out.print("RT: age is: "+age+"\n");
if (age > myconfig.maxage) {
// System.out.print("MaxAge is"+myconfig.maxage+"\n");
account.se.cancelOrder(o);
// System.out.print("Age reached - canel return false\n");
return false;
}
//System.out.print("RT: monitor return true\n");
return true;
}
*/
public void trade() {
float am[] = {-10, 200};
double x = Math.round(this.getRandomAmmount(1000, am));
/* System.out.print(
"Random:"
+ x
+ "\n"
);
*/
/*
// System.out.print("RT: Now trading\n");
if (monitorTrades()) {
return;
}
// What next to do?
int action = rand.nextInt(5);
if (account.money < 10 && account.shares < 5) {
System.out.print("I'm almost ruined\n");
}
if (action == 1) {
doBuy();
return;
}
if (action == 2) {
doSell();
return;
}
*/
}
protected Action getAction() {
if (rand.nextInt(2)==0){
return Action.buy;
}
else{
return Action.sell;
}
}
@Override
public void run() {
System.out.print("Starting Random Trader\n");
while (true) {
// What next to do?
Action action = getAction();
if (account.isRuined()) {
// System.out.print("I'm ruined\n");
// System.exit(0);
}
boolean rc;
// action=1;
switch (action) {
case sell:
if (account.shares <= 0) {
// we have no shares
continue;
}
// System.out.print("Sell\n");
rc = doSell();
if (!rc) {
continue;
}
// System.out.print("Sold\n");
doSleep(getRandom(myconfig.wait_after_sell));
// System.out.print("Next\n");
break;
case buy:
if (account.money <= 0) {
// we have no money
continue;
}
// System.out.print("Sell\n");
rc = doBuy();
if (!rc) {
continue;
}
// System.out.print("Bought\n");
doSleep(getRandom(myconfig.wait_after_buy));
// System.out.print("Next\n");
break;
}
// doSleep(1);
}
}
}

6
src/main/java/traders/SwitchingTrader.java
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@ -26,18 +26,18 @@
package traders;
import sesim.Account_old;
import sesim.TraderConfig;
import sesim.TraderConfig_old;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class SwitchingTrader extends RandomTrader{
public class SwitchingTrader extends RandomTrader_old{
private Action mode;
public SwitchingTrader(Account_old account, TraderConfig config) {
public SwitchingTrader(Account_old account, TraderConfig_old config) {
super(account, config);
// System.out.print("SWTrader Created\n");

6
src/main/java/traders/SwitchingTraderConfig.java
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@ -26,17 +26,17 @@
package traders;
import sesim.Account_old;
import sesim.AutoTrader;
import sesim.AutoTrader_old;
import sesim.Exchange;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class SwitchingTraderConfig extends RandomTraderConfig {
public class SwitchingTraderConfig extends RandomTraderConfig_old {
@Override
public AutoTrader createTrader(Exchange se, long shares, double money) {
public AutoTrader_old createTrader(Exchange se, long shares, double money) {
Account_old a = new Account_old(se, shares, money);
System.out.print("Returning a new sw trader\n");
return new SwitchingTrader(a, this);