worknig on new random trader

This commit is contained in:
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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@ -25,15 +25,16 @@
*/ */
package gui; package gui;
import traders.RandomTraderConfig; import traders.RandomTraderConfig_old;
import traders.SwitchingTraderConfig; import traders.SwitchingTraderConfig;
import sesim.Account_old;
import sesim.AutoTraderLIst; import sesim.AutoTraderLIst;
import sesim.Exchange; import sesim.Exchange;
import sesim.BuyOrder; import sesim.BuyOrder;
import javax.swing.UIManager; import javax.swing.UIManager;
import javax.swing.*; import javax.swing.*;
import sesim.AccountData; import sesim.AccountData;
import traders.RandomTrader;
import traders.RandomTraderConfig;
/** /**
@ -59,11 +60,11 @@ public class MainWin extends javax.swing.JFrame {
AccountData a1 = se.getAccountData(aid1); AccountData a1 = se.getAccountData(aid1);
AccountData a2 = se.getAccountData(aid2); AccountData a2 = se.getAccountData(aid2);
se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11.9);
se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11); se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11);
se.createOrder(aid2, Exchange.OrderType.ASK, 10, 10); se.createOrder(aid2, Exchange.OrderType.ASK, 10, 10);
se.createOrder(aid2, Exchange.OrderType.ASK, 10, 9); se.createOrder(aid2, Exchange.OrderType.ASK, 10, 9);
se.createOrder(aid1, Exchange.OrderType.BID, 50, 7); se.createOrder(aid1, Exchange.OrderType.BID, 50, 11);
/* /*
System.out.print("Exec Orders\n"); System.out.print("Exec Orders\n");
@ -78,7 +79,7 @@ public class MainWin extends javax.swing.JFrame {
/* /*
AutoTraderLIst at = new AutoTraderLIst(); AutoTraderLIst at = new AutoTraderLIst();
// RandomTraderConfig rcfg = new RandomTraderConfig(); // RandomTraderConfig_old rcfg = new RandomTraderConfig_old();
SwitchingTraderConfig rcfg = new SwitchingTraderConfig(); SwitchingTraderConfig rcfg = new SwitchingTraderConfig();
at.add(1000, rcfg, se, 100, 0); at.add(1000, rcfg, se, 100, 0);
at.add(1000, rcfg, se, 0, 10000); at.add(1000, rcfg, se, 0, 10000);
@ -184,8 +185,17 @@ public class MainWin extends javax.swing.JFrame {
public static void main(String args[]) { public static void main(String args[]) {
se = new Exchange(); se = new Exchange();
myAccount = new Account_old(se,1000,100000000.0);
myTrader = new traders.ManTrader(myAccount,null);
RandomTraderConfig rcfg = new RandomTraderConfig();
RandomTrader rt = rcfg.createTrader(se, 100, 100);
//RandomTrader rt = new RandomTrader();
//rt.start();
// myAccount = new Account_old(se,1000,100000000.0);
// myTrader = new traders.ManTrader(myAccount,null);
/* Account_old otherAccount = new Account_old(se,1000,1000); /* Account_old otherAccount = new Account_old(se,1000,1000);
Traders.ManTrader otherTrader = new Traders.ManTrader(otherAccount); Traders.ManTrader otherTrader = new Traders.ManTrader(otherAccount);

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@ -1,5 +1,5 @@
/* /*
* Copyright (c) 2016, 7u83 <7u83@mail.ru> * Copyright (c) 2017, tobias
* All rights reserved. * All rights reserved.
* *
* Redistribution and use in source and binary forms, with or without * Redistribution and use in source and binary forms, with or without
@ -25,41 +25,31 @@
*/ */
package sesim; 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 abstract class AutoTrader {
public AutoTrader(Account_old account, TraderConfig config) { protected double account_id;
super(account, config); 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) { /*public AutoTrader(Exchange se, double money, double shares){
try { this(se,money,shares,null);
sleep(seconds * 1000);
} catch (InterruptedException e) {
}
} }
*/
public void start() { public abstract 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();
}
} }

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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);
}

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@ -31,10 +31,10 @@ package sesim;
*/ */
public class AutoTraderLIst { 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++) { 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); // TraderRunner tr = new TraderRunner(trader);
trader.start(); trader.start();

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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();
}
}

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@ -16,6 +16,8 @@ public class Exchange extends Thread {
BID, ASK BID, ASK
} }
IDGenerator account_id = new IDGenerator(); IDGenerator account_id = new IDGenerator();
private class Account implements Comparable { private class Account implements Comparable {
@ -612,11 +614,27 @@ public class Exchange extends Thread {
a.orders.put(o.id, o); a.orders.put(o.id, o);
this.executeOrders(); this.executeOrders();
this.updateBookReceivers(type); this.updateBookReceivers(OrderType.ASK);
this.updateBookReceivers(OrderType.BID);
return o.id; 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) { public AccountData getAccountData(double account_id) {
Account a = accounts.get(account_id); Account a = accounts.get(account_id);
if (a == null) { if (a == null) {

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

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

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@ -26,8 +26,8 @@
package traders; package traders;
import sesim.Account_old; import sesim.Account_old;
import sesim.Trader; import sesim.Trader_old;
import sesim.TraderConfig; import sesim.TraderConfig_old;
import sesim.BuyOrder; import sesim.BuyOrder;
@ -37,9 +37,9 @@ import sesim.BuyOrder;
* *
* @author 7u83 <7u83@mail.ru> * @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); super(account,config);
} }

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@ -25,43 +25,139 @@
*/ */
package traders; package traders;
import java.util.Random;
import java.util.Timer; import java.util.Timer;
import java.util.TimerTask; import java.util.TimerTask;
import sesim.AccountData;
import sesim.AutoTrader; import sesim.AutoTrader;
import sesim.Exchange;
import sesim.Exchange.OrderType;
/** /**
* *
* @author tobias * @author tobias
*/ */
public class RandomTrader extends AutoTrader{ public class RandomTrader extends AutoTrader {
static Timer timer= new Timer(); 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();
}
}
@Override @Override
public void start() { public void start() {
timer.schedule (new TimerTaskImpl(this), 1000 ); timer.schedule(new TimerTaskImpl(this), 1000);
// timer.schedule(new TimerTaskImpl, date); // timer.schedule(new TimerTaskImpl, date);
} }
private static class TimerTaskImpl extends TimerTask { // config for this trader
RandomTrader 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);
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) { public TimerTaskImpl(RandomTrader trader) {
this.trader=trader; this.trader = trader;
} }
@Override @Override
public void run(){ public void run() {
System.out.print("Timer \n"); switch (this.nextevent.event) {
// timer.schedule (this, 1000);
}
//this.wait(1000);
this.cancel(); this.cancel();
timer.schedule(new TimerTaskImpl(trader), 1000); timer.schedule(new TimerTaskImpl(trader), 1000);

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@ -1,5 +1,5 @@
/* /*
* Copyright (c) 2016, 7u83 <7u83@mail.ru> * Copyright (c) 2017, tobias
* All rights reserved. * All rights reserved.
* *
* Redistribution and use in source and binary forms, with or without * Redistribution and use in source and binary forms, with or without
@ -25,49 +25,27 @@
*/ */
package traders; package traders;
import sesim.Account_old; import sesim.AutoTraderConfig;
import sesim.TraderConfig;
import sesim.Exchange; 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 float[] sell_volume = {100, 100};
public float[] sell_limit = {-15, 15};
public int[] sell_order_wait = {15, 33};
/*public long hold_shares_min = 10; public int[] wait_after_sell = {10, 30};
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};
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 @Override
public AutoTrader createTrader(Exchange se, long shares, double money) { public RandomTrader createTrader(Exchange se, double money, double shares) {
Account_old a = new Account_old(se, shares, money); return new traders.RandomTrader(se, money, shares, this);
return new RandomTrader(a, this);
} }
} }

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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);
}
}

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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);
}
}
}

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

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