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Scheduler 0.0000001

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7u83 2017-01-16 21:30:10 +01:00
parent 9c60f7c521
commit ebe3f7e6f4
6 changed files with 143 additions and 160 deletions
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3
src/main/java/gui/MainWin.java
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@ -194,6 +194,7 @@ public class MainWin extends javax.swing.JFrame {
public static void main(String args[]) {
se = new Exchange();
se.timer.start();
//RandomTraderConfig rcfg = new RandomTraderConfig();
@ -214,7 +215,7 @@ public class MainWin extends javax.swing.JFrame {
// SwitchingTraderConfig cfg = new SwitchingTraderConfig();
RandomTraderConfig cfg= new RandomTraderConfig();
for (int i=0; i<10; i++){
for (int i=0; i<1; i++){
AutoTrader randt = cfg.createTrader(se, 100000, 0);
randt.setName("Alice");

40
src/main/java/sesim/AutoTrader.java
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@ -1,5 +1,5 @@
/*
* Copyright (c) 2017, tobias
* Copyright (c) 2017, 7u83
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
@ -27,36 +27,32 @@ package sesim;
/**
*
* @author tobias
* @author 7u83
*/
public abstract class AutoTrader {
public abstract class AutoTrader implements Scheduler.TimerTask {
protected double account_id;
protected Exchange se;
protected AutoTraderConfig config;
protected String name;
public AutoTrader(Exchange se, double money, double shares, AutoTraderConfig config){
public AutoTrader(Exchange se, double money, double shares, AutoTraderConfig config) {
account_id = se.createAccount(money, shares);
this.se=se;
this.config=config;
this.name="";
this.se = se;
this.config = config;
this.name = "";
}
public void setName(String name){
this.name=name;
public void setName(String name) {
this.name = name;
}
public String getName(){
public String getName() {
return name;
}
public abstract void start();
}

17
src/main/java/sesim/Exchange.java
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@ -16,7 +16,9 @@ public class Exchange { //extends Thread {
}
IDGenerator account_id = new IDGenerator();
public static Timer timer = new Timer();
//public static Timer timer = new Timer();
public Scheduler timer = new Scheduler();
/**
*
@ -174,8 +176,21 @@ public class Exchange { //extends Thread {
//SortedSet b = new TreeSet(new OrderComparator(type));
order_books.put(type, new TreeSet(new OrderComparator(type)));
}
}
/*public interface TimerEvent {
long timerEvent();
}
*/
void start(){
timer.start();
}
class BidBook extends TreeSet {

67
src/main/java/sesim/Scheduler.java
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@ -40,21 +40,27 @@ public class Scheduler extends Thread {
long multiply = 1;
private final SortedMap<Long, SortedSet<TimerEvent>> event_queue = new TreeMap<>();
private boolean stop = false;
private final SortedMap<Long, SortedSet<TimerTask>> event_queue = new TreeMap<>();
private boolean halt = false;
public interface TimerTask {
long timerTask();
}
/**\
*
*/
public void halt() {
stop = true;
halt = true;
synchronized (event_queue) {
event_queue.notifyAll();
}
}
public interface TimerEvent {
long timerEvent();
}
/**
*
*/
private class ObjectComparator implements Comparator<Object> {
@Override
@ -63,41 +69,40 @@ public class Scheduler extends Thread {
}
}
public long getCurrentTimeMillies() {
public long currentTimeMillis() {
return System.currentTimeMillis();
}
public void startEvent(TimerEvent e, long time) {
long evtime = time + this.getCurrentTimeMillies();
/**
*
* @param e
* @param time
*/
public void startTimerEvent(TimerTask e, long time) {
long evtime = time + this.currentTimeMillis();
synchronized (event_queue) {
SortedSet<TimerEvent> s = event_queue.get(evtime);
if (s == null) {
s = new TreeSet<>(new ObjectComparator());
event_queue.put(evtime, s);
}
s.add(e);
this.addEvent(e, time);
}
synchronized (this) {
notify();
}
}
public long fireEvent(TimerEvent e) {
return e.timerEvent();
public long fireEvent(TimerTask e) {
return e.timerTask();
}
private void addEvent(TimerEvent e, long time) {
private boolean addEvent(TimerTask e, long time) {
long evtime = time + this.getCurrentTimeMillies();
long evtime = time + this.currentTimeMillis();
SortedSet<TimerEvent> s = event_queue.get(evtime);
SortedSet<TimerTask> s = event_queue.get(evtime);
if (s == null) {
s = new TreeSet<>(new ObjectComparator());
event_queue.put(evtime, s);
}
s.add(e);
return s.add(e);
}
public long runEvents() {
@ -106,23 +111,20 @@ public class Scheduler extends Thread {
return -1;
}
long t = event_queue.firstKey();
if (t <= this.getCurrentTimeMillies()) {
if (t <= this.currentTimeMillis()) {
SortedSet s = event_queue.get(t);
event_queue.remove(t);
Iterator<TimerEvent> it = s.iterator();
Iterator<TimerTask> it = s.iterator();
while (it.hasNext()) {
TimerEvent e = it.next();
TimerTask e = it.next();
long next_t = this.fireEvent(e);
this.addEvent(e, next_t);
}
return 0;
} else {
return t - this.getCurrentTimeMillies();
return t - this.currentTimeMillis();
}
}
@ -130,7 +132,7 @@ public class Scheduler extends Thread {
@Override
public void run() {
while (!stop) {
while (!halt) {
long wtime = runEvents();
if (wtime == 0) {
continue;
@ -144,6 +146,7 @@ public class Scheduler extends Thread {
wait();
}
} catch (Exception e) {
}
}
}

166
src/main/java/traders/RandomTrader.java
View File

@ -27,7 +27,7 @@ package traders;
import java.util.*;
import java.util.Random;
import java.util.TimerTask;
//import java.util.TimerTask;
/*import sesim.AccountData;*/
import sesim.AutoTrader;
@ -42,33 +42,14 @@ import sesim.*;
*/
public class RandomTrader extends AutoTrader {
//static Timer timer = new Timer();
/* enum Event {
CANCEL,
CREATE
}
*/
public long megaLoop(){
long rc=0;
for (int i=0; i<1; i++){
rc+=i;
// System.out.print(rc+"\n");
}
return rc;
}
long event(){
if ("Alice".equals(this.name)){
megaLoop();
}
long event() {
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
// System.out.print(String.format("%s: %.0f/%.2f\n", this.getName(),a.getShares(),a.getMoney()));
return rc;
long rc = this.doTrade();
return rc/3;
}
public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) {
super(se, money, shares, config);
@ -77,29 +58,37 @@ public class RandomTrader extends AutoTrader {
}
}
protected enum Action {
BUY,SELL,RANDOM
@Override
public long timerTask() {
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
return rc/33;
// return this.event();
}
protected Action getAction() {
if (rand.nextInt(2)==0){
protected enum Action {
BUY, SELL, RANDOM
}
protected Action getAction() {
if (rand.nextInt(2) == 0) {
return Action.BUY;
}
else{
} else {
return Action.SELL;
}
}
double start = 0.1;
Timer timer=new Timer();
//Timer timer = new Timer();
@Override
public void start() {
timer.schedule(new TimerTaskImpl(this,timer), 0);
// timer.schedule(new TimerTaskImpl(this, timer), 0);
se.timer.startTimerEvent(this, 0);
// timer.schedule(new TimerTaskImpl, date);
}
@ -109,7 +98,6 @@ public class RandomTrader extends AutoTrader {
// object to generate random numbers
final private Random rand = new Random();
/**
* Get a (long) random number between min an max
*
@ -137,46 +125,43 @@ public class RandomTrader extends AutoTrader {
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public long cancelOrders(){
public long cancelOrders() {
int n = se.getNumberOfOpenOrders(account_id);
// System.out.print("Open Orders: "+n+"\n");
if (n>0){
if (n > 0) {
// System.out.print("Want to killń\n");
AccountData ad = se.getAccountData(account_id);
Iterator <OrderData> it = ad.orders.iterator();
while (it.hasNext()){
OrderData od=it.next();
Iterator<OrderData> it = ad.orders.iterator();
while (it.hasNext()) {
OrderData od = it.next();
boolean rc = se.cancelOrder(account_id, od.id);
// System.out.print("killer rc "+rc+"\n");
// System.out.print("Killing: "+od.id+"\n");
// System.out.print("Killing: "+od.id+"\n");
}
}
return n;
}
public long doBuy() {
RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
AccountData ad = this.se.getAccountData(account_id);
OrderType type=OrderType.BID;
if (ad==null || myconfig==null) {
System.out.print(ad+"\n");
return 0;
}
OrderType type = OrderType.BID;
if (ad == null || myconfig == null) {
System.out.print(ad + "\n");
return 0;
}
// how much money we ant to envest?
double money = getRandomAmmount(ad.money, myconfig.buy_volume);
Quote q = se.getCurrentPrice();
double lp = q == null ? start : q.price;
Quote q = se.getCurrentPrice();
double lp = q == null ? start : q.price;
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
@ -184,37 +169,26 @@ if (ad==null || myconfig==null) {
if (volume <= 0) {
return 0;
}
// System.out.print("Volume is:"+volume+"\n");
// System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n");
se.createOrder(account_id, type, volume, limit);
return getRandom(myconfig.buy_order_wait);
return getRandom(myconfig.buy_order_wait);
}
public long doSell() {
RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
AccountData ad = this.se.getAccountData(account_id);
OrderType type=OrderType.ASK;
OrderType type = OrderType.ASK;
// how much money we ant to envest?
double volume = (long)getRandomAmmount(ad.shares, myconfig.sell_volume);
double volume = (long) getRandomAmmount(ad.shares, myconfig.sell_volume);
// double lp = 100.0; //se.getBestLimit(type);
// double lp = 100.0; //se.getBestLimit(type);
Quote q = se.getCurrentPrice();
double lp = q == null ? start : q.price;
double lp = q == null ? start : q.price;
double limit;
limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
@ -223,37 +197,30 @@ if (ad==null || myconfig==null) {
System.out.print("SellVolume 0\n");
return 0;
}
// System.out.print("Volume is:"+volume+"\n");
// System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");
// System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");
se.createOrder(account_id, type, volume, limit);
return getRandom(myconfig.sell_order_wait);
}
long doTrade(){
long doTrade() {
cancelOrders();
Action a = getAction();
switch (a){
switch (a) {
case BUY:
return doBuy();
case SELL:
return doSell();
}
return 0;
}
/*
private static class TimerTaskImpl extends TimerTask {
RandomTrader trader;
@ -261,20 +228,21 @@ if (ad==null || myconfig==null) {
public TimerTaskImpl(RandomTrader trader, Timer timer) {
this.trader = trader;
this.timer=timer;
this.timer = timer;
}
@Override
public void run() {
long time = trader.event();
time/=1;
time /= 100;
this.cancel();
timer.schedule(new TimerTaskImpl(trader,timer), time);
timer.schedule(new TimerTaskImpl(trader, timer), time);
}
}
*/
}

10
src/test/java/sesim/Test.java
View File

@ -70,10 +70,10 @@ public class Test {
Scheduler s = new Scheduler();
s.start();
class Ev implements Scheduler.TimerEvent{
class Ev implements Scheduler.TimerTask{
@Override
public long timerEvent() {
public long timerTask() {
System.out.printf("Timer Event Occured %s\n",name);
if ("Ev1".equals(this.name))
return 2000;
@ -92,8 +92,8 @@ public class Test {
Ev e2 = new Ev("Eb2");
s.startEvent(e1, 0);
s.startEvent(e2, 0);
s.startTimerEvent(e1, 0);
s.startTimerEvent(e2, 0);
try
{
@ -110,7 +110,7 @@ public class Test {
System.out.print("All isstopped\n");
// s.startEvent(e2, 100);
// s.startTimerEvent(e2, 100);