Scheduler 0.0000001

This commit is contained in:
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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@ -194,6 +194,7 @@ 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();
se.timer.start();
//RandomTraderConfig rcfg = new RandomTraderConfig(); //RandomTraderConfig rcfg = new RandomTraderConfig();
@ -214,7 +215,7 @@ public class MainWin extends javax.swing.JFrame {
// SwitchingTraderConfig cfg = new SwitchingTraderConfig(); // SwitchingTraderConfig cfg = new SwitchingTraderConfig();
RandomTraderConfig cfg= new RandomTraderConfig(); 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); AutoTrader randt = cfg.createTrader(se, 100000, 0);
randt.setName("Alice"); randt.setName("Alice");

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@ -1,5 +1,5 @@
/* /*
* Copyright (c) 2017, tobias * Copyright (c) 2017, 7u83
* 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
@ -27,9 +27,9 @@ package sesim;
/** /**
* *
* @author tobias * @author 7u83
*/ */
public abstract class AutoTrader { public abstract class AutoTrader implements Scheduler.TimerTask {
protected double account_id; protected double account_id;
protected Exchange se; protected Exchange se;
@ -37,9 +37,6 @@ public abstract class AutoTrader {
protected String name; 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); account_id = se.createAccount(money, shares);
this.se = se; this.se = se;
@ -58,5 +55,4 @@ public abstract class AutoTrader {
public abstract void start(); public abstract void start();
} }

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@ -16,7 +16,9 @@ public class Exchange { //extends Thread {
} }
IDGenerator account_id = new IDGenerator(); IDGenerator account_id = new IDGenerator();
public static Timer timer = new Timer(); //public static Timer timer = new Timer();
public Scheduler timer = new Scheduler();
/** /**
* *
@ -175,8 +177,21 @@ public class Exchange { //extends Thread {
order_books.put(type, 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 { class BidBook extends TreeSet {
TreeSet t = new TreeSet(); TreeSet t = new TreeSet();

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

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@ -27,7 +27,7 @@ package traders;
import java.util.*; import java.util.*;
import java.util.Random; import java.util.Random;
import java.util.TimerTask; //import java.util.TimerTask;
/*import sesim.AccountData;*/ /*import sesim.AccountData;*/
import sesim.AutoTrader; import sesim.AutoTrader;
@ -42,34 +42,15 @@ import sesim.*;
*/ */
public class RandomTrader extends AutoTrader { 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() { long event() {
if ("Alice".equals(this.name)){
megaLoop();
}
sesim.Exchange.Account a = se.getAccount(account_id); sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade(); long rc = this.doTrade();
// System.out.print(String.format("%s: %.0f/%.2f\n", this.getName(),a.getShares(),a.getMoney())); return rc/3;
return rc;
} }
public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) { public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) {
super(se, money, shares, config); super(se, money, shares, config);
if (this.config == null) { if (this.config == null) {
@ -78,6 +59,15 @@ public class RandomTrader extends AutoTrader {
} }
@Override
public long timerTask() {
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
return rc/33;
// return this.event();
}
protected enum Action { protected enum Action {
BUY, SELL, RANDOM BUY, SELL, RANDOM
} }
@ -85,21 +75,20 @@ public class RandomTrader extends AutoTrader {
protected Action getAction() { protected Action getAction() {
if (rand.nextInt(2) == 0) { if (rand.nextInt(2) == 0) {
return Action.BUY; return Action.BUY;
} } else {
else{
return Action.SELL; return Action.SELL;
} }
} }
double start = 0.1; double start = 0.1;
Timer timer=new Timer(); //Timer timer = new Timer();
@Override @Override
public void start() { 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); // timer.schedule(new TimerTaskImpl, date);
} }
@ -109,7 +98,6 @@ public class RandomTrader extends AutoTrader {
// object to generate random numbers // object to generate random numbers
final private Random rand = new Random(); final private Random rand = new Random();
/** /**
* Get a (long) random number between min an max * Get a (long) random number between min an max
* *
@ -138,7 +126,6 @@ public class RandomTrader extends AutoTrader {
return getRandom(min, max); return getRandom(min, max);
} }
public long cancelOrders() { public long cancelOrders() {
int n = se.getNumberOfOpenOrders(account_id); int n = se.getNumberOfOpenOrders(account_id);
// System.out.print("Open Orders: "+n+"\n"); // System.out.print("Open Orders: "+n+"\n");
@ -175,8 +162,6 @@ if (ad==null || myconfig==null) {
Quote q = se.getCurrentPrice(); Quote q = se.getCurrentPrice();
double lp = q == null ? start : q.price; double lp = q == null ? start : q.price;
double limit; double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit); limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
@ -185,36 +170,25 @@ if (ad==null || myconfig==null) {
return 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); se.createOrder(account_id, type, volume, limit);
return getRandom(myconfig.buy_order_wait); return getRandom(myconfig.buy_order_wait);
} }
public long doSell() { public long doSell() {
RandomTraderConfig myconfig = (RandomTraderConfig) this.config; RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
AccountData ad = this.se.getAccountData(account_id); AccountData ad = this.se.getAccountData(account_id);
OrderType type = OrderType.ASK; OrderType type = OrderType.ASK;
// how much money we ant to envest? // 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(); Quote q = se.getCurrentPrice();
double lp = q == null ? start : q.price; double lp = q == null ? start : q.price;
double limit; double limit;
limit = lp + getRandomAmmount(lp, myconfig.sell_limit); limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
@ -226,18 +200,12 @@ if (ad==null || myconfig==null) {
// System.out.print("Volume is:"+volume+"\n"); // 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); se.createOrder(account_id, type, volume, limit);
return getRandom(myconfig.sell_order_wait); return getRandom(myconfig.sell_order_wait);
} }
long doTrade() { long doTrade() {
cancelOrders(); cancelOrders();
Action a = getAction(); Action a = getAction();
@ -247,13 +215,12 @@ if (ad==null || myconfig==null) {
case SELL: case SELL:
return doSell(); return doSell();
} }
return 0; return 0;
} }
/*
private static class TimerTaskImpl extends TimerTask { private static class TimerTaskImpl extends TimerTask {
RandomTrader trader; RandomTrader trader;
@ -269,12 +236,13 @@ if (ad==null || myconfig==null) {
public void run() { public void run() {
long time = trader.event(); long time = trader.event();
time/=1; time /= 100;
this.cancel(); this.cancel();
timer.schedule(new TimerTaskImpl(trader, timer), time); timer.schedule(new TimerTaskImpl(trader, timer), time);
} }
} }
*/
} }

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