Statistics are working with low/high etc.

This commit is contained in:
7u83 2017-04-10 20:03:51 +02:00
parent 9089e8f8b1
commit f0888a55d0
3 changed files with 98 additions and 16 deletions

View File

@ -1,4 +1,4 @@
#Sun, 09 Apr 2017 23:54:11 +0200
#Mon, 10 Apr 2017 19:52:24 +0200
annotation.processing.enabled=true
annotation.processing.enabled.in.editor=false
annotation.processing.processors.list=

View File

@ -49,6 +49,22 @@ public class Statistics extends javax.swing.JPanel {
tradesLabel.setText(String.format("%d", s.trades));
if (s.heigh == null){
labelHigh.setText("--");
}
else {
labelHigh.setText(Globals.se.getMoneyFormatter().format(s.heigh));
}
if (s.low == null){
labelLow.setText("--");
}
else {
labelLow.setText(Globals.se.getMoneyFormatter().format(s.low));
}
}
}, 1000, 1000);

View File

@ -1,5 +1,6 @@
package sesim;
import java.text.DecimalFormat;
import java.util.*;
import java.util.concurrent.ConcurrentLinkedQueue;
import java.util.concurrent.ConcurrentHashMap;
@ -19,6 +20,8 @@ public class Exchange {
ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
private double money_df = 10000;
private int money_decimals=2;
DecimalFormat money_formatter;
/**
* Set the number of decimals used with money
@ -27,9 +30,13 @@ public class Exchange {
*/
public void setMoneyDecimals(int n) {
money_df = Math.pow(10, n);
money_decimals=n;
money_formatter=getFormatter(n);
}
private double shares_df = 1;
private double shares_decimals=0;
private DecimalFormat shares_formatter;
/**
* Set the number of decimals for shares
@ -38,6 +45,8 @@ public class Exchange {
*/
public void setSharesDecimals(int n) {
shares_df = Math.pow(10, n);
shares_decimals=n;
shares_formatter = getFormatter(n);
}
public double roundToDecimals(double val, double f) {
@ -52,6 +61,28 @@ public class Exchange {
return roundToDecimals(money, money_df);
}
public DecimalFormat getFormatter(int n){
DecimalFormat formatter;
String s = "#0.";
if (n == 0) {
s = "#";
} else {
for (int i = 0; i < n; i++) {
s = s + "0";
}
}
return new DecimalFormat(s);
}
public DecimalFormat getMoneyFormatter(){
return money_formatter;
}
public DecimalFormat getSharesFormatter(){
return shares_formatter;
}
/**
* Definition of order types
*/
@ -389,7 +420,8 @@ public class Exchange {
traders = new ArrayList();
num_trades = 0;
statistics = new Statistics();
//num_trades = 0;
this.ohlc_data = new HashMap();
@ -416,28 +448,34 @@ public class Exchange {
public long trades;
public long orders;
public Double heigh;
public Double low;
void reset() {
public final void reset() {
trades = 0;
heigh=null;
low=null;
}
Statistics() {
reset();
}
};
Statistics statistics;
long num_trades = 0;
long num_orders = 0;
// long num_trades = 0;
// long num_orders = 0;
public Statistics getStatistics() {
Statistics s = new Statistics();
return statistics;
/* Statistics s = new Statistics();
s.trades = num_trades;
s.orders = num_orders;
return s;
*/
}
@ -759,8 +797,8 @@ public class Exchange {
// long time = 0;
//double theprice = 12.9;
// long orderid = 1;
double lastprice = 100.0;
long lastsvolume;
//double lastprice = 100.0;
// long lastsvolume;
// private final Locker tradelock = new Locker();
public ArrayList<Order> getOrderBook(OrderType type, int depth) {
@ -935,6 +973,29 @@ public class Exchange {
removeOrderIfExecuted(b);
}
void addQuoteToHistory(Quote q){
if (statistics.heigh==null){
statistics.heigh=q.price;
}
else if (statistics.heigh<q.price){
statistics.heigh=q.price;
}
if (statistics.low==null){
statistics.low=q.price;
}
else if(statistics.low>q.price){
statistics.low=q.price;
}
quoteHistory.add(q);
updateOHLCData(q);
updateQuoteReceivers(q);
}
/**
*
*/
@ -1016,7 +1077,8 @@ public class Exchange {
volume_total += volume;
money_total += price * volume;
num_trades++;
// num_trades++;
statistics.trades++;
this.checkSLOrders(price);
@ -1030,10 +1092,12 @@ public class Exchange {
q.volume = volume_total;
q.time = timer.currentTimeMillis();
this.quoteHistory.add(q);
this.updateOHLCData(q);
this.updateQuoteReceivers(q);
addQuoteToHistory(q);
//this.quoteHistory.add(q);
//this.updateOHLCData(q);
//this.updateQuoteReceivers(q);
}
@ -1099,7 +1163,9 @@ public class Exchange {
// System.out.printf("Getting executor in create Order\n", Thread.currentThread().getId());
synchronized (executor) {
num_orders++;
//num_orders++;
statistics.orders++;
addOrderToBook(o);
a.orders.put(o.id, o);
a.update(o);