Minor refactoring (organizing in packages)
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@@ -6,10 +6,16 @@
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<content url="file://$MODULE_DIR$">
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<sourceFolder url="file://$MODULE_DIR$/src/main/java" isTestSource="false" />
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<sourceFolder url="file://$MODULE_DIR$/src/main/resources" type="java-resource" />
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<sourceFolder url="file://$MODULE_DIR$/src/test/java" isTestSource="true" />
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<excludeFolder url="file://$MODULE_DIR$/target" />
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</content>
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<orderEntry type="jdk" jdkName="1.8" jdkType="JavaSDK" />
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<orderEntry type="sourceFolder" forTests="false" />
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<orderEntry type="library" name="Maven: com.googlecode.json-simple:json-simple:1.1.1" level="project" />
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<orderEntry type="library" name="Maven: junit:junit:4.10" level="project" />
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<orderEntry type="library" name="Maven: org.hamcrest:hamcrest-core:1.1" level="project" />
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<orderEntry type="library" name="Maven: org.jgrapht:jgrapht-core:1.0.1" level="project" />
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<orderEntry type="library" name="Maven: jgraph:jgraph:5.13.0.0" level="project" />
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<orderEntry type="library" name="Maven: com.mashape.unirest:unirest-java:1.4.9" level="project" />
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<orderEntry type="library" name="Maven: org.apache.httpcomponents:httpclient:4.3.6" level="project" />
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<orderEntry type="library" name="Maven: org.apache.httpcomponents:httpcore:4.3.3" level="project" />
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@@ -1,11 +0,0 @@
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public class CryptoCoin {
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public String shortname;
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public double price;
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public double change5Min;
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public CryptoCoin(String shortname, Double price){
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this.shortname = shortname;
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this.price = price;
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}
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}
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@@ -5,6 +5,13 @@ import com.mashape.unirest.http.exceptions.UnirestException;
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import org.apache.commons.math3.stat.regression.SimpleRegression;
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import org.json.JSONArray;
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import org.json.JSONObject;
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import storage.Funds;
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import storage.Order;
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import storage.OrderHistory;
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import storage.TradeHistory;
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import utils.DrawGraph;
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import utils.MovingAverage;
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import javax.swing.*;
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import java.awt.*;
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@@ -57,7 +64,7 @@ public class Main {
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public static void main(String[] args) throws InterruptedException {
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System.out.println("Starting DekaBot...");
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System.out.println("Starting simulation... initializing Funds...");
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System.out.println("Starting simulation... initializing storage.Funds...");
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funds.addFund("ETH", VALUE_ETH);
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funds.addFund("EUR", VALUE_EUR);
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@@ -139,7 +146,7 @@ public class Main {
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if (order.ordertype != null) doOrder(order);
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buyindicator = 0;
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System.out.println("Funds: " + funds.getFundsStringOutput());
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System.out.println("storage.Funds: " + funds.getFundsStringOutput());
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srbuyvolume.clear();
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srsellvolume.clear();
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@@ -184,7 +191,7 @@ public class Main {
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}
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break;
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default:
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System.out.println("ERROR: Order not recognized: " + order.type);
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System.out.println("ERROR: storage.Order not recognized: " + order.type);
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break;
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}
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@@ -426,7 +433,7 @@ public class Main {
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if (order.ordertype != null) doOrder(order);
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buyindicator = 0;
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if(!regressionbacktest) System.out.println("Funds: " + funds.getFundsStringOutput());
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if(!regressionbacktest) System.out.println("storage.Funds: " + funds.getFundsStringOutput());
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srbuyvolume.clear();
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srsellvolume.clear();
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@@ -437,7 +444,7 @@ public class Main {
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counter++;
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}
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System.out.println("DrawGraph -- "+graphValues1.size());
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System.out.println("utils.DrawGraph -- "+graphValues1.size());
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drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER, graphValuesBase, graphValues1, graphValues2);
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} catch (IOException e) {
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@@ -1,20 +1,14 @@
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package storage;
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import java.util.HashMap;
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import java.util.List;
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import java.util.Map;
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/**
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* Created by dennis on 28.05.2017.
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*/
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public class Funds {
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Map<String, Double> funds = new HashMap<String, Double>();
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public Funds(){
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public Funds(){}
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}
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public void clearFunds(){
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if(funds != null) funds.clear();
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}
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public void clearFunds(){ if(funds != null) funds.clear(); }
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public void addFund(String name, double value){
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funds.put(name, value);
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@@ -1,6 +1,5 @@
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/**
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* Created by dennis on 28.05.2017.
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*/
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package storage;
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public class Order {
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public String pair;
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public String type;
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@@ -10,9 +9,7 @@ public class Order {
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public Double volume;
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public String leverage = "none";
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public Order(){
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}
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public Order(){}
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public Order(String ordertype){
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this.ordertype = ordertype;
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@@ -1,15 +1,11 @@
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import java.util.ArrayList;
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import java.util.List;
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package storage;
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import java.util.ArrayList;
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/**
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* Created by dennis on 28.05.2017.
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*/
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public class OrderHistory {
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public ArrayList<Order> orders = new ArrayList<Order>();
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public OrderHistory(){
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}
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public OrderHistory(){}
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public void clearOrders(){
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if(orders != null) orders.clear();
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@@ -1,3 +1,5 @@
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package storage;
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public class Trade {
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public double price;
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public double volume;
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@@ -1,3 +1,5 @@
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package storage;
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import java.util.ArrayList;
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import org.json.JSONArray;
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@@ -14,11 +16,11 @@ public class TradeHistory {
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public TradeHistory(JSONArray array, long sinceid){
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if(array.length() < 1) return;
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double price = 0.0;
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double value = 0.0;
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int timestamp = 0;
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String buyorsell = "";
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String marketorlimit = "";
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double price;
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double value;
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int timestamp;
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String buyorsell;
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String marketorlimit;
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for(int i = 0;i < array.length();i++){
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price = array.getJSONArray(i).getDouble(0);
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@@ -42,8 +44,7 @@ public class TradeHistory {
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this.timeframesec = array.getJSONArray(array.length()-1).getInt(2) - array.getJSONArray(0).getInt(2);
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}
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public TradeHistory(){
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}
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public TradeHistory(){}
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public TradeHistory getNumberAndVolumeOfBuyTradesInPastSec(int timeframe){
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int currenttimestamp = (int) (System.currentTimeMillis() / 1000L);
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@@ -1,14 +1,12 @@
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import org.apache.commons.math3.stat.regression.SimpleRegression;
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import org.json.JSONArray;
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import org.json.JSONObject;
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package testing;
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import org.apache.commons.math3.stat.regression.SimpleRegression;
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import storage.Funds;
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import storage.OrderHistory;
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import storage.TradeHistory;
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import java.io.*;
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import java.nio.charset.Charset;
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import java.util.*;
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/**
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* Created by denni on 09.06.2017.
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*/
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public class Backtest {
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private static final String APP_NAME = "den_ac_deka_var2";
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private static final double VALUE_ETH = 100.0;
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@@ -1,3 +1,5 @@
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package utils;
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import java.awt.BasicStroke;
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import java.awt.Color;
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import java.awt.Dimension;
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@@ -1,3 +1,5 @@
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package utils;
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import java.math.BigDecimal;
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import java.math.RoundingMode;
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import java.util.LinkedList;
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