progress for regression backtesting now implemented

src/main/java/Main.java

@@ -20,6 +20,7 @@ import java.io.*;
 import java.nio.charset.Charset;
 import java.util.*;
 import java.util.List;
+import java.util.concurrent.TimeUnit;
 
 public class Main {
     private static final String APP_NAME = "den_ac_deka_ct3_15_35";
@@ -69,55 +70,33 @@ public class Main {
         funds.addFund("ETH", VALUE_ETH);
         funds.addFund("EUR", VALUE_EUR);
 
-        System.out.println("Do Backtesting? y/r/n");
+        System.out.println("Do backtesting? y (yes)/r (yes - regression)/n (no)");
         Scanner in = new Scanner(System.in);
         String input = in.next();
-        //String input = "n";
 
-        if(input.equals("r")){
+        switch(input){
-            regressionbacktest = true;
+            case "y":
-
+                startBacktesting();
-            for(int x = 4; x < 30; x++){
+                break;
-                System.out.println("x:"+x);
+            case "r":
-                NUM_ITERATIONS_FOR_ORDER = x;
+                startRegressionBacktesting();
-                for(int y = x-1;y < 3*x;y++){
+                break;
-                    BUY_THRESHOLD = y;
+            case "n":
-                    SELL_THRESHOLD = -y;
+                startBot();
-
+                break;
-                    doBacktest();
+            default:
-
+                System.out.println("Unrecognized input");
-                    doOrder(new Order("buy"));
+                break;
-                    results.put(x+":"+y,funds.getValue("ETH"));
-                }
-            }
-
-            System.out.println("Output of best results: ");
-            HashMap<String, Double> sortedResult = (HashMap<String, Double>) sortByValue(results);
-
-            for (Map.Entry<String, Double> entry : sortedResult.entrySet()) {
-                System.out.println(entry.getKey() + " Value: "+entry.getValue());
-            }
-
-            return;
-        }else if(input.equals("y")){
-            backtest = true;
-
-            doBacktest();
-
-            doOrder(new Order("buy"));
-
-
-            System.out.println("");
-            System.out.println("Final ETH count: "+funds.getValue("ETH"));
-            System.out.println("Buys: "+counterbuys+" Sells: "+countersells+" Neutral: "+counterneutrals+" Fees: "+fees);
-            return;
         }
+    }
 
+    private static void startBot() throws InterruptedException {
         sendStats();
 
         System.out.println(funds.getFundsStringOutput());
         System.out.println("-------Start-------");
 
+        //Initial rest request to get a timeframe
         try {
             HttpResponse<JsonNode> jsonResponse = Unirest.post("https://api.kraken.com/0/public/Trades")
                     .header("accept", "application/json")
@@ -141,6 +120,7 @@ public class Main {
             outputAnalyzationResults();
 
             if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
+
                 Order order = decide();
 
                 if (order.ordertype != null) doOrder(order);
@@ -158,9 +138,57 @@ public class Main {
         }
     }
 
+    private static void startBacktesting() {
+        backtest = true;
+
+        doBacktest();
+
+        //Buy ETH from remaining funds so the testing will end only with ETH
+        doOrder(new Order("buy"));
+
+
+        System.out.println("Final ETH count: "+funds.getValue("ETH"));
+        System.out.println("Buys: "+counterbuys+" Sells: "+countersells+" Neutral: "+counterneutrals+" Fees: "+fees);
+    }
+
+    private static void startRegressionBacktesting() {
+        regressionbacktest = true;
+        long startTime = System.currentTimeMillis();
+        int numofiters = 0;
+
+        for(int x = 4; x < 30; x++){
+            numofiters += 3 * x - (x-1);
+        }
+
+        int iter = 0;
+        for(int x = 4; x < 30; x++){
+            NUM_ITERATIONS_FOR_ORDER = x;
+
+            for(int y = x-1;y < 3*x;y++){
+                iter++;
+                printProgress(startTime,numofiters,iter);
+
+                BUY_THRESHOLD = y;
+                SELL_THRESHOLD = -y;
+
+                doBacktest();
+
+                results.put(x+":"+y,funds.getValue("ETH"));
+            }
+        }
+
+        System.out.println("Output of best results: ");
+        HashMap<String, Double> sortedResult = (HashMap<String, Double>) sortByValue(results);
+
+        for (Map.Entry<String, Double> entry : sortedResult.entrySet()) {
+            System.out.println(entry.getKey() + " Value: "+entry.getValue());
+        }
+    }
+
 
     private static void doOrder(Order order) {
         Double tmpFees = 0.0;
+
         switch(order.ordertype){
             case "buy":
                 if (Double.compare(funds.getValue("EUR"), 0) > 0) {
@@ -206,12 +234,12 @@ public class Main {
         newOrder.timeframe = (double)counter;
 
         if(!regressionbacktest) System.out.println("------- START ORDER -------");
-        if (buyindicator > BUY_THRESHOLD) {
 
+        if (buyindicator > BUY_THRESHOLD) {
             if(!regressionbacktest)  System.out.println("BUY NOW - PRICE: " + currentPrice);
             newOrder.ordertype = "buy";
 
-        } else if (buyindicator > SELL_THRESHOLD) {
+        } else if (buyindicator >= SELL_THRESHOLD) {
             if(!regressionbacktest)  System.out.println("DO NOTHING - NEUTRAL: " + currentPrice);
             counterneutrals++;
         } else {
@@ -224,6 +252,7 @@ public class Main {
                 if(!regressionbacktest)  System.out.println("Would like to sell but percentage not reached");
             }
         }
+
         if(!regressionbacktest)  System.out.println("------- END ORDER -------");
 
         return newOrder;
@@ -418,7 +447,7 @@ public class Main {
                 ma15.add(currentPrice);
                 ma50.add(currentPrice);
 
-                graphValuesBase.add(currentPrice);
+                if(!regressionbacktest) return;graphValuesBase.add(currentPrice);
                 graphValues1.add(ma15.getAverage().doubleValue());
                 graphValues2.add(ma50.getAverage().doubleValue());
 
@@ -444,8 +473,10 @@ public class Main {
                 counter++;
             }
 
-            System.out.println("utils.DrawGraph -- "+graphValues1.size());
+            doOrder(new Order("buy"));
-            drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER, graphValuesBase, graphValues1, graphValues2);
+
+            if(!regressionbacktest) System.out.println("utils.DrawGraph -- "+graphValues1.size());
+            if(!regressionbacktest) drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER, graphValuesBase, graphValues1, graphValues2);
 
         } catch (IOException e) {
             System.out.println("Error:" + e.getMessage());
@@ -576,4 +607,29 @@ public class Main {
         frame.setVisible(true);
     }
 
+    private static void printProgress(long startTime, long total, long current) {
+        long eta = current == 0 ? 0 :
+                (total - current) * (System.currentTimeMillis() - startTime) / current;
+
+        String etaHms = current == 0 ? "N/A" :
+                String.format("%02d:%02d:%02d", TimeUnit.MILLISECONDS.toHours(eta),
+                        TimeUnit.MILLISECONDS.toMinutes(eta) % TimeUnit.HOURS.toMinutes(1),
+                        TimeUnit.MILLISECONDS.toSeconds(eta) % TimeUnit.MINUTES.toSeconds(1));
+
+        StringBuilder string = new StringBuilder(140);
+        int percent = (int) (current * 100 / total);
+        string
+                .append('\r')
+                .append(String.join("", Collections.nCopies(percent == 0 ? 2 : 2 - (int) (Math.log10(percent)), " ")))
+                .append(String.format(" %d%% [", percent))
+                .append(String.join("", Collections.nCopies(percent, "=")))
+                .append('>')
+                .append(String.join("", Collections.nCopies(100 - percent, " ")))
+                .append(']')
+                .append(String.join("", Collections.nCopies((int) (Math.log10(total)) - (int) (Math.log10(current)), " ")))
+                .append(String.format(" %d/%d, ETA: %s", current, total, etaHms));
+
+        System.out.print(string);
+    }
+
 }