Backtesting implemented / Refactoring

dekaBot.iml

@@ -1,12 +1,11 @@
 <?xml version="1.0" encoding="UTF-8"?>
 <module org.jetbrains.idea.maven.project.MavenProjectsManager.isMavenModule="true" type="JAVA_MODULE" version="4">
-  <component name="NewModuleRootManager" LANGUAGE_LEVEL="JDK_1_5">
+  <component name="NewModuleRootManager" LANGUAGE_LEVEL="JDK_1_7">
     <output url="file://$MODULE_DIR$/target/classes" />
     <output-test url="file://$MODULE_DIR$/target/test-classes" />
     <content url="file://$MODULE_DIR$">
       <sourceFolder url="file://$MODULE_DIR$/src/main/java" isTestSource="false" />
       <sourceFolder url="file://$MODULE_DIR$/src/main/resources" type="java-resource" />
-      <sourceFolder url="file://$MODULE_DIR$/src/test/java" isTestSource="true" />
       <excludeFolder url="file://$MODULE_DIR$/target" />
     </content>
     <orderEntry type="inheritedJdk" />
@@ -21,18 +20,9 @@
     <orderEntry type="library" name="Maven: org.apache.httpcomponents:httpmime:4.3.6" level="project" />
     <orderEntry type="library" name="Maven: org.apache.commons:commons-math3:3.6.1" level="project" />
     <orderEntry type="library" name="Maven: org.json:json:20140107" level="project" />
-    <orderEntry type="library" name="Maven: org.drools:drools-core:6.5.0.Final" level="project" />
+    <orderEntry type="library" name="Maven: com.googlecode.json-simple:json-simple:1.1.1" level="project" />
-    <orderEntry type="library" name="Maven: org.mvel:mvel2:2.2.8.Final" level="project" />
+    <orderEntry type="library" name="Maven: junit:junit:4.10" level="project" />
-    <orderEntry type="library" name="Maven: org.kie:kie-api:6.5.0.Final" level="project" />
+    <orderEntry type="library" name="Maven: org.hamcrest:hamcrest-core:1.1" level="project" />
-    <orderEntry type="library" name="Maven: org.kie:kie-internal:6.5.0.Final" level="project" />
-    <orderEntry type="library" name="Maven: org.slf4j:slf4j-api:1.7.2" level="project" />
-    <orderEntry type="library" name="Maven: org.drools:drools-compiler:6.5.0.Final" level="project" />
-    <orderEntry type="library" name="Maven: org.antlr:antlr-runtime:3.5" level="project" />
-    <orderEntry type="library" name="Maven: org.eclipse.jdt.core.compiler:ecj:4.4.2" level="project" />
-    <orderEntry type="library" name="Maven: com.thoughtworks.xstream:xstream:1.4.9" level="project" />
-    <orderEntry type="library" name="Maven: xmlpull:xmlpull:1.1.3.1" level="project" />
-    <orderEntry type="library" name="Maven: xpp3:xpp3_min:1.1.4c" level="project" />
-    <orderEntry type="library" name="Maven: com.google.protobuf:protobuf-java:2.6.0" level="project" />
     <orderEntry type="library" name="Maven: joda-time:joda-time:2.9.9" level="project" />
   </component>
 </module>

pom.xml

@@ -60,6 +60,11 @@
             <artifactId>json</artifactId>
             <version>20140107</version>
         </dependency>
+        <dependency>
+            <groupId>com.googlecode.json-simple</groupId>
+            <artifactId>json-simple</artifactId>
+            <version>1.1.1</version>
+        </dependency><!--
         <dependency>
             <groupId>org.drools</groupId>
             <artifactId>drools-core</artifactId>
@@ -69,7 +74,7 @@
             <groupId>org.drools</groupId>
             <artifactId>drools-compiler</artifactId>
             <version>${runtime.version}</version>
-        </dependency>
+        </dependency>-->
         <dependency>
             <groupId>joda-time</groupId>
             <artifactId>joda-time</artifactId>

src/main/java/Backtest.java

@@ -0,0 +1,54 @@
+import org.apache.commons.math3.stat.regression.SimpleRegression;
+import org.json.JSONArray;
+import org.json.JSONObject;
+
+import java.io.*;
+import java.nio.charset.Charset;
+import java.util.*;
+
+/**
+ * Created by denni on 09.06.2017.
+ */
+public class Backtest {
+    private static final String APP_NAME = "den_ac_deka_var2";
+    private static final double VALUE_ETH = 100.0;
+    private static final double VALUE_EUR = 0.0;
+    private static final int ROUNDTRIP_TIME_MS = 20000;
+    private static int NUM_ITERATIONS_FOR_ORDER = 9;
+    private static int BUY_THRESHOLD = 9;
+    private static int SELL_THRESHOLD = -9;
+
+    private static SimpleRegression srbuyvolume = new SimpleRegression(true);
+    private static SimpleRegression srsellvolume = new SimpleRegression(true);
+    private static SimpleRegression srprice = new SimpleRegression(true);
+
+    private static OrderHistory orders = new OrderHistory();
+    private static Funds funds = new Funds();
+    private static TradeHistory trades;
+
+    private static double buyvslope = 0.0;
+    private static double sellvslope = 0.0;
+    private static double priceslope = 0.0;
+    private static int buyindicator = 0;
+    private static double currentPrice = 0.0;
+    private static int counter = 0;
+    private static double fees = 0.0;
+    private static long sinceid = 0L;
+    private static String trend = "";
+
+    private static int counterbuys = 0;
+    private static int countersells = 0;
+    private static int counterneutrals = 0;
+
+    private static boolean backtest = false;
+
+    private static Map<String, Double> results = new HashMap<String, Double>();
+
+    public Backtest(){
+
+    }
+
+
+
+
+}

src/main/java/Funds.java

@@ -11,7 +11,10 @@ public class Funds {
     public Funds(){
 
     }
+    public void clearFunds(){
+        if(funds != null) funds.clear();
 
+    }
 
     public void addFund(String name, double value){
         funds.put(name, value);
@@ -30,7 +33,7 @@ public class Funds {
     }
 
     public String getFundsStringOutput(){
-        String returnValue = "Funds: ";
+        String returnValue = "";
 
         for(Map.Entry<String, Double> entry : funds.entrySet()){
             returnValue += entry.getKey()+" : "+entry.getValue()+"  ";

src/main/java/Main.java

@@ -6,316 +6,491 @@ import org.apache.commons.math3.stat.regression.SimpleRegression;
 import org.json.JSONArray;
 import org.json.JSONObject;
 
-import java.util.ArrayList;
+import java.io.*;
-import java.util.Scanner;
+import java.nio.charset.Charset;
+import java.util.*;
 
 public class Main {
+    private static final String APP_NAME = "den_ac_deka_ct3_15_35";
+    private static final double VALUE_ETH = 100.0;
+    private static final double VALUE_EUR = 0.0;
+    private static final int ROUNDTRIP_TIME_MS = 20000;
+    private static int NUM_ITERATIONS_FOR_ORDER = 15;
+    private static int BUY_THRESHOLD = 35;
+    private static int SELL_THRESHOLD = -35;
 
-    static SimpleRegression srbuyvolume = new SimpleRegression(true);
+    private static SimpleRegression srbuyvolume = new SimpleRegression(true);
-    static SimpleRegression srsellvolume = new SimpleRegression(true);
+    private static SimpleRegression srsellvolume = new SimpleRegression(true);
-    static SimpleRegression srprice = new SimpleRegression(true);
+    private static SimpleRegression srprice = new SimpleRegression(true);
 
-    static ArrayList<Double> list = new ArrayList<Double>();
+    private static OrderHistory orders = new OrderHistory();
-    static OrderHistory orders = new OrderHistory();
+    private static Funds funds = new Funds();
-    public static Funds funds = new Funds();
+    private static TradeHistory trades;
-    public static TradeHistory trades;
 
-    public static double buyvslope = 0.0;
+    private static double buyvslope = 0.0;
-    public static double sellvslope = 0.0;
+    private static double sellvslope = 0.0;
-    public static double priceslope = 0.0;
+    private static double priceslope = 0.0;
-    public static int buyindicator = 0;
+    private static int buyindicator = 0;
-    public static double currentPrice = 0.0;
+    private static double currentPrice = 0.0;
-    static int counter = 0;
+    private static int counter = 0;
+    private static double fees = 0.0;
+    private static long sinceid = 0L;
+    private static String trend = "";
 
-    public static int counterbuys = 0;
+    private static int counterbuys = 0;
-    public static int countersells = 0;
+    private static int countersells = 0;
-    public static int counterneutrals = 0;
+    private static int counterneutrals = 0;
 
-    public static void main(String [ ] args) throws InterruptedException {
+    private static boolean regressionbacktest = false;
+    private static boolean backtest = false;
+
+    private static Map<String, Double > results = new HashMap<>();
+
+    public static void main(String[] args) throws InterruptedException {
         System.out.println("Starting DekaBot...");
+
+        System.out.println("Starting simulation... initializing Funds...");
+
+        funds.addFund("ETH", VALUE_ETH);
+        funds.addFund("EUR", VALUE_EUR);
+
+        System.out.println("Do Backtesting? y/r/n");
         Scanner in = new Scanner(System.in);
+        String input = in.next();
+        //String input = "n";
 
-        System.out.println("Start simulation? (y/n)");
+        if(input.equals("r")){
-        String s = in.next();
+            regressionbacktest = true;
 
-        long sinceid = 0L;
+            for(int x = 4; x < 30; x++){
+                System.out.println("x:"+x);
+                NUM_ITERATIONS_FOR_ORDER = x;
+                for(int y = x-1;y < 3*x;y++){
+                    BUY_THRESHOLD = y;
+                    SELL_THRESHOLD = -y;
 
-        if(s.equals("y")){
+                    doBacktest();
-            try{
-                HttpResponse<JsonNode> jsonResponse = Unirest.post("https://api.kraken.com/0/public/Trades")
-                        .header("accept", "application/json")
-                        .queryString("pair", "ETHEUR")
-                        .asJson();
 
-                sinceid = jsonResponse.getBody().getObject().getJSONObject("result").getLong("last");
+                    doOrder(new Order("buy"));
-            }catch(UnirestException ue){
+                    results.put(x+":"+y,funds.getValue("ETH"));
-                System.out.println("Could not establish connection.");
-                return;
-            }
-
-
-            System.out.println("Starting simulation... initializing Funds...");
-
-            funds.addFund("ETH", 0.0);
-            funds.addFund("EUR", 3000);
-
-            try{
-                sendStats();
-            }catch(UnirestException ue){
-                System.out.println("Could not send stats - just continue");
-            }
-
-
-            System.out.println(funds.getFundsStringOutput());
-
-            while(true){
-                Thread.sleep(20000);
-
-                sinceid = analyzeVolume(sinceid);
-                analyzePrice();
-
-                System.out.println("Trend: "+calculateTrend_2()+" // Price: "+currentPrice);
-
-                if(((counter % 6) == 0) && (counter != 0)){
-                    Order order = decide();
-
-                    if(order.ordertype != null) doOrder(order);
-
-                    buyindicator = 0;
-                    System.out.println("Funds: "+funds.getFundsStringOutput());
-
-                    srbuyvolume.clear();
-                    srsellvolume.clear();
-                    srprice.clear();
                 }
-
-                counter++;
-                System.out.println("-------"+counter+"-------");
             }
+
+            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;
+        }
+
+        sendStats();
+
+        System.out.println(funds.getFundsStringOutput());
+        System.out.println("-------Start-------");
+
+        try {
+            HttpResponse<JsonNode> jsonResponse = Unirest.post("https://api.kraken.com/0/public/Trades")
+                    .header("accept", "application/json")
+                    .queryString("pair", "ETHEUR")
+                    .asJson();
+
+            sinceid = jsonResponse.getBody().getObject().getJSONObject("result").getLong("last");
+        } catch (UnirestException ue) {
+            System.out.println("Could not establish connection: " + ue.getMessage());
+            return;
+        }
+
+
+        while (true) {
+            Thread.sleep(ROUNDTRIP_TIME_MS);
+
+            getPrice();
+            getVolume();
+
+            trend = calculateTrend_3();
+            outputAnalyzationResults();
+
+            if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
+                Order order = decide();
+
+                if (order.ordertype != null) doOrder(order);
+
+                buyindicator = 0;
+                System.out.println("Funds: " + funds.getFundsStringOutput());
+
+                srbuyvolume.clear();
+                srsellvolume.clear();
+                srprice.clear();
+            }
+
+            counter++;
+            System.out.println("-------" + counter + "-------");
         }
     }
 
-    private static void doOrder(Order order){
-        if(order.ordertype.equals("buy")){
-            if(Double.compare(funds.getValue("EUR"),0) > 0) {
-                orders.addOrder(order);
 
-                funds.addValue("ETH", funds.getValue("EUR") / currentPrice);
+    private static void doOrder(Order order) {
-                funds.takeValue("EUR", funds.getValue("EUR"));
+        Double tmpFees = 0.0;
+        switch(order.ordertype){
+            case "buy":
+                if (Double.compare(funds.getValue("EUR"), 0) > 0) {
+                    orders.addOrder(order);
 
-                counterbuys++;
+                    tmpFees = funds.getValue("EUR") * 0.0026;
-            }else{
+                    funds.addValue("ETH", (funds.getValue("EUR") - tmpFees) / currentPrice);
-                System.out.println("Would like to buy but conditions not met (out of funds)");
+                    funds.takeValue("EUR", funds.getValue("EUR"));
-            }
-        }else if(order.ordertype.equals("sell")){
-            if(Double.compare(funds.getValue("ETH"),0) > 0){
-                orders.addOrder(order);
 
-                funds.addValue("EUR", funds.getValue("ETH") * currentPrice);
+                    if(!regressionbacktest) System.out.printf("Fees for order: %.3f - Total Fees: %.3f",tmpFees,fees);
-                funds.takeValue("ETH", funds.getValue("ETH"));
+                    counterbuys++;
+                } else {
+                    if(!regressionbacktest) System.out.println("Would like to buy but conditions not met (out of funds)");
+                }
+                break;
+            case "sell":
+                if (Double.compare(funds.getValue("ETH"), 0) > 0) {
+                    orders.addOrder(order);
+
+                    tmpFees = funds.getValue("ETH") * currentPrice * 0.0026;
+                    funds.addValue("EUR", (funds.getValue("ETH") * currentPrice) - tmpFees);
+                    funds.takeValue("ETH", funds.getValue("ETH"));
+
+                    if(!regressionbacktest) System.out.printf("Fees for order: %.3f - Total Fees: %.3f",tmpFees,fees);
+                    countersells++;
+                } else {
+                    if(!regressionbacktest) System.out.println("Would like to sell but conditions not met (out of funds)");
+                }
+                break;
+            default:
+                System.out.println("ERROR: Order not recognized: " + order.type);
+                break;
 
-                countersells++;
-            }else{
-                System.out.println("Would like to sell but conditions not met (out of funds)");
-            }
-        }else{
-            System.out.println("ERROR: Order not recoginized: "+order.type);
         }
 
-        try{
+        fees += tmpFees;
-            sendStats();
+        sendStats();
-        }catch(UnirestException ue){
-            System.out.println("Error sending stats - just continue...");
-        }
-    }
-
-    private static void sendStats() throws UnirestException {
-        HttpResponse<JsonNode> jsonResponse = Unirest.post("https://www.riskahead.de/api/v1/deka/updatestats/")
-                .header("accept", "application/json")
-                .queryString("app_id", "den_deka_2_6")
-                .field("funds_start", "EUR: 3000")
-                .field("funds_current", funds.getFundsStringOutput())
-                .field("trades_buy", counterbuys)
-                .field("trades_sell", countersells)
-                .field("trades_neutral", counterneutrals)
-                .asJson();
     }
 
     private static Order decide() {
         Order newOrder = new Order();
         newOrder.price = currentPrice;
 
-        if(buyindicator > 6){
+        if(!regressionbacktest) System.out.println("------- START ORDER -------");
+        if (buyindicator > BUY_THRESHOLD) {
 
-                System.out.println("BUY NOW - PRICE: "+currentPrice);
+            if(!regressionbacktest)  System.out.println("BUY NOW - PRICE: " + currentPrice);
-                newOrder.ordertype = "buy";
+            newOrder.ordertype = "buy";
 
-        }else if(buyindicator > -6){
+        } else if (buyindicator > SELL_THRESHOLD) {
-            System.out.println("DO NOTHING - NEUTRAL: "+currentPrice);
+            if(!regressionbacktest)  System.out.println("DO NOTHING - NEUTRAL: " + currentPrice);
             counterneutrals++;
-        }else{
+        } else {
-            if(orders.getLastOrder() == null || Double.compare(orders.getLastOrder().price,currentPrice*0.995) < 0 || Double.compare(orders.getLastOrder().price,currentPrice*0.985) > 0){
+            if (orders.getLastOrder() == null || Double.compare(orders.getLastOrder().price, currentPrice * 0.995) < 0 || Double.compare(orders.getLastOrder().price, currentPrice * 0.985) > 0) {
 
-                System.out.println("SELL NOW - PRICE: "+currentPrice);
+                if(!regressionbacktest)  System.out.println("SELL NOW - PRICE: " + currentPrice);
                 newOrder.ordertype = "sell";
 
-            }else{
+            } else {
-                System.out.println("Would like to sell but percentage not reached");
+                if(!regressionbacktest)  System.out.println("Would like to sell but percentage not reached");
             }
         }
+        if(!regressionbacktest)  System.out.println("------- END ORDER -------");
 
         return newOrder;
     }
 
-    private static void analyzePrice() {
+    private static String calculateTrend() {
-        try{
+        if ((Double.compare(buyvslope, 0) > 0) && (Double.compare(priceslope, 0) > 0)) {
-        HttpResponse<JsonNode> jsonResponse;
+            if (Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) {
-        jsonResponse = Unirest.post("https://min-api.cryptocompare.com/data/price?fsym=ETH&tsyms=BTC,USD,EUR")
+                buyindicator += 3;
-                .header("accept", "application/json")
+                return "strong buy";
-                .queryString("fsyn", "ETH")
+            } else {
-                .field("tsyms", "BTC,USD,EUR")
+                buyindicator += 2;
-                .asJson();
+                return "normal buy";
+            }
+        } else if ((Double.compare(sellvslope, 0) > 0) && (Double.compare(priceslope, 0) < 0)) {
+            if (Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0) {
+                buyindicator -= 3;
+                return "strong sell";
+            } else {
+                buyindicator -= 2;
+                return "normal sell";
+            }
+        } else if (Double.compare(buyvslope, sellvslope) > 0 && (Double.compare(priceslope, 0) > 0)) {
+            buyindicator += 1;
+            return "weak buy";
+        } else if (Double.compare(buyvslope, sellvslope) < 0 && (Double.compare(priceslope, 0) < 0)) {
+            buyindicator -= 1;
+            return "weak sell";
+        } else {
+            return "neutral";
+        }
+    }
 
+    private static String calculateTrend_2() {
+        if (Double.isNaN(priceslope)) {
+            if (Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) {
+                buyindicator += 1;
+                return "weak buy";
+            } else {
+                buyindicator -= 1;
+                return "weak sell";
+            }
+        } else if ((Double.compare(priceslope, 0) > 0)) {
+            if ((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) && (Double.compare(buyvslope, 0) > 0) && (Double.compare(sellvslope, 0) < 0)) {
+                buyindicator += 3;
+                return "strong buy";
+            } else if ((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) && (Double.compare(buyvslope, 0) > 0)) {
+                buyindicator += 2;
+                return "normal buy";
+            } else {
+                buyindicator += 1;
+                return "weak buy";
+            }
+        } else if ((Double.compare(priceslope, 0) < 0)) {
+            if ((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0) && (Double.compare(buyvslope, 0) < 0) && (Double.compare(sellvslope, 0) > 0)) {
+                buyindicator -= 3;
+                return "strong sell";
+            } else if ((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0) && (Double.compare(sellvslope, 0) > 0)) {
+                buyindicator -= 2;
+                return "normal sell";
+            } else {
+                buyindicator -= 1;
+                return "weak sell";
+            }
+        } else {
+            return "neutral";
+        }
+    }
+
+    private static String calculateTrend_3() {
+        if (Double.isNaN(priceslope)) {
+            if (Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) {
+                buyindicator += 1;
+                return "weak buy";
+            } else {
+                buyindicator -= 1;
+                return "weak sell";
+            }
+        } else if ((Double.compare(priceslope, 0) > 0)) {
+            if ((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0)) {
+                buyindicator += 3;
+                return "strong buy";
+            } else {
+                buyindicator += 2;
+                return "normal buy";
+            }
+        } else if ((Double.compare(priceslope, 0) < 0)) {
+            if ((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0)) {
+                buyindicator -= 3;
+                return "strong sell";
+            } else {
+                buyindicator -= 2;
+                return "normal sell";
+            }
+        } else {
+            return "neutral";
+        }
+    }
+
+    private static void doBacktest(){
+        try {
+            funds.clearFunds();
+            orders.clearOrders();
+            if(trades != null) trades.clearTrades();
+            funds.addFund("ETH", VALUE_ETH);
+            funds.addFund("EUR", VALUE_EUR);
+
+            String priceline = "";
+            String volumeline = "";
+            int counter = 0;
+
+            InputStream fis = new FileInputStream("C:\\Development\\Projects\\DekaBot\\DekaBot\\src\\main\\resources\\price.txt");
+            InputStreamReader isr = new InputStreamReader(fis, Charset.forName("UTF-8"));
+            BufferedReader br = new BufferedReader(isr);
+
+            InputStream fis2 = new FileInputStream("C:\\Development\\Projects\\DekaBot\\DekaBot\\src\\main\\resources\\volume.txt");
+            InputStreamReader isr2 = new InputStreamReader(fis2, Charset.forName("UTF-8"));
+            BufferedReader br2 = new BufferedReader(isr2);
+
+            while ((priceline = br.readLine()) != null) {
+                volumeline = br2.readLine();
+
+                priceline = br.readLine();
+                volumeline = br2.readLine();
+
+                if(volumeline == null || priceline == null){
+                    return;
+                }
+
+                if(volumeline.charAt(volumeline.length()-1) != '}'){
+                    volumeline += br2.readLine();
+                }
+
+                JSONObject jsonPriceObject = new JSONObject(priceline);
+                JSONObject jsonVolumeObject = new JSONObject(volumeline);
+
+                jsonVolumeObject = jsonVolumeObject.getJSONObject("result");
+                sinceid = jsonVolumeObject.getLong("last");
+                JSONArray volumeArray = jsonVolumeObject.getJSONArray("XETHZEUR");
+
+
+                currentPrice = jsonPriceObject.getDouble("EUR");
+                srprice.addData((double) counter, currentPrice);
+
+                trades = new TradeHistory(volumeArray, sinceid);
+
+                srbuyvolume.addData((double) counter, trades.volumeOfBuyTrades);
+                srsellvolume.addData((double) counter, trades.volumeOfSellTrades);
+
+                priceslope = srprice.getSlope();
+                buyvslope = srbuyvolume.getSlope();
+                sellvslope = srsellvolume.getSlope();
+
+                trend = calculateTrend_2();
+                outputAnalyzationResults();
+
+                if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
+                    Order order = decide();
+
+                    if (order.ordertype != null) doOrder(order);
+
+                    buyindicator = 0;
+                    if(!regressionbacktest) System.out.println("Funds: " + funds.getFundsStringOutput());
+
+                    srbuyvolume.clear();
+                    srsellvolume.clear();
+                    srprice.clear();
+                }
+
+                if(!regressionbacktest && !backtest) System.out.println("-------" + counter + "-------");
+                counter++;
+            }
+
+        } catch (IOException e) {
+            e.printStackTrace();
+        }
+    }
+
+    private static void getPrice() {
+        try {
+            HttpResponse<JsonNode> jsonResponse;
+            jsonResponse = Unirest.post("https://min-api.cryptocompare.com/data/price?fsym=ETH&tsyms=BTC,USD,EUR")
+                    .header("accept", "application/json")
+                    .queryString("fsyn", "ETH")
+                    .field("tsyms", "BTC,USD,EUR")
+                    .asJson();
+
+            writeResponseToFile(jsonResponse,"price");
 
             currentPrice = jsonResponse.getBody().getObject().getDouble("EUR");
-
+            srprice.addData((double) counter, currentPrice);
-            srprice.addData((double)counter,currentPrice);
+        } catch (UnirestException ue) {
-            System.out.printf("Current price slope: %.3f \n",srprice.getSlope());
-        }catch(UnirestException ue){
             System.out.println("Exception was thrown - just continue and ignore");
         }
     }
 
-    private static String calculateTrend(){
+    private static void getVolume() {
-        if((Double.compare(buyvslope, 0) > 0) && (Double.compare(priceslope, 0) > 0)){
+        try {
-            if(Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0){
+            HttpResponse<JsonNode> jsonResponse = Unirest.post("https://api.kraken.com/0/public/Trades")
-                buyindicator += 3;
-                return "strong buy";
-            }else{
-                buyindicator += 2;
-                return "normal buy";
-            }
-        }else if((Double.compare(sellvslope, 0) > 0) && (Double.compare(priceslope, 0) < 0)){
-            if(Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0){
-                buyindicator -= 3;
-                return "strong sell";
-            }else{
-                buyindicator -= 2;
-                return "normal sell";
-            }
-        }else if(Double.compare(buyvslope, sellvslope) > 0 && (Double.compare(priceslope, 0) > 0)){
-            buyindicator += 1;
-            return "weak buy";
-        }else if(Double.compare(buyvslope, sellvslope) < 0 && (Double.compare(priceslope, 0) < 0)){
-            buyindicator -= 1;
-            return "weak sell";
-        }else{
-            return "neutral";
-        }
-    }
-
-    private static String calculateTrend_2(){
-        if((Double.compare(priceslope, 0.1) > 0)){
-            if((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) && (Double.compare(buyvslope, 0) > 0)  && (Double.compare(sellvslope, 0) < 0)){
-                buyindicator += 5;
-                return "strong buy";
-            }else if((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) && (Double.compare(buyvslope, 0) > 0)){
-                buyindicator += 3;
-                return "normal buy";
-            }else{
-                buyindicator += 1;
-                return "weak buy";
-            }
-        }else if((Double.compare(priceslope, 0.0) < 0)){
-            if((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0) && (Double.compare(buyvslope, 0) < 0)  && (Double.compare(sellvslope, 0) > 0)){
-                buyindicator -= 5;
-                return "strong sell";
-            }else if((Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) < 0) && (Double.compare(sellvslope, 0) > 0)){
-                buyindicator -= 3;
-                return "normal sell";
-            }else{
-                buyindicator -= 1;
-                return "weak sell";
-            }
-        }else{
-            return "neutral";
-        }
-    }
-
-    private static long analyzeVolume(long sinceid) {
-        try{
-            HttpResponse<JsonNode> jsonResponse;
-            jsonResponse = Unirest.post("https://api.kraken.com/0/public/Trades")
                     .header("accept", "application/json")
                     .queryString("pair", "ETHEUR")
                     .field("since", sinceid)
                     .asJson();
 
+            writeResponseToFile(jsonResponse,"volume");
+
             JSONArray array = jsonResponse.getBody().getObject().getJSONObject("result").getJSONArray("XETHZEUR");
             sinceid = jsonResponse.getBody().getObject().getJSONObject("result").getLong("last");
-            trades = new TradeHistory(array,sinceid);
+            trades = new TradeHistory(array, sinceid);
 
-            System.out.print("Number of buy trades: "+trades.numberOfBuyTrades);
+            srbuyvolume.addData((double) counter, trades.volumeOfBuyTrades);
-            System.out.printf(" - Volume of buy trades: %.3f \n",trades.volumeOfBuyTrades);
+            srsellvolume.addData((double) counter, trades.volumeOfSellTrades);
-            System.out.print("Number of sell trades: "+trades.numberOfSellTrades);
-            System.out.printf(" - Volume of sell trades: %.3f \n",trades.volumeOfSellTrades);
-            System.out.println("Timeframe in sec: "+trades.timeframesec);
-
-            srbuyvolume.addData((double) counter,trades.volumeOfBuyTrades);
-            System.out.printf("buy volume slope: %.3f //",srbuyvolume.getSlope());
-
-            srsellvolume.addData((double) counter,trades.volumeOfSellTrades);
-            System.out.printf("sell volume slope: %.3f \n",srsellvolume.getSlope());
 
             priceslope = srprice.getSlope();
             buyvslope = srbuyvolume.getSlope();
             sellvslope = srsellvolume.getSlope();
 
-        }catch(UnirestException ue){
+        } catch (UnirestException ue) {
-            System.out.println("Exception thrown. Just continoue..");
+            System.out.println("Exception thrown. Just continue..");
         }
-
-        return sinceid;
     }
 
-    private static int calculatePercentage(Double first, Double second){
+    private static void sendStats() {
+        if(regressionbacktest || backtest) return;
+
+        try {
+            Unirest.post("https://www.riskahead.de/api/v1/deka/updatestats/")
+                    .header("accept", "application/json")
+                    .queryString("app_id", APP_NAME)
+                    .field("funds_start", "ETH: " + VALUE_ETH + " EUR: " + VALUE_EUR)
+                    .field("funds_current", funds.getFundsStringOutput())
+                    .field("trades_buy", counterbuys)
+                    .field("trades_sell", countersells)
+                    .field("trades_fees", fees)
+                    .field("trades_neutral", counterneutrals)
+                    .asJson();
+        } catch (UnirestException ue) {
+            System.out.println("Error sending stats: " + ue.getMessage());
+        }
+    }
+
+    private static void outputAnalyzationResults() {
+        if(regressionbacktest || backtest) return;
+        System.out.printf("Price: "+ currentPrice +" => Slope: %.3f \n",srprice.getSlope());
+        System.out.printf("Buy-Trades -- Amount: " + trades.numberOfBuyTrades + " Volume: %.3f => Slope: %.3f\n",trades.volumeOfBuyTrades,srbuyvolume.getSlope());
+        System.out.printf("Sell-Trades -- Amount: " + trades.numberOfSellTrades + " Volume: %.3f => Slope: %.3f\n",trades.volumeOfSellTrades,srsellvolume.getSlope());
+        System.out.println("Trend: " + trend);
+    }
+
+    private static void writeResponseToFile(HttpResponse<JsonNode> jsonResponse, String filename) {
+        try{
+            PrintWriter writer = new PrintWriter(new FileOutputStream(
+                    new File(filename+"_"+APP_NAME+".txt"),
+                    true ));
+            writer.append(jsonResponse.getBody().toString()+"\r\n");
+            writer.close();
+        } catch (IOException e) {
+            // do something
+        }
+    }
+
+    private static <K, V> Map<K, V> sortByValue(Map<K, V> map) {
+        List<Map.Entry<K, V>> list = new LinkedList<>(map.entrySet());
+        Collections.sort(list, new Comparator<Object>() {
+            @SuppressWarnings("unchecked")
+            public int compare(Object o2, Object o1) {
+                return ((Comparable<V>) ((Map.Entry<K, V>) (o1)).getValue()).compareTo(((Map.Entry<K, V>) (o2)).getValue());
+            }
+        });
+
+        Map<K, V> result = new LinkedHashMap<>();
+        for (Iterator<Map.Entry<K, V>> it = list.iterator(); it.hasNext();) {
+            Map.Entry<K, V> entry = (Map.Entry<K, V>) it.next();
+            result.put(entry.getKey(), entry.getValue());
+        }
+
+        return result;
+    }
+
+    private static int calculatePercentage(Double first, Double second) {
         Double d = (1 - first / second) * 100;
 
         return Math.abs(d.intValue());
     }
 
 
-    private static void analyzeAverage(String shortname) throws UnirestException {
-        HttpResponse<JsonNode> jsonResponse = Unirest.get("https://min-api.cryptocompare.com/data/histominute")
-                .queryString("fsym", shortname)
-                .queryString("tsym", "EUR" )
-                .queryString("limit","10")
-                .queryString("aggregate","1")
-                .queryString("e","Kraken")
-                .asJson();
-
-        JSONArray dataArray = jsonResponse.getBody().getObject().getJSONArray("Data");
-
-        double priceAvg = dataArray.getJSONObject(0).getDouble("close");
-        double tmpPrice = priceAvg;
-        int numRising = 0;
-        int numFalling = 0;
-
-        for(int i = 1; i < dataArray.length(); i++){
-            JSONObject obj = dataArray.getJSONObject(i);
-            tmpPrice = obj.getDouble("close");
-            priceAvg += tmpPrice;
-        }
-
-        Integer seconds =  (jsonResponse.getBody().getObject().getInt("TimeTo")-jsonResponse.getBody().getObject().getInt("TimeFrom")) / 60;
-        priceAvg = priceAvg / dataArray.length();
-        System.out.printf("Latest price: "+currentPrice+", calculated AVG from last "+seconds+ " minutes: %.2f€ ",priceAvg);
-
-        if(Double.compare(currentPrice,priceAvg) > 0){
-            buyindicator--;
-        }else{
-            buyindicator++;
-        }
-    }
-
 }

src/main/java/Order.java

@@ -12,4 +12,8 @@ public class Order {
     public Order(){
 
     }
+
+    public Order(String ordertype){
+        this.ordertype = ordertype;
+    }
 }

src/main/java/OrderHistory.java

@@ -11,6 +11,10 @@ public class OrderHistory {
 
     }
 
+    public void clearOrders(){
+        if(orders != null) orders.clear();
+    }
+
     public void addOrder(Order order){
         orders.add(order);
     }

src/main/java/TradeHistory.java

@@ -73,5 +73,9 @@ public class TradeHistory {
 		
 		timeframesec = trades.get(trades.size()-1).time - trades.get(0).time;
 	}
+
+	public void clearTrades(){
+		if(trades != null) trades.clear();
+	}
 	
 }

src/main/resources/META-INF/MANIFEST.MF

@@ -0,0 +1,3 @@
+Manifest-Version: 1.0
+Main-Class: Main
+

src/main/resources/backtestresults.txt

@@ -0,0 +1,34 @@
+/*
+23598,41 / 230,84
+Fees: 662.12
+round 12
+buy 20
+sell 20
+
+
+0
+0
+ct1:
+23:38 Value: 102.254903366053
+23:39 Value: 102.05434371249746
+24:39 Value: 101.96592024993276
+15:27 Value: 101.81517198770021
+13:26 Value: 101.80589120186636
+
+ct2:
+15:21 Value: 104.40138708742731
+15:22 Value: 104.04880741781145
+15:23 Value: 104.04880741781145
+5:8 Value: 102.19331248328419
+12:19 Value: 102.02828394264394
+
+
+ct3:
+15:35 Value: 103.35768030572747
+15:33 Value: 103.32193214168696
+21:50 Value: 103.05732906060597
+21:49 Value: 103.05732906060597
+10:23 Value: 102.66724122909187
+
+
+*/

src/main/resources/simpleRule.drl

@@ -1,8 +0,0 @@
-import CryptoCoin;
-
-rule "accountBalanceAtLeast"
-  when
-  $account : Account( balance < 100 )
-  then
-  System.out.println("Warning! money running out!");
-end