minor refactoring
This commit is contained in:
Dennis Thiessen
@@ -46,7 +46,7 @@ public class Main {
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private static double priceslope = 0.0;
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private static int buyindicator = 0;
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private static double currentPrice = 0.0;
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private static int counter = 0;
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private static int currentIteration = 0;
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private static double fees = 0.0;
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private static long sinceid = 0L;
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private static String trend = "";
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@@ -70,28 +70,28 @@ public class Main {
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funds.addFund("ETH", VALUE_ETH);
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funds.addFund("EUR", VALUE_EUR);
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System.out.println("Do backtesting? y (yes)/r (yes - regression)/n (no)");
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System.out.println("Do backtesting? (n = no || y = yes || r = regression-backtest)");
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Scanner in = new Scanner(System.in);
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String input = in.next();
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switch(input){
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case "y":
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startBacktesting();
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startSingleBacktesting();
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break;
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case "r":
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startRegressionBacktesting();
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break;
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case "n":
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startBot();
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startLiveTrading();
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break;
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default:
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System.out.println("Unrecognized input");
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System.out.println("Unrecognized input. Run again...");
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break;
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}
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}
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private static void startBot() throws InterruptedException {
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sendStats();
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private static void startLiveTrading() throws InterruptedException {
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sendCurrentStatsToLogServer();
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System.out.println(funds.getFundsStringOutput());
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System.out.println("-------Start-------");
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@@ -109,17 +109,20 @@ public class Main {
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return;
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}
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//Bot will run forever - kill task to end trading
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while (true) {
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Thread.sleep(ROUNDTRIP_TIME_MS);
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getPrice();
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getVolume();
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getCurrentPrice();
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getCurrentVolume();
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// decide which trend calculation should be used
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trend = calculateTrend_3();
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outputAnalyzationResults();
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if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
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//every NUM_ITERATIONS_FOR_ORDER start decision making process
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if (((currentIteration % NUM_ITERATIONS_FOR_ORDER) == 0) && (currentIteration != 0)) {
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Order order = decide();
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@@ -133,12 +136,12 @@ public class Main {
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srprice.clear();
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}
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counter++;
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System.out.println("-------" + counter + "-------");
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currentIteration++;
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System.out.println("-------" + currentIteration + "-------");
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}
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}
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private static void startBacktesting() {
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private static void startSingleBacktesting() {
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backtest = true;
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doBacktest();
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@@ -225,13 +228,13 @@ public class Main {
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}
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fees += tmpFees;
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sendStats();
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sendCurrentStatsToLogServer();
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}
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private static Order decide() {
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Order newOrder = new Order();
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newOrder.price = currentPrice;
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newOrder.timeframe = (double)counter;
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newOrder.timeframe = (double) currentIteration;
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if(!regressionbacktest) System.out.println("------- START ORDER -------");
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@@ -261,7 +264,7 @@ public class Main {
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private static Order decide2() {
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Order newOrder = new Order();
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newOrder.price = currentPrice;
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newOrder.timeframe = (double)counter;
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newOrder.timeframe = (double) currentIteration;
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if(!regressionbacktest) System.out.println("------- START ORDER -------");
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if (buyindicator > BUY_THRESHOLD) {
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@@ -379,7 +382,7 @@ public class Main {
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}
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private static String calculateTrend_4() {
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if(counter < 500) return "neutral";
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if(currentIteration < 500) return "neutral";
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if(ma15.getAverage().compareTo(ma50.getAverage()) == 1){
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buyindicator += 3;
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@@ -402,9 +405,9 @@ public class Main {
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funds.addFund("ETH", VALUE_ETH);
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funds.addFund("EUR", VALUE_EUR);
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String priceline = "";
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String volumeline = "";
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counter = 0;
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String priceline;
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String volumeline;
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currentIteration = 0;
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InputStream fis = new FileInputStream(System.getProperty("user.dir")+"\\src\\main\\resources\\price.txt");
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InputStreamReader isr = new InputStreamReader(fis, Charset.forName("UTF-8"));
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@@ -432,9 +435,9 @@ public class Main {
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trades = new TradeHistory(volumeArray, sinceid);
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srbuyvolume.addData((double) counter, trades.volumeOfBuyTrades);
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srsellvolume.addData((double) counter, trades.volumeOfSellTrades);
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srprice.addData((double) counter, currentPrice);
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srbuyvolume.addData((double) currentIteration, trades.volumeOfBuyTrades);
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srsellvolume.addData((double) currentIteration, trades.volumeOfSellTrades);
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srprice.addData((double) currentIteration, currentPrice);
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priceslope = srprice.getSlope();
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buyvslope = srbuyvolume.getSlope();
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@@ -453,7 +456,7 @@ public class Main {
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outputAnalyzationResults();
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if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
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if (((currentIteration % NUM_ITERATIONS_FOR_ORDER) == 0) && (currentIteration != 0)) {
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/* DECIDE DECIDE CALCULATOR */
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Order order = decide2();
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@@ -469,8 +472,8 @@ public class Main {
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srprice.clear();
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}
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if(!regressionbacktest && !backtest) System.out.println("-------" + counter + "-------");
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counter++;
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if(!regressionbacktest && !backtest) System.out.println("-------" + currentIteration + "-------");
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currentIteration++;
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}
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doOrder(new Order("buy"));
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@@ -483,7 +486,7 @@ public class Main {
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}
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}
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private static void getPrice() {
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private static void getCurrentPrice() {
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try {
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HttpResponse<JsonNode> jsonResponse;
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jsonResponse = Unirest.post("https://min-api.cryptocompare.com/data/price?fsym=ETH&tsyms=BTC,USD,EUR")
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@@ -495,13 +498,13 @@ public class Main {
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writeResponseToFile(jsonResponse,"price");
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currentPrice = jsonResponse.getBody().getObject().getDouble("EUR");
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srprice.addData((double) counter, currentPrice);
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srprice.addData((double) currentIteration, currentPrice);
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} catch (UnirestException ue) {
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System.out.println("Exception was thrown - just continue and ignore");
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}
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}
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private static void getVolume() {
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private static void getCurrentVolume() {
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try {
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HttpResponse<JsonNode> jsonResponse = Unirest.post("https://api.kraken.com/0/public/Trades")
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.header("accept", "application/json")
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@@ -515,8 +518,8 @@ public class Main {
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sinceid = jsonResponse.getBody().getObject().getJSONObject("result").getLong("last");
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trades = new TradeHistory(array, sinceid);
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srbuyvolume.addData((double) counter, trades.volumeOfBuyTrades);
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srsellvolume.addData((double) counter, trades.volumeOfSellTrades);
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srbuyvolume.addData((double) currentIteration, trades.volumeOfBuyTrades);
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srsellvolume.addData((double) currentIteration, trades.volumeOfSellTrades);
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priceslope = srprice.getSlope();
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buyvslope = srbuyvolume.getSlope();
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@@ -527,7 +530,7 @@ public class Main {
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}
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}
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private static void sendStats() {
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private static void sendCurrentStatsToLogServer() {
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if(regressionbacktest || backtest) return;
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try {
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@@ -568,7 +571,7 @@ public class Main {
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private static <K, V> Map<K, V> sortByValue(Map<K, V> map) {
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List<Map.Entry<K, V>> list = new LinkedList<>(map.entrySet());
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Collections.sort(list, new Comparator<Object>() {
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list.sort( new Comparator<Object>() {
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@SuppressWarnings("unchecked")
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public int compare(Object o2, Object o1) {
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return ((Comparable<V>) ((Map.Entry<K, V>) (o1)).getValue()).compareTo(((Map.Entry<K, V>) (o2)).getValue());
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@@ -577,7 +580,7 @@ public class Main {
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Map<K, V> result = new LinkedHashMap<>();
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for (Iterator<Map.Entry<K, V>> it = list.iterator(); it.hasNext();) {
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Map.Entry<K, V> entry = (Map.Entry<K, V>) it.next();
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Map.Entry<K, V> entry = it.next();
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result.put(entry.getKey(), entry.getValue());
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}
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