From c1a35a3f17a665b336f4128e16de2caa17d9cf02 Mon Sep 17 00:00:00 2001
From: Dennis Thiessen <dennis.thiessen@riskahead.de>
Date: Wed, 12 Jul 2017 16:23:18 +0200
Subject: [PATCH] Included MovingAverage

---
 src/main/java/Main.java          | 31 +++++++++++++++++++++-----
 src/main/java/MovingAverage.java | 38 ++++++++++++++++++++++++++++++++
 2 files changed, 64 insertions(+), 5 deletions(-)
 create mode 100644 src/main/java/MovingAverage.java

diff --git a/src/main/java/Main.java b/src/main/java/Main.java
index cfbd42b..89373df 100644
--- a/src/main/java/Main.java
+++ b/src/main/java/Main.java
@@ -22,6 +22,8 @@ public class Main {
     private static SimpleRegression srbuyvolume = new SimpleRegression(true);
     private static SimpleRegression srsellvolume = new SimpleRegression(true);
     private static SimpleRegression srprice = new SimpleRegression(true);
+    private static MovingAverage ma15 = new MovingAverage(15);
+    private static MovingAverage ma50 = new MovingAverage(50);
 
     private static OrderHistory orders = new OrderHistory();
     private static Funds funds = new Funds();
@@ -48,7 +50,6 @@ public class Main {
 
     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);
@@ -306,6 +307,20 @@ public class Main {
         }
     }
 
+    private static String calculateTrend_4() {
+        if(counter < 50) return "neutral";
+
+        if(ma15.getAverage().compareTo(ma50.getAverage()) == 1){
+            buyindicator += 2;
+            return "normal buy";
+        }else if(ma15.getAverage().compareTo(ma50.getAverage()) == -1){
+            buyindicator -= 2;
+            return "normal sell";
+        }else{
+            return "neutral";
+        }
+    }
+
     private static void doBacktest(){
         try {
             funds.clearFunds();
@@ -316,13 +331,13 @@ public class Main {
 
             String priceline = "";
             String volumeline = "";
-            int counter = 0;
+            counter = 0;
 
-            InputStream fis = new FileInputStream("C:\\Development\\Projects\\DekaBot\\DekaBot\\src\\main\\resources\\price.txt");
+            InputStream fis = new FileInputStream(System.getProperty("user.dir")+"\\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");
+            InputStream fis2 = new FileInputStream(System.getProperty("user.dir")+"\\src\\main\\resources\\volume.txt");
             InputStreamReader isr2 = new InputStreamReader(fis2, Charset.forName("UTF-8"));
             BufferedReader br2 = new BufferedReader(isr2);
 
@@ -351,6 +366,11 @@ public class Main {
                 currentPrice = jsonPriceObject.getDouble("EUR");
                 srprice.addData((double) counter, currentPrice);
 
+                ma15.add(currentPrice);
+                ma50.add(currentPrice);
+
+
+
                 trades = new TradeHistory(volumeArray, sinceid);
 
                 srbuyvolume.addData((double) counter, trades.volumeOfBuyTrades);
@@ -360,7 +380,8 @@ public class Main {
                 buyvslope = srbuyvolume.getSlope();
                 sellvslope = srsellvolume.getSlope();
 
-                trend = calculateTrend_2();
+                trend = calculateTrend_4();
+
                 outputAnalyzationResults();
 
                 if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
diff --git a/src/main/java/MovingAverage.java b/src/main/java/MovingAverage.java
new file mode 100644
index 0000000..ab440bd
--- /dev/null
+++ b/src/main/java/MovingAverage.java
@@ -0,0 +1,38 @@
+import java.math.BigDecimal;
+import java.math.RoundingMode;
+import java.util.LinkedList;
+import java.util.Queue;
+
+public class MovingAverage {
+
+    private final Queue<BigDecimal> window = new LinkedList<BigDecimal>();
+    private final int period;
+    private BigDecimal sum = BigDecimal.ZERO;
+
+    public MovingAverage(int period) {
+        this.period = period;
+    }
+
+    public void add(BigDecimal num) {
+        sum = sum.add(num);
+        window.add(num);
+        if (window.size() > period) {
+            sum = sum.subtract(window.remove());
+        }
+    }
+
+    public void add(double numd) {
+        BigDecimal num = BigDecimal.valueOf(numd);
+        sum = sum.add(num);
+        window.add(num);
+        if (window.size() > period) {
+            sum = sum.subtract(window.remove());
+        }
+    }
+
+    public BigDecimal getAverage() {
+        if (window.isEmpty()) return BigDecimal.ZERO;
+        BigDecimal divisor = BigDecimal.valueOf(window.size());
+        return sum.divide(divisor, 2, RoundingMode.HALF_UP);
+    }
+}