diff --git a/dekaBot.iml b/dekaBot.iml
index cfbf201..14b1199 100644
--- a/dekaBot.iml
+++ b/dekaBot.iml
@@ -1,6 +1,6 @@
-
+
@@ -8,7 +8,7 @@
-
+
@@ -24,5 +24,7 @@
+
+
\ No newline at end of file
diff --git a/pom.xml b/pom.xml
index a630da4..a525b3e 100644
--- a/pom.xml
+++ b/pom.xml
@@ -80,8 +80,16 @@
joda-time
2.9.9
-
-
+
+ org.jgrapht
+ jgrapht-core
+ 1.0.1
+
+
+ jgraph
+ jgraph
+ 5.13.0.0
+
diff --git a/src/main/java/DrawGraph.java b/src/main/java/DrawGraph.java
new file mode 100644
index 0000000..b8d242d
--- /dev/null
+++ b/src/main/java/DrawGraph.java
@@ -0,0 +1,121 @@
+import java.awt.BasicStroke;
+import java.awt.Color;
+import java.awt.Dimension;
+import java.awt.Graphics;
+import java.awt.Graphics2D;
+import java.awt.Point;
+import java.awt.RenderingHints;
+import java.awt.Stroke;
+import java.util.ArrayList;
+import java.util.List;
+import java.util.Random;
+import javax.swing.*;
+
+@SuppressWarnings("serial")
+public class DrawGraph extends JPanel {
+ private static final int MAX_SCORE = 20;
+ private static final int PREF_W = 800;
+ private static final int PREF_H = 650;
+ private static final int BORDER_GAP = 30;
+ private static final Color GRAPH_COLOR = Color.black;
+ private static final Color GRAPH_POINT_COLOR = new Color(150, 50, 50, 180);
+ private static final Stroke GRAPH_STROKE = new BasicStroke(1f);
+ private static final int GRAPH_POINT_WIDTH = 2;
+ private static final int Y_HATCH_CNT = 10;
+ private List scores;
+
+ public DrawGraph(List scores) {
+ this.scores = scores;
+ }
+
+ @Override
+ protected void paintComponent(Graphics g) {
+ super.paintComponent(g);
+ Graphics2D g2 = (Graphics2D)g;
+ g2.setRenderingHint(RenderingHints.KEY_ANTIALIASING, RenderingHints.VALUE_ANTIALIAS_ON);
+
+ double xScale = ((double) getWidth() - 2 * BORDER_GAP) / (scores.size() - 1);
+ double yScale = ((double) getHeight() - 2 * BORDER_GAP) / (MAX_SCORE - 1);
+
+ List graphPoints = new ArrayList();
+ for (int i = 0; i < scores.size(); i++) {
+ int x1 = (int) (i * xScale + BORDER_GAP);
+ int y1 = (int) ((MAX_SCORE - scores.get(i)) * yScale + BORDER_GAP);
+ graphPoints.add(new Point(x1, y1));
+ }
+
+ // create x and y axes
+ g2.drawLine(BORDER_GAP, getHeight() - BORDER_GAP, BORDER_GAP, BORDER_GAP);
+ g2.drawLine(BORDER_GAP, getHeight() - BORDER_GAP, getWidth() - BORDER_GAP, getHeight() - BORDER_GAP);
+
+ // create hatch marks for y axis.
+ for (int i = 0; i < Y_HATCH_CNT; i++) {
+ int x0 = BORDER_GAP;
+ int x1 = GRAPH_POINT_WIDTH + BORDER_GAP;
+ int y0 = getHeight() - (((i + 1) * (getHeight() - BORDER_GAP * 2)) / Y_HATCH_CNT + BORDER_GAP);
+ int y1 = y0;
+ g2.drawLine(x0, y0, x1, y1);
+ }
+
+ // and for x axis
+ for (int i = 0; i < scores.size() - 1; i++) {
+ int x0 = (i + 1) * (getWidth() - BORDER_GAP * 2) / (scores.size() - 1) + BORDER_GAP;
+ int x1 = x0;
+ int y0 = getHeight() - BORDER_GAP;
+ int y1 = y0 - GRAPH_POINT_WIDTH;
+ g2.drawLine(x0, y0, x1, y1);
+ }
+
+ Stroke oldStroke = g2.getStroke();
+ g2.setColor(GRAPH_COLOR);
+ g2.setStroke(GRAPH_STROKE);
+ for (int i = 0; i < graphPoints.size() - 1; i++) {
+ int x1 = graphPoints.get(i).x;
+ int y1 = graphPoints.get(i).y;
+ int x2 = graphPoints.get(i + 1).x;
+ int y2 = graphPoints.get(i + 1).y;
+ g2.drawLine(x1, y1, x2, y2);
+ }
+
+ g2.setStroke(oldStroke);
+ g2.setColor(GRAPH_POINT_COLOR);
+ for (int i = 0; i < graphPoints.size(); i++) {
+ int x = graphPoints.get(i).x - GRAPH_POINT_WIDTH / 2;
+ int y = graphPoints.get(i).y - GRAPH_POINT_WIDTH / 2;;
+ int ovalW = GRAPH_POINT_WIDTH;
+ int ovalH = GRAPH_POINT_WIDTH;
+ g2.fillOval(x, y, ovalW, ovalH);
+ }
+ }
+
+ @Override
+ public Dimension getPreferredSize() {
+ return new Dimension(PREF_W, PREF_H);
+ }
+
+ private static void createAndShowGui() {
+ List scores = new ArrayList<>();
+ Random random = new Random();
+ int maxDataPoints = 16;
+ double maxScore = 20.0;
+ for (int i = 0; i < maxDataPoints ; i++) {
+ scores.add(random.nextDouble()*maxScore);
+ }
+ DrawGraph mainPanel = new DrawGraph(scores);
+
+ JFrame frame = new JFrame("DrawGraph");
+ frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
+ frame.getContentPane().add(mainPanel);
+ frame.pack();
+ frame.setLocationByPlatform(true);
+ frame.setVisible(true);
+ }
+
+ public static void main(String[] args) {
+ SwingUtilities.invokeLater(new Runnable() {
+ public void run() {
+ createAndShowGui();
+ }
+ });
+ }
+}
\ No newline at end of file
diff --git a/src/main/java/Main.java b/src/main/java/Main.java
index 89373df..f740295 100644
--- a/src/main/java/Main.java
+++ b/src/main/java/Main.java
@@ -5,6 +5,7 @@ import com.mashape.unirest.http.exceptions.UnirestException;
import org.apache.commons.math3.stat.regression.SimpleRegression;
import org.json.JSONArray;
import org.json.JSONObject;
+import javax.swing.*;
import java.io.*;
import java.nio.charset.Charset;
@@ -22,8 +23,8 @@ 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 MovingAverage ma15 = new MovingAverage(150);
+ private static MovingAverage ma50 = new MovingAverage(500);
private static OrderHistory orders = new OrderHistory();
private static Funds funds = new Funds();
@@ -47,6 +48,7 @@ public class Main {
private static boolean backtest = false;
private static Map results = new HashMap<>();
+ private static ArrayList graphValues = new ArrayList<>();
public static void main(String[] args) throws InterruptedException {
System.out.println("Starting DekaBot...");
@@ -87,6 +89,7 @@ public class Main {
return;
}else if(input.equals("y")){
backtest = true;
+
doBacktest();
doOrder(new Order("buy"));
@@ -213,6 +216,31 @@ public class Main {
return newOrder;
}
+ private static Order decide2() {
+ Order newOrder = new Order();
+ newOrder.price = currentPrice;
+
+ if(!regressionbacktest) System.out.println("------- START ORDER -------");
+ if (buyindicator > BUY_THRESHOLD) {
+
+ if(!regressionbacktest) System.out.println("BUY NOW - PRICE: " + currentPrice);
+ newOrder.ordertype = "buy";
+
+ } else if (buyindicator > SELL_THRESHOLD) {
+ if(!regressionbacktest) System.out.println("DO NOTHING - NEUTRAL: " + currentPrice);
+ counterneutrals++;
+ } else {
+
+ if(!regressionbacktest) System.out.println("SELL NOW - PRICE: " + currentPrice);
+ newOrder.ordertype = "sell";
+
+
+ }
+ if(!regressionbacktest) System.out.println("------- END ORDER -------");
+
+ return newOrder;
+ }
+
private static String calculateTrend() {
if ((Double.compare(buyvslope, 0) > 0) && (Double.compare(priceslope, 0) > 0)) {
if (Double.compare(trades.volumeOfBuyTrades, trades.volumeOfSellTrades) > 0) {
@@ -308,13 +336,13 @@ public class Main {
}
private static String calculateTrend_4() {
- if(counter < 50) return "neutral";
+ if(counter < 500) return "neutral";
if(ma15.getAverage().compareTo(ma50.getAverage()) == 1){
- buyindicator += 2;
+ buyindicator += 3;
return "normal buy";
}else if(ma15.getAverage().compareTo(ma50.getAverage()) == -1){
- buyindicator -= 2;
+ buyindicator -= 3;
return "normal sell";
}else{
return "neutral";
@@ -368,8 +396,7 @@ public class Main {
ma15.add(currentPrice);
ma50.add(currentPrice);
-
-
+ graphValues.add(currentPrice);
trades = new TradeHistory(volumeArray, sinceid);
@@ -381,11 +408,12 @@ public class Main {
sellvslope = srsellvolume.getSlope();
trend = calculateTrend_4();
+ //System.out.println("Trend: "+trend+" shortAVG "+ma15.getAverage()+" longAVG "+ma50.getAverage());
outputAnalyzationResults();
if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
- Order order = decide();
+ Order order = decide2();
if (order.ordertype != null) doOrder(order);
@@ -401,6 +429,9 @@ public class Main {
counter++;
}
+ drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER,graphValues);
+ graphValues.clear();
+
} catch (IOException e) {
e.printStackTrace();
}
@@ -513,5 +544,18 @@ public class Main {
return Math.abs(d.intValue());
}
+ private static void drawGraph(String title, ArrayList values){
+ JFrame frame = new JFrame("Graph");
+
+ frame.setSize(700, 400);
+ frame.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
+
+ JPanel panel = new JPanel();
+
+ DrawGraph graph = new DrawGraph(values);
+ frame.add(graph);
+
+ frame.setVisible(true);
+ }
}