Graph implemented

dekaBot.iml

@@ -1,6 +1,6 @@
 <?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_7">
+  <component name="NewModuleRootManager" LANGUAGE_LEVEL="JDK_1_8">
     <output url="file://$MODULE_DIR$/target/classes" />
     <output-test url="file://$MODULE_DIR$/target/test-classes" />
     <content url="file://$MODULE_DIR$">
@@ -8,7 +8,7 @@
       <sourceFolder url="file://$MODULE_DIR$/src/main/resources" type="java-resource" />
       <excludeFolder url="file://$MODULE_DIR$/target" />
     </content>
-    <orderEntry type="inheritedJdk" />
+    <orderEntry type="jdk" jdkName="1.8" jdkType="JavaSDK" />
     <orderEntry type="sourceFolder" forTests="false" />
     <orderEntry type="library" name="Maven: com.mashape.unirest:unirest-java:1.4.9" level="project" />
     <orderEntry type="library" name="Maven: org.apache.httpcomponents:httpclient:4.3.6" level="project" />
@@ -24,5 +24,7 @@
     <orderEntry type="library" name="Maven: junit:junit:4.10" level="project" />
     <orderEntry type="library" name="Maven: org.hamcrest:hamcrest-core:1.1" level="project" />
     <orderEntry type="library" name="Maven: joda-time:joda-time:2.9.9" level="project" />
+    <orderEntry type="library" name="Maven: org.jgrapht:jgrapht-core:1.0.1" level="project" />
+    <orderEntry type="library" name="Maven: jgraph:jgraph:5.13.0.0" level="project" />
   </component>
 </module>

pom.xml

@@ -80,8 +80,16 @@
             <artifactId>joda-time</artifactId>
             <version>2.9.9</version>
         </dependency>
-
+        <dependency>
-
+            <groupId>org.jgrapht</groupId>
+            <artifactId>jgrapht-core</artifactId>
+            <version>1.0.1</version>
+        </dependency>
+        <dependency>
+            <groupId>jgraph</groupId>
+            <artifactId>jgraph</artifactId>
+            <version>5.13.0.0</version>
+        </dependency>
     </dependencies>
 
 

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<Double> scores;
+
+    public DrawGraph(List<Double> 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<Point> graphPoints = new ArrayList<Point>();
+        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<Double> 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();
+            }
+        });
+    }
+}

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 ma15 = new MovingAverage(150);
-    private static MovingAverage ma50 = new MovingAverage(50);
+    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<String, Double > results = new HashMap<>();
+    private static ArrayList<Double> 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<Double> 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);
+    }
 
 }