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Graph implemented

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This commit is contained in:
Dennis Thiessen
2017-07-13 10:06:48 +02:00
parent c1a35a3f17
commit cf969f4a7b
4 changed files with 187 additions and 12 deletions
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6
dekaBot.iml
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@@ -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>

12
pom.xml
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@@ -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>

121
src/main/java/DrawGraph.java Normal file
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@@ -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();
}
});
}
}

60
src/main/java/Main.java
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@@ -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<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);
}
}