Graph updated

src/main/java/DrawGraph.java

@@ -6,26 +6,44 @@ import java.awt.Graphics2D;
 import java.awt.Point;
 import java.awt.RenderingHints;
 import java.awt.Stroke;
+import java.awt.geom.Ellipse2D;
+import java.awt.geom.Line2D;
 import java.util.ArrayList;
+import java.util.Collections;
 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 double MIN_VALUE = 0;
+    private double MAX_VALUE = 0;
+    private double 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 int BORDER_GAP = 15;
     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 GRAPH_POINT_WIDTH = 10;
-    private static final int Y_HATCH_CNT = 10;
+    private static final int Y_HATCH_CNT = 20;
-    private List<Double> scores;
+    private List<Double> scoresBase;
+    private List<Double> scores1;
+    private List<Double> scores2;
+    private List<Point.Double> graphPointsBuy;
+    private List<Point.Double> graphPointsSell;
 
-    public DrawGraph(List<Double> scores) {
+
-        this.scores = scores;
+    public DrawGraph(List<Double> scoresBase, List<Double> scores1, List<Double> scores2, List<Point.Double> graphPointsBuy, List<Point.Double> graphPointsSell) {
+        this.scores1 = scores1;
+        this.scores2 = scores2;
+        this.scoresBase = scoresBase;
+        this.graphPointsBuy = graphPointsBuy;
+        this.graphPointsSell = graphPointsSell;
+
+        this.MIN_VALUE = Collections.min(scoresBase);
+        this.MAX_VALUE = Collections.max(scoresBase);
+        this.MAX_SCORE = MAX_VALUE - MIN_VALUE;
+
+        System.out.println("MAX_SCORE "+MAX_SCORE+" MIN_VALUE "+MIN_VALUE+" MAX_VALUE "+MAX_VALUE);
     }
 
     @Override
@@ -34,20 +52,28 @@ public class DrawGraph extends JPanel {
         Graphics2D g2 = (Graphics2D)g;
         g2.setRenderingHint(RenderingHints.KEY_ANTIALIASING, RenderingHints.VALUE_ANTIALIAS_ON);
 
-        double xScale = ((double) getWidth() - 2 * BORDER_GAP) / (scores.size() - 1);
+        double xScale = ((double) getWidth() - 2 * BORDER_GAP) / (scores1.size() - 1);
         double yScale = ((double) getHeight() - 2 * BORDER_GAP) / (MAX_SCORE - 1);
 
-        List<Point> graphPoints = new ArrayList<Point>();
+        List<Point.Double> graphPointsBase = new ArrayList<>();
-        for (int i = 0; i < scores.size(); i++) {
+        List<Point.Double> graphPoints1 = new ArrayList<>();
-            int x1 = (int) (i * xScale + BORDER_GAP);
+        List<Point.Double> graphPoints2 = new ArrayList<>();
-            int y1 = (int) ((MAX_SCORE - scores.get(i)) * yScale + BORDER_GAP);
+
-            graphPoints.add(new Point(x1, y1));
+        for (int i = 0; i < scores1.size(); i++) {
+            double x1 = i * xScale + BORDER_GAP;
+            double y1_base =  (MAX_SCORE - (scoresBase.get(i)-MIN_VALUE)) * yScale + BORDER_GAP;
+            double y1_1 =  (MAX_SCORE - (scores1.get(i)-MIN_VALUE)) * yScale + BORDER_GAP;
+            double y1_2 =  (MAX_SCORE - (scores2.get(i)-MIN_VALUE)) * yScale + BORDER_GAP;
+            graphPointsBase.add(new Point.Double(x1, y1_base));
+            graphPoints1.add(new Point.Double(x1, y1_1));
+            graphPoints2.add(new Point.Double(x1, y1_2));
         }
 
         // 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;
@@ -57,34 +83,79 @@ public class DrawGraph extends JPanel {
             g2.drawLine(x0, y0, x1, y1);
         }
 
+        /*
         // and for x axis
-        for (int i = 0; i < scores.size() - 1; i++) {
+        for (int i = 0; i < scores1.size() - 1; i++) {
-            int x0 = (i + 1) * (getWidth() - BORDER_GAP * 2) / (scores.size() - 1) + BORDER_GAP;
+            int x0 = (i + 1) * (getWidth() - BORDER_GAP * 2) / (scores1.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;
+        g2.setColor(Color.black);
-            int y1 = graphPoints.get(i).y;
+
-            int x2 = graphPoints.get(i + 1).x;
+        Line2D line = new Line2D.Double();
-            int y2 = graphPoints.get(i + 1).y;
+        for (int i = 0; i < graphPoints1.size() - 1; i++) {
-            g2.drawLine(x1, y1, x2, y2);
+            double x1 = graphPointsBase.get(i).x;
+            double y1 = graphPointsBase.get(i).y;
+            double x2 = graphPointsBase.get(i + 1).x;
+            double y2 = graphPointsBase.get(i + 1).y;
+            line.setLine(x1, y1, x2, y2);
+            g2.draw(line);
+        }
+
+        g2.setColor(Color.gray);
+
+        for (int i = 0; i < graphPoints1.size() - 1; i++) {
+            double x1 = graphPoints1.get(i).x;
+            double y1 = graphPoints1.get(i).y;
+            double x2 = graphPoints1.get(i + 1).x;
+            double y2 = graphPoints1.get(i + 1).y;
+            line.setLine(x1, y1, x2, y2);
+            g2.draw(line);
+        }
+
+        g2.setColor(Color.darkGray);
+
+        for (int i = 0; i < graphPoints2.size() - 1; i++) {
+            double x1 = graphPoints2.get(i).x;
+            double y1 = graphPoints2.get(i).y;
+            double x2 = graphPoints2.get(i + 1).x;
+            double y2 = graphPoints2.get(i + 1).y;
+            line.setLine(x1, y1, x2, y2);
+            g2.draw(line);
         }
 
         g2.setStroke(oldStroke);
-        g2.setColor(GRAPH_POINT_COLOR);
+        g2.setColor(Color.green);
-        for (int i = 0; i < graphPoints.size(); i++) {
+
-            int x = graphPoints.get(i).x - GRAPH_POINT_WIDTH / 2;
+        for (int i = 0; i < graphPointsBuy.size(); i++) {
-            int y = graphPoints.get(i).y - GRAPH_POINT_WIDTH / 2;;
+            double x = graphPointsBuy.get(i).x * xScale + BORDER_GAP - GRAPH_POINT_WIDTH / 2;
+            double y = (MAX_SCORE - (graphPointsBuy.get(i).y-MIN_VALUE)) * yScale + BORDER_GAP - GRAPH_POINT_WIDTH / 2;
+
             int ovalW = GRAPH_POINT_WIDTH;
             int ovalH = GRAPH_POINT_WIDTH;
-            g2.fillOval(x, y, ovalW, ovalH);
+
+            Ellipse2D.Double elshape = new Ellipse2D.Double(x, y, ovalW, ovalH);
+            g2.draw(elshape);
+        }
+
+        g2.setColor(Color.red);
+
+        for (int i = 0; i < graphPointsSell.size(); i++) {
+            double x = graphPointsSell.get(i).x * xScale + BORDER_GAP - GRAPH_POINT_WIDTH / 2;
+            double y = (MAX_SCORE - (graphPointsSell.get(i).y-MIN_VALUE)) * yScale + BORDER_GAP - GRAPH_POINT_WIDTH / 2;
+
+            int ovalW = GRAPH_POINT_WIDTH;
+            int ovalH = GRAPH_POINT_WIDTH;
+
+            Ellipse2D.Double elshape = new Ellipse2D.Double(x, y, ovalW, ovalH);
+            g2.draw(elshape);
         }
     }
 
@@ -93,29 +164,4 @@ public class DrawGraph extends JPanel {
         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

@@ -7,24 +7,27 @@ import org.json.JSONArray;
 import org.json.JSONObject;
 import javax.swing.*;
 
+import java.awt.*;
+import java.awt.geom.Point2D;
 import java.io.*;
 import java.nio.charset.Charset;
 import java.util.*;
+import java.util.List;
 
 public class Main {
     private static final String APP_NAME = "den_ac_deka_ct3_15_35";
     private static final double VALUE_ETH = 100.0;
     private static final double VALUE_EUR = 0.0;
     private static final int ROUNDTRIP_TIME_MS = 20000;
-    private static int NUM_ITERATIONS_FOR_ORDER = 15;
+    private static int NUM_ITERATIONS_FOR_ORDER = 6;
-    private static int BUY_THRESHOLD = 35;
+    private static int BUY_THRESHOLD = 10;
-    private static int SELL_THRESHOLD = -35;
+    private static int SELL_THRESHOLD = -10;
 
     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(150);
+    private static MovingAverage ma15 = new MovingAverage(200);
-    private static MovingAverage ma50 = new MovingAverage(500);
+    private static MovingAverage ma50 = new MovingAverage(1000);
 
     private static OrderHistory orders = new OrderHistory();
     private static Funds funds = new Funds();
@@ -48,7 +51,9 @@ public class Main {
     private static boolean backtest = false;
 
     private static Map<String, Double > results = new HashMap<>();
-    private static ArrayList<Double> graphValues = new ArrayList<>();
+    private static ArrayList<Double> graphValuesBase = new ArrayList<>();
+    private static ArrayList<Double> graphValues1 = new ArrayList<>();
+    private static ArrayList<Double> graphValues2 = new ArrayList<>();
 
     public static void main(String[] args) throws InterruptedException {
         System.out.println("Starting DekaBot...");
@@ -191,6 +196,7 @@ public class Main {
     private static Order decide() {
         Order newOrder = new Order();
         newOrder.price = currentPrice;
+        newOrder.timeframe = (double)counter;
 
         if(!regressionbacktest) System.out.println("------- START ORDER -------");
         if (buyindicator > BUY_THRESHOLD) {
@@ -219,6 +225,7 @@ public class Main {
     private static Order decide2() {
         Order newOrder = new Order();
         newOrder.price = currentPrice;
+        newOrder.timeframe = (double)counter;
 
         if(!regressionbacktest) System.out.println("------- START ORDER -------");
         if (buyindicator > BUY_THRESHOLD) {
@@ -351,6 +358,8 @@ public class Main {
 
     private static void doBacktest(){
         try {
+            graphValues1.clear();
+            graphValues2.clear();
             funds.clearFunds();
             orders.clearOrders();
             if(trades != null) trades.clearTrades();
@@ -369,16 +378,9 @@ public class Main {
             InputStreamReader isr2 = new InputStreamReader(fis2, Charset.forName("UTF-8"));
             BufferedReader br2 = new BufferedReader(isr2);
 
-            while ((priceline = br.readLine()) != null) {
+            while ((priceline = br.readLine()) != null && (volumeline = br2.readLine()) != null) {
-                volumeline = br2.readLine();
-
-                priceline = br.readLine();
-                volumeline = br2.readLine();
-
-                if(volumeline == null || priceline == null){
-                    return;
-                }
 
+                //sometimes two lines are written - in this case read second line as well and append
                 if(volumeline.charAt(volumeline.length()-1) != '}'){
                     volumeline += br2.readLine();
                 }
@@ -390,30 +392,36 @@ public class Main {
                 sinceid = jsonVolumeObject.getLong("last");
                 JSONArray volumeArray = jsonVolumeObject.getJSONArray("XETHZEUR");
 
-
                 currentPrice = jsonPriceObject.getDouble("EUR");
-                srprice.addData((double) counter, currentPrice);
-
-                ma15.add(currentPrice);
-                ma50.add(currentPrice);
-                graphValues.add(currentPrice);
 
                 trades = new TradeHistory(volumeArray, sinceid);
 
                 srbuyvolume.addData((double) counter, trades.volumeOfBuyTrades);
                 srsellvolume.addData((double) counter, trades.volumeOfSellTrades);
+                srprice.addData((double) counter, currentPrice);
 
                 priceslope = srprice.getSlope();
                 buyvslope = srbuyvolume.getSlope();
                 sellvslope = srsellvolume.getSlope();
 
+                /* DECIDE TREND CALCULATION */
                 trend = calculateTrend_4();
-                //System.out.println("Trend: "+trend+" shortAVG "+ma15.getAverage()+" longAVG "+ma50.getAverage());
+                /* */
+
+                ma15.add(currentPrice);
+                ma50.add(currentPrice);
+
+                graphValuesBase.add(currentPrice);
+                graphValues1.add(ma15.getAverage().doubleValue());
+                graphValues2.add(ma50.getAverage().doubleValue());
 
                 outputAnalyzationResults();
 
                 if (((counter % NUM_ITERATIONS_FOR_ORDER) == 0) && (counter != 0)) {
+
+                    /* DECIDE DECIDE CALCULATOR */
                     Order order = decide2();
+                    /* */
 
                     if (order.ordertype != null) doOrder(order);
 
@@ -429,11 +437,11 @@ public class Main {
                 counter++;
             }
 
-            drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER,graphValues);
+            System.out.println("DrawGraph -- "+graphValues1.size());
-            graphValues.clear();
+            drawGraph("Threshold: "+BUY_THRESHOLD+" Iterations: "+NUM_ITERATIONS_FOR_ORDER, graphValuesBase, graphValues1, graphValues2);
 
         } catch (IOException e) {
-            e.printStackTrace();
+            System.out.println("Error:" + e.getMessage());
         }
     }
 
@@ -538,21 +546,24 @@ public class Main {
         return result;
     }
 
-    private static int calculatePercentage(Double first, Double second) {
+    private static void drawGraph(String title, ArrayList<Double> valuesBase, ArrayList<Double> values1, ArrayList<Double> values2){
-        Double d = (1 - first / second) * 100;
-
-        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);
+        frame.setDefaultCloseOperation(WindowConstants.EXIT_ON_CLOSE);
 
         JPanel panel = new JPanel();
 
-        DrawGraph graph = new DrawGraph(values);
+        List<Point.Double> graphPointsBuy = new ArrayList<>();
+        List<Point.Double> graphPointsSell = new ArrayList<>();
+
+        for(Order o : orders.orders){
+            if(o.ordertype.equals("buy")) graphPointsBuy.add(new Point2D.Double(o.timeframe,o.price));
+            if(o.ordertype.equals("sell")) graphPointsSell.add(new Point2D.Double(o.timeframe,o.price));
+        }
+
+        DrawGraph graph = new DrawGraph(valuesBase, values1, values2, graphPointsBuy, graphPointsSell);
+
         frame.add(graph);
 
         frame.setVisible(true);

src/main/java/Order.java

@@ -6,6 +6,7 @@ public class Order {
     public String type;
     public String ordertype;
     public Double price;
+    public Double timeframe;
     public Double volume;
     public String leverage = "none";