Java tutorial
package org.jlucrum.realtime.training; import org.jlucrum.realtime.BrokerWatcher; import org.jlucrum.realtime.eventtypes.MarketData; import org.jlucrum.realtime.eventtypes.MarketSignal; import org.jlucrum.realtime.strategy.DecisionStrategy; import org.jlucrum.realtime.strategy.SimpleIndicatorsOnlyStrategy; import com.espertech.esper.client.EPRuntime; import java.util.concurrent.ExecutionException; import java.util.logging.Level; import java.util.logging.Logger; import org.jtotus.common.MethodResults; import org.jtotus.config.ConfPortfolio; import org.jtotus.config.ConfTrainWithLongTermIndicators; import org.jtotus.config.ConfigLoader; import org.jtotus.database.DataFetcher; import java.math.BigDecimal; import java.util.HashMap; import java.util.Iterator; import java.util.LinkedList; import java.util.concurrent.ExecutorService; import java.util.concurrent.Executors; import org.joda.time.DateTime; import org.joda.time.format.DateTimeFormat; import org.joda.time.format.DateTimeFormatter; import org.jtotus.methods.MethodEntry; import org.jtotus.methods.StatisticsFreqPeriod; import org.jtotus.methods.TaLibRSI; import org.jtotus.threads.MethodFuture; /** * This file is part of JTotus. * <p/> * jTotus is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * <p/> * jTotus is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * <p/> * You should have received a copy of the GNU General Public License * along with jTotus. If not, see <http://www.gnu.org/licenses/>. */ /* * Created by IntelliJ IDEA. * Author: Evgeni Kappinen * Date: 5/2/11 * Time: 6:38 PM */ public class TrainManager { private final ConfPortfolio portfolio = ConfPortfolio.getPortfolioConfig(); private final DecisionStrategy strategy = new SimpleIndicatorsOnlyStrategy(); private final EPRuntime epRuntime = BrokerWatcher.getMainEngine().getEPRuntime(); private final DataFetcher fetcher = new DataFetcher(); private LinkedList<MethodEntry> methods = new LinkedList<MethodEntry>(); private LinkedList<MethodFuture> indResults = new LinkedList<MethodFuture>(); private ConfTrainWithLongTermIndicators config = null; private ExecutorService threadExecutor = Executors.newCachedThreadPool(); public TrainManager() { ConfigLoader<ConfTrainWithLongTermIndicators> loader = new ConfigLoader<ConfTrainWithLongTermIndicators>( "ConfTrainWithLongTermIndicators"); config = loader.getConfig(); if (config == null) { config = new ConfTrainWithLongTermIndicators(); loader.storeConfig(config); } methods.add(new TaLibRSI()); methods.add(new StatisticsFreqPeriod()); } public void train() { HashMap<String, MethodResults> inputs = new HashMap<String, MethodResults>(); DateTime currentDate = portfolio.inputStartingDate; while (currentDate.isBefore(portfolio.inputEndingDate.minusDays(1))) { final MarketData data = fetcher.prepareMarketData(portfolio.inputListOfStocks, portfolio.inputStartIndicatorDate, currentDate); MethodFuture<MethodResults> futureTask = null; for (MethodEntry task : methods) { if (task.isCallable()) { task.setMarketData(data); futureTask = new MethodFuture<MethodResults>(task); threadExecutor.execute(futureTask); indResults.push(futureTask); } else { //Lets support Runnable for now. System.err.printf("TrainManager support only callable indicators ! : %s\n", task.getMethName()); } } MethodResults res = null; while (indResults.size() > 0) { for (Iterator<MethodFuture> iter = indResults.iterator(); iter.hasNext();) { MethodFuture<MethodResults> iterTask = iter.next(); if (iterTask.isDone()) { try { if ((res = iterTask.get()) != null) { iter.remove(); inputs.put(res.getMethodName(), res); } } catch (InterruptedException ex) { Logger.getLogger(TrainManager.class.getName()).log(Level.SEVERE, null, ex); ex.printStackTrace(); System.exit(-1); } catch (ExecutionException ex) { Logger.getLogger(TrainManager.class.getName()).log(Level.SEVERE, null, ex); ex.printStackTrace(); System.exit(-1); } } } } currentDate = performStrategyTest(inputs, currentDate); if (currentDate == null) { break; } System.out.printf("%s processing %s\n", this.getClass().getSimpleName(), currentDate.toDate().toString()); inputs.clear(); } } private DateTime performStrategyTest(HashMap<String, MethodResults> inputs, DateTime currentDate) { boolean sold = false; MarketSignal signal = strategy.makeDecision(inputs); if (signal != null) { epRuntime.sendEvent(signal); // Buying BigDecimal maxWin = BigDecimal.valueOf(signal.getPriceToBuy()) .multiply(BigDecimal.valueOf(config.maxWin)); BigDecimal maxLoss = BigDecimal.valueOf(signal.getPriceToBuy()) .multiply(BigDecimal.valueOf(config.maxLost)); while (!sold) { currentDate = currentDate.plusDays(1); if (currentDate.isAfter(portfolio.inputEndingDate.minusDays(1))) { System.out.printf("%s is done!\n", this.getClass().getSimpleName()); return null; } DateTimeFormatter formatter = DateTimeFormat.forPattern("dd-MM-yyyy"); System.out.printf("Train manager %s\n", formatter.print(currentDate)); BigDecimal price = fetcher.fetchData(signal.getStockName(), currentDate, "CLOSE"); if (price == null) { continue; } if (price.compareTo(maxWin) > 0 || price.compareTo(maxLoss) <= 0) { sold = true; signal.setPriceToSell(price.doubleValue()); epRuntime.sendEvent(signal); // Buying } } } currentDate = currentDate.plusDays(1); return currentDate; } }