singlejartest.Explorer30MinDoubleRepeat.java Source code

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Here is the source code for singlejartest.Explorer30MinDoubleRepeat.java

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/*
 * Copyright (c) 2009 Dukascopy (Suisse) SA. All Rights Reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * -Redistribution of source code must retain the above copyright notice, this
 *  list of conditions and the following disclaimer.
 *
 * -Redistribution in binary form must reproduce the above copyright notice,
 *  this list of conditions and the following disclaimer in the documentation
 *  and/or other materials provided with the distribution.
 * 
 * Neither the name of Dukascopy (Suisse) SA or the names of contributors may
 * be used to endorse or promote products derived from this software without
 * specific prior written permission.
 *
 * This software is provided "AS IS," without a warranty of any kind. ALL
 * EXPRESS OR IMPLIED CONDITIONS, REPRESENTATIONS AND WARRANTIES, INCLUDING
 * ANY IMPLIED WARRANTY OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE
 * OR NON-INFRINGEMENT, ARE HEREBY EXCLUDED. DUKASCOPY (SUISSE) SA ("DUKASCOPY")
 * AND ITS LICENSORS SHALL NOT BE LIABLE FOR ANY DAMAGES SUFFERED BY LICENSEE
 * AS A RESULT OF USING, MODIFYING OR DISTRIBUTING THIS SOFTWARE OR ITS
 * DERIVATIVES. IN NO EVENT WILL DUKASCOPY OR ITS LICENSORS BE LIABLE FOR ANY LOST
 * REVENUE, PROFIT OR DATA, OR FOR DIRECT, INDIRECT, SPECIAL, CONSEQUENTIAL,
 * INCIDENTAL OR PUNITIVE DAMAGES, HOWEVER CAUSED AND REGARDLESS OF THE THEORY
 * OF LIABILITY, ARISING OUT OF THE USE OF OR INABILITY TO USE THIS SOFTWARE,
 * EVEN IF DUKASCOPY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.
 */
package singlejartest;

import com.dukascopy.api.Instrument;
import com.dukascopy.api.LoadingProgressListener;
import com.dukascopy.api.system.ISystemListener;
import com.dukascopy.api.system.ITesterClient;
import com.dukascopy.api.system.ITesterClient.DataLoadingMethod;
import com.dukascopy.api.system.TesterFactory;

import org.joda.time.DateTime;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

import java.io.File;
import java.io.FileInputStream;
import java.io.IOException;
import java.util.HashSet;
import java.util.Set;
import java.util.StringTokenizer;
import java.util.concurrent.Future;

import jforex.explorers.TwoTFStatsCollector;
import jforex.utils.FXUtils;
import jforex.utils.props.ClimberProperties;

/**
 * This small program demonstrates how to initialize Dukascopy tester and start
 * a strategy
 */
public class Explorer30MinDoubleRepeat {
    private static final Logger LOGGER = LoggerFactory.getLogger(Main.class);

    // url of the DEMO jnlp
    private static String jnlpUrl = "https://www.dukascopy.com/client/demo/jclient/jforex.jnlp";

    private static File requestedCallSignal = null;
    private static File strategyRunningSignal = new File("strategyRunning.bin");

    public static void main(String[] args) throws Exception {
        // get the instance of the IClient interface
        final ITesterClient client = TesterFactory.getDefaultInstance();
        final ClimberProperties properties = new ClimberProperties();

        // set the listener that will receive system events
        client.setSystemListener(new ISystemListener() {
            @Override
            public void onStart(long processId) {
                LOGGER.info("Strategy started: " + processId);
                try {
                    strategyRunningSignal.createNewFile();
                } catch (IOException e) {
                    // TODO Auto-generated catch block
                    e.printStackTrace();
                }
            }

            @Override
            public void onStop(long processId) {
                LOGGER.info("Strategy stopped: " + processId);
                if (client.getStartedStrategies().size() == 0) {
                    // System.exit(0);
                    strategyRunningSignal.delete();
                }
            }

            @Override
            public void onConnect() {
                LOGGER.info("Connected");
            }

            @Override
            public void onDisconnect() {
                // tester doesn't disconnect
            }
        });

        if (args.length < 1) {
            LOGGER.error("One argument needed: name of config file");
            System.exit(1);
        }

        try {
            properties.load(new FileInputStream(args[0]));
        } catch (IOException e) {
            LOGGER.error("Can't open or can't read properties file " + args[0] + "...");
            System.exit(1);
        }

        properties.validate(LOGGER);

        LOGGER.info("Connecting...");
        // connect to the server using jnlp, user name and password
        // connection is needed for data downloading
        client.connect(jnlpUrl, properties.getProperty("username"), properties.getProperty("password"));

        // wait for it to connect
        int i = 10; // wait max ten seconds
        while (i > 0 && !client.isConnected()) {
            Thread.sleep(1000);
            i--;
        }
        if (!client.isConnected()) {
            LOGGER.error("Failed to connect Dukascopy servers");
            System.exit(1);
        }

        // set instruments that will be used in testing. To set different
        // timeframe per pair format is <pair>,<timeframe>;<pair>,<timeframe>...
        StringTokenizer st = new StringTokenizer(properties.getProperty("pairsToCheck"), ";");
        Set<Instrument> instruments = new HashSet<Instrument>();
        while (st.hasMoreTokens()) {
            String nextPair = st.nextToken();
            StringTokenizer st2 = new StringTokenizer(nextPair, ",");
            instruments.add(Instrument.fromString(st2.nextToken()));
        }

        LOGGER.info("Subscribing instruments...");
        client.setSubscribedInstruments(instruments);
        // setting initial deposit
        client.setInitialDeposit(Instrument.EURUSD.getSecondaryCurrency(),
                Double.parseDouble(properties.getProperty("initialdeposit", "50000.0")));
        client.setCacheDirectory(new File(properties.getProperty("cachedir")));

        // key idea is here: ignore config file and setup test interval
        // artificially to last two 30min intervals
        // round to last 30min ended
        DateTime roundedEnd = FXUtils.calcEndBar();
        DateTime startInterval = new DateTime(roundedEnd.minusMinutes(60));

        client.setDataInterval(DataLoadingMethod.ALL_TICKS, startInterval.getMillis(), roundedEnd.getMillis());
        int attempt = 0;
        requestedCallSignal = new File("requestedCall.bin");
        requestedCallSignal.createNewFile();
        // load data
        while (!requestedBarDone() && attempt < 20) {
            LOGGER.info("Downloading data");
            Future<?> future = client.downloadData(null);
            Thread.sleep(15000); // this timeout helped
            // wait for downloading to complete
            future.get();
            // start the strategy
            if (!strategyRunningSignal.exists()) {
                attempt++;
                LOGGER.info("Starting strategy, attempt " + attempt);
                client.startStrategy(new TwoTFStatsCollector(properties), new LoadingProgressListener() {
                    @Override
                    public void dataLoaded(long startTime, long endTime, long currentTime, String information) {
                        LOGGER.info(information);
                    }

                    @Override
                    public void loadingFinished(boolean allDataLoaded, long startTime, long endTime,
                            long currentTime) {
                    }

                    @Override
                    public boolean stopJob() {
                        return false;
                    }
                });
                Thread.sleep(30000);
            }
        }
        if (requestedCallSignal.exists()) {
            requestedCallSignal.delete();
            LOGGER.info("Unsuccessful run after " + attempt + " attempts");
        } else
            LOGGER.info("Successful run after " + attempt + " attempts");
        if (strategyRunningSignal.exists())
            strategyRunningSignal.delete();
        System.exit(0);
    }

    private static boolean requestedBarDone() {
        if (requestedCallSignal == null)
            return true;
        return !requestedCallSignal.exists();
    }
}