Java tutorial
/* * 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.IStrategy; import com.dukascopy.api.Instrument; import com.dukascopy.api.LoadingProgressListener; import com.dukascopy.api.Period; import com.dukascopy.api.system.ISystemListener; import com.dukascopy.api.system.ITesterClient; import com.dukascopy.api.system.TesterFactory; import org.joda.time.DateTime; import org.joda.time.DateTimeConstants; 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.RangeExplorerComplex; import jforex.explorers.TwoTFStatsCollector; import jforex.utils.props.ClimberProperties; /** * This small program demonstrates how to initialize Dukascopy tester and start * a strategy */ public class Explorer30or5MinRepeat { 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"; 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); } @Override public void onStop(long processId) { LOGGER.info("Strategy stopped: " + processId); // TODO: find a way to run in Java repeadetly if (client.getStartedStrategies().size() == 0) { System.exit(0); } } @Override public void onConnect() { LOGGER.info("Connected"); } @Override public void onDisconnect() { // tester doesn't disconnect } }); if (args.length < 2) { LOGGER.error("Two arguments needed: name of config file and explorer class ID"); 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 StringTokenizer st = new StringTokenizer(properties.getProperty("pairsToCheck"), ";"); Set<Instrument> instruments = new HashSet<Instrument>(); while (st.hasMoreTokens()) { String nextPair = st.nextToken(); instruments.add(Instrument.fromString(nextPair)); } 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"))); // String input = new String(); // while (!input.equals("stop")) { // TODO: find a way to run repeatedly in Java ! // key idea is here: ignore config file and setup test interval // artificially to last two 30min intervals // round to last 30min ended DateTime roundedEnd = calcEndBar(); DateTime startInterval = new DateTime(roundedEnd.minusMinutes(5)); client.setDataInterval(Period.TICK, null, null, startInterval.getMillis(), roundedEnd.getMillis()); // load data LOGGER.info("Downloading data"); Future<?> future = client.downloadData(null); // wait for downloading to complete future.get(); // start the strategy LOGGER.info("Starting strategy"); IStrategy strategyToRun = null; if (args[1].equals("mailer")) strategyToRun = new TwoTFStatsCollector(properties); else if (args[1].equals("ranges")) strategyToRun = new RangeExplorerComplex(properties); else { LOGGER.error("explorer class ID not valid. Valid values: [mailer, ranges]"); System.exit(1); } client.startStrategy(strategyToRun, 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; } }); // input = // System.console().readLine("Explorer TwoTFStatsCollector is running. Type \"stop\" to stop it: "); // } // now it's running } protected static DateTime calcEndBar() { // During weekend set end bar to last trading bar of previous Friday DateTime timeStamp = new DateTime(), roundedEnd = new DateTime(timeStamp.getYear(), timeStamp.getMonthOfYear(), timeStamp.getDayOfMonth(), timeStamp.getHourOfDay(), timeStamp.getMinuteOfHour() % 5 == 0 ? timeStamp.getMinuteOfHour() : (timeStamp.getMinuteOfHour() / 5) * 5, 0, 0), result = new DateTime(roundedEnd); if ((roundedEnd.getDayOfWeek() == DateTimeConstants.FRIDAY && roundedEnd.getHourOfDay() > 22) || roundedEnd.getDayOfWeek() == DateTimeConstants.SATURDAY || (roundedEnd.getDayOfWeek() == DateTimeConstants.SUNDAY && roundedEnd.getHourOfDay() < 23)) { if (roundedEnd.getDayOfWeek() == DateTimeConstants.FRIDAY) result = new DateTime(roundedEnd.getYear(), roundedEnd.getMonthOfYear(), roundedEnd.getDayOfMonth(), 22, 30, 0, 0); else if (roundedEnd.getDayOfWeek() == DateTimeConstants.SATURDAY) { DateTime friday = new DateTime(roundedEnd.minusDays(1)); result = new DateTime(friday.getYear(), friday.getMonthOfYear(), friday.getDayOfMonth(), 22, 30, 0, 0); } else if (roundedEnd.getDayOfWeek() == DateTimeConstants.SUNDAY && roundedEnd.getHourOfDay() < 23) { DateTime friday = new DateTime(roundedEnd.minusDays(2)); result = new DateTime(friday.getYear(), friday.getMonthOfYear(), friday.getDayOfMonth(), 22, 30, 0, 0); } } return result; } }