minor enhancements and code cleanup

guifre · Jul 5, 2014 · 2a04730 · 2a04730
1 parent 5f1d31e
commit 2a04730
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Showing 5 changed files with 37 additions and 14 deletions.
diff --git a/dist/BTCWolf.jar b/dist/BTCWolf.jar
diff --git a/src/org/btcwolf/BTCWolf.java b/src/org/btcwolf/BTCWolf.java
@@ -28,7 +28,7 @@ public class BTCWolf {
 
     private static final Logger LOGGER = Logger.getLogger(BTCWolf.class);
     private static final String LOG4J_PATH = "./resources/log4j.properties";
-    private static final long POLLING_TIME = 6000;
+    private static final long POLLING_TIME = 10000;
 
     public static void main(String[] args) {
 
@@ -44,16 +44,16 @@ public static void main(String[] args) {
                 tradingStrategyFactory.getTradingStrategy().onTickerReceived(ticker);
                 previousTicker = ticker;
             } else {
-                LOGGER.debug("discarding new [" + ticker + "]");
+                LOGGER.debug("discarding ticker");
             }
             makeSomeCoffee();
         }
     }
 
     private static boolean isSameTicker(Ticker previousTicker, Ticker ticker) {
         return previousTicker.getBid().compareTo(ticker.getBid()) == 0 &&
-                previousTicker.getVolume().compareTo(ticker.getVolume()) == 0 &&
-                previousTicker.getLast().compareTo(ticker.getLast()) == 0 &&
+                 //previousTicker.getVolume().compareTo(ticker.getVolume()) == 0 &&
+                 //previousTicker.getLast().compareTo(ticker.getLast()) == 0 &&
                 previousTicker.getAsk().compareTo(ticker.getAsk()) == 0;
     }
 

diff --git a/src/org/btcwolf/strategy/impl/ExponentialMovingAverageStrategy.java b/src/org/btcwolf/strategy/impl/ExponentialMovingAverageStrategy.java
@@ -133,7 +133,7 @@ private void order(Ticker ticker) {
                 && lastOpTime > MIN_TICKERS_BETWEEN_ORDERS) {
 
             lastOpTime = 0;
-            OrderType type = getOrderType();
+            OrderType type = getOrderType(ticker);
             BigDecimal amount;
 
             if (type == OrderType.BID
@@ -160,7 +160,7 @@ private void order(Ticker ticker) {
         }
     }
 
-    private OrderType getOrderType() {
+    private OrderType getOrderType(Ticker ticker) {
         int highers = 0;
         int lowers = 0;
         for (BigDecimal bigDecimal : historicShortEMA) {
@@ -170,14 +170,17 @@ private OrderType getOrderType() {
                 highers++;
             }
         }
-        if (isLinear() || isFakeTrend()) {
+
+        if (isLinear(ticker) || isFakeTrend()) {
             return null;
         }
+
         if (highers > lowers) {
             return OrderType.ASK;
         } else if (lowers > highers){
             return OrderType.BID;
         }
+
         return null;
     }
 
@@ -244,7 +247,7 @@ private void checkDeadLimitOrders() {
         }
     }
 
-    private boolean isLinear() {
+    private boolean isLinear(Ticker ticker) {
         int plain = 0;
         List<BigDecimal> list = new ArrayList<BigDecimal>(historicShortEMA);
         for (int i = 0; i < historicShortEMA.size() - 1; i++) {
@@ -253,7 +256,11 @@ private boolean isLinear() {
             }
         }
         if (plain > MAX_HISTORIC_SHORT_EMA / 2 + 1) {
-            logger.info("plain price, not ordering");
+            String msg = "";
+            for (BigDecimal oldEMA : historicShortEMA) {
+                msg = msg.concat(String.format("%.1f", oldEMA));
+            }
+            logger.info("Plain Price old EMA [" + msg + "] ticker " + ticker);
             return true;
         }
         return false;

diff --git a/src/org/btcwolf/strategy/impl/decorators/StrategyLoggerDecorator.java b/src/org/btcwolf/strategy/impl/decorators/StrategyLoggerDecorator.java
@@ -47,6 +47,21 @@ public StrategyLoggerDecorator(TraderAgent traderAgent, boolean useTwitterAgent
         }
     }
 
+    @Override
+    protected String placeOrder(Order.OrderType orderType, BigDecimal amount, Ticker ticker) {
+        BigDecimal price;
+        if (orderType == Order.OrderType.ASK) {
+            price = ticker.getAsk();
+        } else {
+            price = ticker.getBid();
+        }
+        log("Ordered " + orderType.toString()
+                + " [" + String.format("%.5f", amount)
+                + "]BTC for [" + String.format("%.1f", price)
+                + "]CNY.");
+        return super.placeOrder(orderType, amount, ticker);
+    }
+
     @Override
     public void onTickerReceived(Ticker ticker) {
         pollExchangeStatus(ticker);
@@ -114,15 +129,16 @@ protected void logBID(Ticker ticker, BigDecimal bitCoinsToBuy, BigDecimal previo
     }
 
     public  void logOrder(Ticker ticker, BigDecimal amount, Order.OrderType orderType) {
-        BigDecimal price = null;
+        BigDecimal price;
         if (orderType == Order.OrderType.ASK) {
             price = ticker.getAsk();
         } else {
             price = ticker.getBid();
         }
-        log("Ordered "+orderType.toString() +" [" +
-                String.format("%.5f", amount) + "]BTC for [" +
-                String.format("%.1f", price) + "]CNY.");
+        log("Ordered " + orderType.toString()
+                + " [" + String.format("%.5f", amount)
+                + "]BTC for [" + String.format("%.1f", price)
+                + "]CNY.");
     }
 
     void log(String message) {

diff --git a/test/org/btcwolf/strategy/ExponentialMovingAverageTradingStrategyTest.java b/test/org/btcwolf/strategy/ExponentialMovingAverageTradingStrategyTest.java
@@ -143,7 +143,7 @@ public void testExponentialMovingAverageStrategyWithPlot() throws InterruptedExc
         int maxIndex = new MarketExchangeAgent(BigDecimal.ZERO, BigDecimal.ZERO).getTickers();
         final Plotting plotting = new Plotting();
         MarketExchangeAgent testerAgent = new MarketExchangeAgent(BigDecimal.valueOf(0), BigDecimal.valueOf(0), plotting);
-        int[] indexes = StrategyTestHelper.getIndexes(4000, maxIndex); //{199, 699 }, {10557, 11057};// {9389, 9689};{12202 , 12502};//
+        int[] indexes = StrategyTestHelper.getIndexes(1000, maxIndex); //{199, 699 }, {10557, 11057};// {9389, 9689};{12202 , 12502};//
         System.out.println("init " + indexes[0] + " end "  + indexes[1] + " total " + maxIndex);
         TestStrategyFactory strategyProvider = new TestStrategyFactory(testerAgent, false);
         strategyProvider.switchStrategy(strategyProvider.buildExponentialMovingAverageStrategy());