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s-s-s

Unit tests (JUnit 3) ensure 100% code coverage and are to be found in:

  • spec/org/faustinelli/sss/model
  • spec/org/faustinelli/sss/util

Two simulations are runnable in:

  • spec/org/faustinelli/sss/simulation/Simulation.java (short simulation - 10.000 trades - approx 1 trade/3.5 sec)
  • spec/org/faustinelli/sss/simulation/LongSimulation.java (long simulation - 640.000 trades - approx 1 trade/0.4 sec)

Both simulations run in fake time (they take respectively 10 and 50 seconds real time), feature 6 stocks (4 common, 2 preferred) and output the following datasets calculated every 20 minutes fake time:

  • stock prices
  • dividend yields
  • P/E ratio's

Simulations may output to:

  • System.out (as configured now)
  • CSV file (comment/uncomment lines as specified inside the .java files)

Input data for the simulations are provided in:

  • spec/org/faustinelli/simulation/s_s_s_01_TRADES.csv (short simulation)
  • spec/org/faustinelli/simulation/s_s_s_02_TRADES.csv (long simulation)

CSV outputs produced by the two simulations are to be found in:

  • spec/org/faustinelli/simulation/s_s_s_01_TRADES.out.csv (short simulation - 28 output datasets)
  • spec/org/faustinelli/simulation/s_s_s_02_TRADES.out.csv (long simulation - 200 output datasets)

Excel spreadsheet doc/data/s_s_s_01.xls contains charts giving insight in the following simulation data:

  • trades ordered in time (only for short simulation)
  • short simulation results
  • long simulation results

marco_faustinelli@yahoo.com

Released under GPL-2.0 License

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