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
Released under GPL-2.0 License