private void init() {
setDefaultCloseOperation(DISPOSE_ON_CLOSE);
setTitle("Strategy Information - " + strategy.getName());
this.addWindowListener(
new WindowAdapter() {
@Override
public void windowClosing(WindowEvent e) {
Dispatcher dispatcher = Dispatcher.getInstance();
dispatcher.removeListener(StrategyInformationDialog.this);
}
});
JPanel contentPanel = new JPanel(new BorderLayout());
getContentPane().add(contentPanel, BorderLayout.CENTER);
JTabbedPane tabbedPane = new JTabbedPane();
contentPanel.add(tabbedPane, BorderLayout.CENTER);
JPanel performancePanel = new JPanel(new SpringLayout());
tabbedPane.addTab("Performance", performancePanel);
NumberFormat nf2 = NumberFormatterFactory.getNumberFormatter(2);
PerformanceManager pm = strategy.getPerformanceManager();
add(performancePanel, "Position", strategy.getPositionManager().getCurrentPosition());
add(performancePanel, "Trades", pm.getTrades());
add(performancePanel, "% Profitable", nf2.format(pm.getPercentProfitableTrades()));
add(performancePanel, "Average trade", nf2.format(pm.getAverageProfitPerTrade()));
add(performancePanel, "Net Profit", nf2.format(pm.getNetProfit()));
add(performancePanel, "Max Drawdown", nf2.format(pm.getMaxDrawdown()));
add(performancePanel, "Profit Factor", nf2.format(pm.getProfitFactor()));
add(performancePanel, "Kelly", nf2.format(pm.getKellyCriterion()));
add(performancePanel, "PI", nf2.format(pm.getPerformanceIndex()));
add(performancePanel, "CPI", nf2.format(pm.getCPI()));
makeCompactGrid(performancePanel);
JPanel securityPanel = new JPanel(new SpringLayout());
tabbedPane.addTab("Instrument", securityPanel);
add(securityPanel, "Symbol", strategy.getContract().m_symbol);
add(securityPanel, "Security Type", strategy.getContract().m_secType);
add(securityPanel, "Exchange", strategy.getContract().m_exchange);
add(securityPanel, "Multiplier", strategy.getContract().m_multiplier);
add(securityPanel, "Commission", strategy.getPerformanceManager().getCommission().toString());
bidAskLabel = new JLabel();
securityPanel.add(new JLabel("Best bid-ask" + ":"));
securityPanel.add(bidAskLabel);
cumBidAskSizesLabel = new JLabel();
securityPanel.add(new JLabel("Book bid-ask size" + ":"));
securityPanel.add(cumBidAskSizesLabel);
makeCompactGrid(securityPanel);
JPanel parametersPanel = new JPanel(new SpringLayout());
tabbedPane.addTab("Parameters", parametersPanel);
StrategyParams params = strategy.getParams();
add(parametersPanel, "Schedule", strategy.getTradingSchedule().toString());
for (StrategyParam param : params.getAll()) {
add(parametersPanel, param.getName(), param.getValue());
}
makeCompactGrid(parametersPanel);
IndicatorManager indicatorManager = strategy.getIndicatorManager();
if (indicatorManager != null) {
JPanel indicatorsPanel = new JPanel(new SpringLayout());
tabbedPane.addTab("Indicators", indicatorsPanel);
for (Indicator indicator : strategy.getIndicatorManager().getIndicators()) {
add(indicatorsPanel, indicator.getKey(), indicator.getValue());
}
makeCompactGrid(indicatorsPanel);
}
getContentPane().setPreferredSize(new Dimension(450, 400));
}
/** The main loop for the background thread. It is here that most of the work os orchestrated. */
public void run() {
double thisCost = 500.0;
double oldCost = 0.0;
double dcost = 500.0;
int countSame = 0;
map.update(map.getGraphics());
while (countSame < 100) {
generation++;
int ioffset = matingPopulationSize;
int mutated = 0;
// Mate the chromosomes in the favoured population
// with all in the mating population
for (int i = 0; i < favoredPopulationSize; i++) {
Chromosome cmother = chromosomes[i];
// Select partner from the mating population
int father = (int) (0.999999 * Math.random() * (double) matingPopulationSize);
Chromosome cfather = chromosomes[father];
mutated += cmother.mate(cfather, chromosomes[ioffset], chromosomes[ioffset + 1]);
ioffset += 2;
}
// The new generation is in the matingPopulation area
// move them to the correct area for sort.
for (int i = 0; i < matingPopulationSize; i++) {
chromosomes[i] = chromosomes[i + matingPopulationSize];
chromosomes[i].calculateCost(cities);
}
// Now sort the new mating population
Chromosome.sortChromosomes(chromosomes, matingPopulationSize);
double cost = chromosomes[0].getCost();
dcost = Math.abs(cost - thisCost);
thisCost = cost;
double mutationRate = 100.0 * (double) mutated / (double) matingPopulationSize;
NumberFormat nf = NumberFormat.getInstance();
nf.setMinimumFractionDigits(2);
nf.setMinimumFractionDigits(2);
status.setText(
"Generation "
+ generation
+ " Cost "
+ (int) thisCost
+ " Mutated "
+ nf.format(mutationRate)
+ "%");
if ((int) thisCost == (int) oldCost) {
countSame++;
} else {
countSame = 0;
oldCost = thisCost;
}
map.update(map.getGraphics());
}
status.setText("Solution found after " + generation + " generations.");
}
public void updateStates() {
NumberFormat nf = NumberFormat.getInstance();
nf.setMaximumFractionDigits(2);
nf.setMinimumFractionDigits(2);
try {
// System.out.println("getting variables.");
status = cryo.cryoGetStatusCORBA();
frame.lblStatus.setText(statusString[status] + " ");
heater = cryo.cryoGetHeaterCORBA();
frame.lblHeater.setText(nf.format(heater) + " watts");
temp = cryo.cryoGetTempCORBA();
frame.lblTemp.setText(nf.format(temp) + " deg");
cli = cryo.cryoGetCliCORBA();
if (Double.isNaN(cli)) {
frame.lblCli.setText(cli + " ");
} else frame.lblCli.setText(nf.format(cli) + " ");
} catch (org.omg.CORBA.COMM_FAILURE cf) {
// stop thread and try to reconnect to the server
frame.lblStatus.setText("FAILURE!! Server connected?");
stop = true;
return;
}
}
/** Update the statistic */
public void setStats(int mi, double me, int ma, double sd) {
NumberFormat nf = NumberFormat.getInstance();
nf.setMaximumFractionDigits(2);
nf.setMinimumFractionDigits(2);
nf.setGroupingUsed(false);
min.setText(Integer.toString(mi));
max.setText(Integer.toString(ma));
String s = nf.format(me);
mean.setText(s);
s = nf.format(sd);
stdDev.setText(s);
}
public void label(Graphics g, String var, double m, String units, int adj) {
g.setColor(Color.black);
g.setFont(font);
String s = format.format(m);
g.drawString(var + ": " + s, x + 5, y + h / 2 - 5);
g.drawString(units, x + w - adj, y + h / 2 - 5);
}
/**
* Formats the specified value and enters it in the text field.
*
* @param value the value to be entered
*/
public void setValue(double value) {
if (!isVisible()) return;
if (minValue != null) value = Math.max(value, minValue.doubleValue());
if (maxValue != null) value = Math.min(value, maxValue.doubleValue());
setFormatFor(value);
setText(format.format(value));
prevValue = value;
}
//
// Sets the frame rate text displayed in the lower left corner.
//
void setFrameRateText() {
NumberFormat nf = NumberFormat.getInstance();
nf.setMinimumFractionDigits(2);
nf.setMaximumFractionDigits(2);
frameRateText.text(
"frames/sec = " + nf.format((double) frameCount / ((double) (time - lastTime) / 1000.0)));
}
public Component getTableCellRendererComponent(
JTable table, Object value, boolean isSelected, boolean hasFocus, int row, int column) {
setFont(
getDefaultRenderer(String.class)
.getTableCellRendererComponent(DatasetStatisticsTable.this, "a", false, false, 0, 0)
.getFont()); //$NON-NLS-1$
setText(format.format(value));
setHorizontalAlignment(SwingConstants.TRAILING);
return this;
}
/**
* Gets the value from the text field.
*
* @return the value
*/
public double getValue() {
if (getText().equals(format.format(prevValue))) return prevValue;
double retValue;
try {
retValue = format.parse(getText()).doubleValue();
if (minValue != null && retValue < minValue.doubleValue()) {
setValue(minValue.doubleValue());
return minValue.doubleValue();
}
if (maxValue != null && retValue > maxValue.doubleValue()) {
setValue(maxValue.doubleValue());
return maxValue.doubleValue();
}
} catch (ParseException e) {
Toolkit.getDefaultToolkit().beep();
setValue(prevValue);
return prevValue;
}
return retValue;
}