/** 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.");
  }
  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));
  }
Пример #3
0
 protected void out(double[] y) {
   String s, blanks, blanksp, blanksm;
   blanksp = "    ";
   blanksm = "   ";
   int ny = y.length;
   int nlines = ny / 5;
   int nrest = ny % 5;
   for (int i = 0; i < nlines; i++) {
     s = "";
     for (int j = 0; j < 5; j++) {
       int k = i * 5 + j;
       if (y[k] >= 0.) blanks = blanksp;
       else blanks = blanksm;
       s = s + blanks + numForm.format(y[k]);
     }
     df.writeLine(s);
   }
   if (nrest > 0) {
     s = "";
     for (int j = 0; j < nrest; j++) {
       int k = nlines * 5 + j;
       if (y[k] >= 0.) blanks = blanksp;
       else blanks = blanksm;
       s = s + blanks + numForm.format(y[k]);
     }
     df.writeLine(s);
   }
 }
Пример #4
0
  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;
    }
  }
Пример #5
0
 protected void plotScatterDiagram() {
   // plot sample as one dimensional scatter plot and Gaussian
   double xmax = 5.;
   double xmin = -5.;
   DatanGraphics.openWorkstation(getClass().getName(), "E3Min_1.ps");
   DatanGraphics.setFormat(0., 0.);
   DatanGraphics.setWindowInComputingCoordinates(xmin, xmax, 0., .5);
   DatanGraphics.setViewportInWorldCoordinates(-.15, .9, .16, .86);
   DatanGraphics.setWindowInWorldCoordinates(-.414, 1., 0., 1.);
   DatanGraphics.setBigClippingWindow();
   DatanGraphics.chooseColor(2);
   DatanGraphics.drawFrame();
   DatanGraphics.drawScaleX("y");
   DatanGraphics.drawScaleY("f(y)");
   DatanGraphics.drawBoundary();
   double xpl[] = new double[2];
   double ypl[] = new double[2];
   // plot scatter diagram
   DatanGraphics.chooseColor(1);
   for (int i = 0; i < y.length; i++) {
     xpl[0] = y[i];
     xpl[1] = y[i];
     ypl[0] = 0.;
     ypl[0] = .1;
     DatanGraphics.drawPolyline(xpl, ypl);
   }
   // draw Gaussian corresponding to solution
   int npl = 100;
   xpl = new double[npl];
   ypl = new double[npl];
   double fact = 1. / (Math.sqrt(2. * Math.PI) * x.getElement(1));
   double dpl = (xmax - xmin) / (double) (npl - 1);
   for (int i = 0; i < npl; i++) {
     xpl[i] = xmin + (double) i * dpl;
     ypl[i] = fact * Math.exp(-.5 * Math.pow((xpl[i] - x.getElement(0)) / x.getElement(1), 2.));
   }
   DatanGraphics.chooseColor(5);
   DatanGraphics.drawPolyline(xpl, ypl);
   // draw caption
   String sn = "N = " + nny;
   numForm.setMaximumFractionDigits(3);
   numForm.setMinimumFractionDigits(3);
   String sx1 = ", x_1# = " + numForm.format(x.getElement(0));
   String sx2 = ", x_2# = " + numForm.format(x.getElement(1));
   String sdx1 = ", &D@x_1# = " + numForm.format(Math.sqrt(cx.getElement(0, 0)));
   String sdx2 = ", &D@x_2# = " + numForm.format(Math.sqrt(cx.getElement(1, 1)));
   caption = sn + sx1 + sx2 + sdx1 + sdx2;
   DatanGraphics.setBigClippingWindow();
   DatanGraphics.chooseColor(2);
   DatanGraphics.drawCaption(1., caption);
   DatanGraphics.closeWorkstation();
 }
Пример #6
0
 public void actionPerformed(ActionEvent evt) {
   double interest = balance * rate / 100;
   balance += interest;
   NumberFormat formatter = NumberFormat.getCurrencyInstance();
   System.out.println("balance=" + formatter.format(balance));
 }