/** 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));
}
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);
}
}
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;
}
}
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();
}
public void actionPerformed(ActionEvent evt) {
double interest = balance * rate / 100;
balance += interest;
NumberFormat formatter = NumberFormat.getCurrencyInstance();
System.out.println("balance=" + formatter.format(balance));
}