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));
}
public BackTestFileWriter(Strategy strategy) throws JArbitragerException {
decimalFormat = NumberFormatterFactory.getNumberFormatter(5);
dateFormat = new SimpleDateFormat("MMddyy,HHmmss");
dateFormat.setTimeZone(strategy.getTradingSchedule().getTimeZone());
File marketDataDir = new File(MARKET_DATA_DIR);
if (!marketDataDir.exists()) {
marketDataDir.mkdir();
}
String fullFileName = MARKET_DATA_DIR + FILE_SEP + strategy.getName() + ".txt";
try {
boolean fileExisted = new File(fullFileName).exists();
writer = new PrintWriter(new BufferedWriter(new FileWriter(fullFileName, true)));
if (!fileExisted) {
StringBuilder header =
getHeader(
strategy.getInstrument1().getContract().m_symbol,
strategy.getInstrument2().getContract().m_symbol);
writer.println(header);
}
} catch (IOException ioe) {
throw new JArbitragerException("Could not write to file " + strategy.getName());
}
}
public void modelChanged(Event event, Object value) {
switch (event) {
case StrategyUpdate:
MarketDepth marketDepth = strategy.getMarketBook().getMarketDepth();
cumBidAskSizesLabel.setText(marketDepth.getSizes());
bidAskLabel.setText(marketDepth.getTop());
break;
}
}