package TestJavaClient;

import java.util.ArrayList;

import java.util.HashMap;

import java.util.PriorityQueue;

/**

*

* @author lkjaero11 is a sexy stud = original + revised

* @author jhartless = revised and updated

*

* A class to specify the trading algorithm.

* simplifies user interaction instead of messing w/ controller

*

*/

public class CustomUserModule {

private Controller controller;

private TimeKeeper timeKeeper;

private PriorityQueue<Integer> queue;

/**

* The main algorithm that makes trades goes here.

* called from gateKeeper

*/

public void mainAlgorithm(Transaction transaction) {

startAlgorithm();

endAlgorithm();

}

/**

* Run whenever a timer is called. Should be used to query data every so often.

* Has example timer functions set up here.

*/

public void timerCalled(String source) {

if (source.equals("Check Volumes")) {// if we are checking volumes

for (int i = 0; i <= holdings.size() - 1; i++) {// for our holding's list

Holding h = holdings.get(i);// a holding object is the one specified at a certain index

String symbol = h.transaction.m_symbol;// create a String variable to retrieve the symbol from that holding object

String action = h.transaction.m_action;// create a String variable to retrieve the current action on our holding object

controller.reqRealTimeBars(symbol, SecurityType.STK, "CBOE", "CBOE", "USD", false, 0, null, true);// controller req real time bars for our company's symbol

if (h.openingVolume == (volumes.get(symbol) * 2)) {// checking current volume to opening volume. If 2x opening volume

if (action.equals("BUY")) {// if our current action is a buy for our asset

holdings.remove(h);// remove it from our list

// place an order to sell that object

controller.placeOrder(symbol, SecurityType.STK, "", 0.0, "", "", "CBOE", "CBOE", "USD", "", false, "", "", "SELL", 500, "MKT", 0.0, 0.0, "", "", false);

}

else if (action.equals("SELL")) {// if our current action is a sell for our asset

holdings.remove(h);// remove it from our list

// place an order to buy that object

controller.placeOrder(symbol, SecurityType.STK, "", 0.0, "", "", "CBOE", "CBOE", "USD", "", false, "", "", "BUY", 500, "MKT", 0.0, 0.0, "", "", false);

}

}

}

}

}

/**

* A space to set up timers, started whenever the user hits the start button.

* An example timer is set up already.

*/

public void setUpTimers() {

timeKeeper.scheduleAction(60, "Check Volumes");// check volumes every 60 seconds || every minute || every hour??

}

/**

* @param time

* an action occurs based on a specific time. allows us to run certain methods at specified time

*/

public void scheduledEvent(String time) {

System.out.println(time);

if (time.equals("08:35") || time.equals("8:35") || time.equals("12:33")){//for the time @ 8:35 a.m.

//request historical data for S&P 500 retrieving yesterdaysClose

controller.reqHistData("BXO", SecurityType.IND, timeKeeper.getYesterdaysClose(), "1 D", "1 day", BarRequestType.TRADES, "CBOE", "CBOE", "USD", true, 1, false);

}

if (time.equals("9:00") || time.equals("09:00") || time.equals("12:34")) {//for the time @ 9:00 a.m.

//request Market Data for the S&P 500 (BXO)

controller.reqMktData("BXO", SecurityType.IND,"CBOE","CBOE","USD", false, true, "");

// Buy

if (yesterdaysClose < todaysOpen){// if the close is lower than open

buying = true;// set buying to true

// market scan the TOP % Gainers (1)

controller.reqScannerSubscription(10, SecurityType.STK, "STK.US.MAJOR", "TOP_PERC_GAIN", 0.0, 5000.0, 0, 0, 0.0, 1000000000.0, "", "", "", "", "", "", 0.0, 0.0, "", "Annual,true", "ALL");

}

else{//current price is higher than the close

shortSelling = true;// set selling to true

// market scan the TOP % Losers (1)

controller.reqScannerSubscription(10, SecurityType.STK, "STK.US.MAJOR", "TOP_PERC_LOSE", 0.0, 5000.0, 0, 0, 0.0, 1000000000.0, "", "", "", "", "", "", 0.0, 0.0, "", "Annual,true", "ALL");

}

}

if (time.equals("14:30")) {// if the time equals 2:30 (close to market closing time)

if (buying = true) {// for all those bought

sellAll();// sell all

System.out.println("Selling all holdings.");// inform us of our action to sell all holdings

}

else if (shortSelling = true) {// for all those sold

buyAll();// buy all

System.out.println("Buying all shorted stocks.");// inform us of our action to buy all holdings

}

}

if (time.equals("15:01")) {// at a minute after close (anytime after the market closes)

// Clear all temporary data in our lists so we can reset them in the morning

holdings.clear();

volumes.clear();

// Reset variables

yesterdaysClose = 0.0;

todaysOpen = 0.0;

buying = false;

shortSelling = false;

}

}

/**

* Run when the user hits the start button.

*/

public void start() {

}

/**

* Run when the user hits the stop button.

*/

public void stop() {

}

/**

*told to sell in regards to previous actions from above

*/

public void sellAll() {

for (int i = 0; i <= holdings.size() - 1; i++) {// for all elements in our holdings list

String symbol = holdings.get(i).transaction.m_symbol;// create a string variable based on our list's index retrieval specifying the company symbol

holdings.remove(i);// remove it from our list

// sell 500 shares of the stock

controller.placeOrder(symbol, SecurityType.STK, "", 0.0, "", "", "CBOE", "CBOE", "USD", "", false, "", "", "SELL", 500, "MKT", 0.0, 0.0, "", "", false);

}

}

/**

* told to buy in regards to previous actions from above

*/

public void buyAll() {

for (int i = 0; i <= holdings.size() - 1; i++) {// for all elements in our holdings list

String symbol = holdings.get(i).transaction.m_symbol;// create a string variable based on our list's index retrieval specifying the company symbol

holdings.remove(i);// remove it from our list

// buy 500 shares of the stock

controller.placeOrder(symbol, SecurityType.STK, "", 0.0, "", "", "CBOE", "CBOE", "USD", "", false, "", "", "BUY", 500, "MKT", 0.0, 0.0, "", "", false);

}

}

/**

* a holding class is a inner class variable which will allow us to update and retrieve certain values which need to be constantly check

* @author lkjaero, jhartless

*

*/

private class Holding{

//composed of a transaction object and a long openingVolume

public PlaceOrderTransaction transaction;

public long openingVolume;

//upon initializing creating a holding object, set the transaction, the openVolume, and the closeVolume

private Holding (PlaceOrderTransaction t, long volume){

transaction = t;

openingVolume = volume;

}

}

/**

* ==========================================================================================

* Implementation details. Don't edit anything below here unless you know what you're doing.

* ==========================================================================================

*/

public CustomUserModule(Controller c) {

controller = c;

timeKeeper = new TimeKeeper(this);

queue = new PriorityQueue<Integer>();

}

public void stopTimers() {

timeKeeper.stopTimers();

}

public void startButtonPressed() {

this.start();

this.setUpTimers();

}

public void marketDataEnd(int id) {

queue.add(new Integer(id));

}

public void scannerDataEnd(int id) {

queue.add(new Integer(id));

}

public void historicalDataEnd(int id) {

queue.add(new Integer(id));

}

public void realTimeBarsEnd(int id) {

queue.add(new Integer(id));

}

public void placeOrderEnd(int id) {

queue.add(new Integer(id));

}

boolean inUse;

public void gateKeeper() {

if(!inUse) {

Transaction t = controller.getMarketData().getTransactionMap().get(queue.poll());

if (t != null) {

if (t.getTransactionType() == TransactionType.MARKET_SCANNER) {

MarketScannerTransaction mst = (MarketScannerTransaction) t;

if (mst.isFinished() != true) {

return;

}

}

mainAlgorithm(t);

}

}

}

private void startAlgorithm() {

inUse = true;

}

private void endAlgorithm() {

inUse = false;

}

}