GitHub - davijeb/algo

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
algotrading-core		algotrading-core
algotrading-harness		algotrading-harness
README		README
lab49.iml		lab49.iml
pom.xml		pom.xml
pricedata.ser		pricedata.ser

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Implementation for Lab49 TradingAlgorithm test.

Two modules:

- core
- harness

core (19 classes)
----

Primary business logic split amongst a handful of packages.

-- com
    -- lab49
        -- algotrader
            -- algos: The TradingAlgorithm implementation
            -- calcs: Logic to decide if the price data has an upward trend
            -- factory: Self explanatory
            -- marshaller: Used to create Price window blocks of a fixed size
                           and add them to a publisher
            -- models: The Price/Trade models plus a few others
            -- utils: Self explanatory
        -- A publisher to add price windows to an execution queue
        -- A properties helper

In addition there is a ../resources/algo.properties file which contains
runtime information such as product name and pricing window sizes.

There is also a number of unit/mock tests in the usual place.

harness
-------

Application harness to simulate the real-world

-- com
    -- lab49
        -- algotrader
            -- harness
                -- io: Special queue wrappers used to persist serialized queue data
                       to allow user to re-run the tests
                -- simulation: A simulator which accepts System.in commands to run specific
                               actions, plus a price point data generator
            -- A consumer which reads from the shared price queue
            -- The main(...) method class which runs the app