Examples with Streamlet suite.streamlet.Streamlet used on opensource projects

Example 11 with Streamlet

use of suite.streamlet.Streamlet in project suite by stupidsing.

the class BackTestMain method run.

@Override
protected boolean run(String[] args) {
    // BEGIN
    // END
    String arg0 = 0 < args.length ? args[0] : "";
    String arg1 = 1 < args.length ? args[1] : "";
    String arg2 = 2 < args.length ? args[2] : "";
    Streamlet<String> strategyMatches = !arg0.isEmpty() ? Read.from(arg0.split(",")) : null;
    Streamlet<Integer> years = !arg1.isEmpty() ? // 
    Read.from(// 
    arg1.split(",")).concatMap(s -> {
        Pair<String, String> pair = ParseUtil.search(s, "-", Assoc.RIGHT);
        return // 
        pair != null ? // 
        Ints_.range(Integer.valueOf(pair.t0), Integer.valueOf(pair.t1)).map(i -> i) : Read.each(Integer.valueOf(s));
    }) : // 
    Ints_.range(2007, Trade_.thisYear).map(i -> i);
    Fun<Time, Streamlet<Asset>> fun = // 
    !arg2.isEmpty() ? // 
    time -> Read.from(arg2.split(",")).map(cfg::queryCompany).collect(As::streamlet) : cfg::queryCompaniesByMarketCap;
    BackAllocConfigurations bac_ = new BackAllocConfigurations(cfg, fun);
    Streamlet2<String, BackAllocConfiguration> bacByTag = bac_.bacs().bacByName;
    Streamlet2<String, Simulate> simulationByKey = // 
    bacByTag.filterKey(// 
    n -> strategyMatches == null || strategyMatches.isAny(sm -> Wildcard.match(sm, n) != null)).map(// 
    Pair::of).join2(// 
    years.sort(Object_::compare).map(TimeRange::ofYear)).map2((pair, period) -> pair.t0, (pair, period) -> {
        BackAllocConfiguration bac = pair.t1;
        Streamlet<Asset> assets = bac.assetsFun.apply(period.from);
        return runner.backTest(bac.backAllocator, period, assets);
    }).collect(As::streamlet2);
    String content0 = // 
    Read.bytes(// 
    Paths.get("src/main/java/" + getClass().getName().replace('.', '/') + ".java")).collect(// 
    As::utf8decode).map(// 
    Chars::toString).collect(As::joined);
    String content1 = ParseUtil.fit(content0, "// BEGIN", "// END")[1];
    System.out.println(content1);
    System.out.println(runner.conclude(simulationByKey));
    return true;
}

Example 12 with Streamlet

use of suite.streamlet.Streamlet in project suite by stupidsing.

the class Google method quote_.

private synchronized Map<String, Float> quote_(Streamlet<String> symbols) {
    if (0 < symbols.size()) {
        URL url = To.url(// 
        "http://finance.google.com/finance/info?client=ig&q=HKEX%3A" + symbols.sort(Object_::compare).map(this::fromSymbol).collect(As.joinedBy(",")));
        JsonNode json = Rethrow.ex(() -> {
            try (InputStream is = HttpUtil.get(url).out.collect(To::inputStream)) {
                for (int i = 0; i < 4; i++) is.read();
                return mapper.readTree(is);
            }
        });
        return // 
        Read.from(// 
        json).map2(json_ -> toSymbol(json_.get("t").textValue()), // 
        json_ -> Float.parseFloat(json_.get("l").textValue().replace(",", ""))).toMap();
    } else
        return new HashMap<>();
}

Example 13 with Streamlet

use of suite.streamlet.Streamlet in project suite by stupidsing.

the class WalkForwardAllocTester method tick.

public String tick(Time time, Map<String, Float> priceBySymbol) {
    int last = windowSize - 1;
    System.arraycopy(times, 0, times, 1, last);
    times[last] = time.epochSec();
    for (Entry<String, DataSource> e : dsBySymbol.entrySet()) {
        String symbol = e.getKey();
        float[] prices = e.getValue().prices;
        System.arraycopy(prices, 0, prices, 1, last);
        prices[last] = priceBySymbol.get(symbol);
    }
    AlignKeyDataSource<String> akds = new AlignKeyDataSource<>(times, Read.from2(dsBySymbol));
    List<Pair<String, Double>> ratioBySymbol = wfa.allocate(akds, windowSize);
    UpdatePortfolio up = Trade_.updatePortfolio(time.ymdHms(), account, ratioBySymbol, assetBySymbol, Read.from2(priceBySymbol).mapValue(Eod::of).toMap());
    float valuation_;
    valuations.append(valuation_ = up.valuation0);
    for (Pair<String, Float> e : up.val0.streamlet()) holdBySymbol.compute(e.t0, (s, h) -> e.t1 / valuation_ + (h != null ? h : 0d));
    List<Trade> trades_ = up.trades;
    String actions;
    if (windowSize <= valuations.size())
        actions = play(trades_);
    else
        actions = "wait";
    return // 
    time.ymdHms() + ", valuation = " + // 
    valuation_ + ", portfolio = " + // 
    account + ", actions = " + actions;
}

Example 14 with Streamlet

use of suite.streamlet.Streamlet in project suite by stupidsing.

the class WalkForwardRecorderMain method run.

@Override
protected boolean run(String[] args) {
    Streamlet<Asset> assets = cfg.queryCompaniesByMarketCap(Time.now());
    float fund0 = 1000000f;
    Trade_.isCacheQuotes = false;
    Trade_.isShortSell = true;
    Trade_.leverageAmount = fund0;
    if (Boolean.FALSE) {
        // record
        String ts = Time.now().ymdHms().replace("-", "").replace(" ", "-").replace(":", "");
        String filename = "wfa." + ts + ".csv";
        Schedule schedule = // 
        Schedule.ofRepeat(5, () -> {
            String ymdHms = Time.now().ymdHms();
            Map<String, Float> priceBySymbol = cfg.quote(assets.map(asset -> asset.symbol).toSet());
            try (OutputStream os = // 
            Files.newOutputStream(// 
            HomeDir.resolve(filename), // 
            StandardOpenOption.APPEND, // 
            StandardOpenOption.CREATE, // 
            StandardOpenOption.WRITE);
                PrintWriter bw = new PrintWriter(os)) {
                for (Entry<String, Float> e : priceBySymbol.entrySet()) bw.println(ymdHms + ", " + e.getKey() + ", " + e.getValue());
            } catch (IOException ex) {
                Fail.t(ex);
            }
        });
        Scheduler.of(schedule.filterTime(dt -> HkexUtil.isMarketOpen(Time.of(dt)))).run();
    } else {
        // replay
        String ts = "20170612-092616";
        String filename = "wfa." + ts + ".csv";
        Map<Time, Map<String, Float>> data = new TreeMap<>();
        try (// 
        InputStream is = Files.newInputStream(HomeDir.resolve(filename));
            // 
            InputStreamReader isr = new InputStreamReader(is);
            BufferedReader br = new BufferedReader(isr)) {
            while (br.ready()) {
                String[] array = br.readLine().split(",");
                Time time = Time.of(array[0].trim());
                String symbol = array[1].trim();
                float price = Float.parseFloat(array[2].trim());
                data.computeIfAbsent(time, s -> new HashMap<>()).put(symbol, price);
            }
        } catch (IOException ex) {
            Fail.t(ex);
        }
        WalkForwardAllocConfiguration wfac = new // 
        WalkForwardAllocConfiguration(// 
        cfg.queryCompaniesByMarketCap(Time.now()), bag.rsi.unleverage().walkForwardAllocator());
        WalkForwardAllocTester tester = new WalkForwardAllocTester(cfg, wfac.assets, fund0, wfac.walkForwardAllocator);
        for (Entry<Time, Map<String, Float>> e : data.entrySet()) System.out.println(tester.tick(e.getKey(), e.getValue()));
        System.out.println(tester.conclusion());
    }
    return true;
}

Example 15 with Streamlet

use of suite.streamlet.Streamlet in project suite by stupidsing.

the class ParseUtil method split.

public static Streamlet<String> split(String in, String name) {
    char[] chars = in.toCharArray();
    int length = chars.length;
    return new Streamlet<>(() -> Outlet.of(new Source<String>() {

        private int pos = 0;

        public String source() {
            if (pos < length) {
                Segment segment = searchPosition(chars, Segment.of(pos, length), name, Assoc.LEFT, true);
                int pos0 = pos;
                int end;
                if (segment != null) {
                    end = segment.start;
                    pos = segment.end;
                } else
                    end = pos = length;
                return new String(chars, pos0, end);
            } else
                return null;
        }
    }));
}