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Add Bot.h and Bot.cpp

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This commit is contained in:
Lev
2021-06-13 17:11:24 -05:00
parent 312341dca6
commit fdfd01b0f3
14 changed files with 362 additions and 347 deletions
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36
CM2005 Object Oriented Programming/Midterm/Midterm Project/CSVReader.cpp
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@ -2,10 +2,8 @@
#include <iostream> #include <iostream>
#include <fstream> #include <fstream>
CSVReader::CSVReader() CSVReader::CSVReader()
{ {
} }
std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFilename) std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFilename)
@ -18,10 +16,12 @@ std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFilename)
{ {
while (std::getline(csvFile, line)) while (std::getline(csvFile, line))
{ {
try { try
{
OrderBookEntry obe = stringsToOBE(tokenise(line, ',')); OrderBookEntry obe = stringsToOBE(tokenise(line, ','));
entries.push_back(obe); entries.push_back(obe);
}catch(const std::exception& e) }
catch (const std::exception &e)
{ {
std::cout << "CSVReader::readCSV bad data" << std::endl; std::cout << "CSVReader::readCSV bad data" << std::endl;
} }
@ -38,11 +38,15 @@ std::vector<std::string> CSVReader::tokenise(std::string csvLine, char separator
signed int start, end; signed int start, end;
std::string token; std::string token;
start = csvLine.find_first_not_of(separator, 0); start = csvLine.find_first_not_of(separator, 0);
do{ do
{
end = csvLine.find_first_of(separator, start); end = csvLine.find_first_of(separator, start);
if (start == csvLine.length() || start == end) break; if (start == csvLine.length() || start == end)
if (end >= 0) token = csvLine.substr(start, end - start); break;
else token = csvLine.substr(start, csvLine.length() - start); if (end >= 0)
token = csvLine.substr(start, end - start);
else
token = csvLine.substr(start, csvLine.length() - start);
tokens.push_back(token); tokens.push_back(token);
start = end + 1; start = end + 1;
} while (end > 0); } while (end > 0);
@ -60,10 +64,13 @@ OrderBookEntry CSVReader::stringsToOBE(std::vector<std::string> tokens)
throw std::exception{}; throw std::exception{};
} }
// we have 5 tokens // we have 5 tokens
try { try
{
price = std::stod(tokens[3]); price = std::stod(tokens[3]);
amount = std::stod(tokens[4]); amount = std::stod(tokens[4]);
}catch(const std::exception& e){ }
catch (const std::exception &e)
{
std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[3] << std::endl; std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[3] << std::endl;
std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[4] << std::endl; std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[4] << std::endl;
throw; throw;
@ -78,7 +85,6 @@ OrderBookEntry CSVReader::stringsToOBE(std::vector<std::string> tokens)
return obe; return obe;
} }
OrderBookEntry CSVReader::stringsToOBE(std::string priceString, OrderBookEntry CSVReader::stringsToOBE(std::string priceString,
std::string amountString, std::string amountString,
std::string timestamp, std::string timestamp,
@ -86,10 +92,13 @@ OrderBookEntry CSVReader::stringsToOBE(std::string priceString,
OrderBookType orderType) OrderBookType orderType)
{ {
double price, amount; double price, amount;
try { try
{
price = std::stod(priceString); price = std::stod(priceString);
amount = std::stod(amountString); amount = std::stod(amountString);
}catch(const std::exception& e){ }
catch (const std::exception &e)
{
std::cout << "CSVReader::stringsToOBE Bad float! " << priceString << std::endl; std::cout << "CSVReader::stringsToOBE Bad float! " << priceString << std::endl;
std::cout << "CSVReader::stringsToOBE Bad float! " << amountString << std::endl; std::cout << "CSVReader::stringsToOBE Bad float! " << amountString << std::endl;
throw; throw;
@ -102,4 +111,3 @@ OrderBookEntry CSVReader::stringsToOBE(std::string priceString,
return obe; return obe;
} }

2
CM2005 Object Oriented Programming/Midterm/Midterm Project/CSVReader.h
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@ -4,7 +4,6 @@
#include <vector> #include <vector>
#include <string> #include <string>
class CSVReader class CSVReader
{ {
public: public:
@ -21,5 +20,4 @@ class CSVReader
private: private:
static OrderBookEntry stringsToOBE(std::vector<std::string> strings); static OrderBookEntry stringsToOBE(std::vector<std::string> strings);
}; };

58
CM2005 Object Oriented Programming/Midterm/Midterm Project/MerkelMain.cpp
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@ -6,7 +6,6 @@
MerkelMain::MerkelMain() MerkelMain::MerkelMain()
{ {
} }
void MerkelMain::init() void MerkelMain::init()
@ -24,7 +23,6 @@ void MerkelMain::init()
} }
} }
void MerkelMain::printMenu() void MerkelMain::printMenu()
{ {
// 1 print help // 1 print help
@ -60,26 +58,7 @@ void MerkelMain::printMarketStats()
std::cout << "Asks seen: " << entries.size() << std::endl; std::cout << "Asks seen: " << entries.size() << std::endl;
std::cout << "Max ask: " << OrderBook::getHighPrice(entries) << std::endl; std::cout << "Max ask: " << OrderBook::getHighPrice(entries) << std::endl;
std::cout << "Min ask: " << OrderBook::getLowPrice(entries) << std::endl; std::cout << "Min ask: " << OrderBook::getLowPrice(entries) << std::endl;
} }
// std::cout << "OrderBook contains : " << orders.size() << " entries" << std::endl;
// unsigned int bids = 0;
// unsigned int asks = 0;
// for (OrderBookEntry& e : orders)
// {
// if (e.orderType == OrderBookType::ask)
// {
// asks ++;
// }
// if (e.orderType == OrderBookType::bid)
// {
// bids ++;
// }
// }
// std::cout << "OrderBook asks: " << asks << " bids:" << bids << std::endl;
} }
void MerkelMain::enterAsk() void MerkelMain::enterAsk()
@ -93,25 +72,28 @@ void MerkelMain::enterAsk()
{ {
std::cout << "MerkelMain::enterAsk Bad input! " << input << std::endl; std::cout << "MerkelMain::enterAsk Bad input! " << input << std::endl;
} }
else { else
try { {
try
{
OrderBookEntry obe = CSVReader::stringsToOBE( OrderBookEntry obe = CSVReader::stringsToOBE(
tokens[1], tokens[1],
tokens[2], tokens[2],
currentTime, currentTime,
tokens[0], tokens[0],
OrderBookType::ask OrderBookType::ask);
);
obe.username = "simuser"; obe.username = "simuser";
if (wallet.canFulfillOrder(obe)) if (wallet.canFulfillOrder(obe))
{ {
std::cout << "Wallet looks good. " << std::endl; std::cout << "Wallet looks good. " << std::endl;
orderBook.insertOrder(obe); orderBook.insertOrder(obe);
} }
else { else
{
std::cout << "Wallet has insufficient funds . " << std::endl; std::cout << "Wallet has insufficient funds . " << std::endl;
} }
}catch (const std::exception& e) }
catch (const std::exception &e)
{ {
std::cout << " MerkelMain::enterAsk Bad input " << std::endl; std::cout << " MerkelMain::enterAsk Bad input " << std::endl;
} }
@ -129,15 +111,16 @@ void MerkelMain::enterBid()
{ {
std::cout << "MerkelMain::enterBid Bad input! " << input << std::endl; std::cout << "MerkelMain::enterBid Bad input! " << input << std::endl;
} }
else { else
try { {
try
{
OrderBookEntry obe = CSVReader::stringsToOBE( OrderBookEntry obe = CSVReader::stringsToOBE(
tokens[1], tokens[1],
tokens[2], tokens[2],
currentTime, currentTime,
tokens[0], tokens[0],
OrderBookType::bid OrderBookType::bid);
);
obe.username = "simuser"; obe.username = "simuser";
if (wallet.canFulfillOrder(obe)) if (wallet.canFulfillOrder(obe))
@ -145,10 +128,12 @@ void MerkelMain::enterBid()
std::cout << "Wallet looks good. " << std::endl; std::cout << "Wallet looks good. " << std::endl;
orderBook.insertOrder(obe); orderBook.insertOrder(obe);
} }
else { else
{
std::cout << "Wallet has insufficient funds . " << std::endl; std::cout << "Wallet has insufficient funds . " << std::endl;
} }
}catch (const std::exception& e) }
catch (const std::exception &e)
{ {
std::cout << " MerkelMain::enterBid Bad input " << std::endl; std::cout << " MerkelMain::enterBid Bad input " << std::endl;
} }
@ -177,7 +162,6 @@ void MerkelMain::gotoNextTimeframe()
wallet.processSale(sale); wallet.processSale(sale);
} }
} }
} }
currentTime = orderBook.getNextTime(currentTime); currentTime = orderBook.getNextTime(currentTime);
@ -189,9 +173,11 @@ int MerkelMain::getUserOption()
std::string line; std::string line;
std::cout << "Type in 1-6" << std::endl; std::cout << "Type in 1-6" << std::endl;
std::getline(std::cin, line); std::getline(std::cin, line);
try{ try
{
userOption = std::stoi(line); userOption = std::stoi(line);
}catch(const std::exception& e) }
catch (const std::exception &e)
{ {
// //
} }

3
CM2005 Object Oriented Programming/Midterm/Midterm Project/MerkelMain.h
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@ -5,13 +5,13 @@
#include "OrderBook.h" #include "OrderBook.h"
#include "Wallet.h" #include "Wallet.h"
class MerkelMain class MerkelMain
{ {
public: public:
MerkelMain(); MerkelMain();
/** Call this to start the sim */ /** Call this to start the sim */
void init(); void init();
private: private:
void printMenu(); void printMenu();
void printHelp(); void printHelp();
@ -28,5 +28,4 @@ class MerkelMain
// OrderBook orderBook{"20200317.csv"}; // OrderBook orderBook{"20200317.csv"};
OrderBook orderBook{"20200601.csv"}; OrderBook orderBook{"20200601.csv"};
Wallet wallet; Wallet wallet;
}; };

10
CM2005 Object Oriented Programming/Midterm/Midterm Project/OrderBook.cpp
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@ -4,7 +4,6 @@
#include <algorithm> #include <algorithm>
#include <iostream> #include <iostream>
/** construct, reading a csv data file */ /** construct, reading a csv data file */
OrderBook::OrderBook(std::string filename) OrderBook::OrderBook(std::string filename)
{ {
@ -49,24 +48,24 @@ std::vector<OrderBookEntry> OrderBook::getOrders(OrderBookType type,
return orders_sub; return orders_sub;
} }
double OrderBook::getHighPrice(std::vector<OrderBookEntry> &orders) double OrderBook::getHighPrice(std::vector<OrderBookEntry> &orders)
{ {
double max = orders[0].price; double max = orders[0].price;
for (OrderBookEntry &e : orders) for (OrderBookEntry &e : orders)
{ {
if (e.price > max)max = e.price; if (e.price > max)
max = e.price;
} }
return max; return max;
} }
double OrderBook::getLowPrice(std::vector<OrderBookEntry> &orders) double OrderBook::getLowPrice(std::vector<OrderBookEntry> &orders)
{ {
double min = orders[0].price; double min = orders[0].price;
for (OrderBookEntry &e : orders) for (OrderBookEntry &e : orders)
{ {
if (e.price < min)min = e.price; if (e.price < min)
min = e.price;
} }
return min; return min;
} }
@ -190,7 +189,6 @@ std::vector<OrderBookEntry> OrderBook::matchAsksToBids(std::string product, std:
break; break;
} }
// if bid.amount < ask.amount # bid is completely gone, slice the ask // if bid.amount < ask.amount # bid is completely gone, slice the ask
if (bid.amount < ask.amount && if (bid.amount < ask.amount &&
bid.amount > 0) bid.amount > 0)

2
CM2005 Object Oriented Programming/Midterm/Midterm Project/OrderBook.h
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@ -33,6 +33,4 @@ class OrderBook
private: private:
std::vector<OrderBookEntry> orders; std::vector<OrderBookEntry> orders;
}; };

8
CM2005 Object Oriented Programming/Midterm/Midterm Project/OrderBookEntry.cpp
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@ -1,20 +1,20 @@
#include "OrderBookEntry.h" #include "OrderBookEntry.h"
OrderBookEntry::OrderBookEntry( double _price, OrderBookEntry::OrderBookEntry(
double _price,
double _amount, double _amount,
std::string _timestamp, std::string _timestamp,
std::string _product, std::string _product,
OrderBookType _orderType, OrderBookType _orderType,
std::string _username) std::string _username)
: price(_price), :
price(_price),
amount(_amount), amount(_amount),
timestamp(_timestamp), timestamp(_timestamp),
product(_product), product(_product),
orderType(_orderType), orderType(_orderType),
username(_username) username(_username)
{ {
} }
OrderBookType OrderBookEntry::stringToOrderBookType(std::string s) OrderBookType OrderBookEntry::stringToOrderBookType(std::string s)

11
CM2005 Object Oriented Programming/Midterm/Midterm Project/OrderBookEntry.h
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@ -2,13 +2,18 @@
#include <string> #include <string>
enum class OrderBookType{bid, ask, unknown, asksale, bidsale}; enum class OrderBookType
{
bid,
ask,
unknown,
asksale,
bidsale
};
class OrderBookEntry class OrderBookEntry
{ {
public: public:
OrderBookEntry(double _price, OrderBookEntry(double _price,
double _amount, double _amount,
std::string _timestamp, std::string _timestamp,

20
CM2005 Object Oriented Programming/Midterm/Midterm Project/TradingBot.cpp Normal file
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@ -0,0 +1,20 @@
#include "TradingBot.h"
#include <iostream>
Bot::Bot(std::string filename)
{
orders = CSVReader::readCSV(filename);
Print(20);
}
void Bot::Print(int intLimit)
{
int i = 0;
for (OrderBookEntry &entry : orders)
{
std::cout << entry.product << " " << entry.price << " " << entry.amount << std::endl;
i++;
if (i == intLimit)
break;
}
}

15
CM2005 Object Oriented Programming/Midterm/Midterm Project/TradingBot.h Normal file
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@ -0,0 +1,15 @@
#pragma once
#include "OrderBook.h"
#include <vector>
//#include "CSVReader.h"
class Bot
{
public:
Bot(std::string filename);
void Print(int intLimit);
private:
std::vector<OrderBookEntry> orders;
};

13
CM2005 Object Oriented Programming/Midterm/Midterm Project/Wallet.cpp
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@ -4,8 +4,6 @@
Wallet::Wallet() Wallet::Wallet()
{ {
} }
void Wallet::insertCurrency(std::string type, double amount) void Wallet::insertCurrency(std::string type, double amount)
@ -19,7 +17,8 @@ void Wallet::insertCurrency(std::string type, double amount)
{ {
balance = 0; balance = 0;
} }
else { // is there else
{ // is there
balance = currencies[type]; balance = currencies[type];
} }
balance += amount; balance += amount;
@ -37,7 +36,8 @@ bool Wallet::removeCurrency(std::string type, double amount)
//std::cout << "No currency for " << type << std::endl; //std::cout << "No currency for " << type << std::endl;
return false; return false;
} }
else { // is there - do we have enough else
{ // is there - do we have enough
if (containsCurrency(type, amount)) // we have enough if (containsCurrency(type, amount)) // we have enough
{ {
//std::cout << "Removing " << type << ": " << amount << std::endl; //std::cout << "Removing " << type << ": " << amount << std::endl;
@ -55,7 +55,6 @@ bool Wallet::containsCurrency(std::string type, double amount)
return false; return false;
else else
return currencies[type] >= amount; return currencies[type] >= amount;
} }
std::string Wallet::toString() std::string Wallet::toString()
@ -91,11 +90,9 @@ bool Wallet::canFulfillOrder(OrderBookEntry order)
return containsCurrency(currency, amount); return containsCurrency(currency, amount);
} }
return false; return false;
} }
void Wallet::processSale(OrderBookEntry &sale) void Wallet::processSale(OrderBookEntry &sale)
{ {
std::vector<std::string> currs = CSVReader::tokenise(sale.product, '/'); std::vector<std::string> currs = CSVReader::tokenise(sale.product, '/');
@ -109,7 +106,6 @@ void Wallet::processSale(OrderBookEntry& sale)
currencies[incomingCurrency] += incomingAmount; currencies[incomingCurrency] += incomingAmount;
currencies[outgoingCurrency] -= outgoingAmount; currencies[outgoingCurrency] -= outgoingAmount;
} }
// bid // bid
if (sale.orderType == OrderBookType::bidsale) if (sale.orderType == OrderBookType::bidsale)
@ -128,4 +124,3 @@ std::ostream& operator<<(std::ostream& os, Wallet& wallet)
os << wallet.toString(); os << wallet.toString();
return os; return os;
} }

8
CM2005 Object Oriented Programming/Midterm/Midterm Project/Wallet.h
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@ -23,18 +23,10 @@ class Wallet
*/ */
void processSale(OrderBookEntry &sale); void processSale(OrderBookEntry &sale);
/** generate a string representation of the wallet */ /** generate a string representation of the wallet */
std::string toString(); std::string toString();
friend std::ostream &operator<<(std::ostream &os, Wallet &wallet); friend std::ostream &operator<<(std::ostream &os, Wallet &wallet);
private: private:
std::map<std::string, double> currencies; std::map<std::string, double> currencies;
}; };

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CM2005 Object Oriented Programming/Midterm/Midterm Project/a.exe Normal file
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5
CM2005 Object Oriented Programming/Midterm/Midterm Project/main.cpp
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@ -1,10 +1,11 @@
#include "Wallet.h" #include "Wallet.h"
#include <iostream> #include <iostream>
#include "MerkelMain.h" #include "MerkelMain.h"
#include "TradingBot.h"
int main() int main()
{ {
MerkelMain app{}; MerkelMain app{};
app.init(); Bot myBot("20200317.csv");
//app.init();
} }