前回作成した指値・逆指値注文画面のときにまとめて作ってしまえば良かったんですが忘れてました…ｗ
なくても困るわけではないんですが個人的にはちょいちょい使ってます。
注文の有効期限の設定方法
新規注文時に使うIEngine.submitOrderメソッドには有効期限が設定出来るオーバーロードメソッドがあるのでそれ使うだけです。
有効期限が0のときには設定しないのと同じことになります。
全コード
package jforex;
import java.awt.Color;
import java.awt.EventQueue;
import java.awt.GridBagConstraints;
import java.awt.GridBagLayout;
import java.awt.Insets;
import java.awt.event.MouseAdapter;
import java.awt.event.MouseEvent;
import java.awt.event.WindowAdapter;
import java.awt.event.WindowEvent;
import java.math.BigDecimal;
import java.text.SimpleDateFormat;
import java.util.Calendar;
import java.util.Vector;
import java.util.concurrent.Callable;
import javax.swing.JButton;
import javax.swing.JComboBox;
import javax.swing.JFrame;
import javax.swing.JLabel;
import javax.swing.JPanel;
import javax.swing.JSpinner;
import javax.swing.JSpinner.NumberEditor;
import javax.swing.SpinnerNumberModel;
import javax.swing.SwingConstants;
import javax.swing.SwingUtilities;
import javax.swing.UIManager;
import javax.swing.border.TitledBorder;
import com.dukascopy.api.IAccount;
import com.dukascopy.api.IBar;
import com.dukascopy.api.IConsole;
import com.dukascopy.api.IContext;
import com.dukascopy.api.IEngine;
import com.dukascopy.api.IEngine.OrderCommand;
import com.dukascopy.api.IMessage;
import com.dukascopy.api.IOrder;
import com.dukascopy.api.IStrategy;
import com.dukascopy.api.ITick;
import com.dukascopy.api.Instrument;
import com.dukascopy.api.JFException;
import com.dukascopy.api.Period;
public class ConditionalOrder02 extends JFrame implements IStrategy {
private IEngine engine;
private IConsole console;
private IContext context;
private JButton btnBuyStop;
private JButton btnSellLimit;
private JLabel lblAmount;
private JLabel lblAskT;
private JLabel lblBidT;
private JLabel lblStopLossPips;
private JLabel lblTakeProfitPips;
private JPanel pnlAmount;
private JPanel pnlOrder;
private JPanel pnlTpSlPips;
private JSpinner spnAmount;
private JSpinner spnStopLossPips;
private JSpinner spnTakeProfitPips;
private JComboBox cmbInstrument;
private JButton btnCancelAll;
private JLabel lblSlippagePips;
private JSpinner spnSlippagePips;
private JLabel lblSellLimit;
private JLabel lblBuyStop;
private JLabel lblSellStop;
private JButton btnSellStop;
private JButton btnBuyLimit;
private JLabel lblBuyLimit;
private JSpinner spnEntryMarginePips;
private JLabel lblBid;
private JLabel lblAsk;
private JLabel lblGoodTillSec;
private JSpinner spnGoodTillSec;
public ConditionalOrder02() {
addWindowListener(new WindowAdapter() {
@Override
public void windowClosed(WindowEvent e) {
try {
onStop();
} catch (JFException e1) {
e1.printStackTrace();
}
}
});
setResizable(false);
setTitle("Conditional Order");
setBounds(100, 100, 340, 400);
setLocationRelativeTo(null);
GridBagLayout gridBagLayout = new GridBagLayout();
gridBagLayout.columnWidths = new int[] {200};
gridBagLayout.rowHeights = new int[] {30, 150, 120};
getContentPane().setLayout(gridBagLayout);
pnlAmount = new JPanel();
GridBagConstraints gbc_pnlAmount = new GridBagConstraints();
gbc_pnlAmount.insets = new Insets(0, 0, 5, 0);
gbc_pnlAmount.fill = GridBagConstraints.BOTH;
gbc_pnlAmount.gridx = 0;
gbc_pnlAmount.gridy = 0;
getContentPane().add(pnlAmount, gbc_pnlAmount);
GridBagLayout gbl_pnlAmount = new GridBagLayout();
gbl_pnlAmount.rowHeights = new int[] {30};
gbl_pnlAmount.columnWidths = new int[] {80, 60, 60};
gbl_pnlAmount.columnWeights = new double[]{0.0, 1.0, 0.0};
pnlAmount.setLayout(gbl_pnlAmount);
cmbInstrument = new JComboBox(getInstruments().toArray());
GridBagConstraints gbc_cmbInstrument = new GridBagConstraints();
gbc_cmbInstrument.fill = GridBagConstraints.BOTH;
gbc_cmbInstrument.gridx = 0;
gbc_cmbInstrument.gridy = 0;
pnlAmount.add(cmbInstrument, gbc_cmbInstrument);
lblAmount = new JLabel("Amount:");
lblAmount.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblAmount = new GridBagConstraints();
gbc_lblAmount.anchor = GridBagConstraints.EAST;
gbc_lblAmount.gridx = 1;
gbc_lblAmount.gridy = 0;
gbc_lblAmount.fill = GridBagConstraints.BOTH;
pnlAmount.add(lblAmount, gbc_lblAmount);
SpinnerNumberModel snm;
NumberEditor ne;
snm = new SpinnerNumberModel(new Double(1), new Double(1), new Double(2500), new Double(0.1));
spnAmount = new JSpinner(snm);
ne = new NumberEditor(spnAmount, "0.0");
spnAmount.setEditor(ne);
GridBagConstraints gbc_spnAmount = new GridBagConstraints();
gbc_spnAmount.fill = GridBagConstraints.BOTH;
gbc_spnAmount.gridx = 2;
gbc_spnAmount.gridy = 0;
pnlAmount.add(spnAmount, gbc_spnAmount);
pnlOrder = new JPanel();
GridBagConstraints gbc_pnlOrder = new GridBagConstraints();
gbc_pnlOrder.insets = new Insets(0, 0, 5, 0);
gbc_pnlOrder.fill = GridBagConstraints.BOTH;
gbc_pnlOrder.gridx = 0;
gbc_pnlOrder.gridy = 1;
getContentPane().add(pnlOrder, gbc_pnlOrder);
GridBagLayout gbl_pnlOrder = new GridBagLayout();
gbl_pnlOrder.columnWidths = new int[] {30, 80, 50, 80, 30};
gbl_pnlOrder.rowHeights = new int[] {30, 30, 30, 30, 30};
pnlOrder.setLayout(gbl_pnlOrder);
lblBidT = new JLabel("Bid(SELL)");
lblBidT.setForeground(Color.RED);
lblBidT.setHorizontalAlignment(SwingConstants.CENTER);
GridBagConstraints gbc_lblBidT = new GridBagConstraints();
gbc_lblBidT.fill = GridBagConstraints.BOTH;
gbc_lblBidT.gridx = 1;
gbc_lblBidT.gridy = 0;
pnlOrder.add(lblBidT, gbc_lblBidT);
lblAskT = new JLabel("Ask(BUY)");
lblAskT.setForeground(Color.BLUE);
lblAskT.setHorizontalAlignment(SwingConstants.CENTER);
GridBagConstraints gbc_lblAskT = new GridBagConstraints();
gbc_lblAskT.fill = GridBagConstraints.BOTH;
gbc_lblAskT.gridx = 3;
gbc_lblAskT.gridy = 0;
pnlOrder.add(lblAskT, gbc_lblAskT);
btnSellLimit = new JButton();
btnSellLimit.addMouseListener(new MouseAdapter() {
@Override
public void mouseClicked(MouseEvent e) {
JButton source = (JButton)e.getSource();
double price = Double.parseDouble(source.getText());
context.executeTask(new SubmitOrder(OrderCommand.SELLLIMIT, price));
}
});
lblSellLimit = new JLabel("Limit");
lblSellLimit.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblSellLimit = new GridBagConstraints();
gbc_lblSellLimit.fill = GridBagConstraints.BOTH;
gbc_lblSellLimit.gridx = 0;
gbc_lblSellLimit.gridy = 1;
pnlOrder.add(lblSellLimit, gbc_lblSellLimit);
GridBagConstraints gbc_btnSellLimit = new GridBagConstraints();
gbc_btnSellLimit.fill = GridBagConstraints.BOTH;
gbc_btnSellLimit.gridx = 1;
gbc_btnSellLimit.gridy = 1;
pnlOrder.add(btnSellLimit, gbc_btnSellLimit);
btnBuyStop = new JButton();
btnBuyStop.addMouseListener(new MouseAdapter() {
@Override
public void mouseClicked(MouseEvent e) {
JButton source = (JButton)e.getSource();
double price = Double.parseDouble(source.getText());
context.executeTask(new SubmitOrder(OrderCommand.BUYSTOP, price));
}
});
snm = new SpinnerNumberModel(new Double(1.0), new Double(0.0), null, new Double(0.1));
spnEntryMarginePips = new JSpinner(snm);
ne = new NumberEditor(spnEntryMarginePips, "0.0");
spnEntryMarginePips.setEditor(ne);
GridBagConstraints gbc_spnEntryMargine = new GridBagConstraints();
gbc_spnEntryMargine.fill = GridBagConstraints.BOTH;
gbc_spnEntryMargine.gridheight = 3;
gbc_spnEntryMargine.gridx = 2;
gbc_spnEntryMargine.gridy = 1;
pnlOrder.add(spnEntryMarginePips, gbc_spnEntryMargine);
GridBagConstraints gbc_btnBuyStop = new GridBagConstraints();
gbc_btnBuyStop.fill = GridBagConstraints.BOTH;
gbc_btnBuyStop.gridx = 3;
gbc_btnBuyStop.gridy = 1;
pnlOrder.add(btnBuyStop, gbc_btnBuyStop);
btnCancelAll = new JButton();
btnCancelAll.addMouseListener(new MouseAdapter() {
@Override
public void mouseClicked(MouseEvent e) {
context.executeTask(new CancelOpenedOrders());
}
});
lblBuyStop = new JLabel("Stop");
GridBagConstraints gbc_lblBuyStop = new GridBagConstraints();
gbc_lblBuyStop.gridx = 4;
gbc_lblBuyStop.gridy = 1;
pnlOrder.add(lblBuyStop, gbc_lblBuyStop);
lblBid = new JLabel();
lblBid.setHorizontalAlignment(SwingConstants.CENTER);
GridBagConstraints gbc_lblBid = new GridBagConstraints();
gbc_lblBid.fill = GridBagConstraints.BOTH;
gbc_lblBid.gridx = 1;
gbc_lblBid.gridy = 2;
pnlOrder.add(lblBid, gbc_lblBid);
lblAsk = new JLabel();
lblAsk.setHorizontalAlignment(SwingConstants.CENTER);
GridBagConstraints gbc_lblAsk = new GridBagConstraints();
gbc_lblAsk.fill = GridBagConstraints.BOTH;
gbc_lblAsk.gridx = 3;
gbc_lblAsk.gridy = 2;
pnlOrder.add(lblAsk, gbc_lblAsk);
lblSellStop = new JLabel("Stop");
lblSellStop.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblSellStop = new GridBagConstraints();
gbc_lblSellStop.fill = GridBagConstraints.BOTH;
gbc_lblSellStop.gridx = 0;
gbc_lblSellStop.gridy = 3;
pnlOrder.add(lblSellStop, gbc_lblSellStop);
btnSellStop = new JButton();
btnSellStop.addMouseListener(new MouseAdapter() {
@Override
public void mouseClicked(MouseEvent e) {
JButton source = (JButton)e.getSource();
double price = Double.parseDouble(source.getText());
context.executeTask(new SubmitOrder(OrderCommand.SELLSTOP, price));
}
});
GridBagConstraints gbc_btnSellStop = new GridBagConstraints();
gbc_btnSellStop.fill = GridBagConstraints.BOTH;
gbc_btnSellStop.gridx = 1;
gbc_btnSellStop.gridy = 3;
pnlOrder.add(btnSellStop, gbc_btnSellStop);
btnBuyLimit = new JButton();
btnBuyLimit.addMouseListener(new MouseAdapter() {
@Override
public void mouseClicked(MouseEvent e) {
JButton source = (JButton)e.getSource();
double price = Double.parseDouble(source.getText());
context.executeTask(new SubmitOrder(OrderCommand.BUYLIMIT, price));
}
});
GridBagConstraints gbc_btnBuyLimit = new GridBagConstraints();
gbc_btnBuyLimit.fill = GridBagConstraints.BOTH;
gbc_btnBuyLimit.gridx = 3;
gbc_btnBuyLimit.gridy = 3;
pnlOrder.add(btnBuyLimit, gbc_btnBuyLimit);
lblBuyLimit = new JLabel("Limit");
lblBuyLimit.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblBuyLimit = new GridBagConstraints();
gbc_lblBuyLimit.gridx = 4;
gbc_lblBuyLimit.gridy = 3;
pnlOrder.add(lblBuyLimit, gbc_lblBuyLimit);
btnCancelAll.setText("Cancel All");
GridBagConstraints gbc_btnCancelAll = new GridBagConstraints();
gbc_btnCancelAll.gridwidth = 3;
gbc_btnCancelAll.fill = GridBagConstraints.BOTH;
gbc_btnCancelAll.gridx = 1;
gbc_btnCancelAll.gridy = 4;
pnlOrder.add(btnCancelAll, gbc_btnCancelAll);
pnlTpSlPips = new JPanel();
TitledBorder titleBorder = new TitledBorder(UIManager.getBorder("TitledBorder.border"));
titleBorder.setTitle("Entry Option");
titleBorder.setTitleJustification(TitledBorder.LEADING);
titleBorder.setTitlePosition(TitledBorder.TOP);
pnlTpSlPips.setBorder(titleBorder);
GridBagConstraints gbc_pnlTpSlPips = new GridBagConstraints();
gbc_pnlTpSlPips.insets = new Insets(0, 0, 5, 0);
gbc_pnlTpSlPips.fill = GridBagConstraints.BOTH;
gbc_pnlTpSlPips.gridx = 0;
gbc_pnlTpSlPips.gridy = 2;
getContentPane().add(pnlTpSlPips, gbc_pnlTpSlPips);
GridBagLayout gbl_pnlTpSlPips = new GridBagLayout();
gbl_pnlTpSlPips.columnWidths = new int[] {100, 100};
gbl_pnlTpSlPips.rowHeights = new int[] {30, 30, 30, 30};
pnlTpSlPips.setLayout(gbl_pnlTpSlPips);
lblSlippagePips = new JLabel("Slippage(Pips):");
lblSlippagePips.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblSlippagePips = new GridBagConstraints();
gbc_lblSlippagePips.fill = GridBagConstraints.BOTH;
gbc_lblSlippagePips.gridx = 0;
gbc_lblSlippagePips.gridy = 0;
pnlTpSlPips.add(lblSlippagePips, gbc_lblSlippagePips);
snm = new SpinnerNumberModel(new Double(0), new Double(0), null, new Double(0.1));
spnSlippagePips = new JSpinner(snm);
ne = new NumberEditor(spnSlippagePips, "0.0");
spnSlippagePips.setEditor(ne);
GridBagConstraints gbc_spnSlippagePips = new GridBagConstraints();
gbc_spnSlippagePips.fill = GridBagConstraints.BOTH;
gbc_spnSlippagePips.gridx = 1;
gbc_spnSlippagePips.gridy = 0;
pnlTpSlPips.add(spnSlippagePips, gbc_spnSlippagePips);
lblStopLossPips = new JLabel("StopLoss(Pips):");
lblStopLossPips.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblStopLossPips = new GridBagConstraints();
gbc_lblStopLossPips.fill = GridBagConstraints.BOTH;
gbc_lblStopLossPips.gridx = 0;
gbc_lblStopLossPips.gridy = 1;
pnlTpSlPips.add(lblStopLossPips, gbc_lblStopLossPips);
snm = new SpinnerNumberModel(new Double(0), new Double(0), null, new Double(0.1));
spnTakeProfitPips = new JSpinner(snm);
ne = new NumberEditor(spnTakeProfitPips, "0.0");
spnTakeProfitPips.setEditor(ne);
GridBagConstraints gbc_spnTakeProfitPips = new GridBagConstraints();
gbc_spnTakeProfitPips.fill = GridBagConstraints.BOTH;
gbc_spnTakeProfitPips.gridx = 1;
gbc_spnTakeProfitPips.gridy = 1;
pnlTpSlPips.add(spnTakeProfitPips, gbc_spnTakeProfitPips);
lblTakeProfitPips = new JLabel("TakeProfit(Pips):");
lblTakeProfitPips.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblTakeProfitPips = new GridBagConstraints();
gbc_lblTakeProfitPips.fill = GridBagConstraints.BOTH;
gbc_lblTakeProfitPips.gridx = 0;
gbc_lblTakeProfitPips.gridy = 2;
pnlTpSlPips.add(lblTakeProfitPips, gbc_lblTakeProfitPips);
snm = new SpinnerNumberModel(new Double(0), new Double(0), null, new Double(0.1));
spnStopLossPips = new JSpinner(snm);
ne = new NumberEditor(spnStopLossPips, "0.0");
spnStopLossPips.setEditor(ne);
GridBagConstraints gbc_spnStopLossPips = new GridBagConstraints();
gbc_spnStopLossPips.fill = GridBagConstraints.BOTH;
gbc_spnStopLossPips.gridx = 1;
gbc_spnStopLossPips.gridy = 2;
pnlTpSlPips.add(spnStopLossPips, gbc_spnStopLossPips);
lblGoodTillSec = new JLabel("GoodTillTime(sec):");
lblGoodTillSec.setHorizontalAlignment(SwingConstants.RIGHT);
GridBagConstraints gbc_lblGoodTillTime = new GridBagConstraints();
gbc_lblGoodTillTime.fill = GridBagConstraints.BOTH;
gbc_lblGoodTillTime.gridx = 0;
gbc_lblGoodTillTime.gridy = 3;
pnlTpSlPips.add(lblGoodTillSec, gbc_lblGoodTillTime);
snm = new SpinnerNumberModel(new Long(0), new Long(0), null, new Long(1));
spnGoodTillSec = new JSpinner(snm);
GridBagConstraints gbc_spinner = new GridBagConstraints();
gbc_spinner.fill = GridBagConstraints.BOTH;
gbc_spinner.gridx = 1;
gbc_spinner.gridy = 3;
pnlTpSlPips.add(spnGoodTillSec, gbc_spinner);
}
public void onStart(IContext context) throws JFException {
this.engine = context.getEngine();
this.console = context.getConsole();
this.context = context;
EventQueue.invokeLater(new Runnable() {
public void run() {
try {
setVisible(true);
} catch (Exception e) {
e.printStackTrace();
}
}
});
console.getOut().println("Strategy Started.");
}
public void onAccount(IAccount account) throws JFException {
}
public void onMessage(IMessage message) throws JFException {
if (message.getOrder() == null) return;
if (!cmbInstrument.getSelectedItem().equals(message.getOrder().getInstrument())) return;
console.getOut().println(message.toString());
}
public void onStop() throws JFException {
console.getOut().println("Strategy Stopped.");
}
public void onTick(final Instrument instrument, final ITick tick) throws JFException {
if (!cmbInstrument.getSelectedItem().equals(instrument)) return;
final String scaleFormat = "%." + String.valueOf(instrument.getPipScale() + 1) + "f";
final double entryMarginePrice = (Double)spnEntryMarginePips.getValue() * instrument.getPipValue();
SwingUtilities.invokeLater(new Runnable () {
public void run() {
lblBid.setText(String.format(scaleFormat, tick.getBid()));
lblAsk.setText(String.format(scaleFormat, tick.getAsk()));
btnSellLimit.setText(String.format(scaleFormat, tick.getBid() + entryMarginePrice));
btnSellStop.setText(String.format(scaleFormat, tick.getBid() - entryMarginePrice));
btnBuyLimit.setText(String.format(scaleFormat, tick.getAsk() - entryMarginePrice));
btnBuyStop.setText(String.format(scaleFormat, tick.getAsk() + entryMarginePrice));
}
});
}
public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {
}
//通貨ペア
private final Vector<Instrument> getInstruments() {
Vector<Instrument> instruments = new Vector<Instrument>();
instruments.add(Instrument.USDJPY);
instruments.add(Instrument.EURUSD);
instruments.add(Instrument.EURJPY);
instruments.add(Instrument.GBPUSD);
instruments.add(Instrument.GBPJPY);
instruments.add(Instrument.AUDUSD);
instruments.add(Instrument.AUDJPY);
return instruments;
}
//新規注文
private class SubmitOrder implements Callable<IOrder> {
private OrderCommand orderCommand;
private double price;
public SubmitOrder(OrderCommand orderCommand, double price) {
this.orderCommand = orderCommand;
this.price = price;
}
public IOrder call() throws Exception {
Instrument instrument = (Instrument)cmbInstrument.getSelectedItem();
double amount = (Double)spnAmount.getValue() * 0.01D;
double slippagePips = (Double)spnSlippagePips.getValue();
double stopLossPips = (Double)spnStopLossPips.getValue();
double takeProfitPips = (Double)spnTakeProfitPips.getValue();
long goodTillSec = (Long)spnGoodTillSec.getValue();
Calendar c = Calendar.getInstance();
SimpleDateFormat sdf = new SimpleDateFormat("yyMMddHHmmss");
String label = orderCommand.toString() + sdf.format(c.getTime());
double stopLossPrice = 0.0D;
double takeProfitPrice = 0.0D;
if (orderCommand.isLong()) {
if (stopLossPips > 0.0D)
stopLossPrice = roundToPippette(price - stopLossPips * instrument.getPipValue(), instrument);
if (takeProfitPips > 0.0D)
takeProfitPrice = roundToPippette(price + takeProfitPips * instrument.getPipValue(), instrument);
} else {
if (stopLossPips > 0.0D)
stopLossPrice = roundToPippette(price + stopLossPips * instrument.getPipValue(), instrument);
if (takeProfitPips > 0.0D)
takeProfitPrice = price - roundToPippette(takeProfitPips * instrument.getPipValue(), instrument);
}
long goodTillTime = 0L;
if (goodTillSec > 0L)
goodTillTime = System.currentTimeMillis() + goodTillSec * 1000;
IOrder order = engine.submitOrder(label, instrument, orderCommand, amount, price, slippagePips, stopLossPrice, takeProfitPrice, goodTillTime);
return order;
}
private double roundToPippette(double amount, Instrument instrument) {
return round(amount, instrument.getPipScale() + 1);
}
private double round(double amount, int decimalPlaces) {
return (new BigDecimal(amount)).setScale(decimalPlaces, BigDecimal.ROUND_HALF_UP).doubleValue();
}
}
//注文キャンセル
public class CancelOpenedOrders implements Callable<CancelOpenedOrders> {
public CancelOpenedOrders call() throws JFException {
Instrument instrument = (Instrument)cmbInstrument.getSelectedItem();
for (IOrder o: engine.getOrders(instrument)) {
if (o.getState() == IOrder.State.OPENED) {
o.setRequestedAmount(0);
}
}
return this;
}
}
}
有効期限を設定する際の注意点
有効期限は成行注文以外のみで有効になります。
成行注文時に有効期限を設定してしまうと注文が通らなくなるので要注意です。
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