ExpTrend.java 0100640 0002037 0000025 00000003517 07243273370 013360 0 ustar pmelby sfiguest import corejava.*;
class ExpTrend
{ public ExpTrend(Position x, double d, double p, double c, double l)
{ equity = x;
weight = d;
newp = p;
coeff = c;
margin = l;
int i;
double price;
double oldprice;
double expectation;
} // end ExpTrend init
public void setPrice(double newprice)
{ oldprice = newprice;
price = newprice;
expectation = 0.0;
}
public void updatePrice(double newprice)
{
oldprice = price;
price = newprice;
}
public void updateMargin(double newmargin)
{ margin = newmargin;
}
public void updatePosition(double order)
{ equity.updatePosition(order, price);
}
public void printoutWealth()
{ equity.printWealth(price);
}
public double getProfits()
{ double profits;
double holdings;
double money;
double wealth;
double initmoney = Math.exp(8.0);
holdings = equity.getHoldings();
money = equity.getMoney();
wealth = money + Math.exp(price)*holdings;
profits = (wealth - initmoney)/initmoney;
return profits;
}
public double placeOrder()
{ double order;
double wants;
double realequity;
realequity = equity.getHoldings();
double money = equity.getMoney();
double w = money + Math.exp(price)*realequity;
w = w/price;
expectation = (1.0-weight)*expectation + weight*(price-oldprice);
wants = coeff*(expectation);
//wants = coeff*MathUtil.tanh(2.0*expectation);
//wants = w*MathUtil.tanh(2.0*expectation);
order = wants - realequity;
return order;
} // end placeOrder
private Position equity;
private double weight;
private double newp;
private double coeff;
private double margin;
private double price;
private double oldprice;
private int i;
private double expectation;
} // end ValueInvestor class
MarketMaker.java 0100640 0002037 0000025 00000002742 07243273373 014034 0 ustar pmelby sfiguest class MarketMaker
{ public MarketMaker(double l, Position x, double p, double k)
{equity = x;
liquidity = l;
price = p;
kickback = k;
initialliquidity = liquidity;
} //end MarketMaker init
public double getPrice(double totalorders)
{ double newprice;
newprice = price + (1.0/liquidity)*totalorders;
return newprice;
} //end getPrice
public void updatePrice(double newprice)
{ price = newprice;
}
public void updatePosition(double totalorder)
{ totalorder = -1.0*totalorder;
equity.updatePosition(totalorder, price);
}
public double placeOrder()
{ double holdings; double order;
holdings = equity.getHoldings();
order = -1.0*kickback*holdings;
return order;
}
public void printoutWealth()
{ equity.printWealth(price);
}
public double getProfits()
{ double profits;
double holdings;
double money;
double wealth;
double initmoney = Math.exp(8.0);
holdings = equity.getHoldings();
money = equity.getMoney();
wealth = money + Math.exp(price)*holdings;
profits = (wealth - initmoney)/initmoney;
return profits;
}
public void changeLiquidity(double volume)
{ liquidity = initialliquidity/(0.001*volume+1.0);
}
private double orders;
private Position equity;
private double liquidity;
private double price;
private double kickback;
private double initialliquidity;
private double initequity;
} // end MarketMaker class
MarketSim6.java 0100640 0002037 0000025 00000026264 07243273374 013621 0 ustar pmelby sfiguest import java.lang.*;
import corejava.*;
import java.io.*;
import java.util.*;
public class MarketSim6
{ public static void main(String args[])
{ int i; int j; int N=2; int totaltime = 10000;
// double[] orders; double[] actualorder;
Position[] standing = new Position[N];
Position[] trendstanding = new Position[N];
double[] orders = new double[N];
double[] actualorder = new double[N];
double[] b = new double[totaltime/2];
double[] a = new double[totaltime/2];
double[] aval = new double[totaltime/2];
double[] bval = new double[totaltime/2];
double dcval = 0.0;
double[] valpow = new double[totaltime/2];
double[] acorr = new double[totaltime/2];
double[] bcorr = new double[totaltime/2];
double[] powerspectrum = new double[totaltime/2];
double pricenoise = 0.00;
double[] pricenoisea = new double[totaltime/2];
double[] pricenoiseb = new double[totaltime/2];
double[] pricepow = new double[totaltime/2];
double[] smoothpricepow = new double[totaltime/2];
double[] pricefilter = new double[totaltime/2];
double freqindex = 0.0;
double filteradd = 0.0;
double periodindex;
double oldprice = 1.0;
double dc; double inside;
double pi = Math.PI; // 4.0*Math.atan(1.0);
double noiselevel = 0.0;
double makerorder;
double volatility = 0.0; double volume;
int fouriertop = (totaltime - 1)/2;
int fouriertop2 = (fouriertop - 1)/2;
double[] autopower = new double[totaltime/2];
double[] corrcalc = new double[totaltime/2];
double lambda = 10000.0;
double c_constant = 800.0;
double c_constant2 = 0.0;
double alpha = 2*c_constant/lambda;
double beta = 0.0;
double mispricing;
double noiseorder;
double[] mispricinga = new double[totaltime/2];
double[] mispricingb = new double[totaltime/2];
double[] mispricingcorr = new double[totaltime/2];
double[] mispower = new double[totaltime/2];
double[] smoothvalp = new double[totaltime/2];
double[] smoothretp = new double[totaltime/2];
double[] filter = new double[totaltime/2];
double[] volumea = new double[totaltime/2];
double[] volumeb = new double[totaltime/2];
double[] volumecorr = new double[totaltime/2];
double[] volumepow = new double[totaltime/2];
double misdc = 0.0; double miscorrdc = 0.0; double volumedc = 0.0; double volumecorrdc = 0.0;
int k;
double corrdc=0.0;
int[] delay = new int[N];
delay[0] = 10;
delay[1] = 10;
double[] trendorders = new double[N];
double[] actualtrendorder = new double[N];
double[] trendprofits = new double[N];
double[] valueprofits = new double[N];
double makerprofits;
double oldreturns = 0.0;
Random randnum = new Random(12381);
for (j=1; j <= fouriertop; j++)
{a[j] = 0.0; b[j] = 0.0;acorr[j] = 0.0;bcorr[j] = 0.0; autopower[j] = 0.0;
aval[j] = 0.0; bval[j] = 0.0; smoothretp[j] = 0.0; smoothvalp[j] = 0.0; filter[j] = 0.0;
mispricinga[j] = 0.0;mispricingb[j] = 0.0; mispricingcorr[j] = 0.0;mispower[j] = 0.0;
pricenoisea[j] = 0.0; pricenoiseb[j] = 0.0; pricepow[j] = 0.0; smoothpricepow[j] = 0.0; pricefilter[j] = 0.0;
volumea[j] = 0.0;volumeb[j] = 0.0;volumecorr[j] = 0.0; volumepow[j] = 0.0;
}
dc = 0.0;
for (j = 0; j < N; j++)
{standing[j] = new Position(0.0,0.0,8.0);
trendstanding[j] = new Position(0.0,0.0,8.0);
}
Position makerstanding = new Position(0.0, 0.0, 8.0);
// Position trendstanding = new Position(0.0,0.0, 8.0);
double price = 1.0; double newprice;
double[] value = new double[N];
double totalorder; double valueadd;
for (j = 0; j < N; j++)
{ value[j] = 1.0;
}
// ValueInvestor trader = new ValueInvestor(standing, value, price, 10.0, 0.5);
ValueInvestor[] trader = new ValueInvestor[N];
for (j=0; j < N; j++)
{ trader[j] = new ValueInvestor(standing[j], value[j], price, c_constant, 0.99999);
}
TrendFollower[] trender = new TrendFollower[N];
//ExpTrend[] trender = new ExpTrend[N];
for (j=0; j < N; j++)
{
// trender[j] = new ExpTrend(trendstanding[j], 1.0, price, c_constant2, 0.9999);
trender[j] = new TrendFollower(trendstanding[j], delay[j], price, c_constant2, 0.99999);
trender[j].setPrice(price);
}
MarketMaker maker = new MarketMaker(lambda, makerstanding, price, beta);
for (i=0; i < totaltime; i++)
{ totalorder = 0;
volume = 0.0;
mispricing = price - value[1];
for(j = 0; j < N; j++)
{orders[j] = trader[j].placeOrder();
trendorders[j] = trender[j].placeOrder();
totalorder = totalorder + orders[j] + trendorders[j];
} // end for j
makerorder = maker.placeOrder();
totalorder = totalorder + makerorder;
newprice = maker.getPrice(totalorder);
pricenoise = MathUtil.gRand(noiselevel, randnum);
newprice = newprice + pricenoise;
oldreturns = volatility;
volatility = (newprice - price);
valueadd = MathUtil.gRand(0.01, randnum);
maker.updatePrice(newprice);
totalorder = totalorder - makerorder;
maker.updatePosition(totalorder);
for(j = 0; j < N; j++)
{
value[j] = value[j] + valueadd;
trader[j].updatePrice(newprice);
trader[j].updateValue(value[j]);
trader[j].updatePosition(orders[j]);
trender[j].updatePrice(newprice);
trender[j].updatePosition(trendorders[j]);
if (trendorders[j] > 0){volume = volume + trendorders[j];}
if (orders[j] > 0){volume = volume + orders[j];}
} // end for j
if (totalorder < 0){volume = volume - totalorder;}
Format.printf("%6d ", i);
maker.printoutWealth();
trader[0].printoutWealth();
trader[1].printoutWealth();
//Format.printf(" %10.6f", orders[1]);
trender[0].printoutWealth();
//Format.printf(" %10.6f", trendorders[0]);
trender[1].printoutWealth();
Format.printf(" %10.6f", trendorders[1]);
trendprofits[0] = trender[0].getProfits();
trendprofits[1] = trender[1].getProfits();
valueprofits[0] = trader[0].getProfits();
valueprofits[1] = trader[1].getProfits();
makerprofits = maker.getProfits();
oldprice = price;
price = newprice;
Format.printf(" %10.6f", valueprofits[0]);
Format.printf(" %10.6f", valueprofits[1]);
Format.printf(" %10.6f", trendprofits[0]);
Format.printf(" %10.6f", trendprofits[1]);
Format.printf(" %10.6f", makerprofits);
Format.printf(" %10.6f", price);
Format.printf(" %10.6f ", value[0]);
Format.printf(" %10.6f ", value[1]);
Format.printf(" %10.6f ", volatility);
Format.printf(" %10.6f ", oldreturns);
Format.printf(" %10.6f ", oldprice);
Format.printf(" %10.4f", volume);
Format.printf(" %10.6f \n", mispricing);
// Fourier Transform of volatility
dc = dc + (1.0/totaltime)*volatility;
misdc = misdc + (1.0/totaltime)*mispricing;
dcval = dcval + (1.0/totaltime)*valueadd;
volumedc = volumedc + (1.0/totaltime)*volume;
for (j = 1; j <= fouriertop; j++)
{ inside = 2.0*pi*j*i/totaltime;
b[j] = b[j] + (2.0/totaltime)*volatility*Math.cos(inside);
a[j] = a[j] + (2.0/totaltime)*volatility*Math.sin(inside);
mispricinga[j] = mispricinga[j] + (2.0/totaltime)*mispricing*Math.sin(inside);
mispricingb[j] = mispricingb[j] + (2.0/totaltime)*mispricing*Math.cos(inside);
aval[j] = aval[j] + (2.0/totaltime)*valueadd*Math.sin(inside);
bval[j] = bval[j] + (2.0/totaltime)*valueadd*Math.cos(inside);
pricenoisea[j] = pricenoisea[j] + (2.0/totaltime)*pricenoise*Math.sin(inside);
pricenoiseb[j] = pricenoiseb[j] + (2.0/totaltime)*pricenoise*Math.cos(inside);
volumea[j] = volumea[j] + (2.0/totaltime)*volume*Math.sin(inside);
volumeb[j] = volumeb[j] + (2.0/totaltime)*volume*Math.cos(inside);
} //end for j (Fourier)
} //end for i
// Power spectrum of Fourier Transform
try{
FileOutputStream fout = new FileOutputStream("powerspec");
PrintStream powerout = new PrintStream(fout);
FileOutputStream fout2 = new FileOutputStream("autocorr");
PrintStream autoout = new PrintStream(fout2);
//corrdc = corrdc + dc*dc/totaltime;
miscorrdc = miscorrdc + misdc*misdc/fouriertop;
volumecorrdc = volumecorrdc + volumedc*volumedc/fouriertop;
for (j=1; j <= fouriertop; j++)
{ powerspectrum[j] = a[j]*a[j] + b[j]*b[j];
valpow[j] = aval[j]*aval[j] + bval[j]*bval[j];
pricepow[j] = pricenoisea[j]*pricenoisea[j] + pricenoiseb[j]*pricenoiseb[j];
mispower[j] = mispricinga[j]*mispricinga[j] + mispricingb[j]*mispricingb[j];
volumepow[j] = volumea[j]*volumea[j] + volumeb[j]*volumeb[j];
corrdc = corrdc + (1.0/fouriertop)*powerspectrum[j];
miscorrdc = miscorrdc + (1.0/fouriertop)*mispower[j];
volumecorrdc = volumecorrdc + (1.0/fouriertop)*volumepow[j];
for (k=1; k <=fouriertop2; k++)
{inside = -2.0*pi*k*j/totaltime;
acorr[k] = acorr[k] + (2.0/totaltime)*powerspectrum[j]*Math.sin(inside);
bcorr[k] = bcorr[k] + (2.0/totaltime)*powerspectrum[j]*Math.cos(inside);
mispricingcorr[k] = mispricingcorr[k] + (2.0/fouriertop)*mispower[j]*Math.cos(inside);
volumecorr[k] = volumecorr[k] + (2.0/fouriertop)*volumepow[j]*Math.cos(inside);
}
}
corrdc = corrdc + dc*dc/fouriertop;
// for (k=1; k <=fouriertop2; k++)
// { bcorr[k] = bcorr[k] + (2.0/fouriertop)*dc*dc;
// }
for (j=1; j < fouriertop/15 ; j++)
{ smoothvalp[j] = 0.0;
smoothretp[j] = 0.0;
smoothpricepow[j] = 0.0;
for (k = 1; k < 15; k++)
{ smoothvalp[j] = smoothvalp[j] + valpow[15*j + k];
smoothretp[j] = smoothretp[j] + powerspectrum[15*j + k];
smoothpricepow[j] = smoothpricepow[j] + pricepow[15*j + k];
}
pricefilter[j] = smoothretp[j]/smoothpricepow[j];
filter[j] = smoothretp[j]/smoothvalp[j];
filteradd = filteradd + pricefilter[j]/fouriertop;
smoothretp[j] /= 15.0;
smoothpricepow[j] /= 15.0;
smoothvalp[j] /= 15.0;
} // end j (smoothing)
for (j=1; j < fouriertop; j++)
{
freqindex = 12.0*j/totaltime;
periodindex = 1.0/freqindex;
powerout.println(" " + j + " " + powerspectrum[j] + " " + a[j] + " " + b[j] + " " + mispower[j] + " " + valpow[j] + " " + smoothretp[j] + " " + smoothvalp[j] + " " + filter[j] + " " + pricefilter[j] + " " + smoothpricepow[j] + " " + freqindex + " " + filteradd + " " + periodindex + " " + volumepow[j]);
}
autoout.println( " 0 " + corrdc*corrdc + " 0.0 1.0 1.0 1.0 1.0 1.0");
corrcalc[0] = 1.0;
corrcalc[1] = (1.0 - alpha)/(1.0-alpha*(1.0-beta));
for (j=1; j <= fouriertop2; j++)
{
acorr[j] = acorr[j]/corrdc;
bcorr[j] = bcorr[j]/corrdc;
mispricingcorr[j] = mispricingcorr[j]/miscorrdc;
volumecorr[j] = volumecorr[j]/volumecorrdc;
corrcalc[j+1] = (1.0 - alpha)*corrcalc[j] + alpha*(1.0 - beta)*corrcalc[j-1];
autopower[j] = acorr[j]*acorr[j] + bcorr[j]*bcorr[j];
autoout.println(" " + j + " " + autopower[j] + " " + acorr[j] + " " + bcorr[j] + " " + corrdc + " " + corrcalc[j] + " " + mispricingcorr[j] + " " + volumecorr[j]);
}
}
catch (IOException e) {
System.out.println("Error opening file: " + e);
System.exit(1);
}
} //end main
} //end MarketSim MathUtil.java 0100640 0002037 0000025 00000001317 07243273402 013346 0 ustar pmelby sfiguest import java.lang.*;
import java.util.*;
class MathUtil
{
public static double gRand(double w, Random randnum)
{
int i = 0;
double x = 0;
double y;
double arg;
double yarg;
while (i ==0)
{
x = 6*(randnum.nextDouble()-0.5);
y = randnum.nextDouble();
arg = -1.0*x*x/2.0;
yarg = Math.pow(Math.E, arg);
if(y <= yarg) {i = 1;}
} //end while
x = w*x;
return x;
}
public static double tanh(double x)
{
double exppos;
double expneg;
double hyptan;
exppos = Math.exp(x);
expneg = Math.exp(-1.0*x);
hyptan = (exppos - expneg)/(exppos + expneg);
return hyptan;
}
} // end class MathUtil Position.java 0100640 0002037 0000025 00000001467 07243273405 013434 0 ustar pmelby sfiguest import java.util.*;
import java.lang.*;
import corejava.*;
class Position
{ public Position(double x1, double x2, double m)
{ holdings = x1;
oldholdings = x2;
money = m;
money = Math.exp(money);
}
public double getHoldings()
{ return holdings;
}
public double getMoney()
{ return money;
}
public void updatePosition(double order, double price)
{ money = money - (order)*Math.exp(price);
oldholdings = holdings;
holdings = holdings + order;
}
public void printWealth(double price)
{ double wealth;
wealth = holdings*Math.exp(price) + money;
Format.printf(" %10.2f ", wealth);
Format.printf(" %10.2f ", holdings);
Format.printf(" %10.2f ", money);
}
private double holdings;
private double oldholdings;
private double money;
} TrendFollower.java 0100640 0002037 0000025 00000003403 07243273413 014405 0 ustar pmelby sfiguest import corejava.*;
class TrendFollower
{ public TrendFollower(Position x, int d, double p, double c, double l)
{ equity = x;
delay = d;
newp = p;
coeff = c;
margin = l;
int i;
double price[] = new double[1000];
// for (i=0; i < 1000; i++){price[i] = newp;}
} // end ValueInvestor init
public void setPrice(double p)
{ for (i=0; i < 1000; i++){price[i] = p;}
}
public void updatePrice(double newprice)
{
for (i=0; i <= delay; i++)
{ price[i] = price[i+1];
}
price[delay] = newprice;
}
public void updateMargin(double newmargin)
{ margin = newmargin;
}
public void updatePosition(double order)
{ double priceindex;
priceindex = price[delay];
equity.updatePosition(order, priceindex);
}
public void printoutWealth()
{ equity.printWealth(price[delay]);
Format.printf(" %10.6f", price[delay]);
Format.printf(" %10.6f", price[0]);
}
public double getProfits()
{ double profits;
double holdings;
double money;
double wealth;
double initmoney = Math.exp(8.0);
holdings = equity.getHoldings();
money = equity.getMoney();
wealth = money + Math.exp(price[delay])*holdings;
profits = (wealth - initmoney)/initmoney;
return profits;
}
public double placeOrder()
{ double order;
double wants;
double realequity;
realequity = equity.getHoldings();
wants = coeff*(price[delay] - price[0]);
order = wants - realequity;
return order;
} // end placeOrder
private Position equity;
private int delay;
private double newp;
private double coeff;
private double margin;
private double[] price = new double[1000];
private int i;
} // end ValueInvestor class
ValueInvestor.java 0100640 0002037 0000025 00000003066 07243273414 014433 0 ustar pmelby sfiguest class ValueInvestor
{ public ValueInvestor(Position x, double v, double p, double c, double l)
{ equity = x;
value = v;
price = p;
coeff = c;
margin = l;
} // end ValueInvestor init
public void updatePrice(double newprice)
{ price = newprice;
}
public void updateValue(double newvalue)
{ value = newvalue;
}
public void updateMargin(double newmargin)
{ margin = newmargin;
}
public void updatePosition(double order)
{ equity.updatePosition(order, price);
}
public void printoutWealth()
{ equity.printWealth(price);
}
public double getProfits()
{ double profits;
double holdings;
double money;
double wealthy;
double initmoney = Math.exp(8.0);
holdings = equity.getHoldings();
money = equity.getMoney();
wealthy = money + Math.exp(price)*holdings;
profits = ( wealthy - initmoney)/initmoney;
return profits;
}
public double placeOrder()
{ double order;
double wants;
double realequity = equity.getHoldings();
double w;
double money = equity.getMoney();
w = money + Math.exp(price)*realequity;
w = w/price;
wants = coeff*(value - price);
//wants = coeff*MathUtil.tanh(2.0*(value-price));
//wants = w*MathUtil.tanh(2.0*(value-price));
order = wants - realequity;
return order;
} // end placeOrder
private Position equity;
private double value;
private double price;
private double coeff;
private double margin;
private double initequity;
} // end ValueInvestor class
corejava/ 0040750 0002037 0000025 00000000000 07243273447 012557 5 ustar pmelby sfiguest corejava/Assertion.java 0100640 0002037 0000025 00000005740 07243273447 015375 0 ustar pmelby sfiguest package corejava;
/**
A class for assertion checking
@version 1.00 10 Oct 1998
@author Cay Horstmann
*/
public class Assertion
{
/**
Check an assertion
@param b the condition to check
@param s a string describing the check
@throws Assertion.Failure if condition not true
*/
public static void check(boolean b, String s)
{ if (doCheck && !b)
throw new Failure(s);
}
/**
Check an assertion
@param b the condition to check
@throws Assertion.Failure if condition not true
*/
public static void check(boolean b)
{ if (doCheck && !b)
throw new Failure();
}
/**
Check an assertion
@param obj an object to check
@param s a string describing the check
@throws Assertion.Failure if object is null
*/
public static void check(Object obj, String s)
{ if (doCheck && obj == null)
throw new Failure(s);
}
/**
Check an assertion
@param obj an object to check
@throws Assertion.Failure if object is null
*/
public static void check(Object obj)
{ if (doCheck && obj == null)
throw new Failure();
}
/**
Check an assertion
@param x a number
@param s a string describing the check
@throws Assertion.Failure if number is 0
*/
public static void check(double x, String s)
{ if (doCheck && x == 0)
throw new Failure(s);
}
/**
Check an assertion
@param x a number
@throws Assertion.Failure if number is 0
*/
public static void check(double x)
{ if (doCheck && x == 0)
throw new Failure();
}
/**
Check an assertion
@param x a number
@param s a string describing the check
@throws Assertion.Failure if number is 0
*/
public static void check(long x, String s)
{ if (doCheck && x == 0)
throw new Failure(s);
}
/**
Check an assertion
@param x a number
@throws Assertion.Failure if number is 0
*/
public static void check(long x)
{ if (doCheck && x == 0)
throw new Failure();
}
/**
Turn checking on or off
@param c true to turn checking on, false to turn checking off
*/
public static void setCheck(boolean c)
{ doCheck = c;
}
private static boolean doCheck = true;
/**
test stub
*/
public static void main(String[] args)
{ Assertion.check(args);
Assertion.check(args.length, "No command line arguments");
}
/**
A class for reporting assertion failures
*/
public static class Failure extends RuntimeException
{ public Failure()
{ super("Assertion failed");
}
/**
@param gripe a description of the reason for the failure
*/
public Failure(String gripe)
{ super(gripe);
}
}
}
corejava/Console.java 0100640 0002037 0000025 00000005122 07243273447 015022 0 ustar pmelby sfiguest package corejava;
/**
An easy interface to read numbers and strings from
standard input
@version 1.10 10 Mar 1997
@author Cay Horstmann
*/
public class Console
{ /**
print a prompt on the console but don't print a newline
@param prompt the prompt string to display
*/
public static void printPrompt(String prompt)
{ System.out.print(prompt + " ");
System.out.flush();
}
/**
read a string from the console. The string is
terminated by a newline
@return the input string (without the newline)
*/
public static String readLine()
{ int ch;
String r = "";
boolean done = false;
while (!done)
{ try
{ ch = System.in.read();
if (ch < 0 || (char)ch == '\n')
done = true;
else if ((char)ch != '\r') // weird--it used to do \r\n translation
r = r + (char) ch;
}
catch(java.io.IOException e)
{ done = true;
}
}
return r;
}
/**
read a string from the console. The string is
terminated by a newline
@param prompt the prompt string to display
@return the input string (without the newline)
*/
public static String readLine(String prompt)
{ printPrompt(prompt);
return readLine();
}
/**
read an integer from the console. The input is
terminated by a newline
@param prompt the prompt string to display
@return the input value as an int
@exception NumberFormatException if bad input
*/
public static int readInt(String prompt)
{ while(true)
{ printPrompt(prompt);
try
{ return Integer.valueOf
(readLine().trim()).intValue();
} catch(NumberFormatException e)
{ System.out.println
("Not an integer. Please try again!");
}
}
}
/**
read a floating point number from the console.
The input is terminated by a newline
@param prompt the prompt string to display
@return the input value as a double
@exception NumberFormatException if bad input
*/
public static double readDouble(String prompt)
{ while(true)
{ printPrompt(prompt);
try
{ return Double.parseDouble(readLine().trim());
} catch(NumberFormatException e)
{ System.out.println
("Not a floating point number. Please try again!");
}
}
}
}
corejava/Day.java 0100640 0002037 0000025 00000013737 07243273447 014150 0 ustar pmelby sfiguest package corejava;
import java.util.*;
import java.io.*;
/**
Stores dates and perform date arithmetic.
This is another date class, but more convenient that
java.util.Date or java.util.Calendar
@version 1.20 5 Oct 1998
@author Cay Horstmann
*/
public class Day implements Cloneable, Serializable
{ /**
Constructs today's date
*/
public Day()
{ GregorianCalendar todaysDate
= new GregorianCalendar();
year = todaysDate.get(Calendar.YEAR);
month = todaysDate.get(Calendar.MONTH) + 1;
day = todaysDate.get(Calendar.DAY_OF_MONTH);
}
/**
Constructs a specific date
@param yyyy year (full year, e.g., 1996,
not starting from 1900)
@param m month
@param d day
@exception IllegalArgumentException if yyyy m d not a
valid date
*/
public Day(int yyyy, int m, int d)
{ year = yyyy;
month = m;
day = d;
if (!isValid())
throw new IllegalArgumentException();
}
/**
Advances this day by n days. For example.
d.advance(30) adds thirdy days to d
@param n the number of days by which to change this
day (can be < 0)
*/
public void advance(int n)
{ fromJulian(toJulian() + n);
}
/**
Gets the day of the month
@return the day of the month (1...31)
*/
public int getDay()
{ return day;
}
/**
Gets the month
@return the month (1...12)
*/
public int getMonth()
{ return month;
}
/**
Gets the year
@return the year (counting from 0, not from 1900)
*/
public int getYear()
{ return year;
}
/**
Gets the weekday
@return the weekday (address@hidden Day#SUNDAY}, ...,
address@hidden Day#SATURDAY})
*/
public int weekday()
{ return (toJulian() + 1) % 7 + 1;
}
/**
The number of days between this and day parameter
@param b any date
@return the number of days between this and day parameter
and b (> 0 if this day comes after b)
*/
public int daysBetween(Day b)
{ return toJulian() - b.toJulian();
}
/**
A string representation of the day
@return a string representation of the day
*/
public String toString()
{ return "Day[" + year + "," + month + "," + day + "]";
}
/**
Makes a bitwise copy of a Day object
@return a bitwise copy of a Day object
*/
public Object clone()
{ try
{ return super.clone();
} catch (CloneNotSupportedException e)
{ // this shouldn't happen, since we are Cloneable
return null;
}
}
/**
Compares this Day against another object
@param obj another object
@return true if the other object is identical to this Day object
*/
public boolean equals(Object obj)
{ if (!getClass().equals(obj.getClass())) return false;
Day b = (Day)obj;
return day == b.day && month == b.month && year == b.year;
}
/**
Computes the number of days between two dates
@return true iff this is a valid date
*/
private boolean isValid()
{ Day t = new Day();
t.fromJulian(this.toJulian());
return t.day == day && t.month == month
&& t.year == year;
}
/**
@return The Julian day number that begins at noon of
this day
Positive year signifies A.D., negative year B.C.
Remember that the year after 1 B.C. was 1 A.D.
A convenient reference point is that May 23, 1968 noon
is Julian day 2440000.
Julian day 0 is a Monday.
This algorithm is from Press et al., Numerical Recipes
in C, 2nd ed., Cambridge University Press 1992
*/
private int toJulian()
{ int jy = year;
if (year < 0) jy++;
int jm = month;
if (month > 2) jm++;
else
{ jy--;
jm += 13;
}
int jul = (int) (java.lang.Math.floor(365.25 * jy)
+ java.lang.Math.floor(30.6001*jm) + day + 1720995.0);
int IGREG = 15 + 31*(10+12*1582);
// Gregorian Calendar adopted Oct. 15, 1582
if (day + 31 * (month + 12 * year) >= IGREG)
// change over to Gregorian calendar
{ int ja = (int)(0.01 * jy);
jul += 2 - ja + (int)(0.25 * ja);
}
return jul;
}
/**
Converts a Julian day to a calendar date
This algorithm is from Press et al., Numerical Recipes
in C, 2nd ed., Cambridge University Press 1992
@param j the Julian date
*/
private void fromJulian(int j)
{ int ja = j;
int JGREG = 2299161;
/* the Julian date of the adoption of the Gregorian
calendar
*/
if (j >= JGREG)
/* cross-over to Gregorian Calendar produces this
correction
*/
{ int jalpha = (int)(((float)(j - 1867216) - 0.25)
/ 36524.25);
ja += 1 + jalpha - (int)(0.25 * jalpha);
}
int jb = ja + 1524;
int jc = (int)(6680.0 + ((float)(jb-2439870) - 122.1)
/365.25);
int jd = (int)(365 * jc + (0.25 * jc));
int je = (int)((jb - jd)/30.6001);
day = jb - jd - (int)(30.6001 * je);
month = je - 1;
if (month > 12) month -= 12;
year = jc - 4715;
if (month > 2) --year;
if (year <= 0) --year;
}
public static int SUNDAY = 1;
public static int MONDAY = 2;
public static int TUESDAY = 3;
public static int WEDNESDAY = 4;
public static int THURSDAY = 5;
public static int FRIDAY = 6;
public static int SATURDAY = 7;
/** @serial */
private int day;
/** @serial */
private int month;
/** @serial */
private int year;
}
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d = |% 020d|
d = |%#020o|
d = |%#20o|
d = |%#20x|
d = |%+20d|
d = |%-20d|
d = |%020X|
d = |%020d|
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width x = |% .5e|
x = |% .5f|
x = |% 020.5e|
x = |% 020.5f|
x = |%+020.5e|
x = |%+020.5f|
x = |%+20.5e|
x = |%+20.5f|
x = |%020.5e|
x = |%020.5f|
x = |%e|
x = |%f|
x = |%g|
y = |%#+20.5e|
y = |%#+20.5f|
y = |%#.2g|
y = |%-+20.5e|
y = |%-+20.5f|
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í ì î »ï Èñ corejava/Format.java 0100640 0002037 0000025 00000042355 07243273447 014661 0 ustar pmelby sfiguest package corejava;
import java.io.*;
/**
A class for formatting numbers that follows printf conventions.
Also implements C-like atoi and atof functions
@version 1.20 25 Mar 1998
@author Cay Horstmann
*/
public class Format
{ /**
Formats the number following printf conventions.
Main limitation: Can only handle one format parameter at a time
Use multiple Format objects to format more than one number
@param s the format string following printf conventions
The string has a prefix, a format code and a suffix. The prefix and suffix
become part of the formatted output. The format code directs the
formatting of the (single) parameter to be formatted. The code has the
following structure
- a % (required)
- a modifier (optional)
- +
- forces display of + for positive numbers
- 0
- show leading zeroes
- -
- align left in the field
- space
- prepend a space in front of positive numbers
- #
- use "alternate" format. Add 0 or 0x for octal or hexadecimal numbers. Don't suppress trailing zeroes in general floating point format.
- an integer denoting field width (optional)
- a period followed by an integer denoting precision (optional)
- a format descriptor (required)
- f
- floating point number in fixed format
- e, E
- floating point number in exponential notation (scientific format). The E format results in an uppercase E for the exponent (1.14130E+003), the e format in a lowercase e.
- g, G
- floating point number in general format (fixed format for small numbers, exponential format for large numbers). Trailing zeroes are suppressed. The G format results in an uppercase E for the exponent (if any), the g format in a lowercase e.
- d, i
- integer in decimal
- x
- integer in hexadecimal
- o
- integer in octal
- s
- string
- c
- character
@exception IllegalArgumentException if bad format
*/
public Format(String s)
{ width = 0;
precision = -1;
pre = "";
post = "";
leading_zeroes = false;
show_plus = false;
alternate = false;
show_space = false;
left_align = false;
fmt = ' ';
int state = 0;
int length = s.length();
int parse_state = 0;
// 0 = prefix, 1 = flags, 2 = width, 3 = precision,
// 4 = format, 5 = end
int i = 0;
while (parse_state == 0)
{ if (i >= length) parse_state = 5;
else if (s.charAt(i) == '%')
{ if (i < length - 1)
{ if (s.charAt(i + 1) == '%')
{ pre = pre + '%';
i++;
}
else
parse_state = 1;
}
else throw new java.lang.IllegalArgumentException();
}
else
pre = pre + s.charAt(i);
i++;
}
while (parse_state == 1)
{ if (i >= length) parse_state = 5;
else if (s.charAt(i) == ' ') show_space = true;
else if (s.charAt(i) == '-') left_align = true;
else if (s.charAt(i) == '+') show_plus = true;
else if (s.charAt(i) == '0') leading_zeroes = true;
else if (s.charAt(i) == '#') alternate = true;
else { parse_state = 2; i--; }
i++;
}
while (parse_state == 2)
{ if (i >= length) parse_state = 5;
else if ('0' <= s.charAt(i) && s.charAt(i) <= '9')
{ width = width * 10 + s.charAt(i) - '0';
i++;
}
else if (s.charAt(i) == '.')
{ parse_state = 3;
precision = 0;
i++;
}
else
parse_state = 4;
}
while (parse_state == 3)
{ if (i >= length) parse_state = 5;
else if ('0' <= s.charAt(i) && s.charAt(i) <= '9')
{ precision = precision * 10 + s.charAt(i) - '0';
i++;
}
else
parse_state = 4;
}
if (parse_state == 4)
{ if (i >= length) parse_state = 5;
else fmt = s.charAt(i);
i++;
}
if (i < length)
post = s.substring(i, length);
}
/**
prints a formatted number following printf conventions
@param fmt the format string
@param x the double to print
*/
public static void printf(String fmt, double x)
{ System.out.print(new Format(fmt).format(x));
}
/**
prints a formatted number following printf conventions
@param fmt the format string
@param x the int to print
*/
public static void printf(String fmt, int x)
{ System.out.print(new Format(fmt).format(x));
}
/**
prints a formatted number following printf conventions
@param fmt the format string
@param x the long to print
*/
public static void printf(String fmt, long x)
{ System.out.print(new Format(fmt).format(x));
}
/**
prints a formatted number following printf conventions
@param fmt the format string
@param x the character to print
*/
public static void printf(String fmt, char x)
{ System.out.print(new Format(fmt).format(x));
}
/**
prints a formatted number following printf conventions
@param fmt the format string
@param x a string to print
*/
public static void printf(String fmt, String x)
{ System.out.print(new Format(fmt).format(x));
}
/**
Converts a string of digits (decimal, octal or hex) to an integer
@param s a string
@return the numeric value of the prefix of s representing a base 10 integer
*/
public static int atoi(String s)
{ return (int)atol(s);
}
/**
Converts a string of digits (decimal, octal or hex) to a long integer
@param s a string
@return the numeric value of the prefix of s representing a base 10 integer
*/
public static long atol(String s)
{ int i = 0;
while (i < s.length() && Character.isWhitespace(s.charAt(i))) i++;
if (i < s.length() && s.charAt(i) == '0')
{ if (i + 1 < s.length() && (s.charAt(i + 1) == 'x' || s.charAt(i + 1) == 'X'))
return parseLong(s.substring(i + 2), 16);
else return parseLong(s, 8);
}
else return parseLong(s, 10);
}
private static long parseLong(String s, int base)
{ int i = 0;
int sign = 1;
long r = 0;
while (i < s.length() && Character.isWhitespace(s.charAt(i))) i++;
if (i < s.length() && s.charAt(i) == '-') { sign = -1; i++; }
else if (i < s.length() && s.charAt(i) == '+') { i++; }
while (i < s.length())
{ char ch = s.charAt(i);
if ('0' <= ch && ch < '0' + base)
r = r * base + ch - '0';
else if ('A' <= ch && ch < 'A' + base - 10)
r = r * base + ch - 'A' + 10 ;
else if ('a' <= ch && ch < 'a' + base - 10)
r = r * base + ch - 'a' + 10 ;
else
return r * sign;
i++;
}
return r * sign;
}
/**
Converts a string of digits to a double
@param s a string
*/
public static double atof(String s)
{ int i = 0;
int sign = 1;
double r = 0; // integer part
double f = 0; // fractional part
double p = 1; // exponent of fractional part
int state = 0; // 0 = int part, 1 = frac part
while (i < s.length() && Character.isWhitespace(s.charAt(i))) i++;
if (i < s.length() && s.charAt(i) == '-') { sign = -1; i++; }
else if (i < s.length() && s.charAt(i) == '+') { i++; }
while (i < s.length())
{ char ch = s.charAt(i);
if ('0' <= ch && ch <= '9')
{ if (state == 0)
r = r * 10 + ch - '0';
else if (state == 1)
{ p = p / 10;
r = r + p * (ch - '0');
}
}
else if (ch == '.')
{ if (state == 0) state = 1;
else return sign * r;
}
else if (ch == 'e' || ch == 'E')
{ long e = (int)parseLong(s.substring(i + 1), 10);
return sign * r * Math.pow(10, e);
}
else return sign * r;
i++;
}
return sign * r;
}
/**
Formats a double into a string (like sprintf in C)
@param x the number to format
@return the formatted string
@exception IllegalArgumentException if bad argument
*/
public String format(double x)
{ String r;
if (precision < 0) precision = 6;
int s = 1;
if (x < 0) { x = -x; s = -1; }
if (fmt == 'f')
r = fixed_format(x);
else if (fmt == 'e' || fmt == 'E' || fmt == 'g' || fmt == 'G')
r = exp_format(x);
else throw new java.lang.IllegalArgumentException();
return pad(sign(s, r));
}
/**
Formats an integer into a string (like sprintf in C)
@param x the number to format
@return the formatted string
*/
public String format(int x)
{ long lx = x;
if (fmt == 'o' || fmt == 'x' || fmt == 'X')
lx &= 0xFFFFFFFFL;
return format(lx);
}
/**
Formats a long integer into a string (like sprintf in C)
@param x the number to format
@return the formatted string
*/
public String format(long x)
{ String r;
int s = 0;
if (fmt == 'd' || fmt == 'i')
{ if (x < 0)
{ r = ("" + x).substring(1);
s = -1;
}
else
{ r = "" + x;
s = 1;
}
}
else if (fmt == 'o')
r = convert(x, 3, 7, "01234567");
else if (fmt == 'x')
r = convert(x, 4, 15, "0123456789abcdef");
else if (fmt == 'X')
r = convert(x, 4, 15, "0123456789ABCDEF");
else throw new java.lang.IllegalArgumentException();
return pad(sign(s, r));
}
/**
Formats a character into a string (like sprintf in C)
@param x the value to format
@return the formatted string
*/
public String format(char c)
{ if (fmt != 'c')
throw new java.lang.IllegalArgumentException();
String r = "" + c;
return pad(r);
}
/**
Formats a string into a larger string (like sprintf in C)
@param x the value to format
@return the formatted string
*/
public String format(String s)
{ if (fmt != 's')
throw new java.lang.IllegalArgumentException();
if (precision >= 0 && precision < s.length())
s = s.substring(0, precision);
return pad(s);
}
/**
a test stub for the format class
*/
public static void main(String[] a)
{ double x = 1.23456789012;
double y = 123;
double z = 1.2345e30;
double w = 1.02;
double u = 1.234e-5;
int d = 0xCAFE;
Format.printf("x = |%f|\n", x);
Format.printf("u = |%20f|\n", u);
Format.printf("x = |% .5f|\n", x);
Format.printf("w = |%20.5f|\n", w);
Format.printf("x = |%020.5f|\n", x);
Format.printf("x = |%+20.5f|\n", x);
Format.printf("x = |%+020.5f|\n", x);
Format.printf("x = |% 020.5f|\n", x);
Format.printf("y = |%#+20.5f|\n", y);
Format.printf("y = |%-+20.5f|\n", y);
Format.printf("z = |%20.5f|\n", z);
Format.printf("x = |%e|\n", x);
Format.printf("u = |%20e|\n", u);
Format.printf("x = |% .5e|\n", x);
Format.printf("w = |%20.5e|\n", w);
Format.printf("x = |%020.5e|\n", x);
Format.printf("x = |%+20.5e|\n", x);
Format.printf("x = |%+020.5e|\n", x);
Format.printf("x = |% 020.5e|\n", x);
Format.printf("y = |%#+20.5e|\n", y);
Format.printf("y = |%-+20.5e|\n", y);
Format.printf("x = |%g|\n", x);
Format.printf("z = |%g|\n", z);
Format.printf("w = |%g|\n", w);
Format.printf("u = |%g|\n", u);
Format.printf("y = |%.2g|\n", y);
Format.printf("y = |%#.2g|\n", y);
Format.printf("d = |%d|\n", d);
Format.printf("d = |%20d|\n", d);
Format.printf("d = |%020d|\n", d);
Format.printf("d = |%+20d|\n", d);
Format.printf("d = |% 020d|\n", d);
Format.printf("d = |%-20d|\n", d);
Format.printf("d = |%20.8d|\n", d);
Format.printf("d = |%x|\n", d);
Format.printf("d = |%20X|\n", d);
Format.printf("d = |%#20x|\n", d);
Format.printf("d = |%020X|\n", d);
Format.printf("d = |%20.8x|\n", d);
Format.printf("d = |%o|\n", d);
Format.printf("d = |%020o|\n", d);
Format.printf("d = |%#20o|\n", d);
Format.printf("d = |%#020o|\n", d);
Format.printf("d = |%20.12o|\n", d);
Format.printf("s = |%-20s|\n", "Hello");
Format.printf("s = |%-20c|\n", '!');
// regression test to confirm fix of reported bugs
Format.printf("|%i|\n", Long.MIN_VALUE);
Format.printf("|%6.2e|\n", 0.0);
Format.printf("|%6.2g|\n", 0.0);
Format.printf("|%6.2f|\n", 9.99);
Format.printf("|%6.2f|\n", 9.999);
Format.printf("|%6.0f|\n", 9.999);
d = -1;
Format.printf("d = |%X|\n", d);
}
private static String repeat(char c, int n)
{ if (n <= 0) return "";
StringBuffer s = new StringBuffer(n);
for (int i = 0; i < n; i++) s.append(c);
return s.toString();
}
private static String convert(long x, int n, int m, String d)
{ if (x == 0) return "0";
String r = "";
while (x != 0)
{ r = d.charAt((int)(x & m)) + r;
x = x >>> n;
}
return r;
}
private String pad(String r)
{ String p = repeat(' ', width - r.length());
if (left_align) return pre + r + p + post;
else return pre + p + r + post;
}
private String sign(int s, String r)
{ String p = "";
if (s < 0) p = "-";
else if (s > 0)
{ if (show_plus) p = "+";
else if (show_space) p = " ";
}
else
{ if (fmt == 'o' && alternate && r.length() > 0 && r.charAt(0) != '0') p = "0";
else if (fmt == 'x' && alternate) p = "0x";
else if (fmt == 'X' && alternate) p = "0X";
}
int w = 0;
if (leading_zeroes)
w = width;
else if ((fmt == 'd' || fmt == 'i' || fmt == 'x' || fmt == 'X' || fmt == 'o')
&& precision > 0) w = precision;
return p + repeat('0', w - p.length() - r.length()) + r;
}
private String fixed_format(double d)
{ boolean removeTrailing
= (fmt == 'G' || fmt == 'g') && !alternate;
// remove trailing zeroes and decimal point
if (d > 0x7FFFFFFFFFFFFFFFL) return exp_format(d);
if (precision == 0)
return (long)(d + 0.5) + (removeTrailing ? "" : ".");
long whole = (long)d;
double fr = d - whole; // fractional part
if (fr >= 1 || fr < 0) return exp_format(d);
double factor = 1;
String leading_zeroes = "";
for (int i = 1; i <= precision && factor <= 0x7FFFFFFFFFFFFFFFL; i++)
{ factor *= 10;
leading_zeroes = leading_zeroes + "0";
}
long l = (long) (factor * fr + 0.5);
if (l >= factor) { l = 0; whole++; } // CSH 10-25-97
String z = leading_zeroes + l;
z = "." + z.substring(z.length() - precision, z.length());
if (removeTrailing)
{ int t = z.length() - 1;
while (t >= 0 && z.charAt(t) == '0') t--;
if (t >= 0 && z.charAt(t) == '.') t--;
z = z.substring(0, t + 1);
}
return whole + z;
}
private String exp_format(double d)
{ String f = "";
int e = 0;
double dd = d;
double factor = 1;
if (d != 0)
{ while (dd > 10) { e++; factor /= 10; dd = dd / 10; }
while (dd < 1) { e--; factor *= 10; dd = dd * 10; }
}
if ((fmt == 'g' || fmt == 'G') && e >= -4 && e < precision)
return fixed_format(d);
d = d * factor;
f = f + fixed_format(d);
if (fmt == 'e' || fmt == 'g')
f = f + "e";
else
f = f + "E";
String p = "000";
if (e >= 0)
{ f = f + "+";
p = p + e;
}
else
{ f = f + "-";
p = p + (-e);
}
return f + p.substring(p.length() - 3, p.length());
}
private int width;
private int precision;
private String pre;
private String post;
private boolean leading_zeroes;
private boolean show_plus;
private boolean alternate;
private boolean show_space;
private boolean left_align;
private char fmt; // one of cdeEfgGiosxXos
} corejava/RandomIntGenerator.java 0100640 0002037 0000025 00000003347 07243273447 017171 0 ustar pmelby sfiguest package corejava;
/**
An improved random number generator based on Algorithm B
in Knuth Vol 2 p32.
Gives a set of random integers that does not exhibit
as much correlation as the method used by the Java random number generator.
@version 1.01 15 Feb 1996
@author Cay Horstmann
*/
public class RandomIntGenerator
{ /**
Constructs an object that generates random integers in a given range
@param l the lowest integer in the range
@param h the highest integer in the range
*/
public RandomIntGenerator(int l, int h)
{ low = l;
high = h;
}
/**
Generates a random integer in a range of integers
@return a random integer
*/
public int draw()
{ int r = low
+ (int)((high - low + 1) * nextRandom());
return r;
}
/**
test stub for the class
*/
public static void main(String[] args)
{ RandomIntGenerator r1
= new RandomIntGenerator(1, 10);
RandomIntGenerator r2
= new RandomIntGenerator(0, 1);
int i;
for (i = 1; i <= 100; i++)
System.out.println(r1.draw() + " " + r2.draw());
}
private static double nextRandom()
{ int pos =
(int)(java.lang.Math.random() * BUFFER_SIZE);
if (pos == BUFFER_SIZE) pos = BUFFER_SIZE - 1;
double r = buffer[pos];
buffer[pos] = java.lang.Math.random();
return r;
}
private static final int BUFFER_SIZE = 101;
private static double[] buffer
= new double[BUFFER_SIZE];
static
{ int i;
for (i = 0; i < BUFFER_SIZE; i++)
buffer[i] = java.lang.Math.random();
}
private int low;
private int high;
}