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Team A 3PB Project Final Progress Report

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Page 1: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Team A

3PB ProjectFinal Progress Report

Page 2: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Outline

Page 3: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

System Design

Page 4: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Outline

Page 5: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

User Interface

Page 6: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Instantiates other classes (DataManager, Listener, etc.)

Gets user authentication – sends to Listener

Gets stock symbol and time resolution from user

Sends stock symbol to Listener to request data from myGateway

User Interface

Page 7: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Sends time resolution to Data Manager Graphical User Interface displays:

o raw TOS datao statisticso activity indicatoro stock chart

Statistics include real-time trends of stock (short & long sequences)

User Interface

Page 8: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Alarm sounds when trend reversal occurs

Price points at Fibonacci numbers emphasized

User Interface

Page 9: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

User Interface

Page 10: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Outline

Page 11: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Data Manager

Page 12: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Data Flow

Data Manager

3PB Computer

ParserUser Interfacetime resolution, stock

symbol

3PB output (event)

sampled TOS

(consumer-producer)

RawTOSWatcher

PriceChangeWatcherSeqLenCounter

new TOS

3PB output

sequence length stats

raw TOS (event)

price change (event)

Page 13: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Data Manager

Samples incoming TOS in 1 minute interval (using sample-and-hold)

Stores samples

Page 14: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

3PB Computer

Runs in a separate thread Implements Producer-Consumer

interface with DataManager Reads TOS sample for next time interval

when available from DataManager. Computes trends and break prices using

3PB method Passes output (as events) to

UserInterface for display Passes output to SeqLenCounter

Page 15: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

SeqLenCounter

Receives output from 3PBComputer and keeps track of the length of long and short sequences

Returns sequence length stats when requested

Page 16: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

PriceChangeWatcher

Controls the activity indicator Receives new TOS directly from Parser Detects price changes Generates an event (to the

UserInterface) if there is a price change

Page 17: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

RawTOSWatcher

Controls the raw TOS display Receives new TOS directly from Parser Redirects each new TOS to

UserInterface as an event

Page 18: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Outline

Page 19: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Server/Listener

Page 20: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Listener Implemented Two Data

Servers/Listeners Simulated Listener & Server Used in Early

Testing. Real Listener Connected to myGateway.

Used a common API for both Listeners. Used a Factory Pattern so that the

UserInterface can get the proper type.public class listenerFactory{ ... listenerBase getNewListener(DataManager dm, PriceChangeWatcher pcw, RawTOSWatcher rw, BadSymbolWatcher bsw, int type){

if (type == listenerBase.GATEWAY) return new gwListener(dm, pcw, rw, bsw);else return new listener1(dm, pcw, rw, bsw);}

}

Page 21: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Listener API Functions:

Opens and closes myGateway connection Handles username/password Sends Requests for Stock Trade Data Sends Requests for Stock Trade History

Receives myGateway data messages as events and sends them to the Parser.

Page 22: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Parser Packages server data into TOS objects Implements the Adapter Design Pattern

via Java Interfaces Sends data to the DataManager

Page 23: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Outline

Page 24: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Current Functionality User must enter name/password User can choose a stock symbol User can choose a time resolution Displayed:

Trend Current price Break price Fibonacci points

Page 25: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Current Functionality Activity Indicator – Updates whenever there is

a change in price Statistics can be displayed Adapter implemented which allows Parser to

be modified for other data stream formats Factory implemented to allow for different

data provider API’s

Page 26: Team A 3PB Project Final Progress Report. System Design User Interface Data Manager and 3PB Computer Data Server and Listener Functionality of Final Prototype

Current Functionality Bar Chart showing trend of data Window displaying raw TOS data Audible signal when trend reversal occurs

Iteration 1 and most of Iteration 2 complete