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McdullFeiMcdullFei
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java量化继续
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Diff for: ‎.gitignore

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# Eclipse project files
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.classpath
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.project
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.settings/
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# Intellij project files
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*.iml
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.idea/
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# Others
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target/
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logs/

Diff for: ‎README.md

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# CaptainMonkey
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caesar
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===============
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caesar量化交易
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## 框架基于spring-boot
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## 继续研究量化

Diff for: ‎db/ddl.sql

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CREATE TABLE `bitfinex_kline` (
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`id` bigint(20) NOT NULL AUTO_INCREMENT,
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`biz_id` bigint(20) NOT NULL DEFAULT '0' COMMENT '业务id',
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`point_time` bigint(20) NOT NULL DEFAULT '0' COMMENT '点位时间',
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`open` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '开',
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`high` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '高',
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`low` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '低',
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`receive` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '收',
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`trading_volume` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '交易量',
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`type` varchar(8) NOT NULL DEFAULT '0' COMMENT 'type:1min3min',
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`btc_price` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT 'btc价格',
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`add_time` bigint(20) DEFAULT '0' COMMENT '添加时间',
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`coin_type` varchar(8) NOT NULL DEFAULT '' COMMENT 'kline货币类型',
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PRIMARY KEY (`id`),
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UNIQUE KEY `uniq_point` (`point_time`,`type`,`coin_type`),
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UNIQUE KEY `uniq_bizid` (`biz_id`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8 COMMENT='bitfinex的kline';
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CREATE TABLE `bitfinex_trades` (
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`id` bigint(20) NOT NULL AUTO_INCREMENT,
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`biz_id` bigint(20) NOT NULL DEFAULT '0' COMMENT '业务id',
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`trades_time` bigint(20) NOT NULL DEFAULT '0' COMMENT '交易时间',
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`price` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '交易价格',
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`amount` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '交易量',
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`tid` bigint(20) NOT NULL DEFAULT '0' COMMENT '交易生成ID',
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`type` varchar(8) NOT NULL DEFAULT '' COMMENT '交易类型，buy(买)/sell(卖)',
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`trade_type` varchar(8) NOT NULL DEFAULT '' COMMENT '委托类型，ask(卖)/bid(买)',
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`btc_price` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT 'btc价格',
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`add_time` bigint(20) DEFAULT '0' COMMENT '添加时间',
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`coin_type` varchar(8) NOT NULL DEFAULT '' COMMENT '货币类型',
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`buy` decimal(25,10) DEFAULT '0.0000000000' COMMENT '买1价格',
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`sell` decimal(25,10) DEFAULT '0.0000000000' COMMENT '卖1价格',
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`sync_id` bigint(20) DEFAULT '0' COMMENT '同步id',
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PRIMARY KEY (`id`),
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UNIQUE KEY `uniq_point` (`tid`,`coin_type`),
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UNIQUE KEY `uniq_bizid` (`biz_id`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8 COMMENT='bitfinex的trades';
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CREATE TABLE `chbtc_kline` (
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`id` bigint(20) NOT NULL AUTO_INCREMENT,
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`biz_id` bigint(20) NOT NULL DEFAULT '0' COMMENT '业务id',
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`point_time` bigint(20) NOT NULL DEFAULT '0' COMMENT '点位时间',
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`open` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '开',
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`high` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '高',
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`low` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '低',
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`receive` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '收',
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`trading_volume` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '交易量',
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`type` varchar(8) NOT NULL DEFAULT '0' COMMENT 'type:1min3min',
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`btc_price` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT 'btc价格',
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`add_time` bigint(20) DEFAULT '0' COMMENT '添加时间',
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`coin_type` varchar(8) NOT NULL DEFAULT '' COMMENT 'kline货币类型',
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PRIMARY KEY (`id`),
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UNIQUE KEY `uniq_point` (`point_time`,`type`,`coin_type`),
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UNIQUE KEY `uniq_bizid` (`biz_id`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8 COMMENT='chbtc的kline';
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CREATE TABLE `chbtc_trades` (
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`id` bigint(20) NOT NULL AUTO_INCREMENT,
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`biz_id` bigint(20) NOT NULL DEFAULT '0' COMMENT '业务id',
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`trades_time` bigint(20) NOT NULL DEFAULT '0' COMMENT '交易时间',
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`price` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '交易价格',
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`amount` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT '交易量',
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`tid` bigint(20) NOT NULL DEFAULT '0' COMMENT '交易生成ID',
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`type` varchar(8) NOT NULL DEFAULT '0' COMMENT '交易类型，buy(买)/sell(卖)',
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`trade_type` varchar(8) NOT NULL DEFAULT '0' COMMENT '委托类型，ask(卖)/bid(买)',
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`btc_price` decimal(25,10) NOT NULL DEFAULT '0.0000000000' COMMENT 'btc价格',
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`add_time` bigint(20) DEFAULT '0' COMMENT '添加时间',
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`coin_type` varchar(8) NOT NULL DEFAULT '' COMMENT '货币类型',
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`buy` decimal(25,10) DEFAULT '0.0000000000' COMMENT '买1价格',
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`sell` decimal(25,10) DEFAULT '0.0000000000' COMMENT '卖1价格',
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`sync_id` bigint(20) DEFAULT '0' COMMENT '同步id',
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PRIMARY KEY (`id`),
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UNIQUE KEY `uniq_point` (`tid`,`coin_type`),
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UNIQUE KEY `uniq_bizid` (`biz_id`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8 COMMENT='chbtc的trades';
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CREATE TABLE `id_generator` (
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`id` bigint(20) NOT NULL AUTO_INCREMENT,
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`collection` varchar(16) NOT NULL DEFAULT '' COMMENT '类型',
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`value` bigint(20) NOT NULL DEFAULT '0' COMMENT 'incr',
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`update_time` bigint(20) DEFAULT '0' COMMENT '添加时间',
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`db_type` varchar(16) NOT NULL DEFAULT '' COMMENT '主存类型',
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PRIMARY KEY (`id`),
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UNIQUE KEY `uniq_coll_db` (`collection`,`db_type`)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8 COMMENT='id生成器';

Diff for: ‎mvnw

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#!/bin/sh
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# ----------------------------------------------------------------------------
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# Licensed to the Apache Software Foundation (ASF) under one
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# or more contributor license agreements. See the NOTICE file
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# distributed with this work for additional information
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# regarding copyright ownership. The ASF licenses this file
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# to you under the Apache License, Version 2.0 (the
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# "License"); you may not use this file except in compliance
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# with the License. You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing,
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# software distributed under the License is distributed on an
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# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
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# KIND, either express or implied. See the License for the
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# specific language governing permissions and limitations
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# under the License.
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# ----------------------------------------------------------------------------
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# ----------------------------------------------------------------------------
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# Maven2 Start Up Batch script
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#
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# Required ENV vars:
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# ------------------
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# JAVA_HOME - location of a JDK home dir
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#
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# Optional ENV vars
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# -----------------
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# M2_HOME - location of maven2's installed home dir
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# MAVEN_OPTS - parameters passed to the Java VM when running Maven
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# e.g. to debug Maven itself, use
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# set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000
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# MAVEN_SKIP_RC - flag to disable loading of mavenrc files
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# ----------------------------------------------------------------------------
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if [ -z "$MAVEN_SKIP_RC" ] ; then
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if [ -f /etc/mavenrc ] ; then
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. /etc/mavenrc
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fi
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if [ -f "$HOME/.mavenrc" ] ; then
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. "$HOME/.mavenrc"
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fi
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fi
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# OS specific support. $var _must_ be set to either true or false.
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cygwin=false;
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darwin=false;
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mingw=false
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case "`uname`" in
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CYGWIN*) cygwin=true ;;
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MINGW*) mingw=true;;
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Darwin*) darwin=true
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# Use /usr/libexec/java_home if available, otherwise fall back to /Library/Java/Home
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# See https://developer.apple.com/library/mac/qa/qa1170/_index.html
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if [ -z "$JAVA_HOME" ]; then
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if [ -x "/usr/libexec/java_home" ]; then
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export JAVA_HOME="`/usr/libexec/java_home`"
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else
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export JAVA_HOME="/Library/Java/Home"
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fi
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fi
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;;
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esac
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if [ -z "$JAVA_HOME" ] ; then
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if [ -r /etc/gentoo-release ] ; then
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JAVA_HOME=`java-config --jre-home`
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fi
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fi
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if [ -z "$M2_HOME" ] ; then
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## resolve links - $0 may be a link to maven's home
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PRG="$0"
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# need this for relative symlinks
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while [ -h "$PRG" ] ; do
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ls=`ls -ld "$PRG"`
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link=`expr "$ls" : '.*-> \(.*\)$'`
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if expr "$link" : '/.*' > /dev/null; then
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PRG="$link"
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else
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PRG="`dirname "$PRG"`/$link"
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fi
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done
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saveddir=`pwd`
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M2_HOME=`dirname "$PRG"`/..
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# make it fully qualified
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M2_HOME=`cd "$M2_HOME" && pwd`
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cd "$saveddir"
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# echo Using m2 at $M2_HOME
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fi
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# For Cygwin, ensure paths are in UNIX format before anything is touched
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if $cygwin ; then
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[ -n "$M2_HOME" ] &&
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M2_HOME=`cygpath --unix "$M2_HOME"`
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[ -n "$JAVA_HOME" ] &&
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JAVA_HOME=`cygpath --unix "$JAVA_HOME"`
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[ -n "$CLASSPATH" ] &&
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CLASSPATH=`cygpath --path --unix "$CLASSPATH"`
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fi
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# For Migwn, ensure paths are in UNIX format before anything is touched
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if $mingw ; then
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[ -n "$M2_HOME" ] &&
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M2_HOME="`(cd "$M2_HOME"; pwd)`"
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[ -n "$JAVA_HOME" ] &&
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JAVA_HOME="`(cd "$JAVA_HOME"; pwd)`"
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# TODO classpath?
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fi
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if [ -z "$JAVA_HOME" ]; then
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javaExecutable="`which javac`"
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if [ -n "$javaExecutable" ] && ! [ "`expr \"$javaExecutable\" : '\([^ ]*\)'`" = "no" ]; then
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# readlink(1) is not available as standard on Solaris 10.
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readLink=`which readlink`
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if [ ! `expr "$readLink" : '\([^ ]*\)'` = "no" ]; then
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if $darwin ; then
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javaHome="`dirname \"$javaExecutable\"`"
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javaExecutable="`cd \"$javaHome\" && pwd -P`/javac"
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else
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javaExecutable="`readlink -f \"$javaExecutable\"`"
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fi
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javaHome="`dirname \"$javaExecutable\"`"
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javaHome=`expr "$javaHome" : '\(.*\)/bin'`
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JAVA_HOME="$javaHome"
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export JAVA_HOME
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fi
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fi
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fi
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if [ -z "$JAVACMD" ] ; then
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if [ -n "$JAVA_HOME" ] ; then
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if [ -x "$JAVA_HOME/jre/sh/java" ] ; then
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# IBM's JDK on AIX uses strange locations for the executables
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JAVACMD="$JAVA_HOME/jre/sh/java"
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else
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JAVACMD="$JAVA_HOME/bin/java"
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fi
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else
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JAVACMD="`which java`"
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fi
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fi
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if [ ! -x "$JAVACMD" ] ; then
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echo "Error: JAVA_HOME is not defined correctly." >&2
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echo " We cannot execute $JAVACMD" >&2
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exit 1
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fi
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if [ -z "$JAVA_HOME" ] ; then
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echo "Warning: JAVA_HOME environment variable is not set."
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fi
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CLASSWORLDS_LAUNCHER=org.codehaus.plexus.classworlds.launcher.Launcher
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# traverses directory structure from process work directory to filesystem root
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# first directory with .mvn subdirectory is considered project base directory
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find_maven_basedir() {
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if [ -z "$1" ]
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then
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echo "Path not specified to find_maven_basedir"
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return 1
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fi
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basedir="$1"
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wdir="$1"
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while [ "$wdir" != '/' ] ; do
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if [ -d "$wdir"/.mvn ] ; then
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basedir=$wdir
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break
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fi
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# workaround for JBEAP-8937 (on Solaris 10/Sparc)
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if [ -d "${wdir}" ]; then
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wdir=`cd "$wdir/.."; pwd`
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fi
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# end of workaround
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done
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echo "${basedir}"
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}
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# concatenates all lines of a file
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concat_lines() {
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if [ -f "$1" ]; then
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echo "$(tr -s '\n' ' ' < "$1")"
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fi
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}
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BASE_DIR=`find_maven_basedir "$(pwd)"`
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if [ -z "$BASE_DIR" ]; then
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exit 1;
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fi
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export MAVEN_PROJECTBASEDIR=${MAVEN_BASEDIR:-"$BASE_DIR"}
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echo $MAVEN_PROJECTBASEDIR
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MAVEN_OPTS="$(concat_lines "$MAVEN_PROJECTBASEDIR/.mvn/jvm.config") $MAVEN_OPTS"
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# For Cygwin, switch paths to Windows format before running java
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if $cygwin; then
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[ -n "$M2_HOME" ] &&
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M2_HOME=`cygpath --path --windows "$M2_HOME"`
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[ -n "$JAVA_HOME" ] &&
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JAVA_HOME=`cygpath --path --windows "$JAVA_HOME"`
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[ -n "$CLASSPATH" ] &&
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CLASSPATH=`cygpath --path --windows "$CLASSPATH"`
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[ -n "$MAVEN_PROJECTBASEDIR" ] &&
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MAVEN_PROJECTBASEDIR=`cygpath --path --windows "$MAVEN_PROJECTBASEDIR"`
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fi
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WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain
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exec "$JAVACMD" \
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$MAVEN_OPTS \
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-classpath "$MAVEN_PROJECTBASEDIR/.mvn/wrapper/maven-wrapper.jar" \
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"-Dmaven.home=${M2_HOME}" "-Dmaven.multiModuleProjectDirectory=${MAVEN_PROJECTBASEDIR}" \
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${WRAPPER_LAUNCHER} $MAVEN_CONFIG "$@"

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