TRADE SMART Zihao Yu Kevin Bobsein Ashrith Kumar Marpaka Hanzhi Wu Instructor : Prof. Ivan Marsic...
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Transcript of TRADE SMART Zihao Yu Kevin Bobsein Ashrith Kumar Marpaka Hanzhi Wu Instructor : Prof. Ivan Marsic...
TRADE SMART
Zihao Yu Kevin Bobsein Ashrith Kumar Marpaka Hanzhi Wu
Instructor : Prof. Ivan Marsic
Partial fulfillment of the course Software Engineering -2 for web applications
16:332:568 Spring 2009
DATE: 05/08/2009
PAST
• Stock markets and Indices
• Introduction to Technical analysis
• Fundamental Analysis
• Indicators
• Work Plan
• System Architecture
• Use cases
• Web services
LIFE CYCLE
• System design
• Data collection
• Website development
• Web Service
• XML Schema
• Indicators
• Patterns
• Integration
• Test and RUN
LABOR
System Architecture
• Four tier architectureclient
web server
database
modules
System block instruction
Use Case DiagramCreateAccount
ManageFile
GetGraphs
User
Login
<<extend>>
<<extend>>
GetQuotes
<<include>>
GetIndicators
GetPattern
GetPredictedprice
Administrator
<<participate>>
<<participate>>
<<participate>>
<<participate>>
<<participate>>
<<initiate>>
<<initiate>>
<<initiate>>
<<initiate>>
<<initiate>>
Name Login
Participating actors
Initiated by AdministratorCommunicates with Users
Flow of events 1. The Administrator requests the creation of the login function. 2. The user inputs his/her name, and password to create the account. Then he/she inputs his/her name and password again to log in the system.3. webpage is displayed, showing some latest news and some important stock’s graphsdynamically.
Name GetQuotes
Participating actors
Initiated by AdministratorCommunicates with Users
Flow of events 1. The Administrator creates the GetQuotes 2. The user logs in into the webpage, and click Getquote button, get the stock information he need from yahoo, such as the start price, end price, volumns.
Name GetIndicator
Participating actors
Initiated by AdministratorCommunicates with Users
Flow of events 1. The Administrator creates GetIndicator. 2. The user selects the past data, for example, select the past 10 ending prices and then gets the indicator such as buy, sell or hold according to the moving average.Name GetPredictedprice
Participating actors
Initiated by AdministratorCommunicates with Users
Flow of events 1. The Administrator creates GetPredictedprice. 2. The user chooses the model, and get the price predicted by the model he choose.
Name GetPattern
Participating actors
Initiated by AdministratorCommunicates with Users
Flow of events 1. The Administrator creates the GetPattern. 2. The user choose the collects the data from the past days, and gets the predicted pattern.
Web Service Interface
• Software Stack– Apache Tomcat 5.5– Axis 1.4– Java 1.6
• Architecture– Services hosted by
Axis, served out by Apache, implemented using Java
Apache Tomcat
Axis
Stock Predictor and
Recommendation Service
Java Runtime
Interface APIgetPrediction(String)
getPrediction(String, String)
getPrediction(String, String, String)
IN
OUT
Issues Encountered
• Minimal documentation– All documentation available on the Web seems to be cut
and paste from the main Axis project page. – All tutorials are extremely simple and don’t go much
beyond “type these commands”, little description of what you’re actually doing
• Continually running into package/URN mapping issues– Sometimes the actual interface class just wouldn’t be
generated• Lack of logical built-in directory structure
– Due to Java dependence on packages, requirement that everything be placed in specific locations, unfortunately these locations aren’t very intuitive
Moving Average
• Implemented in Java
• If Today’s Moving Average from the last 15 days is > Yesterday’s Moving Average over the last 15 days, Buy
• If Today’s Moving Average from the last 15 days is < Yesterday’s Moving Average over the last 15 days, Sell
INDICATORS
• RELATIVE FLOW INDEX
• STOCHASTIC OSCILLATOR
• MOVING AVERAGES
• PRICE MOMENTUM
OSCILLATOR
• MONEY FLOW INDEX
• DEMARKER INDICATOR
• WILLIAMS INDICATOR
• COMMODITY CHANNEL INDEX
•AROON INDICATOR
•RATE OF CHANGE
•MOVING AVERAGES
•CONVERGENCE/DIVERGENCE
•ACCUMULATION/
DISTRIBUTION LINE
•PRICE CHANNEL ULTIMATE
OSCILLATOR
Patterns
• Four patterns can be recognized.– Double Bottom
– Double Top
– Ascending Triangle
– Descending Triangle
PATTERNS
Reality Training data(Generated using piecewise functions)
Pattern Recognition
Web Interface
Download Data
RSS Parser
• Use Magpie PHP library.– Object cache, enhance performance.
• Our work: parsing tags in XML.
Where AJAX is used
How
• jQuery Framework– Simplifies JS: event handling, AJAX interactions, etc
Database
CONCLUSION
• Achievements
• What did we learn ?
• Further improvements .. !!
THANK YOU !!!!!!
DEMO