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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
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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
System Architecture • Four tier architecture
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 API getPrediction(String) getPrediction(String, String) IN getPrediction(String, String, String) 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 • AROON INDICATOR • RATE OF CHANGE • MOVING AVERAGES • CONVERGENCE/DIVERGENCE • ACCUMULATION/DISTRIBUTION LINE • PRICE CHANNEL ULTIMATE OSCILLATOR • RELATIVE FLOW INDEX • STOCHASTIC OSCILLATOR • MOVING AVERAGES • PRICE MOMENTUM OSCILLATOR • MONEY FLOW INDEX • DEMARKER INDICATOR • WILLIAMS INDICATOR • COMMODITY CHANNEL INDEX
Patterns • Four patterns can be recognized. • Double Bottom • Double Top • Ascending Triangle • Descending Triangle
PATTERNS Training data (Generated using piecewise functions) Reality
RSS Parser • Use Magpie PHP library. • Object cache, enhance performance. • Our work: parsing tags in XML.
How • jQuery Framework • Simplifies JS: event handling, AJAX interactions, etc
CONCLUSION • Achievements • What did we learn ? • Further improvements .. !! THANK YOU !!!!!!DEMO