Day-Trader A language for day trading

Computer Science, Columbia University 1

DAY-TRADERA LANGUAGE FOR DAY

TRADINGCOMS 4115 Programming Language and Translator

Tsung-Kai Lin(tl2450)Jie Huang(jh3105)

Fang Da(fd2263)Ran Wang(rw2409)

Shao-Chuan Wang(sw2644)


Outline Introduction (Tsung-Kai) Language Feature (Jie) System Architecture (Fang) Implementation and Integration (Ran) Test Plan (Shao-chuan) Demo


Day Trading Buying and Selling within one day High frequency and short term trading


Predict the Trend Indicators can help predict the trend of

stocks

Apply strategy to make money


Searching For Potential Stock Market

Subset

Potential Stock

Indicator

Indicator

Action

Portfolio

Subset

Potential Stock

Indicator

Indicator

Buy Sell


Simple

Trend Following


Efficient@BUYMA1(10) crossup MA1(15)select “MSFT”, “GOOG”, “DELL”


> (0)3 + 2 = 5

Math.round(2)1 + 2 = 3

volume (1)1

Property.getd(2)

0 + 0 + 2 = 2

“MSFT” (0)

0

“volume” (0)

0


Efficient

Computer Science, Columbia University 13Executable

Java Compiler

Architecture Source

Lexeme Stream

Lexer

Syntax Tree

Parser

Annotated Synt. Tree

Semantic Anal.

Code OptimizerCode Generator

StrategyEngineGUI

Run-timeLibrary

Data Source


Software Development Environment Simulation System

Stock market simulationTrading system simulation

Distributed DevelopmentGoogle Code repositoryBug Tracking

○ Bug list○ Sample bug

Meeting LogFeature maintenance

http://code.google.com/p/plt-daytrader/

https://docs.google.com/document/d/1URdYijsn-4qIrtSur_AnEsJQMyFu4QgMdK7IVMxGpmM/edit?hl=en

http://code.google.com/p/plt-daytrader/w/list


Implementation OS Platform Languages and IDE

EclipseMulti-level Makefiles

SVN External Libraries

JFLEXBYACC


System Integration Integration within the translator Integration across entire system


Test Plan: Agile Testing Focus on working software

Test script before commit the code Responding to changes

Pair/triple programming weekly Hierarchical test framework:

Unit test/Regression testSystem test

Tools:Junit/Makefile script/Bash script


Unit tests/Regression Test Screenshot


Snapshots on test case (1/2)

Check if the syntax errors are issued correctly

Also check the line number.

ParserSyntaxErrorTest.java


Snapshots on test case (2/2)

Multiple definitions of the same function names

TypeCheckNameConflictionTest.java


System Test Screenshot Generate the

compiled java sources codes.

Diff with the “answers”.


Thanks!

Q & A

Day-Trader A language for day trading

Documents

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