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 architecture

System block instruction

Use Case Diagram

Name Login Participating actors Initiated by Administrator Communicates 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 graphs dynamically.

Name GetQuotes Participating actors Initiated by Administrator Communicates 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 Administrator Communicates 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 Administrator Communicates 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 Administrator Communicates 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 API getPrediction(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/DISTRIBUTI ON 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