-
-
Notifications
You must be signed in to change notification settings - Fork 12
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
2 changed files
with
266 additions
and
212 deletions.
There are no files selected for viewing
260 changes: 260 additions & 0 deletions
260
src/pages/blog/a-code-review-of-my-earliest-side-projects.md
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,260 @@ | ||
| --- | ||
| layout: ../../layouts/BlogPostLayout.astro | ||
| categories: | ||
| - programming | ||
| date: "2023-02-21" | ||
| tags: | ||
| title: A Code Review of My Earliest Side Projects | ||
| --- | ||
|
|
||
| I was cleaning some of my files, and I found some of my earliest side projects. | ||
| I thought it'd be fun to review them. | ||
|
|
||
| Remember that feeling of reading code, being mildly horrified, and then | ||
| realizing that you were the one who wrote it? Yeah, I got that a lot while | ||
| looking at this code. | ||
|
|
||
| ## Forex Trading | ||
|
|
||
| My first experience with programming was an [introductory computer science | ||
| class](https://www.cs.princeton.edu/courses/archive/spring10/cos126/info.html) | ||
| during my freshman year of college. A few months later, armed with a B grade | ||
| knowledge of variables, loops, functions, and classes, I dove into my first | ||
| programming side project by writing [foreign | ||
| exchange](https://en.wikipedia.org/wiki/Foreign_exchange_market) (forex) trading | ||
| programs. | ||
|
|
||
| I've published as much of my old code as I could find to | ||
| [GitHub](https://github.com/dguo/forex-trading), and I've left it as intact as | ||
| possible and resisted the urge to clean anything up. This is the story behind | ||
| that code. | ||
|
|
||
| ### Automated Trading | ||
|
|
||
| I executed my trading strategy manually for a while. The next step was to | ||
| automate my trading. One reason I picked Oanda as my broker was their | ||
| integration with a platform called [MetaTrader | ||
| 4](https://en.wikipedia.org/wiki/MetaTrader_4), which I knew would make | ||
| automation easy. | ||
|
|
||
| I bought a book named [Expert Advisor Programming: Creating Automated Trading | ||
| Systems in MQL for MetaTrader | ||
| 4](https://www.amazon.com/Expert-Advisor-Programming-Automated-MetaTrader/dp/0982645902?crid=3QDACH7CXL46R&keywords=Expert+Advisor+Programming%3A+Creating+Automated+Trading+Systems+in+MQL+for+MetaTrader+4&qid=1644888838&sprefix=expert+advisor+programming+creating+automated+trading+systems+in+mql+for+metatrader+4%2Caps%2C97&sr=8-1&linkCode=ll1&tag=thdalo00-20&linkId=2c0c6edb764af5bde0421e042ee819e1&language=en_US&ref_=as_li_ss_tl) | ||
| to learn how to write "expert advisors" (EAs, which are basically trading bots) | ||
| in [MetaQuotes Language 4](https://docs.mql4.com/) (MQL4), which has syntax | ||
| similar to C++, as well as built-in functions for trading, such as | ||
| [OrderSend](https://docs.mql4.com/trading/ordersend) and | ||
| [OrderClose](https://docs.mql4.com/trading/orderclose). | ||
|
|
||
| I wrote a helper function to place an order. | ||
|
|
||
| ```cpp | ||
| void PlaceOrder(string pairToTrade, double sizeOfTrade) | ||
| { | ||
| string pair = pairToTrade; | ||
| double lots = NormalizeDouble(MathAbs(sizeOfTrade), 2); | ||
| bool goLong = true; | ||
| if (FirstGreater(0.00, sizeOfTrade)) goLong = false; | ||
| double bidPrice = MarketInfo(pair, MODE_BID); | ||
| double askPrice = MarketInfo(pair, MODE_ASK); | ||
|
|
||
| // place the order if the lot size is below the maximum | ||
| if (FirstGreater(100.00, lots)) { | ||
| if (goLong) { | ||
| OrderSend(pair, 0, lots, askPrice, 20000, 0, 0, NULL, 8, 0, Green); | ||
| } | ||
| else { | ||
| OrderSend(pair, 1, lots, bidPrice, 20000, 0, 0, NULL, 8, 0, Green); | ||
| } | ||
| } | ||
|
|
||
| // otherwise, split it up into as many orders as needed | ||
| else { | ||
| while (FirstGreater(lots, 100.00)) { | ||
| if (goLong) { | ||
| OrderSend(pair, 0, 100.00, askPrice, 20000, 0, 0, NULL, 8, 0, Green); | ||
| } | ||
| else { | ||
| OrderSend(pair, 1, 100.00, bidPrice, 20000, 0, 0, NULL, 8, 0, Green); | ||
| } | ||
| lots = NormalizeDouble(lots - 100.00, 2); | ||
| } | ||
| if (goLong) { | ||
| OrderSend(pair, 0, lots, askPrice, 20000, 0, 0, NULL, 8, 0, Green); | ||
| } | ||
| else { | ||
| OrderSend(pair, 1, lots, bidPrice, 20000, 0, 0, NULL, 8, 0, Green); | ||
| } | ||
| } | ||
| } | ||
| ``` | ||
| I defined a [special start function](https://book.mql4.com/programm/special) | ||
| that would be called whenever there was a new tick (a rate update). | ||
| The only way that I had learned in school to persist data was to use text files, | ||
| so that's what I did. I wrote and read CSV files, which served as a simple | ||
| database. | ||
| ```cpp | ||
| int handle = FileOpen(Symbol() + ".csv", FILE_CSV|FILE_READ, ","); | ||
| FileReadString(handle); | ||
| FileReadString(handle); | ||
| FileReadString(handle); | ||
| roundZeroMargin = StrToDouble(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| roundOneMargin = StrToDouble(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| roundTwoMargin = StrToDouble(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| roundThreeMargin = StrToDouble(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| roundFourMargin = StrToDouble(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| currentStreak = StrToInteger(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| lockDirection = StrToInteger(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| lockPrice = StrToDouble(FileReadString(handle)); | ||
| FileReadString(handle); | ||
| inMotion = StrToInteger(FileReadString(handle)); | ||
| FileClose(handle); | ||
| ``` | ||
|
|
||
| I ran my EAs on a laptop that I left on 24/7. For alerting, I used the | ||
| [SendMail](https://docs.mql4.com/common/sendmail) function to email me. | ||
|
|
||
| ```cpp | ||
| // Stop Loss | ||
| if ((OrdersTotal() > 0) && (MathMax(100.0, AccountFreeMargin()) == 100.0)) { | ||
|
|
||
| // close all orders and reset variables | ||
| CloseAllOrders(); | ||
| ResetVariables(); | ||
|
|
||
| // send emergency email | ||
| SendMail("Margin Call!", "No more margin left."); | ||
|
|
||
| // stop the EA | ||
| Sleep(100000000); | ||
| } | ||
| ``` | ||
|
|
||
| ### Code Review | ||
|
|
||
| I noticed a few interesting things as I looked at my old code again. | ||
|
|
||
| I found this `DoublesEqual` function in `PairUpdater/PairUpdater.mq4`. | ||
|
|
||
| ```cpp | ||
| //+------------------------------------------------------------------+ | ||
| //| function to check if two doubles are equal | | ||
| //+------------------------------------------------------------------+ | ||
| bool DoublesEqual(double number1, double number2) | ||
| { | ||
| //---- | ||
| if (NormalizeDouble(number1 - number2, 4) == 0) return (true); | ||
| else return (false); | ||
| //---- | ||
| } | ||
| //+------------------------------------------------------------------+ | ||
| ``` | ||
| Note the useless comment that doesn't tell you anything more than the function | ||
| signature. | ||
| There are also the unnecessary `if` and `else` conditionals instead of just | ||
| returning the boolean directly. | ||
| `Averager/Averager.java` has [this | ||
| monstrosity](https://github.com/dguo/forex-trading/blob/b90bb61b25b8ce4496d382609ddd6a428a1ffcfc/Averager/Averager.java#L123). | ||
| ```cpp | ||
| if (DoublesEqual(total, 1000.0) && Hour() == 7) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 2000.0) && (Hour() == 3 || Hour() == 11)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 3000.0) && (Hour() == 1 || Hour() == 7 || Hour() == 13)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 4000.0) && (Hour() == 0 || Hour() == 5 || Hour() == 10 || Hour() == 15)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 5000.0) && (Hour() == 23 || Hour() == 3 || Hour() == 7 || Hour() == 11 || Hour() == 15)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 6000.0) && (Hour() == 22 || Hour() == 1 || Hour() == 4 || Hour() == 7 || Hour() == 10 || Hour() == 13)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 7000.0) && (Hour() == 22 || Hour() == 1 || Hour() == 4 || Hour() == 7 || Hour() == 10 || Hour() == 13 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 8000.0) && (Hour() == 22 || Hour() == 1 || Hour() == 3 || Hour() == 6 || Hour() == 9 || Hour() == 12 || Hour() == 15 || Hour() == 18)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 9000.0) && (Hour() == 22 || Hour() == 1 || Hour() == 2 || Hour() == 5 || Hour() == 7 || Hour() == 10 || Hour() == 13 || Hour() == 16 || Hour() == 18)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 10000.0) && (Hour() == 21 || Hour() == 0 || Hour() == 1 || Hour() == 3 || Hour() == 5 || Hour() == 7 || Hour() == 10 || Hour() == 12 || Hour() == 14 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 11000.0) && (Hour() == 21 || Hour() == 23 || Hour() == 1 || Hour() == 3 || Hour() == 5 || Hour() == 7 || Hour() == 9 || Hour() == 11 || Hour() == 13 || Hour() == 15 || Hour() == 17)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 12000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 2 || Hour() == 3 || Hour() == 5 || Hour() == 7 || Hour() == 9 || Hour() == 11 || Hour() == 13 || Hour() == 15 || Hour() == 17)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 13000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 6 || Hour() == 8 || Hour() == 10 || Hour() == 12 || Hour() == 14 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 14000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 9 || Hour() == 10 || Hour() == 12 || Hour() == 14 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 15000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 9 || Hour() == 12 || Hour() == 13 || Hour() == 15 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 16000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 11 || Hour() == 12 || Hour() == 14 || Hour() == 15 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 17000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 10 || Hour() == 11 || Hour() == 13 || Hour() == 14 || Hour() == 15 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 18000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 9 || Hour() == 10 || Hour() == 11 || Hour() == 12 || Hour() == 13 || Hour() == 15 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 19000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 9 || Hour() == 10 || Hour() == 11 || Hour() == 12 || Hour() == 13 || Hour() == 14 || Hour() == 15 || Hour() == 16)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 20000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 9 || Hour() == 10 || Hour() == 11 || Hour() == 12 || Hour() == 13 || Hour() == 14 || Hour() == 15 || Hour() == 16 || Hour() == 17)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 21000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 9 || Hour() == 10 || Hour() == 11 || Hour() == 12 || Hour() == 13 || Hour() == 14 || Hour() == 15 || Hour() == 16 || Hour() == 17 || Hour() == 18)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 22000.0) && (Hour() == 21 || Hour() == 22 || Hour() == 23 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 9 || Hour() == 10 || Hour() == 11 || Hour() == 12 || Hour() == 13 || Hour() == 14 || Hour() == 15 || Hour() == 16 || Hour() == 17 || Hour() == 18)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| if (DoublesEqual(total, 23000.0) && (Hour() == 20 || Hour() == 21 || Hour() == 22 || Hour() == 23 || Hour() == 0 || Hour() == 1 || Hour() == 2 || Hour() == 3 || Hour() == 4 || Hour() == 5 || Hour() == 6 || Hour() == 7 || Hour() == 8 || Hour() == 9 || Hour() == 10 || Hour() == 11 || Hour() == 12 || Hour() == 13 || Hour() == 14 || Hour() == 15 || Hour() == 16 || Hour() == 17 || Hour() == 18)) firstHalf[d] = firstHalf[d] + 1000.0; | ||
| ``` | ||
|
|
||
| I was apparently very tolerant of repetition. See this code from | ||
| `MeanReversion/tests/Optimizer.java`, complete with a variable name of `wtf`. | ||
|
|
||
| ```java | ||
| for (int aa = 0; aa < width; aa++) { | ||
| // for (int bb = aa + 1; bb < width; bb++) { | ||
| // for (int cc = bb + 1; cc < width; cc++) { | ||
| // for (int dd = cc + 1; dd < width; dd++) { | ||
| // for (int ee = dd + 1; ee < width; ee++) { | ||
| //for (int ff = ee + 1; ff < width; ff++) { | ||
| // for (int gg = ff + 1; gg < width; gg++) { | ||
| //for (int hh = gg + 1; hh < width; hh++) { | ||
| // for (int ii = hh + 1; ii < width; ii++) { | ||
| // for (int jj = ii + 1; jj < width; jj++) { | ||
| // for (int kk = jj + 1; kk < width; kk++) { | ||
| // for (int ll = kk + 1; ll < width; ll++) { | ||
| // for (int mm = ll + 1; mm < width; mm++) { | ||
| // for (int nn = mm + 1; nn < width; nn++) { | ||
| // for (int oo = nn + 1; oo < width; oo++) { | ||
| // for (int pp = oo + 1; pp < width; pp++) { | ||
| // for (int qq = pp + 1; qq < width; qq++) { | ||
| // for (int rr = qq + 1; rr < width; rr++) { | ||
| // for (int ss = rr + 1; ss < width; ss++) { | ||
| // for (int tt = ss + 1; tt < width; tt++) { | ||
| // for (int uu = tt + 1; uu < width; uu++) { | ||
| // for (int vv = uu + 1; vv < width; vv++) { | ||
| // for (int ww = vv + 1; ww < width; ww++) { | ||
|
|
||
| boolean[] invalid = new boolean[23]; | ||
| for (int wtf = 0; wtf < width; wtf++) { | ||
| invalid[wtf] = true; | ||
| if (wtf == aa || wtf == aa || wtf == aa) invalid[wtf] = false; | ||
| // if (wtf == dd || wtf == ee || wtf == ff) invalid[wtf] = false; | ||
| //if (wtf == gg || wtf == hh || wtf == ii) invalid[wtf] = false; | ||
| // if (wtf == jj || wtf == kk || wtf == ll) invalid[wtf] = false; | ||
| // if (wtf == mm || wtf == nn || wtf == oo) invalid[wtf] = false; | ||
| // if (wtf == pp || wtf == qq || wtf == rr) invalid[wtf] = false; | ||
| // if (wtf == ss || wtf == tt || wtf == uu) invalid[wtf] = false; | ||
| // if (wtf == vv || wtf == ww) invalid[wtf] = false; | ||
| } | ||
| ``` | ||
|
|
||
| In `Forex/Other/Test2/Forex.java`, I [also | ||
| noticed](https://github.com/dguo/forex-trading/blob/b90bb61b25b8ce4496d382609ddd6a428a1ffcfc/Forex/Other/Test2/Forex.java#L28) | ||
| that I was okay with undescriptive error messages. | ||
|
|
||
| ```java | ||
| if(rawData.isEmpty()) System.out.println("wtf"); | ||
| ``` | ||
|
|
||
| ## The Daily Lore | ||
|
|
||
| My next side project was a news aggregation website that would show the | ||
| headlines from various websites. | ||
|
|
||
| ## MovieSeer | ||
|
|
||
| For a college hackathon, I built a movie recommendation system called MovieSeer. | ||
|
|
||
| When it came time for presentations, I volunteered to go first. It went well enough, until I hit the button to generate recommendations..and everything hung. After an eternity (probably ten seconds in wall clock time), the recommendations came out. | ||
|
|
||
| I later learned that I accidentally left a `console.log` in, which logged every | ||
| result. |
Oops, something went wrong.