백서: 952

Project Overview

This project is a desktop financial simulator developed by Sellanding that allows users to experience the stock and commodities market in a learning-oriented way.

The core focus is not on flashy UI effects, but on enabling players to gather evidence and build strategies based on an internal market engine that drives prices, executions, news, and macroeconomic variables.

Key Features

1. Market Simulation Engine

• Updates price, trading volume, ROL/PER on a tick-by-tick basis.

• Generates prices by combining scenario drift, macro variables, news impact, and individual shocks.

2. Execution / Order System

• Supports market and limit orders, partial fills, fees/taxes, and liquidity-based slippage.

• Provides an order book and depth chart to visualize the current bid/ask structure and cumulative volume flow.

3. Dashboard Analytics View

• Quickly assess market conditions through candlestick charts, asset lists, news feeds, treemaps, and the order book.

• Supports stock/commodities tab switching and real-time synchronization with the simulation clock.

4. Portfolio / Trade History Management

• Tracks total assets, profit & loss, and unrealized P&L of open positions.

• Separates buy/sell histories so players can review and refine their strategies.

5. Secretary Briefing System

• Displays macroeconomic summaries, quarterly earnings releases, and simplified financial statements on a single screen.

• Allows fast access to decision-making evidence during gameplay.

6. Save / Load & Slot System

• Slot-based save/load, autosave status indicators, reset, and compatibility migration.

• Includes migration logic to preserve as much data as possible from older save versions.

Vision

The goal of this simulator is not to be a simple trading game,
but to create an evidence-based, learning-oriented market simulator where players interpret the causality between news, economic indicators, and corporate data, continuously refine their strategies, and experience both fun and education in the process.