OpenSeSim/src/main/java/traders/RandomTrader.java

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/*
* Copyright (c) 2017, tobias
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* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package traders;
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import java.util.Random;
import java.util.Timer;
import java.util.TimerTask;
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import sesim.AccountData;
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import sesim.AutoTrader;
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import sesim.Exchange;
import sesim.Exchange.OrderType;
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/**
*
* @author tobias
*/
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public class RandomTrader extends AutoTrader {
static Timer timer = new Timer();
enum Event {
CANCEL,
CREATE
}
class NextEvent {
public Event event;
public long time;
NextEvent(Event e, long time) {
this.event = e;
this.time = time;
}
}
public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) {
super(se, money, shares, config);
if (this.config == null) {
this.config = new RandomTraderConfig();
}
}
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@Override
public void start() {
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timer.schedule(new TimerTaskImpl(this), 1000);
// timer.schedule(new TimerTaskImpl, date);
}
// config for this trader
//final private RandomTraderConfig_old myconfig;
// object to generate random numbers
final private Random rand = new Random();
/*public RandomTrader(Exchange se, double money,shares,) {
//super(account, config);
if (config == null) {
config = new RandomTraderConfig_old();
}
myconfig = (RandomTraderConfig_old) config;
}*/
/**
* Get a (long) random number between min an max
*
* @param min minimum value
* @param max maximeum value
* @return the number
*/
protected double getRandom(double min, double max) {
double r = rand.nextDouble();
return (max - min) * r + min;
}
protected int getRandom(int[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, float[] minmax) {
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean doBuy() {
RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
AccountData ad = this.se.getAccountData(account_id);
OrderType type=OrderType.BID;
double money = getRandomAmmount(ad.money, myconfig.sell_volume);
double lp = se.getBestLimit(type);
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double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
long volume = (int) (money / (limit * 1));
if (volume <= 0) {
return false;
}
return true;
}
protected NextEvent createOrder() {
return new NextEvent(Event.CANCEL, 3000);
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}
private static class TimerTaskImpl extends TimerTask {
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RandomTrader trader;
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NextEvent nextevent;
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public TimerTaskImpl(RandomTrader trader) {
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this.trader = trader;
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}
@Override
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public void run() {
switch (this.nextevent.event) {
}
this.cancel();
timer.schedule(new TimerTaskImpl(trader), 1000);
}
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}
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}