/* * Copyright (c) 2016, 7u83 <7u83@mail.ru> * 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; import sesim.Account_old; import sesim.Order_old; import java.util.Random; import sesim.AutoTrader; import sesim.TraderConfig; public class RandomTrader extends AutoTrader { protected enum Action { sell,buy } // config for this trader final private RandomTraderConfig myconfig; // object to generate random numbers final private Random rand = new Random(); public RandomTrader(Account_old account, TraderConfig config) { super(account, config); if (config == null) { config = new RandomTraderConfig(); } myconfig = (RandomTraderConfig) 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 waitForOrder(long seconds) { for (int i = 0; (i < seconds) && (0 != account.pending.size()); i++) { doSleep(1); } if (account.pending.size() != 0) { Order_old o = account.pending.get(0); account.se.cancelOrder(o); return false; } return true; } public boolean doBuy() { double money = getRandomAmmount(account.money, myconfig.sell_volume); double lp = account.se.getlastprice(); double limit; limit = lp + getRandomAmmount(lp, myconfig.buy_limit); long volume = (int) (money / (limit * 1)); if (volume <= 0) { return false; } buy(volume, limit); return waitForOrder(getRandom(myconfig.buy_order_wait)); } public boolean doSell() { long volume; volume = (long) Math.round(getRandomAmmount(account.shares, myconfig.sell_volume)); double lp = account.se.getlastprice(); double limit; limit = lp + getRandomAmmount(lp, myconfig.sell_limit); sell(volume, limit); return waitForOrder(getRandom(myconfig.sell_order_wait)); } /* private boolean monitorTrades() { int numpending = account.pending.size(); if (numpending == 0) { // System.out.print("RT: pending = 0 - return false\n"); return false; } Order_old o = account.pending.get(0); long age = o.getAge(); // System.out.print("RT: age is: "+age+"\n"); if (age > myconfig.maxage) { // System.out.print("MaxAge is"+myconfig.maxage+"\n"); account.se.cancelOrder(o); // System.out.print("Age reached - canel return false\n"); return false; } //System.out.print("RT: monitor return true\n"); return true; } */ public void trade() { float am[] = {-10, 200}; double x = Math.round(this.getRandomAmmount(1000, am)); /* System.out.print( "Random:" + x + "\n" ); */ /* // System.out.print("RT: Now trading\n"); if (monitorTrades()) { return; } // What next to do? int action = rand.nextInt(5); if (account.money < 10 && account.shares < 5) { System.out.print("I'm almost ruined\n"); } if (action == 1) { doBuy(); return; } if (action == 2) { doSell(); return; } */ } protected Action getAction() { if (rand.nextInt(2)==0){ return Action.buy; } else{ return Action.sell; } } @Override public void run() { System.out.print("Starting Random Trader\n"); while (true) { // What next to do? Action action = getAction(); if (account.isRuined()) { // System.out.print("I'm ruined\n"); // System.exit(0); } boolean rc; // action=1; switch (action) { case sell: if (account.shares <= 0) { // we have no shares continue; } // System.out.print("Sell\n"); rc = doSell(); if (!rc) { continue; } // System.out.print("Sold\n"); doSleep(getRandom(myconfig.wait_after_sell)); // System.out.print("Next\n"); break; case buy: if (account.money <= 0) { // we have no money continue; } // System.out.print("Sell\n"); rc = doBuy(); if (!rc) { continue; } // System.out.print("Bought\n"); doSleep(getRandom(myconfig.wait_after_buy)); // System.out.print("Next\n"); break; } // doSleep(1); } } }