/*
* Copyright (c) 2017, 7u83
* 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 gui.Globals;
import java.util.*;
import java.util.Random;
//import java.util.TimerTask;
/*import sesim.AccountData;*/
import sesim.AutoTrader;
import sesim.Exchange;
import sesim.Exchange.OrderType;
import sesim.*;
/**
*
* @author 7u83
*/
public class RandomTrader extends AutoTrader {
long event() {
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
return rc;
}
public RandomTrader(Exchange se, long id, String name, double money, double shares, RandomTraderConfig config) {
super(se, id, name,money, shares, config);
if (this.config == null) {
this.config = new RandomTraderConfig();
}
}
/**
*
* @return
*/
@Override
public long timerTask() {
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
return rc;
// return this.event();
}
protected enum Action {
BUY, SELL, RANDOM
}
protected Action getAction() {
if (se.randNextInt(2) == 0) {
return Action.BUY;
} else {
return Action.SELL;
}
}
double getStart() {
return Globals.se.fairValue;
}
//Timer timer = new Timer();
@Override
public void start() {
// timer.schedule(new TimerTaskImpl(this, timer), 0);
se.timer.startTimerEvent(this, 0);
// 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();
/**
* 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 = se.randNextDouble();
// System.out.printf("RD: %f", r);
// System.exit(0);
return (max - min) * r + min;
}
protected int getRandom(Long[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, Float[] minmax) {
//System.out.printf("RandomAmmount: %f (%f,%f)\n",val, minmax[0], minmax[1]);
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public long cancelOrders() {
int n = se.getNumberOfOpenOrders(account_id);
// System.out.print("Open Orders: "+n+"\n");
if (n > 0) {
// System.out.print("Want to killń\n");
AccountData ad = se.getAccountData(account_id);
Iterator<OrderData> it = ad.orders.iterator();
while (it.hasNext()) {
OrderData od = it.next();
boolean rc = se.cancelOrder(account_id, od.id);
// System.out.print("killer rc "+rc+"\n");
// System.out.print("Killing: "+od.id+"\n");
}
}
return n;
}
public long doBuy() {
RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
AccountData ad = this.se.getAccountData(account_id);
OrderType type = OrderType.BID;
if (ad == null || myconfig == null) {
//System.out.printf("%s: myconf = 0 \n", this.getName());
return 0;
}
//System.out.printf("%s: calling rand for money\n", this.getName());
// how much money we ant to envest?
double money = getRandomAmmount(ad.money, myconfig.buy_volume);
Quote q = se.getCurrentPrice();
double lp = q == null ? getStart() : q.price;
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
// System.out.printf("MyLimit: %f\n",limit);
long volume = (long) (money / (limit * 1));
if (volume <= 0) {
return 0;
}
// double volume = (money / (limit * 1));
if (volume <= 0) {
return 0;
}
//System.out.printf("%s: create order %s %f\n", this.getName(),type.toString(),limit);
se.createOrder(account_id, type, volume, limit);
return getRandom(myconfig.buy_wait);
}
public long doSell() {
RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
AccountData ad = this.se.getAccountData(account_id);
OrderType type = OrderType.ASK;
//System.out.printf("%s: calling rand for volume\n", this.getName());
// how much money we ant to envest?
double volume = (long) getRandomAmmount(ad.shares, myconfig.sell_volume);
// double lp = 100.0; //se.getBestLimit(type);
Quote q = se.getCurrentPrice();
double lp = q == null ? getStart() : q.price;
double limit;
limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
// long volume = (long) (money / (limit * 1));
if (volume <= 0) {
// System.out.print("SellVolume 0\n");
return 0;
}
// System.out.print("Volume is:"+volume+"\n");
// System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");
//System.out.printf("%s: create order %s %f\n", this.getName(),type.toString(),limit);
se.createOrder(account_id, type, volume, limit);
return getRandom(myconfig.sell_wait);
}
long doTrade() {
cancelOrders();
Action a = getAction();
switch (a) {
case BUY:
return doBuy()+1;
case SELL:
return doSell()+1;
}
// System.out.printf("%s: do nothing\n",this.getName());
return 0;
}
/*
private static class TimerTaskImpl extends TimerTask {
RandomTrader trader;
Timer timer;
public TimerTaskImpl(RandomTrader trader, Timer timer) {
this.trader = trader;
this.timer = timer;
}
@Override
public void run() {
long time = trader.event();
time /= 100;
this.cancel();
timer.schedule(new TimerTaskImpl(trader, timer), time);
}
}
*/
}