OpenSeSim/src/main/java/traders/RandomTrader.java
2017-01-12 01:44:50 +01:00

211 lines
5.6 KiB
Java

/*
* Copyright (c) 2017, tobias
* 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 java.util.*;
import java.util.Random;
import java.util.Timer;
import java.util.TimerTask;
import sesim.AccountData;
import sesim.AutoTrader;
import sesim.Exchange;
import sesim.Exchange.OrderType;
import sesim.*;
/**
*
* @author tobias
*/
public class RandomTrader extends AutoTrader {
static Timer timer = new Timer();
enum Event {
CANCEL,
CREATE
}
long event(){
System.out.print("Hello world Iam a trader\n");
return this.cancelOrders();
// doBuy();
}
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();
}
}
@Override
public void start() {
timer.schedule(new TimerTaskImpl(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();
/*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 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");
}
}
doBuy();
return 15000;
}
public boolean doBuy() {
RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
AccountData ad = this.se.getAccountData(account_id);
OrderType type=OrderType.BID;
// how much money we ant to envest?
double money = getRandomAmmount(ad.money, myconfig.buy_volume);
double lp = 100.0; //se.getBestLimit(type);
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
long volume = (long) (money / (limit * 1));
if (volume <= 0) {
//return false;
}
System.out.print("Volume is:"+volume+"\n");
System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n");
//System.exit(0);
se.createOrder(account_id, OrderType.BID, volume, limit);
return true;
}
protected NextEvent createOrder() {
return new NextEvent(Event.CANCEL, 3000);
}
private static class TimerTaskImpl extends TimerTask {
RandomTrader trader;
NextEvent nextevent;
public TimerTaskImpl(RandomTrader trader) {
this.trader = trader;
}
@Override
public void run() {
long time = trader.event();
this.cancel();
timer.schedule(new TimerTaskImpl(trader), time);
}
}
}