public override IDictionary<long, Dictionary<string, string>> Export(IList<Trade> inTrades, Filter inFilter, Stream stream, Market market, IList<Exception> exceps)
{
var task = _task;
var filter = task.Filter;
var date = market.Date(_effectiveTime);
var trades = Env.Current.Trade.GetTrades2(filter, date, _effectiveTime);
using (var writer = new StreamWriter(stream))
{
WriteHeader(writer);
foreach (var trade in trades)
{
if (trade.Product == null)
{
exceps.Add(new ApplicationException(String.Format("Trade {0} is invalid. Missing product.", trade.Id)));
continue;
}
if(trade.TradeTime > _effectiveTime)
{
continue;
}
string line = WriteTrade(trade, date, _effectiveTime, exceps);
if (!Utilities.IsNullOrEmpty(line))
{
writer.WriteLine(line);
}
}
}
return null;
}
public void ShouldExecuteInstructionWhenThereIsEnoughLiquidityOnOneMarket()
{
// Given market A: 150 @ $100, market B: 55 @ $101
// When Investor wants to buy 125 stocks @ $100 Then SOR can execute at the requested price
var marketA = new Market
{
SellQuantity = 150,
SellPrice = 100M
};
var marketB = new Market
{
SellQuantity = 55,
SellPrice = 101M
};
var marketsInvolved = new[] { marketA, marketB };
ICanRouteOrders canRouteOrders = null;//new OrderRoutingService(marketsInvolved);
ICanReceiveMarketData canReceiveMarketData = new MarketDataProvider(marketsInvolved);
IProvideMarkets provideMarkets = new MarketProvider(marketsInvolved);
var sor = new SmartOrderRoutingEngine(provideMarkets, canRouteOrders, canReceiveMarketData);
var investorInstructionDto = new InvestorInstructionDto(new InvestorInstructionIdentifierDto(), Way.Buy, quantity: 125, price: 100M);
OrderExecutedEventArgs orderExecutedEventArgs = null;
sor.Subscribe(investorInstructionDto.UniqueIdentifier, (args) => { orderExecutedEventArgs = args; }, null);
//investorInstruction.Executed += (sender, args) => { orderExecutedEventArgs = args; };
// orderRequest.Route(); ?
sor.Route(investorInstructionDto);
// TODO :introduce autoreset event instead
Check.That(orderExecutedEventArgs).HasFieldsWithSameValues(new { Way = Way.Buy, Quantity = 125, Price = 100M });
}
public static void resetReferencesForNewLevel()
{
// Managers
manager = GameObject.FindGameObjectWithTag("Manager");
stateManager = manager.GetComponent<StateManager>();
stateTiming = manager.GetComponent<StateTiming>();
// Game stats and information
gameStats = manager.GetComponent<GameStats>();
itemDatabase = manager.GetComponent<Item_Database>();
inventory = manager.GetComponent<Inventory>();
market = manager.GetComponent<Market>();
marketArrays = manager.GetComponent<MarketArrays>();
soundEffects = GameObject.FindObjectOfType<SoundEffectsDatabase>().GetComponent<SoundEffectsDatabase>();
// Cameras
realtimeCamera = GameObject.FindGameObjectWithTag("Camera_Realtime").GetComponent<Camera>();
strategicCamera = GameObject.FindGameObjectWithTag("Camera_Strategic").GetComponent<Camera>();
// Game entities
player = GameObject.FindGameObjectWithTag("Player");
castle = GameObject.FindGameObjectWithTag("Castle");
soundEffect = (GameObject)Resources.Load("OneTimeSoundEffect", typeof(GameObject));
// Data
lastLevelIndex = Application.loadedLevel;
currentLevel = 1;
}
// Use this for initialization
void Start()
{
animator = GetComponent<Animator>();
//mainGame = GameLogicGameObject.GetComponent<WeedGame>();
market = GameLogicGameObject.GetComponent<Market>();
}
public static int Save(Market m)
{
var ctx = new AutoNewsEntities();
if (m.Id == 0)
{
if (ctx.Markets.Count(o => (o.Name == m.Name && o.MarketTypeId == m.MarketTypeId) || o.MarketCrmId == m.MarketCrmId) > 0)
{
throw new Exception("名称或CRM ID已存在！");
}
ctx.Markets.Add(m);
return 1;
}
//id != 0
if (ctx.Markets.Count(o => ((o.Name == m.Name && o.MarketTypeId == m.MarketTypeId) || o.MarketCrmId == m.MarketCrmId) && o.Id != m.Id) > 0)
{
throw new Exception("名称或CRM ID已存在！");
}
var market = ctx.Markets.Single(o => o.Id == m.Id);
market.Auto = m.Auto;
market.EndTime = m.EndTime;
market.MarketCrmId = m.MarketCrmId;
market.Name = m.Name;
market.StartTime = m.StartTime;
ctx.SaveChanges();
return 2;
}
public MockTradeFinderFactory(Map map, Market market, string logFilePath, Parameters parameters) : base("")
{
this.map = map;
this.market = market;
this.logFilePath = logFilePath;
this.parameters = parameters;
}
private void Awake()
{
//clone configs on startup so we don't modify the global assets
questBoard = QuestBoard.Create(questBoard);
crewConfig = CrewConfiguration.Create(crewConfig);
cargoConfig = Instantiate(cargoConfig);
missionsConfig = Instantiate(missionsConfig);
market = Instantiate(market);
fleetManager = Instantiate(fleetManager);
Debug.Assert(worldMap);
SceneManager.activeSceneChanged += (oldScene, newScene) =>
{
PlayerNotifications.Clear();
};
FindObjectOfType<MissionManager>().OnMissionChanged += mission =>
{
if (mission)
{
LocalPlayer = null;
}
else
{
LocalPlayer = FindObjectOfType<PlayerShip>();
}
};
//apply initial settings
ReloadPrefs();
}
public void ShouldFaileWhenOrderExceedsAllMarketCapacityAndPartialExecutionNotAllowed()
{
// Given market A: 150 @ $100, market B: 55 @ $101
// When Investor wants to buy 125 stocks @ $100 Then SOR can execute at the requested price
var marketA = new Market
{
SellQuantity = 15,
SellPrice = 100M
};
var marketB = new Market
{
SellQuantity = 55,
SellPrice = 101M
};
var sor = CreateSmartOrderRoutingEngine(new[] { marketA, marketB });
var investorInstruction = new InvestorInstructionDto(new InvestorInstructionIdentifierDto(), Way.Buy, quantity: 125, price: 100M, allowPartialExecution: false);
// Subscribes to the instruction's events
OrderExecutedEventArgs orderExecutedEventArgs = null;
string failureReason = null;
sor.Subscribe(investorInstruction.UniqueIdentifier, (args) => { orderExecutedEventArgs = args; }, (args) => { failureReason = args; });
// orderRequest.Route(); ?
sor.Route(investorInstruction);
// Couldn't execute because order with excessive quantity
Check.That(failureReason).IsNotNull().And.IsEqualIgnoringCase("Excessive quantity!");
Check.That(orderExecutedEventArgs).IsNull();
}
static bool HandleLines(IList<string> lines, Market market, char[] seps, StringBuilder sb)
{
//Read First Line to fin Vol Surface and if its Rho or Nu
bool isRho = true;
InterestVolatility vol = null;
var firstLine = lines.FirstOrDefault();
if (string.IsNullOrEmpty(firstLine))
{
sb.Append("Cannot parse first line");
return false;
}
var ss = firstLine.Split(seps);
var sdate = ss[2];
var stype = ss[3];
var ticker = ss[4];
var date = SimpleDate.Parse(sdate);
isRho = stype.ToUpper().Contains("RHO");
var isBeta = stype.ToUpper().Contains("BETA");
ss = ticker.Split('.');
var name = ss[0];
var ccy = ss[1];
var time = date.ToDateTime(23, 59, 59);
market.Time = time;
market.ClearMarketDatas();
var vols = market.GetAll(true, false, false, true, false, false, false, false, false, false, false, false, false);
foreach (var im in vols)
{
var ivol = im as InterestVolatility;
if (ivol != null && ivol.Currency.Equals(ccy))
{
vol = ivol;
break;
}
}
if (vol == null)
{
sb.Append("Cannot Find Any Vol for " + ticker);
return false;
}
var output = vol.Output as InterestVolatilityOutput;
if (output == null)
{
sb.Append("Invalid Vol not built " + vol);
return false;
}
var data = new List<SabrData>();
foreach (var line in lines)
{
var d = new SabrData();
ss = line.Split(seps);
var tick = ss[4];
d.Date = SimpleDate.Parse(ss[2]).ToDateTime();
d.ComponentTicker = tick;
d.InstrumentType = ss[3];
d.Value = Convert.ToDouble(ss[5]);
data.Add(d);
}
return HandleData(vol, isRho, isBeta, data, market, sb);
}
public object Value(string columnName, Market market, PLItem item, PLReport report)
{
if (mColumns.ContainsKey(columnName))
{
return mColumns[columnName].Value(market, item, report);
}
return null;
}
public object Value(string columnName, Market market, PLEntry entry, PlBlotter blotter)
{
if (mColumns.ContainsKey(columnName))
{
return mColumns[columnName].Value(market, entry, blotter);
}
return null;
}
public object Value(Market market, PLEntry entry, PlBlotter blotter)
{
if (entry != null)
{
return entry.EndNominal - entry.StartNominal;
}
return null;
}
public void TestFixtureSetUp()
{
itemDatabase = TestObjectFactory.CreateItemDatabase();
map = TestObjectFactory.CreateMap();
market = TestObjectFactory.CreateMarket(itemDatabase, map);
kernite = itemDatabase.GetItemType("Kernite");
navitas = itemDatabase.GetItemType("Navitas");
}
public Market AddTopMarket(int marketId)
{
var market = new Market() {
Id = marketId
};
return _marketDataStore.TopMarketSave(market);
}
public object Value(Market market, PLEntry entry, PlBlotter blotter)
{
if(entry != null && entry.Trade != null && entry.Trade.InitialPartyId != 0)
{
var party = Env.Current.StaticData.GetPartyById(entry.Trade.InitialPartyId);
return party.Code;
}
return null;
}
public void MarketOrderShouldDecreaseAvailableQuantity()
{
var market = new Market { SellPrice = 100M, SellQuantity = 50 };
var order = market.CreateMarketOrder(Way.Buy, quantity: 10);
market.Send(order);
Check.That(market.SellQuantity).IsEqualTo(40);
}
public RequestAccess( Market market, Product product, RequestStatus status, ControllerStatus cstatus, string description, int submittedByID)
{
this.Status = status;
this.ControllerStatus = cstatus;
this.Description = description;
this.SubmittedByUserId = submittedByID;
this.MarketAccess = market;
this.ProductAccess = product;
}
public void TestFixtureSetUp()
{
testLogPath = TestObjectFactory.TestDirectory + "Logs";
testNoLogPath = TestObjectFactory.TestDirectory + "NoLogs";
archiveBasePath = TestObjectFactory.TestDirectory + "Logs" + "\\Temp";
map = TestObjectFactory.CreateMap();
database = TestObjectFactory.CreateItemDatabase();
market = TestObjectFactory.CreateMarket(database, map);
parameters = new Parameters(1000.0f, 100.0f, "Sol", TripType.SingleTrip);
}
public override bool IsExcluded(ProductEvent pevent, Trade trade, Market market)
{
var isExcluded = base.IsExcluded(pevent, trade, market);
if (isExcluded) return true;
if (trade.Product is Swap)
{
var swap = trade.Product as Swap;
if (swap.PayLeg.IsFixedRate && swap.ReceiveLeg.IsFixedRate) return true;
}
return false;
}
public Ukraine(Market m = Market.USE )
{
// all calendar instances on the same market share the same implementation instance
switch ( m )
{
case Market.USE:
calendar_ = Impl.Singleton;
break;
default:
throw new ApplicationException( "unknown market" );
}
}
public object Value(Market market, PLEntry entry, PlBlotter blotter)
{
if (entry != null && entry.Trade != null)
{
var swaption = entry.Trade.Product as Swaption;
if (swaption != null && swaption.Swap != null)
{
return swaption.Swap.EndDate;
}
}
return null;
}
public void LimitOrderShouldCaptureExec()
{
var market = new Market { SellPrice = 100M, SellQuantity = 50 };
var executed = false;
var order = market.CreateLimitOrder(Way.Buy, price: 100M, quantity: 10, allowPartialExecution: false);
market.OrderExecuted += (s, a) => executed = true;
market.Send(order);
Check.That(executed).IsTrue();
Check.That(market.SellQuantity).IsEqualTo(40);
}
public override bool Reconcile(Trade otTrade, Trade externalTrade, Market market, bool fullMatch, DateTime reconciliationDate, IList<Exception> exceps)
{
var unmatchReason = string.Empty;
var ref1 = otTrade.GetProperty(ReconcileTaskExecutor.Reconciled);
if (ref1 != null && ref1.ToLowerInvariant().Equals("true")) return false;
var ref2 = externalTrade.GetProperty(ReconcileTaskExecutor.Reconciled);
if (ref2 != null && ref2.ToLowerInvariant().Equals("true")) return false;
if (!(otTrade.Product.GetType() == externalTrade.Product.GetType())) return false;
if (otTrade.BookId != externalTrade.BookId) return false;
if (otTrade.PrimeBrokerId != externalTrade.PrimeBrokerId &&
otTrade.ClearerId != externalTrade.ClearerId)
{
if (fullMatch) return false;
unmatchReason += "Account ";
}
var prod1 = otTrade.Product;
var prod2 = externalTrade.Product;
var fut1 = prod1 as Future;
var fut2 = prod2 as Future;
if (fut1 != null && fut2 != null)
{
var ticker1 = fut1.Ticker;
var ticker2 = fut2.Ticker;
if (!string.IsNullOrEmpty(ticker1) && !string.IsNullOrEmpty(ticker2))
{
if (!ticker1.Equals(ticker2)) return false;
}
}
var fx1 = prod1 as FX;
var fx2 = prod2 as FX;
if (fx1 != null && fx2 != null)
{
if (!fx1.CurrencyPair.Equals(fx2.CurrencyPair)) return false;
if (fullMatch)
{
if (Math.Abs(fx1.PrimaryAmount - fx2.PrimaryAmount) > Utilities.Epsilon) return false;
if (Math.Abs(fx1.QuotingAmount - fx2.QuotingAmount) > Utilities.Epsilon) return false;
}
return true;
}
if (prod1 is Bond || prod1 is Equity)
{
if (prod1.Id != prod2.Id) return false;
}
if (fullMatch)
{
if (Math.Abs(otTrade.Quantity - externalTrade.Quantity) > Utilities.Epsilon) return false;
}
return true;
}
public Brazil(Market market)
{
// all calendar instances on the same market share the same implementation instance
switch (market) {
case Market.Settlement:
calendar_ = SettlementImpl.Singleton;
break;
case Market.Exchange:
calendar_ = ExchangeImpl.Singleton;
break;
default:
throw new ApplicationException("unknown market");
}
}
public Indonesia(Market m)
: base() {
// all calendar instances on the same market share the same
// implementation instance
switch (m) {
case Market.BEJ:
case Market.JSX:
case Market.IDX:
calendar_ = BEJ.Singleton;
break;
default:
throw new ArgumentException("Unknown market: " + m); ;
}
}
public SouthKorea(Market m)
: base() {
// all calendar instances on the same market share the same
// implementation instance
switch (m) {
case Market.Settlement:
calendar_ = Settlement.Singleton;
break;
case Market.KRX:
calendar_ = KRX.Singleton;
break;
default:
throw new ArgumentException("Unknown market: " + m); ;
}
}
public China( Market market = Market.SSE )
{
// all calendar instances on the same market share the same implementation instance
switch ( market )
{
case Market.SSE:
calendar_ = SseImpl.Singleton;
break;
case Market.IB:
calendar_ = IbImpl.Singleton;
break;
default:
Utils.QL_FAIL( "unknown market" );
break;
}
}
// Use this for initialization
void Start()
{
market = GameObject.FindGameObjectWithTag("GameLogic").GetComponent<Market>();
mainGame = GameObject.FindGameObjectWithTag("GameLogic").GetComponent<WeedGame>();
if(createdFromLoad)
{
}
else
{
weedPerUpdate = weedPerUpdateDefault;
totalWeedFarmed = 0;
}
market.modifyResiduleIncome(weedPerUpdate);
}
public Italy(Market m)
: base()
{
// all calendar instances on the same market share the same
// implementation instance
switch (m) {
case Market.Settlement:
calendar = Settlement.Singleton;
break;
case Market.Exchange:
calendar = Exchange.Singleton;
break;
default:
throw new ArgumentException("Unknown market: " + m); ;
}
}
// Use this for initialization
void Start()
{
market = GameObject.FindGameObjectWithTag("GameLogic").GetComponent<Market>();
//animator = GetComponent<Animator>();
if(loaded)
{
if(carryingCurrently > 0)
{
waitingForLoad = false;
currentWaypoint = GameObject.FindGameObjectWithTag("BoatStart").GetComponent<Waypoint>().nextWaypoint;
}
}
else
{
}
}
public void SendMarkets(Dictionary <int, List <Market> > periodMarketsDictionary, Guid gameId, string match, Dictionary <string, double> gameState)
{
// todo divide into smaller functions
if (periodMarketsDictionary.Count == 0)
{
return;
}
if (periodMarketsDictionary[1].Count == 0)
{
return;
}
const string eventName = "MLB";
List <Markets> formattedMarketList = new List <Markets>();
foreach (KeyValuePair <int, List <Market> > keyValuePair in periodMarketsDictionary)
{
int key = keyValuePair.Key;
List <Market> marketList = keyValuePair.Value;
string period = _periods[key];
//------------------------------------------------------------------------
//center handicap exists if false send takedown
bool cHandicap = false;
bool cTotal = false;
bool cHomeTotal = false;
bool cAwayTotal = false;
int id = _altRunLines[key];
Markets handicapAlts = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(m => SelectInsideLimitsWithNonZeroTarget(m, "SP"))
};
if (handicapAlts.MarketList.Count > 0)
{
Markets handicapAltsSet = SetMarketActiveNew(handicapAlts, true, gameState);
SendOddsMessage(handicapAltsSet, gameId, formattedMarketList, eventName);
// center line fix to create 1.5 run line standard for full game
List <Market> marketListRunLine =
handicapAlts.MarketList.FindAll(v => Math.Abs(v.Target).IsEqualTo(1.5));
if (marketListRunLine.Count > 0 && key == 4 && gameState["I"] < 2)
{
Market market = marketListRunLine.OrderBy(v => v.Weight).First();
if (market != null)
{
cHandicap = true;
int id2 = _periodRunLines[key];
market.Active = CheckActive(period, gameState, true);
Markets handicap = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
handicap.MarketList.Add(market);
SendOddsMessage(handicap, gameId, formattedMarketList, eventName);
}
}
else
{
Market market = handicapAlts.MarketList.OrderBy(v => v.Weight).First();
if (market != null)
{
cHandicap = true;
int id2 = _periodRunLines[key];
market.Active = CheckActive(period, gameState, true);
Markets handicap = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
handicap.MarketList.Add(market);
SendOddsMessage(handicap, gameId, formattedMarketList, eventName);
}
}
}
Markets handicapAltsInactive = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(m => SelectOutsideLimitsWithNonZeroTarget(m, "SP"))
};
if (handicapAltsInactive.MarketList.Count > 0 && handicapAlts.MarketList.Count == 0)
{
SendOddsMessage2(SetMarketInactive(handicapAltsInactive), gameId, eventName);
if (handicapAltsInactive.MarketList.Count == 0)
{
Market market = new Market
{
Active = false,
Tp = "SP",
Target = 0
};
int id2 = _periodRunLines[key];
Markets handicap = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
handicap.MarketList.Add(market);
if (!cHandicap)
{
SendOddsMessage2(handicap, gameId, eventName);
}
}
}
//------------------------------------------------------------------------
id = _periodMoneyLines[key];
Markets moneyline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id]
};
Market market1 = marketList.Find(s => SelectInsideLimitsWithZeroTarget(s, "SP"));
if (market1 != null)
{
market1.Active = CheckActive(period, gameState, true);
market1.Tp = "ML";
moneyline.MarketList.Add(market1);
SendOddsMessage(moneyline, gameId, formattedMarketList, eventName);
}
else
{
Market market = new Market
{
Active = false,
Tp = "ML",
Target = 0
};
moneyline.MarketList.Add(market);
SendOddsMessage2(moneyline, gameId, eventName);
}
//------------------------------------------------------------------------
id = _altTotalLines[key];
Markets totallineAlt = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectInsideLimitsWithNonZeroTarget(s, "TL"))
};
Markets totallineAltInactive = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectOutsideLimitsWithNonZeroTarget(s, "TL"))
};
if (totallineAlt.MarketList.Count > 0)
{
Markets activeMarkets = SetMarketActiveNew(totallineAlt, true, gameState);
SendOddsMessage(activeMarkets, gameId, formattedMarketList, eventName);
Market market2 = totallineAlt.MarketList.OrderBy(v => v.Weight).First();
if (market2 != null)
{
cTotal = true;
int id2 = _totalLines[key];
market2.Active = CheckActive(period, gameState, true);
Markets totalline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
totalline.MarketList.Add(market2);
SendOddsMessage(totalline, gameId, formattedMarketList, eventName);
}
}
if (totallineAltInactive.MarketList.Count > 0 && totallineAlt.MarketList.Count == 0)
{
SendOddsMessage2(SetMarketInactive(totallineAltInactive), gameId, eventName);
Market market2 = totallineAltInactive.MarketList.OrderBy(v => v.Weight).First();
if (market2 != null)
{
int id2 = _totalLines[key];
market2.Active = false;
Markets totalline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
totalline.MarketList.Add(market2);
if (!cTotal)
{
SendOddsMessage2(totalline, gameId, eventName);
}
}
}
//------------------------------------------------------------------------
id = _altATeamTotalLines[key];
Markets awayTotallineAlt = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectInsideLimitsWithNonZeroTarget(s, "ATTL"))
};
if (awayTotallineAlt.MarketList.Count > 0)
{
Markets activeMarkets = SetMarketActiveNew(awayTotallineAlt, true, gameState);
SendOddsMessage(activeMarkets, gameId, formattedMarketList, eventName);
Market market3 = awayTotallineAlt.MarketList.OrderBy(v => v.Weight).First();
if (market3 != null)
{
cAwayTotal = true;
int id2 = _aTeamTotalLines[key];
market3.Active = CheckActive(period, gameState, true);
Markets awayTotalline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
awayTotalline.MarketList.Add(market3);
SendOddsMessage(awayTotalline, gameId, formattedMarketList, eventName);
}
}
Markets awayTotallineAltInactive = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectOutsideLimitsWithNonZeroTarget(s, "ATTL"))
};
if (awayTotallineAltInactive.MarketList.Count > 0 && awayTotallineAlt.MarketList.Count == 0)
{
SendOddsMessage2(SetMarketInactive(awayTotallineAltInactive), gameId, eventName);
Market market3 = awayTotallineAltInactive.MarketList.OrderBy(v => v.Weight).First();
if (market3 != null)
{
int id2 = _aTeamTotalLines[key];
market3.Active = false;
Markets awayTotalline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
awayTotalline.MarketList.Add(market3);
if (!cAwayTotal)
{
SendOddsMessage2(awayTotalline, gameId, eventName);
}
}
}
//------------------------------------------------------------------------
id = _altHTeamTotalLines[key];
Markets homeTotallineAlt = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectInsideLimitsWithNonZeroTarget(s, "HTTL"))
};
if (homeTotallineAlt.MarketList.Count > 0)
{
Markets activeMarkets = SetMarketActiveNew(homeTotallineAlt, true, gameState);
SendOddsMessage(activeMarkets, gameId, formattedMarketList, eventName);
Market market4 = homeTotallineAlt.MarketList.OrderBy(v => v.Weight).First();
if (market4 != null)
{
cHomeTotal = true;
int id2 = _hTeamTotalLines[key];
market4.Active = CheckActive(period, gameState, true);
Markets homeTotalline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
homeTotalline.MarketList.Add(market4);
SendOddsMessage(homeTotalline, gameId, formattedMarketList, eventName);
}
}
//inactive
Markets homeTotallineAltInactive = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectOutsideLimitsWithNonZeroTarget(s, "HTTL"))
};
if (homeTotallineAltInactive.MarketList.Count > 0 && homeTotallineAlt.MarketList.Count == 0)
{
SendOddsMessage2(SetMarketInactive(homeTotallineAltInactive), gameId, eventName);
Market market4 = homeTotallineAltInactive.MarketList.OrderBy(v => v.Weight).First();
if (market4 != null)
{
int id2 = _hTeamTotalLines[key];
market4.Active = false;
Markets homeTotalline = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id2,
Name = _marketList[id2]
};
homeTotalline.MarketList.Add(market4);
if (!cHomeTotal)
{
SendOddsMessage2(homeTotalline, gameId, eventName);
}
}
}
//------------------------to do send center line-----------------------------------------------
id = _totalLines3W[key];
Markets totalline3W = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = _totalLines3W[key],
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectInsideLimitsWithNonZeroTarget(s, "TL3W"))
};
if (totalline3W.MarketList.Count > 0)
{
Markets activeMarkets = SetMarketActiveNew(totalline3W, true, gameState);
SendOddsMessage(activeMarkets, gameId, formattedMarketList, eventName);
}
Markets totalline3WInactive = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = _totalLines3W[key],
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectOutsideLimitsWithNonZeroTarget(s, "TL3W"))
};
if (totalline3WInactive.MarketList.Count > 0)
{
SendOddsMessage2(SetMarketInactive(totalline3WInactive), gameId, eventName);
}
//------------------------------------------------------------------------
id = _altRunLines3W[key];
Markets handicap3W = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectInsideLimitsWithoutTarget(s, "SP3W"))
};
if (handicap3W.MarketList.Count > 0)
{
Markets activeMarkets = SetMarketActiveNew(handicap3W, true, gameState);
SendOddsMessage(activeMarkets, gameId, formattedMarketList, eventName);
}
Markets handicap3WInactive = new Markets
{
Game = gameId.ToString(),
Period = period,
Id = id,
Name = _marketList[id],
MarketList = marketList.FindAll(s => SelectOutsideLimitsWithoutTarget(s, "SP3W"))
};
if (handicap3WInactive.MarketList.Count > 0 && handicap3W.MarketList.Count == 0)
{
SendOddsMessage2(SetMarketInactive(handicap3WInactive), gameId, eventName);
}
}
FormattedGame formattedGame = new FormattedGame
{
Id = gameId.ToString(),
Match = match,
MarketList = formattedMarketList
};
string formattedGameJsonString = JsonConvert.SerializeObject(formattedGame);
_datastore.AddFinishedOdds(gameId, formattedGameJsonString);
}
public async Task <RateResponse> GetRate([Required] Market market, [Required] Pair pair, [Required] DateTime dateTimeUtc)
{
return(await GetRateResponse(pair, Market.Lykke, dateTimeUtc));
}
public async Task <HaasonlineClientResponse <JObject> > NewBot(EnumCustomBotType botType, string name, string accountGuid, Market market)
{
return(await NewBot <JObject>(botType, name, accountGuid, market.PrimaryCurrency, market.SecondaryCurrency, market.ContractName));
}
public void Setup()
{
GameObject gameGameObject = Object.Instantiate(UnityEngine.Resources.Load <GameObject>("Prefabs/Market"));
marketscript = gameGameObject.GetComponent <Market>();
}
public static void Example()
{
Market a =
new Market
{
ElasticityOfDemand = -1.0,
ElasticityOfSubstitution = 4.0,
ElasticityOfSupply = 5.0,
InitialMarketShare = 1.0,
MarketShare = 1.0,
InitialPrice = 1.0,
Shock = 0.0,
};
Market b =
new Market
{
ElasticityOfDemand = -1.0,
ElasticityOfSubstitution = 4.0,
ElasticityOfSupply = 5.0,
InitialMarketShare = 0.5,
MarketShare = 0.5,
InitialPrice = 1.0,
Shock = 0.05,
DownstreamMarkets = new Market[] { a }
};
Market c =
new Market
{
ElasticityOfDemand = -1.0,
ElasticityOfSubstitution = 4.0,
ElasticityOfSupply = 5.0,
InitialMarketShare = 0.5,
MarketShare = 0.5,
InitialPrice = 1.0,
Shock = 0.05,
DownstreamMarkets = new Market[] { a }
};
a.UpstreamMarkets = new Market[] { b, c };
// Create the objective function.
double ObjectiveFunction(double[] x)
{
a.SetConsumerPrice(x);
a.CalculateMarketShares();
a.CalculateMarketEquilibrium();
return(a.SumOfSquaresMinimizer);
}
// Set up the simplex solver.
Simplex simplex =
new Simplex(
objectiveFunction: ObjectiveFunction,
lowerBound: 0,
upperBound: 10,
dimensions: 2,
iterations: 50000,
seed: 0,
textWriter: Console.Out
);
// Find the minimum solution.
Solution solution = simplex.Minimize();
a.SetConsumerPrice(solution.Vector);
a.CalculateMarketShares();
a.CalculateMarketEquilibrium();
// Print the results
PrintResults(a, solution);
}
/// <summary>
/// Default constructor for Serialization purposes
/// </summary>
public SimplePropertyRateCurve(Market mkt)
{
_wrapped = mkt;
}
