public bool SellAll(int accountId, BrokerEmulator broker)
{
int amount = broker.GetHoldingAmountForSymbol(accountId, symbol);
decimal price = broker.GetPrice(symbol);
DateTime time = broker.GetTime(symbol);
Console.WriteLine("At time " + time + " sell " + amount + " shares of " + symbol + " at $" + price + " a share. +$" + amount*price);
return broker.SellMarketPrice(accountId, symbol, amount);
}
public bool BuyAll(int accountId, BrokerEmulator broker)
{
decimal balance = broker.GetBalance(accountId);
decimal price = broker.GetPrice(symbol);
DateTime time = broker.GetTime(symbol);
int amount = (int) (balance / price);
Console.WriteLine("At time " + time + " buy " + amount + " shares of " + symbol + " at $" + price + " a share. -$" + amount*price);
return broker.BuyMarketPrice(accountId, symbol, amount);
}
public bool takeAction(int accountId, BrokerEmulator broker)
{
decimal currentPrice = broker.GetPrice(symbol);
if (lastCheckPoint == null)
{
lastCheckPoint = currentPrice;
return true;
}
bool res = true;
decimal lastPrice = (decimal)lastCheckPoint;
//Dont hold any shares overnight
if (broker.GetTime(symbol).TimeOfDay >= new TimeSpan(15, 58, 0))
{
SellAll(accountId, broker);
}
if (currentPrice > lastPrice * (1 + upwardDelta)) {
lastCheckPoint = currentPrice;
res = BuyAll(accountId, broker);
}
else if (currentPrice < lastPrice * (1 - downwardDelta))
{
lastCheckPoint = currentPrice;
res = SellAll(accountId, broker);
}
currentTrend = currentPrice > lastPrice;
if (lastTrend != currentTrend)
{
lastCheckPoint = currentPrice;
}
lastTrend = currentTrend;
return res;
}
public bool takeAction(int accountId, BrokerEmulator broker, string symbol)
{
throw new NotImplementedException();
}
public bool TakeAction(int accountId, BrokerEmulator broker)
{
decimal currentPrice = broker.GetPrice(symbol);
DateTime currentTime = broker.GetTime(symbol);
longSma.Take(currentTime, currentPrice);
shortSma.Take(currentTime, currentPrice);
//Console.WriteLine(currentTime + " " + shortSma.GetAverage());
//Sell all at the end of day
if (currentTime.Hour == 15 && currentTime.Minute >= 58)
{
return SellAll(accountId, broker);
}
bool res = true;
var predictor = forseeConstant * currentPrice;
if (shortSma.GetAverage() - predictor > longSma.GetAverage())
{
if (firstCross == DateTime.MaxValue) firstCross = currentTime;
if (firstCross.Add(safety) <= currentTime) res = BuyAll(accountId, broker);
}
else if (shortSma.GetAverage() - predictor < longSma.GetAverage())
{
res= SellAll(accountId, broker);
firstCross = DateTime.MaxValue;
}
return res;
}
internal Trader(IStrategy strategyToUse, decimal balance = (decimal) 1e5)
{
strategy = strategyToUse;
broker = new BrokerEmulator();
accountId = broker.CreateAccount(balance);
}
