public override Order actBeforeOpening(Stock currentStock)
{
Order tempOrder = new Order();
//never act before opening, place random order in act()
tempOrder.OrderAgentPriceOfOrder = 0;
return tempOrder;
}
public List<Stock> ReadInStocksFromFile(string path, int numberOfStocks = 0)
{
List<Stock> stocks = new List<Stock>();
string[] lines = System.IO.File.ReadAllLines(path);
Stock currentStock = new Stock(lines[0].Substring(1));
for (int i = 1; i < lines.Length; i++)
{
if (lines[i].Contains('#'))
{
if (currentStock != null)
{
stocks.Add(currentStock);
if (numberOfStocks > 0 && stocks.Count >= numberOfStocks)
{
return stocks;
}
}
currentStock = new Stock(lines[i].Substring(1));
}
else
{
currentStock.AddPrice(double.Parse(lines[i], CultureInfo.GetCultureInfo("en-US")));
}
}
return stocks;
}
//private double calculateNewPrice()
//{
// return stockPriceBook.getEndofDayPrice(StockMarketSimulation.simDay);
//}
private void createStocks()
{
allStocks = new List<Stock>();
for (int i = 0; i < defaultValues.stockNumber; i++)
{
Stock stock = new Stock(i.ToString());
allStocks.Add(stock);
}
}
public override Order act(Stock currentStock)
{
Order tempOrder = new Order();
List<double> lastPrices = currentStock.GetPricesSince(this.meanPriceHistoryLength);
double LastPrice = currentStock.stockPriceBook.getEndofDayPrice(StockMarketSimulation.simDay - 1);
if (lastPrices == null)
{
lastPrices = new List<double>();
lastPrices.Add(1.0);
}
int tempHistory = this.meanPriceHistoryLength;
while (tempHistory > lastPrices.Count)
tempHistory--;
if (tempHistory == 0)
return tempOrder;
double r = 0;
// MA
for (int i = 0; i < tempHistory; i++)
{
r += LastPrice - lastPrices.ElementAt(i);
}
double tempBudget = 0;
// risk seeking approach
if (r <= 0)
{
tempOrder.OrderAgentSizeOrder = random.Next(1, Convert.ToInt32(Math.Ceiling((double)(maxOrderNumber + 1) * minInvest)));
tempBudget = this.budget * minInvest;
}
else
{
tempOrder.OrderAgentSizeOrder = random.Next(1, Convert.ToInt32((maxOrderNumber + 1) * maxInvest));
tempBudget = this.budget * maxInvest;
}
int choice = 1;
if (r < 0)
choice = -1;
double price = LastPrice * getRandomDouble(this.minCorrectingCoefficient, this.maxCorrectingCoefficient);
tempOrder.OrderAgentPriceOfOrder = (float)price * choice;
tempOrder.OrderAgentNumber = this.number;
tempOrder.simulationDay = StockMarketSimulation.simDay;
tempOrder.OrderAgentSizeOrder = random.Next(1, maxOrderNumber + 1);
account(ref tempOrder, ref currentStock, tempBudget);
return tempOrder;
}
public override Order act(Stock currentStock)
{
Order tempOrder = new Order();
//1 is buy and -1 is sell
int buyOrSell = random.NextDouble() < 0.5 ? 1 : -1;
double LastPrice = currentStock.stockPriceBook.getEndofDayPrice(StockMarketSimulation.simDay - 1);
double price = LastPrice * getRandomDouble(this.minCorrectingCoefficient, this.maxCorrectingCoefficient);
tempOrder.OrderAgentPriceOfOrder = (float)price * buyOrSell;
tempOrder.OrderAgentNumber = this.number;
tempOrder.simulationDay = StockMarketSimulation.simDay;
tempOrder.OrderAgentSizeOrder = random.Next(1, maxOrderNumber + 1);
account(ref tempOrder, ref currentStock);
return tempOrder;
}
protected void account(ref Order tempOrder, ref Stock currentStock, double tempBudget)
{
//buy
if (tempOrder.OrderAgentPriceOfOrder > 0)
{
while (!isBudgetHighEnough(tempOrder, tempBudget) && tempOrder.OrderAgentSizeOrder > 0)
tempOrder.OrderAgentSizeOrder--;
addToOwnedStocks(currentStock, tempOrder.OrderAgentSizeOrder);
}
//sell
else if (tempOrder.OrderAgentPriceOfOrder < 0)
{
while (!ownsEnoughStocks(Convert.ToInt32(currentStock.Name), tempOrder.OrderAgentSizeOrder) && tempOrder.OrderAgentSizeOrder > 0)
{
tempOrder.OrderAgentSizeOrder--;
}
removeFromOwnedStocks(currentStock, tempOrder.OrderAgentSizeOrder);
}
this.budget -= tempOrder.OrderAgentSizeOrder * tempOrder.OrderAgentPriceOfOrder;
}
public int getDecisionsOfLastAgents(int length, Stock stock)
{
return stock.stockPriceBook.getLocalHistory(length);
}
public virtual Order actBeforeOpening(Stock currentStock)
{
return new Order();
}
public virtual Order act(Stock currentStock)
{
return new Order();
}
protected void removeFromOwnedStocks(Stock stock, int amount)
{
this.ownedStocks[Convert.ToInt32(stock.Name)] -= amount;
}
protected double getMeanPriceOfTwoDaysBefore(Stock stock)
{
return stock.stockPriceBook.getEndofDayPrice(StockMarketSimulation.simDay - 2);
}
protected void addToOwnedStocks(Stock stock, int amount)
{
this.ownedStocks[Convert.ToInt32(stock.Name)] += amount;
}
public override Order act(Stock currentStock)
{
Order tempOrder = new Order();
//if agent has acted before opening
//return 0 price order that is ignored in the stockpricebook
if (actedBeforeOpening)
{
tempOrder.OrderAgentPriceOfOrder = 0;
return tempOrder;
}
double LastPrice = currentStock.stockPriceBook.getEndofDayPrice(StockMarketSimulation.simDay - 1);
double buysellswitch = 0.5;
if (this.probOfImitatingTheMarket > getRandomDouble())
{
if (getMeanPriceOfTwoDaysBefore(currentStock) < getMeanPriceOfDayBefore(currentStock))
{
buysellswitch = this.asymmetricBuySellProb;
}
if (getMeanPriceOfTwoDaysBefore(currentStock) > getMeanPriceOfDayBefore(currentStock))
{
buysellswitch = 1 - this.asymmetricBuySellProb;
}
}
int choice = 1;
if (this.probOfLocalImitation > getRandomDouble())
{
int tempDecision = getDecisionsOfLastAgents(this.localHistoryLength, currentStock);
if (tempDecision > 0)
{
buysellswitch = 1 - this.asymmetricBuySellProb;
}
if (tempDecision < 0)
{
buysellswitch = this.asymmetricBuySellProb;
}
}
if (buysellswitch < getRandomDouble())
{
choice = -1;
}
double price = LastPrice * getRandomDouble(this.minCorrectingCoefficient, this.maxCorrectingCoefficient);
if (LastPrice < this.floorP)
{
if (this.agentProbToActBelowFloorPrice > getRandomDouble())
{
price = LastPrice;
choice = 1;
}
}
int stopLossChoice = 0;
double stopLossMeanPrice = currentStock.stockPriceBook.getMeanPrice(this.stopLossInterval);
if (LastPrice >= stopLossMeanPrice * (1 + this.maxLossRate))
stopLossChoice = 1;
if (LastPrice <= stopLossMeanPrice * (1 - this.maxLossRate))
stopLossChoice = -1;
if (stopLossChoice != 0)
{
if (this.agentProbToAdoptStopLoss > getRandomDouble())
{
price = LastPrice;
choice = stopLossChoice;
}
}
tempOrder.OrderAgentPriceOfOrder = (float)price * choice;
tempOrder.OrderAgentNumber = this.number;
tempOrder.simulationDay = StockMarketSimulation.simDay;
tempOrder.OrderAgentSizeOrder = random.Next(1, maxOrderNumber + 1);
account(ref tempOrder, ref currentStock);
return tempOrder;
}
private Series createSerieForSimulatedDataChart(Stock stock, int length)
{
double[] prices = stock.GetPricesFromTo(0, length).ToArray();
Series serie = new Series();
serie.ChartType = SeriesChartType.FastLine;
serie.Name = stock.Name;
serie.Color = getRandomColor();
serie.XValueType = ChartValueType.Int32;
serie.XValueMember = "Day";
serie.YValueType = ChartValueType.Double;
serie.YValueMembers = "Price";
for (int i = 0; i < prices.Length; i++)
{
serie.Points.AddXY(i + 1, prices[i]);
}
return serie;
}