/// <summary>
/// Runs a simulation of an active market based on user input
/// </summary>
private static void Simulator()
{
string input = "";
while (input != "H" && input != "M" && input != "L" && input != "X")
{
Console.Write("Please enter a market volatility (H)igh, (M)edium, or (L)ow or press X to go back to the main menu: ");
input = Console.ReadLine().ToUpper();
}
switch (input)
{
case "H":
volatility = MarketVolatility.High;
break;
case "M":
volatility = MarketVolatility.Medium;
break;
case "L":
volatility = MarketVolatility.Low;
break;
case "X":
return;
}
account.NextPeriod();
MarketSimulator.Tick(volatility, stocks);
}
public MainGridViewModel(OrdersRepository repository)
{
this.repository = repository;
Orders = repository.Orders;
this.refreshCommand = new Command(ExecuteRefreshCommand);
this.market = new MarketSimulator();
PullToRefreshCommand = new Command(ExecutePullToRefreshCommand);
}
public MainGridViewModel(OrdersRepository repository)
{
this.repository = repository;
Orders = repository.Orders;
// this.SwipeButtonCommand = new Command((o) => SwipeButtonClickExecute(o));
this.refreshCommand = new Command(ExecuteRefreshCommand);
this.market = new MarketSimulator();
this.PullToRefreshCommand = new Command(ExecutePullToRefreshCommand);
this.LoadMoreCommand = new Command(ExecuteLoadMoreCommand);
}
public override MarketSimulator.Contracts.Order FilterLimitOrders(MarketSimulator.Contracts.Order order)
{
if (order != null && !_compete && order.Type == OrderType.LimitOrder)
{
return null;
}
else
{
return order;
}
}
public MarketSimulator.Contracts.Order GetNextAction(MarketSimulator.Contracts.LimitOrderBookSnapshot limitOrderBook)
{
count++;
if (count == 50)
{
var order = new MarketSimulator.Contracts.Order();
order.Valid = true;
order.Type = MarketSimulator.Contracts.OrderType.MarketOrder;
order.Quantity = 10000;
order.Side = MarketSimulator.Contracts.OrderSide.Buy;
order.UserID = "Whale";
return order;
}
return null;
}
public MarketSimulator.Contracts.Order GetNextAction(MarketSimulator.Contracts.LimitOrderBookSnapshot limitOrderBookSnapshot, int day, int tradingPeriod)
{
if (!WillTradeInThisPeriod(day, tradingPeriod))
{
return null;
}
var randomDraw = (ExpectedAssetLiquidationValue - ExpectedAssetLiquidationValueOrderRange) + (_random.NextDouble() * ExpectedAssetLiquidationValueOrderRange * 2);
var orderQuantity = Math.Round(_random.NextDouble() * _maxOrderQuantity,0);
Order order = new Order();
order.Price = randomDraw;
order.Quantity = orderQuantity;
order.UserID = _name;
if (randomDraw > ExpectedAssetLiquidationValue)
{
//sell
order.Side = OrderSide.Sell;
if (limitOrderBookSnapshot != null && limitOrderBookSnapshot.BestBidPrice != null && randomDraw < limitOrderBookSnapshot.BestBidPrice)
{
//sell market order
order.Type = OrderType.MarketOrder;
}
else
{
//sell limit order
order.Type = OrderType.LimitOrder;
}
}
else
{
//buy
order.Side = OrderSide.Buy;
if (limitOrderBookSnapshot != null && limitOrderBookSnapshot.BestAskPrice != null && randomDraw > limitOrderBookSnapshot.BestAskPrice)
{
//buy market order
order.Type = OrderType.MarketOrder;
}
else
{
//buy limit order
order.Type = OrderType.LimitOrder;
}
}
order = FilterLimitOrders(order);
return order;
}
