protected double determinePurchaseQuantity(Market bazaar, String commodity_)
{
var mean = bazaar.getAverageHistoricalPrice(commodity_, _lookback); //double
var trading_range = observeTradingRange(commodity_, 10); //Point
if (trading_range != null)
{
var favorability = Quick.positionInRange(mean, trading_range.x, trading_range.y); //double
favorability = 1 - favorability;
//do 1 - favorability to see how close we are to the low end
double amount_to_buy = Math.Round(favorability * _inventory.shortage(commodity_)); //double
if (amount_to_buy < 1)
{
amount_to_buy = 1;
}
return(amount_to_buy);
}
return(0);
}
protected double determineSaleQuantity(Market bazaar, String commodity_)
{
var mean = bazaar.getAverageHistoricalPrice(commodity_, _lookback); //double
var trading_range = observeTradingRange(commodity_, 10); //point
if (trading_range != null && mean > 0)
{
var favorability = Quick.positionInRange(mean, trading_range.x, trading_range.y); //double
//position_in_range: high means price is at a high point
double amount_to_sell = Math.Round(favorability * _inventory.surplus(commodity_)); //double
amount_to_sell = _inventory.query(commodity_);
if (amount_to_sell < 1)
{
amount_to_sell = 1;
}
return(amount_to_sell);
}
return(0);
}
//TODO: do we need the default ""?
private void resolveOffers(string good = "")
{
var bids = book.bids[good];
var asks = book.asks[good];
bids = Quick.Shuffle(bids);
asks = Quick.Shuffle(asks);
//bids.Sort(Quick.sortOfferDecending); //highest buying price first
asks.Sort(Quick.SortOfferAcending); //lowest selling price first
int successfulTrades = 0; //# of successful trades this round
double moneyTraded = 0; //amount of money traded this round
double unitsTraded = 0; //amount of goods traded this round
double avgPrice = 0; //avg clearing price this round
double numAsks = 0;
double numBids = 0;
int failsafe = 0;
for (int i = 0; i < bids.Count; i++)
{
numBids += bids[i].units;
}
for (int i = 0; i < asks.Count; i++)
{
numAsks += asks[i].units;
}
//march through and try to clear orders
while (bids.Count > 0 && asks.Count > 0) //while both books are non-empty
{
var buyer = bids[0];
var seller = asks[0];
var quantity_traded = (double)Math.Min(seller.units, buyer.units);
var clearing_price = seller.unitPrice; //Quick.avgf(seller.unit_price, buyer.unit_price);
//if (buyer.unit_price < seller.unit_price)
// break;
if (quantity_traded > 0)
{
//transfer the goods for the agreed price
seller.units -= quantity_traded;
buyer.units -= quantity_traded;
transferGood(good, quantity_traded, seller.agentId, buyer.agentId, clearing_price);
transferMoney(quantity_traded * clearing_price, seller.agentId, buyer.agentId);
//update agent price beliefs based on successful transaction
var buyer_a = agents[buyer.agentId];
var seller_a = agents[seller.agentId];
buyer_a.UpdatePriceModel(this, "buy", good, true, clearing_price);
seller_a.UpdatePriceModel(this, "sell", good, true, clearing_price);
//log the stats
moneyTraded += (quantity_traded * clearing_price);
unitsTraded += quantity_traded;
successfulTrades++;
}
if (seller.units == 0) //seller is out of offered good
{
asks.RemoveAt(0); //.splice(0, 1); //remove ask
failsafe = 0;
}
if (buyer.units == 0) //buyer is out of offered good
{
bids.RemoveAt(0); //.splice(0, 1); //remove bid
failsafe = 0;
}
failsafe++;
if (failsafe > 1000) //lol, ok
{
Console.WriteLine("BOINK!");
}
}
//reject all remaining offers,
//update price belief models based on unsuccessful transaction
while (bids.Count > 0)
{
var buyer = bids[0];
var buyer_a = agents[buyer.agentId];
buyer_a.UpdatePriceModel(this, "buy", good, false);
bids.RemoveAt(0); //.splice(0, 1);
}
while (asks.Count > 0)
{
var seller = asks[0];
var seller_a = agents[seller.agentId];
seller_a.UpdatePriceModel(this, "sell", good, false);
asks.RemoveAt(0);// splice(0, 1);
}
//update history
History.Asks.Add(good, numAsks);
History.Bids.Add(good, numBids);
History.Trades.Add(good, unitsTraded);
if (unitsTraded > 0)
{
avgPrice = moneyTraded / (double)unitsTraded;
History.Prices.Add(good, avgPrice);
}
else
{
//special case: none were traded this round, use last round's average price
History.Prices.Add(good, History.Prices.Average(good, 1));
avgPrice = History.Prices.Average(good, 1);
}
List <BasicAgent> agentsList = agents.ToList <BasicAgent>();
agentsList.Sort(Quick.SortAgentAlpha);
string currClass = "";
string lastClass = "";
List <double> list = null;
for (int i = 0; i < agentsList.Count; i++)
{
var a = agentsList[i]; //get current agent
currClass = a.ClassName; //check its class
if (currClass != lastClass) //new class?
{
if (list != null) //do we have a list built up?
{
//log last class' profit
History.Profit.Add(lastClass, Quick.AvgList(list));
}
list = new List <double>(); //make a new list
lastClass = currClass;
}
list.Add(a.GetProfit()); //push profit onto list
}
//add the last class too
History.Profit.Add(lastClass, Quick.AvgList(list));
//sort by id so everything works again
//_agents.Sort(Quick.sortAgentId);
}
/********REPORT**********/
public MarketReport GetMarketReport(int rounds)
{
var mr = new MarketReport();
mr.strListGood = "Commod\n\n";
mr.strListGoodPrices = "Price\n\n";
mr.strListGoodTrades = "Trades\n\n";
mr.strListGoodAsks = "Supply\n\n";
mr.strListGoodBids = "Demand\n\n";
mr.strListAgent = "Classes\n\n";
mr.strListAgentCount = "Count\n\n";
mr.strListAgentProfit = "Profit\n\n";
mr.strListAgentMoney = "Money\n\n";
mr.arrStrListInventory = new List <string>();
foreach (var commodity in goodTypes)
{
mr.strListGood += commodity + "\n";
var price = History.Prices.Average(commodity, rounds);
mr.strListGoodPrices += Quick.NumToStr(price, 2) + "\n";
var asks = History.Asks.Average(commodity, rounds);
mr.strListGoodAsks += (int)(asks) + "\n";
var bids = History.Bids.Average(commodity, rounds);
mr.strListGoodBids += (int)(bids) + "\n";
var trades = History.Trades.Average(commodity, rounds);
mr.strListGoodTrades += (int)(trades) + "\n";
mr.arrStrListInventory.Add(commodity + "\n\n");
}
foreach (var key in mapAgents.Keys)
{
var inventory = new List <double>();
foreach (var str in goodTypes)
{
inventory.Add(0);
}
mr.strListAgent += key + "\n";
var profit = History.Profit.Average(key, rounds);
mr.strListAgentProfit += Quick.NumToStr(profit, 2) + "\n";
var list = agents; //var list = _agents.filter(function(a:BasicAgent):Bool { return a.className == key; } ); dfs stub wtf
int count = 0;
double money = 0;
foreach (var a in list)
{
if (a.ClassName == key)
{
count++;
money += a.Money;
for (int lic = 0; lic < goodTypes.Count; lic++)
{
inventory[lic] += a.QueryInventory(goodTypes[lic]);
}
}
}
money /= count;
for (int lic = 0; lic < goodTypes.Count; lic++)
{
inventory[lic] /= count;
mr.arrStrListInventory[lic] += Quick.NumToStr(inventory[lic], 1) + "\n";
}
mr.strListAgentCount += Quick.NumToStr(count, 0) + "\n";
mr.strListAgentMoney += Quick.NumToStr(money, 0) + "\n";
}
return(mr);
}
