def main():
cash = run(constants.USER_NAME, constants.PASSWORD, "MY_CASH")
portfolio = data.Portfolio(cash.split(" ")[1])
print portfolio.cash
securities = wrapper.getMySecurities({})
maxBuyIndex = -3
while True:
portfolio._cash = wrapper.getCurrCash()
import copy
previousSecurities = copy.deepcopy(securities)
securities = wrapper.getMySecurities(securities)
wrapper.printStats(previousSecurities, securities)
for x in securities.values():
orders = wrapper.getMarketOrder(x)
spread = utils.getSpread(orders)
buyIndex = x._currentDivRatio / spread
if (buyIndex > maxBuyIndex):
maxBuyIndex = buyIndex
toBuy = x
toBuyOrders = orders
owned = [x for x in securities if securities[x].numSharesOwned > 0]
if (toBuy.ticker not in owned):
#print minSpreadOrder
priceToBid = utils.getMinAsk(toBuyOrders['ASK']) * 1.0001
if portfolio.cash > portfolio.initialCash / 2:
wrapper.bid(toBuy, priceToBid,
(int)(portfolio.cash / (4 * priceToBid)))
#print owned
for x in owned:
if securities[x].currentDivRatio < 0.0001:
priceToAsk = utils.getMaxBid(
wrapper.getMarketOrder(securities[x])['BID']) * 0.95
print "Asking for " + x + " at price" + str(priceToAsk)
wrapper.ask(securities[x], priceToAsk,
securities[x].numSharesOwned)
def main():
cash = run(constants.USER_NAME, constants.PASSWORD, "MY_CASH")
portfolio = data.Portfolio(cash.split(" ")[1])
#print portfolio.cash
securities = wrapper.getMySecurities({})
maxBuyIndex = -3655
learnTable = {}
for security in securities.keys():
learnTable[security] = [securities[security]._netWorth] * 5
learnCounter = 0
while True:
import copy
previousSecurities = copy.deepcopy(securities)
securities = wrapper.getMySecurities(securities)
owned = [x for x in securities if securities[x].numSharesOwned > 0]
print owned
if learnCounter == 5:
for security in learnTable.keys():
nwVals = learnTable[security]
cmpVals = [0] * (len(nwVals) - 1)
for i in range(0, len(nwVals) - 1):
cmpVals[i] = cmp(nwVals[i + 1], nwVals[i])
#print security + " " + str(cmpVals)
trend = reduce(lambda x, y: x + y, cmpVals)
#print trend
if trend == 4:
optBuy(security, securities, portfolio.cash / 2.0)
elif trend == -4 and security in owned:
optSell(security, securities)
learnTable[security][learnCounter %
5] = securities[security]._netWorth
learnCounter = 0
else:
for security in learnTable.keys():
learnTable[security][learnCounter %
5] = securities[security]._netWorth
learnCounter = learnCounter + 1
#print "learn " + str(learnCounter)
portfolio._cash = wrapper.getCurrCash()
#print "Cash: " + str(portfolio.cash)
#updatepfolio
portfolio._securities = securities
#portfolio.updateDividends()
#for x in portfolio.securities.values():
# if x.numSharesOwned > 0:
# print x.ticker
# print "Num: " + str(x.numSharesOwned)
# print "Worth: " + str(x._netWorth)
# print "Ratio " + str(x.currentDivRatio)
# print "Div: " + str(x.dividend) + "\n"
wrapper.printStats(previousSecurities, securities)
for x in securities.values():
orders = wrapper.getMarketOrder(x)
spread = utils.getSpread(orders)
x._buyIndex = -spread
#for x in toBuySorted:
# print x.ticker + " " + str(x.buyIndex)
toBuySorted = sorted(securities.values(),
key=lambda x: x.buyIndex,
reverse=True)
toBuySorted = [x for x in toBuySorted if x.ticker not in owned]
toBuySorted = toBuySorted[:3]
for x in owned:
wrapper.clearBid(x)
for toBuy in toBuySorted[:2]:
priceToBid = utils.getMinAsk(
wrapper.getMarketOrder(toBuy)['ASK']) * 1.00001
#print str(priceToBid)
#if portfolio.cash >= portfolio.initialCash/4 and len(securities.keys())/2.0 > len(owned):
#print "Attempting to buy " + toBuy.ticker + " " + str(int(portfolio.cash/(8*priceToBid)))
#wrapper.bid(toBuy, priceToBid, int(portfolio.cash/(8*priceToBid)))
print owned
for x in owned:
if securities[
x].currentDivRatio < 0.2 * securities[x].initialDivRatio:
priceToAsk = utils.getMaxBid(
wrapper.getMarketOrder(securities[x])['BID']) * 0.99
#print "Asking for " + x + " at price " + str(priceToAsk)
wrapper.ask(securities[x], priceToAsk,
securities[x].numSharesOwned)
def optSell(ticker, securities):
priceToAsk = utils.getMaxBid(
wrapper.getMarketOrder(securities[ticker])['BID']) * 0.99
print "Selling " + str(ticker) + " at price " + str(priceToAsk)
wrapper.ask(securities[ticker], priceToAsk,
securities[ticker].numSharesOwned)
def main():
cash = run(constants.USER_NAME, constants.PASSWORD, "MY_CASH")
portfolio = data.Portfolio(cash.split(" ")[1])
securities=wrapper.getMySecurities({})
learnTable = {}
tableOrder=5
for security in securities.keys():
learnTable[security] = [securities[security]._netWorth]*tableOrder
learnCounter = 0
divStocks=set([])
while True:
portfolio._cash=wrapper.getCurrCash()
portfolio._securities=securities
import copy
previousSecurities=copy.deepcopy(securities)
securities=wrapper.getMySecurities(securities)
wrapper.printStats(previousSecurities, securities)
owned=[x for x in securities if securities[x].numSharesOwned>0]
if learnCounter == tableOrder:
for security in learnTable.keys():
nwVals = learnTable[security]
cmpVals = [0] * (len(nwVals)-1)
for i in range(0, len(nwVals)-1):
com=cmp(nwVals[i+1], nwVals[i])
if com == 0:
com=1
cmpVals[i] = com
print security + " " + str(cmpVals)
trend = reduce(lambda x, y: x+y, cmpVals)
#print cmpVals
if trend == tableOrder-1:
optBuy(security, securities, portfolio.cash/2.0)
#elif trend == tableOrder-3 and cmpVals[0]==-1:
# optBuy(security, securities, portfolio.cash/2.0)
#lif trend == -1*(tableOrder-3) and cmpVals[0]==1:
# optSell(security, securities)
elif trend == -1*(tableOrder-1) and security in owned:
if security not in divStocks:
optSell(security, securities, 2.0)
#print nwVals
learnTable[security][learnCounter%(tableOrder-1)] = securities[security]._netWorth
learnCounter = 0
else:
for security in learnTable.keys():
learnTable[security][learnCounter%tableOrder] = securities[security]._netWorth
learnCounter = learnCounter+1
#print "learn " + str(learnCounter)
for x in owned:
wrapper.clearBid(x)
print owned
for x in owned:
if securities[x].currentDivRatio < 0.1 * securities[x].initialDivRatio:
priceToAsk=utils.getMaxBid(wrapper.getMarketOrder(securities[x])['BID'])*0.99
#print "Asking for " + x + " at price " + str(priceToAsk)
wrapper.ask(securities[x], priceToAsk, securities[x].numSharesOwned)
if (x in divStocks):
divStocks.remove(x)
for security in securities.values():
spread = utils.getSpread(wrapper.getMarketOrder(security))
if spread < 0.7 and security.ticker not in owned:
optBuy(security.ticker, securities, portfolio.cash/2.0)
divStocks.add(security.ticker)
divStocks = set(divStocks)
print divStocks