def generateOrder(self, market):
time = market.time
# calculate the information of order
order = Orders.Order('low' + str(self.traderId), 0, 0, 0)
# latency 判断是否参与交易,latency作为影响参与频率的因素，用于确定概率
pro = random.random()
if pro > self.latencyFactor:
# 此次不参与
# print('\n',self.traderId, "doesn't submit the deal this round! ")
return
if self.suspendTime != 20:
# 市场中已经有订单，此次不会产生新的交易
return
# order suspend time
order.suspendTime = self.suspendTime
order.traderType = self.traderType
# order direction
if self.traderType == 'c':
alphac = 0.04
direction = alphac * (market.RecordList[
time - 1][0] - market.RecordList[time - 2][0]) + self.epsilon
else:
alphaf = 0.05
Ft = market.RecordList[time - 1][1] * (1 + 0.0001) * (1 +
self.epsilon)
direction = alphaf * (
Ft - market.RecordList[time - 1][0]) + self.epsilon
# 0表示买入，1表示卖出
if direction > 0:
order.direction = 0
else:
order.direction = 1
# order price
order.price = round(
market.RecordList[time - 1][0] * (1 + 0.0001) *
(1 + self.priceEps), 2)
# order quantity
order.quantity = abs(direction)
order.quantity = max(round(order.quantity, 2), 0.01)
# 与财富相关的判断，卖出的股票数不能多于现在持有的股票数，买入花费的现金数不能超过现有的现金
if order.direction == 1 and order.quantity > self.stock:
# 卖出
order.quantity = self.stock
elif order.direction == 0:
# 买入
if order.quantity * order.price > self.cash:
order.quantity = round(self.cash / order.price, 2)
if order.quantity < 0.01:
return
# order time
order.time = round(market.time + random.uniform(0, 1), 2)
# print(order.traderId,order.traderType,order.time,order.direction,order.price,order.quantity,order.suspendTime)
self.ownOrders.append(order)
self.suspendTime -= 1
if self.suspendTime <= 0:
self.suspendTime = 20
return order
def generateOrder(self, market):
time = market.time
# order judge
temp = (market.RecordList[time - 1][0] - market.RecordList[time - 2][0]
) / market.RecordList[time - 2][0]
#print(temp,self.threshold)
if temp <= self.threshold:
#print("This round this HFT doesn't join the market!")
return # don't join the market
order = Orders.Order('high' + str(self.traderId), 0, 0, 0)
order.traderType = 'h'
# order direction
direction = random.random()
# print('The direction of this trader is :',direction)
if direction > 0.5:
order.direction = 0
#0表示买入，搜索的是对向的截个列表
best = market.AskList.sort_values(['price', 'time'],
ascending=False)[0:1]['price']
else:
order.direction = 1
best = market.BidList.sort_values(['price', 'time'])[0:1]['price']
# order suspend time,高频的这个值为1，因此只要当前没有匹配成功，就会撤单并在下一轮重新参与，高频参与者每轮都会参与
order.suspendTime = self.suspendTime
#order.suspendTime = 1
# order price
order.price = round(float(best) * (1 + self.priceDis), 2)
# !order quantity
meanParamater = 0.625
marketQuantity = market.mes(order.direction)
order.quantity = marketQuantity * meanParamater * random.random()
#order.quantity = marketQuantity * meanParamater
order.quantity = max(round(order.quantity, 2), 0.01)
# 持仓限制
if order.quantity + self.stock > marketQuantity / 4:
order.quantity = marketQuantity / 4
#print(order.traderId,order.traderType,order.direction,order.price,order.quantity,order.suspendTime)
# 与财富相关的判断，卖出的股票数不能多于现在持有的股票数，买入花费的现金数不能超过现有的现金
if order.direction == 1 and order.quantity > self.stock:
# 卖出
#print('库存股票不足，无法卖出')
order.quantity = self.stock
elif order.direction == 0:
# 买入
if order.quantity * order.price > self.cash:
#print('库存现金不足，无法足量买入')
order.quantity = self.cash / order.price
if order.quantity < 0.001:
#print("No order!\n")
return
#高频的订单的提交时间
order.time = round(market.time + random.uniform(0, 1), 2)
return order
def __init__(self, user):
self.wn = tk.ThemedTk()
self.wn.configure(bg="#6262ED")
self.wn.title("Rent a car")
self.wn.geometry("650x450+200+50")
self.item_index = ""
self.my_index = 1
self.user = user
self.wn.get_themes()
self.wn.set_theme('plastik')
self.item = Admn.Admin()
self.order = Orders.Order()
#==========================Frame1==============================#
self.frame1 = Frame(self.wn)
self.frame1.place(x=10, y=10)
self.frame1.configure(bg="#6262ED")
self.lbl_add = Label(self.frame1,
font=("Calibri", 14, "bold"),
text="Address:",
bg="#6262ED")
self.lbl_add.grid(row=0, column=0)
self.combo_tbl1 = ttk.Combobox(self.frame1, state='readonly', width=20)
self.combo_tbl1.grid(row=0, column=1, padx=5)
self.combo_tbl1['values'] = self.order.all_address()
self.btn1 = Button(self.frame1,
text='Search',
font=('Calibri', 11, "bold"),
fg="white",
background='#6262ED',
width=12,
bd=1,
command=self.search)
self.btn1.grid(row=0, column=2, padx=10)
#==========================Frame2==============================#
self.frame2 = Frame(self.wn, bg="#6262ED")
self.frame2.place(x=10, y=50)
self.cars_tree = ttk.Treeview(self.frame2,
columns=('Brand', 'Model', 'Price',
'Address'))
self.cars_tree.grid(row=0, column=0)
self.cars_tree['show'] = 'headings'
self.cars_tree.column('Brand', width=150, anchor='center')
self.cars_tree.column('Model', width=150, anchor='center')
self.cars_tree.column('Price', width=150, anchor='center')
self.cars_tree.column('Address', width=155, anchor='center')
self.cars_tree.heading('Brand', text="Brand")
self.cars_tree.heading('Model', text="Model")
self.cars_tree.heading('Price', text="Price")
self.cars_tree.heading('Address', text="Address")
self.cars_tree.bind("<Double-1>", self.select_item)
self.vsb = ttk.Scrollbar(self.frame2,
orient="vertical",
command=self.cars_tree.yview)
self.vsb.place(x=591, y=2, height=225)
self.cars_tree.configure(yscrollcommand=self.vsb.set)
#==========================Frame3==============================#
self.frame3 = Frame(self.wn, bg="#6262ED")
self.frame3.place(x=10, y=300)
self.lbl_brand = Label(self.frame3,
font=("Calibri", 14, "bold"),
text="Brand:",
bg="#6262ED")
self.lbl_brand.grid(row=0, column=0)
self.lbl_model = Label(self.frame3,
font=("Calibri", 14, "bold"),
text="Model:",
bg="#6262ED")
self.lbl_model.grid(row=1, column=0)
self.ent_cbrand = ttk.Entry(self.frame3,
font=("Verdana", 12),
state="readonly")
self.ent_cbrand.grid(row=0, column=1, padx=10)
self.ent_cmodel = ttk.Entry(self.frame3,
font=("Verdana", 12),
state="readonly")
self.ent_cmodel.grid(row=1, column=1, padx=10)
self.lbl_price = Label(self.frame3,
font=("Calibri", 14, "bold"),
text="Price:",
bg="#6262ED")
self.lbl_price.grid(row=2, column=0)
self.ent_cprice = ttk.Entry(self.frame3,
font=("Verdana", 12),
state="readonly")
self.ent_cprice.grid(row=2, column=1, padx=10)
self.lbl_date = Label(self.frame3,
font=("Calibri", 14, "bold"),
text="Pick up Date:",
bg="#6262ED")
self.lbl_date.grid(row=0, column=3)
self.cal = DateEntry(self.frame3,
width=12,
background='darkblue',
foreground='white',
borderwidth=2,
state="readonly")
self.cal.grid(row=0, column=4)
self.lbl_days = Label(self.frame3,
font=("Calibri", 14, "bold"),
text="Days:",
bg="#6262ED")
self.lbl_days.grid(row=1, column=3)
self.combo_tbl2 = ttk.Combobox(self.frame3, state='readonly', width=11)
self.combo_tbl2.grid(row=1, column=4, padx=5)
self.combo_tbl2['values'] = [
'1', '2', '3', '4', '5', '6', '7', '8', '9', '10', '11', '12',
'13', '14', '15'
]
self.btn1 = Button(self.wn,
text="Order",
font=('Calibri', 11, "bold"),
fg="white",
background='#6262ED',
borderwidth=0.5,
width=15,
command=self.submitOrder)
self.btn1.place(x=260, y=400)
self.show_menu()
self.wn.mainloop()