def sell_stock(stock):
global selling
m.get_orders(stock)
this_ord = m.orders[stock]
if stock not in selling:
selling.append(stock)
_, cur_sell = get_buy_and_sell_prices(this_ord)
want_price = cur_sell - 0.02
if stock in m.my_orders:
method,p,s = m.my_orders[stock]
if method == "ASK" and cur_sell == p:#we are the lowerest
return
num_shares = int(m.my_securities[stock][0])
print "ASK %s: %d shares at %f" % (stock, num_shares, want_price)
m.run("ASK %s %f %d"% (stock, want_price, num_shares))
def buy_stock(stock):
global buying
m.get_orders(stock)
this_ord = m.orders[stock]
if stock not in buying:
buying.append(stock)
cur_buy, _ = get_buy_and_sell_prices(this_ord)
want_price = cur_buy + 0.02
if stock in m.my_orders:
method,p,s = m.my_orders[stock]
if method == "BID" and cur_buy == p:#we are the highest
return
num_shares = int(m.my_cash / NUMBER_OF_STOCKS / want_price)
print "BID %s: %d shares at %f" % (stock, num_shares, want_price)
m.run("BID %s %f %d"% (stock, want_price, num_shares))
return want_price
def auto_run():
global selling
global buying
# history = []
m.get_cash()
m.get_my_orders()
initial_cash = deepcopy(m.my_cash)
count = 0
m.get_securities()
stocks = {}
for sec, val in m.securities.iteritems():
stock = Stock(sec, val[1], val[2])
stocks[sec] = stock
while True:
# try:
m.get_my_securities()
m.get_cash()
print "Our cash: ",
print m.my_cash
print "Our securities: "
num_owned = 0
for sec, val in m.my_securities.iteritems():
if val[0] > 0:
print sec,
print val[0],
print val[1]
num_owned += 1
for sec in selling:
if m.my_securities[sec][0]==0:
print "Sold "+sec
stocks[sec].last_sold = count
selling.remove(sec)
for sec in buying:
if m.my_securities[sec][0]>0:
print "Bought "+sec
stocks[sec].last_bought = count
buying.remove(sec)
# if not holding enough stocks, buy some
if num_owned < NUMBER_OF_STOCKS and m.my_cash > 200:
securities = m.get_securities()
# for sec, val in m.securities.iteritems():
# stocks[sec].networth_history.append(val[0])
# length = len(history)
# best_sec, min_gap, max_earning = "", 100, 0
securities = []
for sec, val in m.securities.iteritems():
m.get_orders(sec)
this_ord = m.orders[sec]
bp, sp = get_buy_and_sell_prices(this_ord)
# bid-ask dif strat
dif = (sp - bp) / ((sp + bp) / 2)
securities.append((dif, sec))
# dividends strat
# n = m.my_cash / sp
# dividend = n * val[0] * stocks[sec].get_dividend_ratio_per_share()
# securities.append((dividend, sec))
securities = sorted(securities)
securities.reverse()
# for val, sec in securities:
# if m.my_securities[sec][0] == 0 and (stocks[sec].last_sold == 0 or stocks[sec].last_sold + REGENERATION_TIME < count):
# stocks[sec].buy_price = buy_stock(sec)
# break
for val, sec in securities:
if m.my_securities[sec][0] == 0:
stocks[sec].buy_price = buy_stock(sec)
break
#
# for val, sec in securities:
# if stocks[sec].last_sold == 0 or stocks[sec].last_sold + REGENERATION_TIME < count:
# m.buy_stock(sec, money=initial_cash/(NUMBER_OF_STOCKS-1))
# stocks[sec].last_bought = count
# break
#
#
for sec, val in m.my_securities.iteritems():
if val[0] > 0 and val[1] < DIVIDENDS_THRESHOLD:
sell_stock(sec)
# for sec, val in m.my_securities.iteritems():
# if val[0] > 0 and (count - stocks[sec].last_bought) > HOLDING_TIME and val[1] < DIVIDENDS_THRESHOLD:
# sell_stock(sec)
# except:
# print "network error"
count += 1
time.sleep(1)
