}
pending_orders.append(new_order)
except:
print('Unable to parse headline: Unknown error')
DEBUG = True
algo_bot = None
if len(sys.argv) >= 4:
algo_bot = TradersBot(host=sys.argv[1],
id=sys.argv[2],
password=sys.argv[3])
# DEBUG = False
CANCEL_TRADES = False
else:
algo_bot = TradersBot('127.0.0.1', 'trader0', 'trader0')
algo_bot.onAckRegister = onAckRegister
algo_bot.onMarketUpdate = onMarketUpdate
algo_bot.onTraderUpdate = onTraderUpdate
algo_bot.onTrade = onTrade
algo_bot.onAckModifyOrders = onAckModifyOrders
algo_bot.onNews = onNews
if not DEBUG:
def f(*args):
return None
print = f
algo_bot.run()
print 'Data ', news
if len(news) >= 2:
x = []
d1 = np.array(news[-2])
d0 = np.delete(np.array(news[-1]),[2])
x = np.append(x, d0)
x = np.append(x,d1)
print 'Prediction: ', ridge.predict([x])[0]
t.onNews = updatePredict
def hi(msg,order):
print "hey"
t.onAckRegister = hi
# ######################################################
# # each time AAPL trade happens for $x, make bid
# # and ask at $x-0.02, $x+0.02, respectively
# def marketMake(msg, order):
# for trade in msg["trades"]:
# if trade["ticker"] == 'AAPL':
# px = trade["price"]
# order.addBuy('AAPL', 10, px - 0.02)
# order.addSell('AAPL', 10, px + 0.02)
#t.onTrade = marketMake
def load_case(msg, TradersOrder):
global model, res, case_meta, outcry_data
print('Connected!')
case_meta = msg['case_meta']
outcry_data = pd.read_csv('./outcry_data.csv')
for name in outcry_data.columns:
outcry_data[name] = proportional_change(outcry_data[name])
model = smf.ols(
formula='TAMIT ~ GDP + CPI + RS + HS + PPI + MTIS + U + MS + PI',
data=outcry_data)
res = model.fit()
t.onAckRegister = load_case
## onAckModifyOrders
## onNews
def get_data(msg, TradersOrder):
global res, model, outcry_data, pred_counter
news = msg['news']['body']
news_items = news.split(';')
news_items = [item.split() for item in news_items]
names = [item[0] for item in news_items]
numbers = [[float(item[4])] for item in news_items]
reading = zip(names, numbers)
reading = pd.DataFrame.from_items(reading)
def trade_method(msg, order):
global MARKET
print(MARKET['T85C']['price'])
trade_dict = msg['trades']
for trade in trade_dict:
security = MARKET[trade["ticker"]]
security['price'] = trade["price"]
# security['vol'] = calc_vol(security['type'] == 'C', trade['price'], 100, security['strike'], exp_time(), INTEREST_RATE)
# Buys or sells in a random quantity every time it gets an update
# You do not need to buy/sell here
def trader_update_method(msg, order):
global MARKET
positions = msg['trader_state']['positions']
for security in positions.keys():
if random.random() < 0.5:
quant = 10*random.randint(1, 10)
order.addBuy(security, quantity=quant,price=MARKET[security]['price'])
else:
quant = 10*random.randint(1, 10)
order.addSell(security, quantity=quant,price=MARKET[security]['price'])
t.onAckRegister = ack_register_method
t.onMarketUpdate = market_update_method
t.onTraderUpdate = trader_update_method
t.onTrade = trade_method
#t.onAckModifyOrders = ack_modify_orders_method
#t.onNews = news_method
t.run()