/** * Generates buy orders. Price is distributed exponentially with a mean value * of priceBeta. Quantity is mwh/price. */ @Override public void generateOrders (Instant now, List<Timeslot> openSlots) { log.info("generate orders for " + getUsername()); for (Timeslot slot : openSlots) { int slotNum = slot.getSerialNumber(); double price = - priceBeta * Math.log(1.0 - seed.nextDouble()); double qty = mwh / price; if (Math.abs(qty) < Competition.currentCompetition() .getMinimumOrderQuantity()) return; Order offer = new Order(this, slotNum, qty, -price); log.debug(getUsername() + " wants " + qty + " in " + slotNum + " for " + price); brokerProxyService.routeMessage(offer); } }
private void submitOrder (double neededKWh, Timeslot timeslot) { double neededMWh = neededKWh / 1000.0; if (Math.abs(neededMWh) < competition.getMinimumOrderQuantity()) { // don't bother return; } Double limitPrice; MarketPosition posn = face.findMarketPositionByTimeslot(timeslot.getSerialNumber()); if (posn != null) neededMWh -= posn.getOverallBalance(); log.debug("needed mWh=" + neededMWh); if (Math.abs(neededMWh) < minMWh) { log.info("no power required in timeslot " + timeslot.getSerialNumber()); return; } else { limitPrice = computeLimitPrice(timeslot, neededMWh); } log.info("new order for " + neededMWh + " at " + limitPrice + " in timeslot " + timeslot.getSerialNumber()); Order result = new Order(face, timeslot.getSerialNumber(), neededMWh, limitPrice); lastOrder.put(timeslot, result); brokerProxyService.routeMessage(result); }
/** * Generates Orders in the market to sell remaining available capacity. */ public void generateOrders (Instant now, List<Timeslot> openSlots) { log.info("Generate orders for " + getUsername()); double[] tempCorrections = computeWeatherCorrections(); int i = 0; for (Timeslot slot: openSlots) { int index = slot.getSerialNumber(); MarketPosition posn = findMarketPositionByTimeslot(index); double start = 0.0; double demand = computeScaledValue(index, tempCorrections[i++]); if (posn != null) { // posn.overallBalance is negative if we have sold power in this slot start = posn.getOverallBalance(); } double needed = demand - start; Order offer = new Order(this, index, needed, null); log.info(getUsername() + " orders " + needed + " ts " + index); brokerProxyService.routeMessage(offer); } }
.getMinimumOrderQuantity()) { Order offer = new Order(this, slotNum, -availableCapacity, cost); log.debug(getUsername() + " offers " + availableCapacity + " in " + slotNum + " for " + cost);
double std = dx * getQSigma(); dx = Math.max(0.0, ran[1] * std + dx); // don't go backward Order offer = new Order(this, slot.getSerialNumber(), -dx, price); log.debug("new order (ts, qty, price): (" + slot.getSerialNumber() + ", " + (-dx) + ", " + price + ")");