/**
* Receives a new MarketTransaction. We look to see whether an order we have placed has cleared.
*/
public synchronized void handleMessage(MarketTransaction tx) {
// reset price escalation when a trade fully clears.
Order lastTry = lastOrder.get(tx.getTimeslotIndex());
if (lastTry == null) // should not happen
log.error("order corresponding to market tx " + tx + " is null");
else if (tx.getMWh() == lastTry.getMWh()) // fully cleared
lastOrder.put(tx.getTimeslotIndex(), null);
}
/** Computes a limit price with a random element. */
private Double computeLimitPrice(int timeslot, double amountNeeded) {
log.debug("Compute limit for " + amountNeeded + ", timeslot " + timeslot);
// start with default limits
Double oldLimitPrice;
double minPrice;
if (amountNeeded > 0.0) {
// buying
oldLimitPrice = buyLimitPriceMax;
minPrice = buyLimitPriceMin;
} else {
// selling
oldLimitPrice = sellLimitPriceMax;
minPrice = sellLimitPriceMin;
}
// check for escalation
Order lastTry = lastOrder.get(timeslot);
if (lastTry != null)
log.debug("lastTry: " + lastTry.getMWh() + " at " + lastTry.getLimitPrice());
if (lastTry != null && Math.signum(amountNeeded) == Math.signum(lastTry.getMWh())) {
oldLimitPrice = lastTry.getLimitPrice();
log.debug("old limit price: " + oldLimitPrice);
}
// set price between oldLimitPrice and maxPrice, according to number of
// remaining chances we have to get what we need.
double newLimitPrice = minPrice; // default value
int current = timeslotRepo.currentSerialNumber();
int remainingTries =
(timeslot - current - Competition.currentCompetition().getDeactivateTimeslotsAhead());
log.debug("remainingTries: " + remainingTries);
if (remainingTries > 0) {
double range = (minPrice - oldLimitPrice) * 2.0 / (double) remainingTries;
log.debug("oldLimitPrice=" + oldLimitPrice + ", range=" + range);
double computedPrice = oldLimitPrice + randomGen.nextDouble() * range;
return Math.max(newLimitPrice, computedPrice);
} else return null; // market order
}
// set commitment leadtime to a larger number and make sure ordering
// behavior is correct
@Test
public void testGenerateOrders2() {
// set up the genco with commitment leadtime=3
PluginConfig config = new PluginConfig("Genco", "").addConfiguration("commitmentLeadtime", "3");
genco.configure(config); // all defaults
// capture orders
final ArrayList<Order> orderList = new ArrayList<Order>();
doAnswer(
new Answer() {
public Object answer(InvocationOnMock invocation) {
Object[] args = invocation.getArguments();
orderList.add((Order) args[0]);
return null;
}
})
.when(mockProxy)
.routeMessage(isA(Order.class));
// set up some timeslots
Timeslot ts0 = timeslotRepo.makeTimeslot(start);
ts0.disable();
assertEquals("first ts has sn=0", 0, ts0.getSerialNumber());
timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR));
timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR * 2));
timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR * 3));
timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR * 4));
assertEquals("4 enabled timeslots", 4, timeslotRepo.enabledTimeslots().size());
// generate orders and check
genco.generateOrders(start, timeslotRepo.enabledTimeslots());
assertEquals("two orders", 2, orderList.size());
Order first = orderList.get(0);
assertEquals("first order for ts3", 3, first.getTimeslot().getSerialNumber());
assertEquals("first order price", 1.0, first.getLimitPrice(), 1e-6);
assertEquals("first order for 50 mwh", -100.0, first.getMWh(), 1e-6);
Order second = orderList.get(1);
assertEquals("second order for ts4", 4, second.getTimeslot().getSerialNumber());
assertEquals("second order price", 1.0, second.getLimitPrice(), 1e-6);
assertEquals("second order for 100 mwh", -100.0, second.getMWh(), 1e-6);
}
@Test
public void testGenerateOrders() {
// set up the genco
PluginConfig config = new PluginConfig("Genco", "");
genco.configure(config); // all defaults
// capture orders
final ArrayList<Order> orderList = new ArrayList<Order>();
doAnswer(
new Answer() {
public Object answer(InvocationOnMock invocation) {
Object[] args = invocation.getArguments();
orderList.add((Order) args[0]);
return null;
}
})
.when(mockProxy)
.routeMessage(isA(Order.class));
// set up some timeslots
Timeslot ts1 = timeslotRepo.makeTimeslot(start);
ts1.disable();
Timeslot ts2 = timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR));
Timeslot ts3 = timeslotRepo.makeTimeslot(start.plus(TimeService.HOUR * 2));
assertEquals("2 enabled timeslots", 2, timeslotRepo.enabledTimeslots().size());
// 50 mwh already sold in ts2
MarketPosition posn2 = new MarketPosition(genco, ts2, -50.0);
genco.addMarketPosition(posn2, ts2);
// generate orders and check
genco.generateOrders(start, timeslotRepo.enabledTimeslots());
assertEquals("two orders", 2, orderList.size());
Order first = orderList.get(0);
assertEquals("first order for ts2", ts2, first.getTimeslot());
assertEquals("first order price", 1.0, first.getLimitPrice(), 1e-6);
assertEquals("first order for 50 mwh", -50.0, first.getMWh(), 1e-6);
Order second = orderList.get(1);
assertEquals("second order for ts3", ts3, second.getTimeslot());
assertEquals("second order price", 1.0, second.getLimitPrice(), 1e-6);
assertEquals("second order for 100 mwh", -100.0, second.getMWh(), 1e-6);
}