79 lines
2.0 KiB
C++
79 lines
2.0 KiB
C++
#include <iostream>
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#include <fstream>
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#include <stdio.h>
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#include <algorithm>
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#include "helpers.h"
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#include "argh.h"
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#include "common.h"
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int main(int argc, const char* argv[])
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{
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argh::parser args;
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args.add_params({ "s", "stock" });
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args.add_params({ "m", "money" });
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args.parse(argc, argv);
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std::string network, input;
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args(1) >> network;
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args(2) >> input;
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double money, start_money;
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unsigned stock, start_stock;
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args({"s", "stock"}, 1000) >> stock;
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args({"m", "money"}, 1000.) >> money;
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start_money = money;
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start_stock = stock;
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std::function<double(const double&)> normalizer = [](const double& result) -> double { return erf(result); };
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current_decider decider(normalizer);
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std::ifstream network_file(network, std::ios::in | std::ios::binary);
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std::ifstream input_file(input);
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decider.load(network_file);
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double price;
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decider.start_money = money;
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decider.start_stock = stock;
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std::cout << "x,price,decsion,money,stock" << std::endl;
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input_file >> price;
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decider.reset(price);
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int i = 0;
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do {
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auto decision = decider.decide(price, money, stock);
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auto current = price * stock + money;
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auto max_credit = std::max(current * 0.05, -1e4);
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if (decision < 0) {
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decision = std::max<int>(decision, -stock); // cannot sell more than we actually have
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} else if (decision > 0) {
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decision = std::min<int>(floor((money + max_credit) / price), decision);
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}
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money -= price * decision;
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stock += decision;
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std::cout
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<< ++i << ","
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<< price << ","
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<< decision << ","
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<< money << ","
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<< stock
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<< std::endl;
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} while(input_file >> price);
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std::cout << "Koniec: "
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<< money + stock*price << std::showpos << "("
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<< (money + stock*price) / (start_money + start_stock*price)
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<< ")";
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/* decider.network.save(std::cout); */
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}
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