public Distribution(String DistributionName, params double[] vs) // 构造函数 根据名字初始化分布
{
switch (DistributionName.ToUpper())
{
case "NORMAL":
normalDis = new Normal(vs[0], vs[1]); // double mean, double stddev
break;
case "CONTINUOUS":
continuousUniformDis = new ContinuousUniform(vs[0], vs[1]); // int lower, int upper
break;
case "TRIANGULAR":
triangularDis = new Triangular(vs[0], vs[1], vs[2]); //double lower, double upper, double mode (lower ≤ mode ≤ upper)
break;
case "STUDENTT":
studentTDis = new StudentT(vs[0], vs[1], vs[2]); //double location, double scale, double freedom
break;
case "BERNOULLI":
bernoulliDis = new Bernoulli(vs[0]);
break;
case "DISCRETEUNIFORM":
discreteUniform = new DiscreteUniform((int)vs[0], (int)vs[1]); // int lower, int upper
break;
}
this.DistributionName = DistributionName;
}
public void ValidateToString()
{
System.Threading.Thread.CurrentThread.CurrentCulture = System.Globalization.CultureInfo.InvariantCulture;
var b = new DiscreteUniform(0, 10);
Assert.AreEqual("DiscreteUniform(Lower = 0, Upper = 10)", b.ToString());
}
/// <summary>
/// Sets this instance's AmiabilityLevel
/// </summary>
/// <param name="seed">Seed based on player and slice</param>
private void SetLevel(int seed)
{
uniformRandSeed = new SystemRandomSource(seed);
binomialRandSeed = new SystemRandomSource(seed); // Doesn't matter if it's the same seed
uniformDist = new DiscreteUniform(0, Enum.GetNames(typeof(AmiabilityLevel)).Length - 1, uniformRandSeed);
AmiabilityLevel = (AmiabilityLevel)uniformDist.Sample();
}
private Order[] CancellationOrdersByValue(EquityInstrumentIntraDayTimeBar security, int totalOrders)
{
if (totalOrders == 0 || security == null) return new Order[0];
var ordersToCancel = DiscreteUniform.Sample(1, totalOrders);
var ordersToFulfill = totalOrders - ordersToCancel;
// ReSharper disable RedundantCast
var minimumPerOrderValue =
(int)((decimal)this._valueOfCancelledTradeThreshold * (decimal)(1m / ordersToCancel) + 1);
// ReSharper restore RedundantCast
var orders = new List<Order>();
for (var x = 0; x < ordersToCancel; x++)
orders.Add(
this.OrderForValue(
OrderStatus.Cancelled,
minimumPerOrderValue,
security,
this._lastFrame.Exchange));
for (var x = 0; x < ordersToFulfill; x++)
{
var fulfilledOrderValue = DiscreteUniform.Sample(0, minimumPerOrderValue * 3);
orders.Add(
this.OrderForValue(OrderStatus.Filled, fulfilledOrderValue, security, this._lastFrame.Exchange));
}
return orders.ToArray();
}
/// <summary>
/// BeInfluenced a beliefBit by doing
/// Random value is used to set the new value
/// </summary>
/// <param name="model"></param>
/// <param name="beliefBit"></param>
public void Learn(RandomGenerator model, byte beliefBit)
{
var bit = BeliefBits.GetBit(beliefBit);
switch (model)
{
case RandomGenerator.RandomUniform:
bit += ContinuousUniform.Sample(RangeMin, RangeMax);
if (bit < RangeMin)
{
bit = RangeMin;
}
if (bit > RangeMax)
{
bit = RangeMax;
}
break;
case RandomGenerator.RandomBinary:
bit = DiscreteUniform.Sample(RangeMin, RangeMax);
break;
default:
throw new ArgumentOutOfRangeException(nameof(model), model, null);
}
BeliefBits.SetBit(beliefBit, bit);
}
public static IEnumerable <TSLProtocol> GetDefaultNumberOfDistinctProtocols(this TSLGeneratorContext context)
{
var protocolNumber = DiscreteUniform.Sample(context.MasterRandom,
CommunicationInstanceSettings.MinProtocolNumber, CommunicationInstanceSettings.MaxProtocolNumber);
return(context.GetRandomDistinctProtocols(protocolNumber));
}
private static AtomType IntegralType(string name, int lower, int upper, string suffix = "")
{
Func <Random, string> provider =
random => DiscreteUniform.Sample(random, lower, upper).ToString() + suffix;
return(new AtomType(name, false, provider));
}
/// Generates samples with weightings that are integral and compares that to the unweighted statistics result. Doesn't correspond with the
/// higher order sample statistics because our weightings represent reliability weights, *not* frequency weights, and the Bessel correction is
/// calculated appropriately - so don't let the construction of the test mislead you.
public void ConsistentWithUnweighted(string dataSet)
{
var data = _data[dataSet].Data.ToArray();
var gen = new DiscreteUniform(1, 5);
var weights = new int[data.Length];
gen.Samples(weights);
var stats = new RunningWeightedStatistics(data.Select((x, i) => System.Tuple.Create((double)weights[i], x)));
var stats2 = new RunningStatistics();
for (int i = 0; i < data.Length; ++i)
{
for (int j = 0; j < weights[i]; ++j)
{
stats2.Push(data[i]);
}
}
var sumWeights = weights.Sum();
Assert.That(stats.TotalWeight, Is.EqualTo(sumWeights), "TotalWeight");
Assert.That(stats.Count, Is.EqualTo(weights.Length), "Count");
Assert.That(stats2.Minimum, Is.EqualTo(stats.Minimum), "Minimum");
Assert.That(stats2.Maximum, Is.EqualTo(stats.Maximum), "Maximum");
Assert.That(stats2.Mean, Is.EqualTo(stats.Mean).Within(1e-8), "Mean");
Assert.That(stats2.PopulationVariance, Is.EqualTo(stats.PopulationVariance).Within(1e-9), "PopulationVariance");
Assert.That(stats2.PopulationStandardDeviation, Is.EqualTo(stats.PopulationStandardDeviation).Within(1e-9), "PopulationStandardDeviation");
Assert.That(stats2.PopulationSkewness, Is.EqualTo(stats.PopulationSkewness).Within(1e-8), "PopulationSkewness");
Assert.That(stats2.PopulationKurtosis, Is.EqualTo(stats.PopulationKurtosis).Within(1e-8), "PopulationKurtosis");
}
private OrderStatus CalculateOrderStatus()
{
var orderStatusSample = DiscreteUniform.Sample(1, 5);
var orderStatus = (OrderStatus)orderStatusSample;
return(orderStatus);
}
public void CanCreateDiscreteUniform([Values(-10, 0, 10, 20)] int l, [Values(10, 4, 20, 20)] int u)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(l, du.LowerBound);
Assert.AreEqual(u, du.UpperBound);
}
/// <summary>
/// Given a random model
/// set the weights : an array fill of random float ranging [-1; 1]
/// representing the detailed Belief of an agent
/// </summary>
/// <param name="model"></param>
/// <param name="length"></param>
/// <param name="beliefWeightLevel"></param>
/// <returns></returns>
public void InitializeWeights(RandomGenerator model, byte length, BeliefWeightLevel beliefWeightLevel)
{
float[] beliefBits;
switch (beliefWeightLevel)
{
case BeliefWeightLevel.NoWeight:
beliefBits = DiscreteUniform.Samples(length, 0, 0);
break;
case BeliefWeightLevel.RandomWeight:
beliefBits = model == RandomGenerator.RandomUniform
? ContinuousUniform.Samples(length, 0, RangeMax)
: DiscreteUniform.Samples(length, 0, RangeMax);
break;
case BeliefWeightLevel.FullWeight:
beliefBits = DiscreteUniform.Samples(length, 1, 1);
break;
default:
throw new ArgumentOutOfRangeException(nameof(beliefWeightLevel), beliefWeightLevel, null);
}
Weights = new Bits(beliefBits, 0);
}
private OrderDirections CalculateTradeDirection()
{
var buyOrSellSample = DiscreteUniform.Sample(1, 2);
var buyOrSell = (OrderDirections)buyOrSellSample;
return(buyOrSell);
}
public void CanSampleSequence()
{
var n = new DiscreteUniform(0, 10);
var ied = n.Samples();
GC.KeepAlive(ied.Take(5).ToArray());
}
public void CanCreateDiscreteUniform(int l, int u)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(l, du.LowerBound);
Assert.AreEqual(u, du.UpperBound);
}
private void SetAgentKnowledge(CognitiveAgent actor, IReadOnlyList <IAgentId> knowledgeIds, int i)
{
var index = 0;
switch (ExampleMainOrganization.Knowledge)
{
case 0:
// same Knowledge for all
index = 0;
break;
case 1:
// Knowledge is by group
index = i;
break;
case 2:
// Knowledge is randomly defined for agentId
index = DiscreteUniform.Sample(0, ExampleMainOrganization.GroupsCount - 1);
break;
}
actor.KnowledgeModel.AddKnowledge(knowledgeIds[index], ExampleMainOrganization.KnowledgeLevel,
actor.Cognitive.InternalCharacteristics.MinimumRemainingKnowledge,
actor.Cognitive.InternalCharacteristics.TimeToLive);
}
private void TradeOnHeartbeat(object sender, EventArgs e)
{
lock (this._lock)
{
if (this._lastFrame == null || !this._lastFrame.Securities.Any())
{
return;
}
var selectSecurityToSpoof = DiscreteUniform.Sample(0, this._lastFrame.Securities.Count - 1);
var spoofSecurity = this._lastFrame.Securities.Skip(selectSecurityToSpoof).FirstOrDefault();
// limited to six as recursion > 8 deep tends to get tough on the stack and raise the risk of a SO error
// if you want to increase this beyond 20 update spoofed order code for volume as well.
var spoofSize = DiscreteUniform.Sample(1, 6);
var spoofedOrders = this.SpoofedOrder(spoofSecurity, spoofSize, spoofSize)
.OrderBy(x => x.MostRecentDateEvent());
var counterTrade = this.CounterTrade(spoofSecurity);
foreach (var item in spoofedOrders)
{
this.TradeStream.Add(item);
}
this.TradeStream.Add(counterTrade);
}
}
private Order[] SpoofedOrder(
EquityInstrumentIntraDayTimeBar security,
int remainingSpoofedOrders,
int totalSpoofedOrders)
{
if (security == null || remainingSpoofedOrders <= 0)
{
return(new Order[0]);
}
var priceOffset = (100 + remainingSpoofedOrders) / 100m;
var limitPriceValue = security.SpreadTimeBar.Bid.Value * priceOffset;
var limitPrice = new Money(limitPriceValue, security.SpreadTimeBar.Bid.Currency);
var individualTradeVolumeLimit = 100 / totalSpoofedOrders;
var volumeTarget = (100 + DiscreteUniform.Sample(0, individualTradeVolumeLimit)) / 100m;
var volume = (int)(security.SpreadTimeBar.Volume.Traded * volumeTarget);
var statusChangedOn = DateTime.UtcNow.AddMinutes(-10 + remainingSpoofedOrders);
var tradePlacedOn = statusChangedOn;
var spoofedTrade = new Order(
security.Security,
security.Market,
null,
Guid.NewGuid().ToString(),
DateTime.UtcNow,
"order-v1",
"order-v1",
"order-group-1",
tradePlacedOn,
tradePlacedOn,
null,
null,
statusChangedOn,
null,
OrderTypes.LIMIT,
OrderDirections.BUY,
security.SpreadTimeBar.Price.Currency,
security.SpreadTimeBar.Price.Currency,
OrderCleanDirty.NONE,
null,
limitPrice,
limitPrice,
volume,
volume,
null,
null,
null,
null,
null,
null,
null,
OptionEuropeanAmerican.NONE,
new DealerOrder[0]);
return(new[] { spoofedTrade }
.Concat(this.SpoofedOrder(security, remainingSpoofedOrders - 1, totalSpoofedOrders)).ToArray());
}
private string GetRandomListValue(Random random)
{
var count = DiscreteUniform.Sample(random,
0, ContainerProbabilities.List.MaxRandomElementCount);
var elems = Enumerable.Range(0, count).Select(_ => ElementType.GetRandomValue(random));
return($"new {Name}{{ {string.Join(", ", elems)} }}");
}
private OrderTypes CalculateTradeOrderType()
{
var tradeOrderTypeSample = DiscreteUniform.Sample(0, 1);
var tradeOrderType = (OrderTypes)tradeOrderTypeSample;
return(tradeOrderType);
}
protected void WaitForTransmit(bool failed)
{
backoff = failed ? Math.Min(backoff * 2 + 1, Constants.CW_MAX) : Constants.CW_MIN;
int sample = DiscreteUniform.Sample(0, backoff);
timeToWait = Constants.SIFS_TIME + sample * Constants.SLOT_TIME;
isWaitingAck = false;
}
private int CalculateVolume(EquityInstrumentIntraDayTimeBar tick)
{
var upperLimit = Math.Max(tick.SpreadTimeBar.Volume.Traded, 1);
var tradingVolume = (int)Math.Sqrt(upperLimit);
var volume = DiscreteUniform.Sample(1, tradingVolume);
return(volume);
}
protected void Generate()
{
var amount = poisson.Sample();
var array = new int[amount];
DiscreteUniform.Samples(array, 0, Constants.ONE_SECOND_TIME - 1);
samples = new HashSet <int>(array);
}
private Order[] SingularCancelledOrder(EquityInstrumentIntraDayTimeBar security, Market exchange)
{
var cancelledTradeOrderValue = DiscreteUniform.Sample(
this._valueOfSingularCancelledTradeThreshold,
10000000);
var order = this.OrderForValue(OrderStatus.Cancelled, cancelledTradeOrderValue, security, exchange);
return new[] { order };
}
public static ITSLTopLevelElement GenerateCell(this TSLGeneratorContext context)
{
var name = $"CellStruct_{context.TopLevelElementCount + 1}";
var numberOfFields = DiscreteUniform.Sample(context.MasterRandom, StructSettings.MinFieldNumber, StructSettings.MaxFieldNumber);
var fields = context.RandomFields().Take(numberOfFields).ToArray();
var result = new TSLCell(name, fields);
context.Cells.Add(result);
return(result);
}
public void ValidateCumulativeDistribution(
[Values(-10, -10, -10, -10, -10, -10)] int l,
[Values(10, 10, 10, -10, -10, -10)] int u,
[Values(-5, 1, 10, 0, -10, -11)] double x,
[Values(6.0 / 21.0, 12.0 / 21.0, 1.0, 1.0, 1.0, 0.0)] double cdf)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(cdf, b.CumulativeDistribution(x));
}
public void ValidateProbabilityLn(
[Values(-10, -10, -10, -10, -10)] int l,
[Values(10, 10, 10, -10, -10)] int u,
[Values(-5, 1, 10, 0, -10)] int x,
[Values(-3.0445224377234229965005979803657054342845752874046093, -3.0445224377234229965005979803657054342845752874046093, -3.0445224377234229965005979803657054342845752874046093, Double.NegativeInfinity, 0.0)] double dln)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(dln, b.ProbabilityLn(x));
}
public static ITSLTopLevelElement GenerateStruct(this TSLGeneratorContext context)
{
var name = $"Struct_{context.TopLevelElementCount + 1}";
var numberOfFields = DiscreteUniform.Sample(context.MasterRandom, StructSettings.MinFieldNumber, StructSettings.MaxFieldNumber);
var fields = context.RandomFields().Take(numberOfFields);
// TODO(leasunhy): generate attributes
var result = new TSLStruct(name, fields);
context.AddStruct(result);
return(result);
}
/// <summary>
/// Determine the number of arrivals in time window (15 minutes) and their arrival times
/// </summary>
/// <param name="mean">Average number of arrivals</param>
/// <returns></returns>
public static int[] arrivingPassengers(double mean)
{
var arrivals = Poisson.Sample(mean);
var times = new int[arrivals];
for (int i = 0; i < arrivals; i++)
{
times[i] = DiscreteUniform.Sample(0, 899);
}
return(times);
}
private void MutateNetworkTopology(Chromosome chromosome)
{
var inputCountDistribution = new DiscreteUniform(1 + _parameters.MinSensorCount, 1 + _parameters.MaxSensorCount);
var hiddenNeuronCountDistribution = new DiscreteUniform(_parameters.MinHiddenLayerNeuronCount, _parameters.MaxHiddenLayerNeuronCount);
if (!ShouldMutate())
{
return;
}
int oldInputCount = chromosome.InputCount;
chromosome.InputCount = inputCountDistribution.Sample();
if (oldInputCount != chromosome.InputCount)
{
for (int i = 0; i < chromosome.HiddenLayerNeurons.Count; i++)
{
var newNeuronData = new float[chromosome.InputCount + 1];
CopyAndFill(chromosome.HiddenLayerNeurons[i], newNeuronData);
chromosome.HiddenLayerNeurons[i] = newNeuronData;
}
}
int oldHiddenLayerNeuronCount = chromosome.HiddenLayerNeuronCount;
chromosome.HiddenLayerNeuronCount = hiddenNeuronCountDistribution.Sample();
if (oldHiddenLayerNeuronCount != chromosome.HiddenLayerNeuronCount)
{
int diff = oldHiddenLayerNeuronCount - chromosome.HiddenLayerNeuronCount;
if (diff > 0)
{
for (int i = 0; i < diff; i++)
{
int index = new DiscreteUniform(0, chromosome.HiddenLayerNeurons.Count - 1).Sample();
chromosome.HiddenLayerNeurons.RemoveAt(index);
}
}
else
{
for (int i = 0; i < Math.Abs(diff); i++)
{
chromosome.HiddenLayerNeurons.Add(NewNeuron(chromosome.InputCount));
}
}
for (int i = 0; i < chromosome.OutputLayerNeurons.Count; i++)
{
var newNeuronData = new float[chromosome.HiddenLayerNeuronCount + 1];
CopyAndFill(chromosome.OutputLayerNeurons[i], newNeuronData);
chromosome.OutputLayerNeurons[i] = newNeuronData;
}
}
}
public static void Initialize(int lower, int upper, Generator g)
{
switch (g)
{
case Generator.OrderSize: distributionOrderSize = new DiscreteUniform(lower, upper); break;
case Generator.TimeBetweenOrders: distributionTimeBetweenOrder = new DiscreteUniform(lower, upper); break;
default: break;
}
}
public void DiscreteUniformCreateFailsWithBadParameters(int l, int u)
{
var du = new DiscreteUniform(l, u);
}
public void SetUpperBoundFails(int p)
{
var b = new DiscreteUniform(0, 10);
b.UpperBound = p;
}
public void ValidateMinimum()
{
var b = new DiscreteUniform(-10, 10);
Assert.AreEqual<double>(-10, b.Minimum);
}
public void ValidateEntropy([Values(-10, 0, 10, 20)] int l, [Values(10, 4, 20, 20)] int u, [Values(3.0445224377234229965005979803657054342845752874046093, 1.6094379124341003746007593332261876395256013542685181, 2.3978952727983705440619435779651292998217068539374197, 0.0)] double e)
{
var du = new DiscreteUniform(l, u);
AssertHelpers.AlmostEqual(e, du.Entropy, 14);
}
public void ValidateProbabilityLn(int l, int u, int x, double dln)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(dln, b.ProbabilityLn(x));
}
public void ValidateMean(int l, int u, int m)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(m, du.Mean);
}
public void ValidateEntropy(int l, int u, double e)
{
var du = new DiscreteUniform(l, u);
AssertHelpers.AlmostEqualRelative(e, du.Entropy, 14);
}
public void CanCreateDiscreteUniform(int l, int u)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(l, du.LowerBound);
Assert.AreEqual(u, du.UpperBound);
}
public void CanSampleSequence()
{
var n = new DiscreteUniform(0, 10);
var ied = n.Samples();
ied.Take(5).ToArray();
}
public void SetLowerBoundFails([Values(11, 20)] int p)
{
var b = new DiscreteUniform(0, 10);
Assert.Throws<ArgumentOutOfRangeException>(() => b.LowerBound = p);
}
public void ValidateSkewness([Values(-10, 0, 10, 20)] int l, [Values(10, 4, 20, 20)] int u)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(0.0, du.Skewness);
}
public void ValidateCumulativeDistribution(
[Values(-10, -10, -10, -10, -10, -10)] int l,
[Values(10, 10, 10, -10, -10, -10)] int u,
[Values(-5, 1, 10, 0, -10, -11)] double x,
[Values(6.0 / 21.0, 12.0 / 21.0, 1.0, 1.0, 1.0, 0.0)] double cdf)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(cdf, b.CumulativeDistribution(x));
}
public void ValidateProbabilityLn(
[Values(-10, -10, -10, -10, -10)] int l,
[Values(10, 10, 10, -10, -10)] int u,
[Values(-5, 1, 10, 0, -10)] int x,
[Values(-3.0445224377234229965005979803657054342845752874046093, -3.0445224377234229965005979803657054342845752874046093, -3.0445224377234229965005979803657054342845752874046093, Double.NegativeInfinity, 0.0)] double dln)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(dln, b.ProbabilityLn(x));
}
public void SetUpperBoundFails(int p)
{
var b = new DiscreteUniform(0, 10);
Assert.Throws<ArgumentOutOfRangeException>(() => b.UpperBound = p);
}
public void ValidateMode(int l, int u, int m)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual<double>(m, du.Mode);
}
public void ValidateSkewness(int l, int u)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(0.0, du.Skewness);
}
public void ValidateMean([Values(-10, 0, 10, 20)] int l, [Values(10, 4, 20, 20)] int u, [Values(0, 2, 15, 20)] int m)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(m, du.Mean);
}
public void ValidateMaximum()
{
var b = new DiscreteUniform(-10, 10);
Assert.AreEqual(10, b.Maximum);
}
public void CanCreateDiscreteUniform([Values(-10, 0, 10, 20)] int l, [Values(10, 4, 20, 20)] int u)
{
var du = new DiscreteUniform(l, u);
Assert.AreEqual(l, du.LowerBound);
Assert.AreEqual(u, du.UpperBound);
}
public void CanSample()
{
var n = new DiscreteUniform(0, 10);
n.Sample();
}
public void SetUpperBoundFails(int p)
{
var b = new DiscreteUniform(0, 10);
Assert.That(() => b.UpperBound = p, Throws.ArgumentException);
}
public void ValidateCumulativeDistribution(int l, int u, double x, double cdf)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(cdf, b.CumulativeDistribution(x));
}
public void CanSetUpperBound(int p)
{
var b = new DiscreteUniform(0, 10);
b.UpperBound = p;
}
public void ValidateToString()
{
var b = new DiscreteUniform(0, 10);
Assert.AreEqual("DiscreteUniform(Lower = 0, Upper = 10)", b.ToString());
}
public void ValidateProbability([Values(-10, -10, -10, -10, -10)] int l, [Values(10, 10, 10, -10, -10)] int u, [Values(-5, 1, 10, 0, -10)] int x, [Values(1 / 21.0, 1 / 21.0, 1 / 21.0, 0.0, 1.0)] double p)
{
var b = new DiscreteUniform(l, u);
Assert.AreEqual(p, b.Probability(x));
}