public IBlauSpaceEvaluation eval(IAgentEvaluationBundle aeb, IBlauSpaceLattice lattice)
{
IBlauSpaceEvaluation meanEval = aeb.MeanEvaluation(lattice);
IBlauSpaceMultiEvaluation bsme = new BlauSpaceMultiEvaluation(aeb.Name, lattice);
IBlauSpaceEvaluation bse = new BlauSpaceEvaluation(aeb.Name + "-Std", lattice);
foreach (IAgentEvaluation ae in aeb.Evaluations)
{
ae.AddToBlauSpaceMultiEvaluation(bsme);
}
foreach (IBlauPoint p in bsme.AssignedLatticePoints)
{
LinkedList <IScore> scores = bsme.eval(p);
double meanValue = meanEval.eval(p);
double total = 0.0;
int count = 0;
foreach (IScore s in scores)
{
double delta = (s.Value - meanValue);
total += (delta * delta);
count++;
}
double mean = Math.Sqrt(total) / (double)count;
bse.set(p, mean);
}
return(bse);
}
private void Present(IBlauSpaceEvaluation bse, IBlauSpaceEvaluation std, int c)
{
this.BeginPresentation(_datadir, bse.Name + "" + c + ".bse");
string header = "# BlauSpaceEvaluation " + bse.Name + "";
this.AppendToPresentation(header);
header = "# " + bse.Lattice.BlauSpace + " mean std";
this.AppendToPresentation(header);
foreach (IBlauPoint p in bse.AssignedLatticePoints)
{
string val = "" + bse.eval(p);
string bar = "" + std.eval(p);
string str = "" + p.getCoordinate(c) + "\t" + val + "\t" + bar;
this.AppendToPresentation(str);
}
this.EndPresentation();
this.BeginPresentation(_gpdir, bse.Name + "" + c + ".bse.gp");
CreateGnuplotScript(bse, std, c);
this.EndPresentation();
}
public void NamedMetricAgentEvaluationFactoryTest()
{
Console.WriteLine("NamedMetricAgentEvaluationFactoryTest");
int dim = 3;
string [] names = new string [3] {
"x", "y", "z"
};
double [] mins = new double [3] {
0.0, 0.0, 0.0
};
double [] maxs = new double [3] {
100.0, 100.0, 100.0
};
IBlauSpace s = BlauSpace.create(dim, names, mins, maxs);
int STEPS = 10;
int [] STEPSarray = new int[s.Dimension]; for (int j = 0; j < s.Dimension; j++)
{
STEPSarray[j] = STEPS;
}
IBlauSpaceLattice bsl = BlauSpaceLattice.create(s, STEPSarray);
IBlauPoint mean = new BlauPoint(s);
mean.setCoordinate(0, 10.0);
mean.setCoordinate(1, 20.0);
mean.setCoordinate(2, 30.0);
IBlauPoint std = new BlauPoint(s);
std.setCoordinate(0, 2.0);
std.setCoordinate(1, 4.0);
std.setCoordinate(2, 6.0);
IDistribution d = new Distribution_Gaussian(s, mean, std);
IAgentFactory afact = new AgentDummy_Factory(d);
int NUMAGENTS = 100;
IPopulation pop = PopulationFactory.Instance().create(afact, NUMAGENTS);
IOrderbook_Observable ob = new Orderbook();
foreach (IAgent ag in pop)
{
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "agent: " + ag);
}
string PROPERTY = "NetWorth";
IAgentEvaluationBundle aeb = new AgentEvaluationBundle(PROPERTY);
int NUMTRIALS = 100;
for (int trial = 0; trial < NUMTRIALS; trial++)
{
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "*** Trial " + trial);
ISimulation sim = new Simulation(pop.clone(), ob.clone(), 0.0, 100.0);
NamedMetricAgentEvaluationFactory metricEF = new NamedMetricAgentEvaluationFactory(PROPERTY);
sim.add(metricEF);
sim.broadcast(new SimulationStart());
sim.broadcast(new SimulationEnd());
IAgentEvaluation ae = metricEF.create();
aeb.addAgentEvaluation(ae);
}
IBlauSpaceEvaluation meanEval = aeb.MeanEvaluation(bsl);
IBlauSpaceEvaluation stdEval = aeb.StdEvaluation(bsl);
foreach (IBlauPoint p in meanEval.AssignedLatticePoints)
{
double meanval = meanEval.eval(p);
double stdval = stdEval.eval(p);
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "Scores binned to Blaupoint: " + p + " ===> mean:" + meanval + ", std:" + stdval);
Assert.Less(Math.Abs(meanval - AgentDummy.MEANWORTH), 0.1);
Assert.Less(stdval, 0.1);
}
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "aeb: " + aeb.ToString());
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "meanEval: " + meanEval.ToStringLong());
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "stdEval: " + stdEval.ToStringLong());
}
public void AgentEvaluationBundleCollapsingTest()
{
Console.WriteLine("AgentEvaluationBundleCollapsingTest");
int dim = 3;
string [] names = new string [3] {
"x", "y", "z"
};
double [] mins = new double [3] {
0.0, 0.0, 0.0
};
double [] maxs = new double [3] {
100.0, 100.0, 100.0
};
IBlauSpace s = BlauSpace.create(dim, names, mins, maxs);
int STEPS = 10;
int [] STEPSarray = new int[s.Dimension]; for (int j = 0; j < s.Dimension; j++)
{
STEPSarray[j] = STEPS;
}
IBlauSpaceLattice bsl = BlauSpaceLattice.create(s, STEPSarray);
IBlauPoint mean = new BlauPoint(s);
mean.setCoordinate(0, 10.0);
mean.setCoordinate(1, 20.0);
mean.setCoordinate(2, 30.0);
IBlauPoint std = new BlauPoint(s);
std.setCoordinate(0, 2.0);
std.setCoordinate(1, 4.0);
std.setCoordinate(2, 6.0);
IDistribution d = new Distribution_Gaussian(s, mean, std);
IAgentFactory afact = new AgentDummy_Factory(d);
int NUMAGENTS = 100;
IAgent[] agents = new IAgent[NUMAGENTS];
for (int i = 0; i < NUMAGENTS; i++)
{
agents[i] = afact.create();
}
string PROPERTY = "NetWorth";
IAgentEvaluationBundle aeb = new AgentEvaluationBundle(PROPERTY);
int NUMTRIALS = 1000;
double MEANVAL = 1.0;
for (int trial = 0; trial < NUMTRIALS; trial++)
{
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "*** Trial " + trial);
IAgentEvaluation ae = new AgentEvaluation(PROPERTY, null);
for (int i = 0; i < NUMAGENTS; i++)
{
ae.set(agents[i], SingletonRandomGenerator.Instance.NextGaussian(MEANVAL, 0.2));
}
aeb.addAgentEvaluation(ae);
}
IBlauSpaceEvaluation meanEval = aeb.MeanEvaluation(bsl);
IBlauSpaceEvaluation stdEval = aeb.StdEvaluation(bsl);
foreach (IBlauPoint p in meanEval.AssignedLatticePoints)
{
double meanval = meanEval.eval(p);
double stdval = stdEval.eval(p);
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "Scores binned to Blaupoint: " + p + " ===> mean:" + meanval + ", std:" + stdval);
Assert.Less(Math.Abs(meanval - MEANVAL), 0.1);
Assert.Less(stdval, 0.1);
}
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "aeb: " + aeb.ToString());
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "meanEval: " + meanEval.ToStringLong());
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "stdEval: " + stdEval.ToStringLong());
}
private void WriteTrajectories(int popi, ISimulationBundle simb, ISimulationResultsBundle resb)
{
string trajname = TRAJ_FILE_PREFIX + "." + popi + ".Validation";
string trajpath = Path.Combine(_trajdir, trajname);
TextWriter trajWriter = File.CreateText(trajpath);
foreach (IAgentEvaluationBundle aeb in resb.getAgentEvaluationBundles())
{
trajWriter.WriteLine("# AgentEvaluation: " + aeb.Name);
trajWriter.Write("# BlauPoint-Coordinates \t ");
trajWriter.Write("mean \t std \t count");
trajWriter.WriteLine("");
IBlauSpaceLattice bsl = simb.getLattice(theActualDistribution, aeb);
IBlauSpaceEvaluation meanEval = aeb.MeanEvaluation(bsl);
IBlauSpaceEvaluation stdEval = aeb.StdEvaluation(bsl);
IBlauSpaceEvaluation ctEval = aeb.AssignmentCounts(bsl);
foreach (IBlauPoint bp in meanEval.AssignedLatticePoints)
{
for (int c = 0; c < bp.Space.Dimension; c++)
{
trajWriter.Write("" + bp.Space.getAxis(c).Name + "=" + bp.getCoordinate(c).ToString("#0.000") + "\t");
}
trajWriter.Write("" + meanEval.eval(bp).ToString("#0.000") + "\t");
trajWriter.Write("" + stdEval.eval(bp).ToString("#0.000") + "\t");
trajWriter.Write("" + ctEval.eval(bp).ToString("#0.000") + "\t");
trajWriter.WriteLine("");
}
}
double NUMTICKS = 100.0;
foreach (ITrajectoryBundle tb in resb.getTrajectoryBundles())
{
trajWriter.WriteLine("# TrajectoryBundle: " + tb.Name);
trajWriter.WriteLine("# time \t mean \t std \t center \t dev");
ITrajectory meanTraj = tb.MeanTrajectory;
ITrajectory stdTraj = tb.StdTrajectory;
ITrajectory centerTraj = tb.CentralTrajectory;
ITrajectory devTraj = tb.CentralDevTrajectory;
double mint = tb.MinimumTime;
double maxt = tb.MaximumTime;
double stept = (maxt - mint) / NUMTICKS;
for (double t = mint; t < maxt; t += stept)
{
trajWriter.Write("" + t.ToString("#0.000") + "\t");
trajWriter.Write("" + meanTraj.eval(t).ToString("#0.000") + "\t");
trajWriter.Write("" + stdTraj.eval(t).ToString("#0.000") + "\t");
trajWriter.Write("" + centerTraj.eval(t).ToString("#0.000") + "\t");
trajWriter.Write("" + devTraj.eval(t).ToString("#0.000") + "\t");
trajWriter.WriteLine("");
}
}
trajWriter.Flush();
trajWriter.Close();
}