Example #1
0
        public void Agent0x1Simulation_ZeroDimensional()
        {
            Console.WriteLine("Agent0x1Simulation_ZeroDimensional");
            LoggerInitialization.SetThreshold(typeof(sim_tests), LogLevel.Debug);
            LoggerInitialization.SetThreshold(typeof(AbstractAgent), LogLevel.Info);
            LoggerInitialization.SetThreshold(typeof(AgentOrderbookLoader), LogLevel.Info);
            LoggerInitialization.SetThreshold(typeof(Agent0x0), LogLevel.Info);

            int dim = 0;

            string []     names = new string [0];
            double []     mins  = new double [0];
            double []     maxs  = new double [0];
            IBlauSpace    s     = BlauSpace.create(dim, names, mins, maxs);
            IBlauPoint    mean  = new BlauPoint(s);
            IBlauPoint    std   = new BlauPoint(s);
            IDistribution d     = new Distribution_Gaussian(s, mean, std);

            IAgentFactory afact     = new Agent0x0_Factory(d);
            int           NUMAGENTS = 10;
            IPopulation   pop       = PopulationFactory.Instance().create(afact, NUMAGENTS);

            foreach (IAgent ag in pop)
            {
                SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "agent: " + ag);
            }

            string PATH = "" + ApplicationConfig.EXECDIR + "orderbooks/orderbook.csv";
            AgentOrderbookLoader loader = MakeAgentOrderbookLoader(PATH);

            pop.addAgent(loader);

            IOrderbook_Observable ob = new Orderbook();

            string PROPERTY            = "NetWorth";
            IAgentEvaluationBundle aeb = new AgentEvaluationBundle(PROPERTY);

            // 1 hours
            ISimulation sim = new Simulation(pop, ob, 0.0, 3600.0);
            NamedMetricAgentEvaluationFactory metricEF = new NamedMetricAgentEvaluationFactory(PROPERTY);

            sim.add(metricEF);

            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Running Simulation");
            ISimulationResults res = sim.run();

            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Stopping Simulation");

            IAgentEvaluation ae = metricEF.create();

            aeb.addAgentEvaluation(ae);

            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "ob: " + ob.ToStringLong());
            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "aeb: " + aeb.ToStringLong());
            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "res: " + res.ToStringLong());

            Assert.AreEqual(res.Valid, true);
        }
Example #2
0
        public void DummySimulation1()
        {
            Console.WriteLine("DummySimulation1");
            LoggerInitialization.SetThreshold(typeof(sim_tests), LogLevel.Debug);
            LoggerInitialization.SetThreshold(typeof(AbstractAgent), LogLevel.Info);
            LoggerInitialization.SetThreshold(typeof(AgentDummy), LogLevel.Info);

            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);

            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);

            foreach (IAgent ag in pop)
            {
                SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "agent: " + ag);
            }

            IOrderbook_Observable ob = new Orderbook();

            string PROPERTY            = "NetWorth";
            IAgentEvaluationBundle aeb = new AgentEvaluationBundle(PROPERTY);

            ISimulation sim = new Simulation(pop.clone(), ob.clone(), 0.0, 100.0);
            NamedMetricAgentEvaluationFactory metricEF = new NamedMetricAgentEvaluationFactory(PROPERTY);

            sim.add(metricEF);

            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Running Simulation");
            ISimulationResults res = sim.run();

            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Stopping Simulation");

            IAgentEvaluation ae = metricEF.create();

            aeb.addAgentEvaluation(ae);

            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "aeb: " + aeb.ToStringLong());
            SingletonLogger.Instance().DebugLog(typeof(sim_tests), "res: " + res.ToStringLong());

            Assert.AreEqual(res.Valid, true);
        }