public IAgentEvaluation create() { IAgentEvaluation answer = MyAgentEvaluation; reset(); return(answer); }
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); }
public bool addAgentEvaluation(IAgentEvaluation ae) { if (!ae.Name.Equals(this.Name)) { throw new Exception("nonhomogenous AgentEvaluationBundle are not supported"); } _agentevaluations.AddLast(ae); return(true); }
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); }
public void reset() { _evaluation = new AgentEvaluation(this.Name, this); }
public void add(IAgentEvaluation a) { _alist.Add(a); }
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()); }