public Agent0xA(IBlauPoint coordinates, IAgentFactory creator, int id) : base(coordinates, creator, id, 0.0)
{
_G = coordinates.getCoordinate(coordinates.Space.getAxisIndex(GainCutoff_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my aggressiveness to: "+_aggressiveness);
SetMetricValue(GainCutoff_PROPERTYNAME, _G);
_L = coordinates.getCoordinate(coordinates.Space.getAxisIndex(LossCutoff_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
SetMetricValue(LossCutoff_PROPERTYNAME, _L);
_Tdouble = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Type_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
if (_Tdouble < 0.0)
{
_T = -1;
}
else
{
_T = +1;
}
SetMetricValue(Type_PROPERTYNAME, _T);
_myTrades = 0;
SetMetricValue(TotalTrades_METRICNAME, (double)_myTrades);
_myOrders = 0;
SetMetricValue(TotalOrders_METRICNAME, (double)_myOrders);
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have iniitialized TotalTrades metric to: "+GetMetricValue(TotalTrades_METRICNAME));
}
public Agent0xB(IBlauPoint coordinates, IAgentFactory creator, int id) : base(coordinates, creator, id, 0.0)
{
_G = coordinates.getCoordinate(coordinates.Space.getAxisIndex(GainCutoff_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my aggressiveness to: "+_aggressiveness);
SetMetricValue(GainCutoff_PROPERTYNAME, _G);
if (_G < 0.0)
{
throw new Exception("Gain cutoff must be positive!");
}
_L = coordinates.getCoordinate(coordinates.Space.getAxisIndex(LossCutoff_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
SetMetricValue(LossCutoff_PROPERTYNAME, _L);
if (_L < 0.0)
{
throw new Exception("Loss cutoff must be positive!");
}
_TypeDouble = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Type_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
/*
* double toss = SingletonRandomGenerator.Instance.NextDouble ();
*
* if (toss < _TypeDouble) {
* _Type = -1; // play short
* // Move myself in BlauSpace
* coordinates.setCoordinate(coordinates.Space.getAxisIndex (Type_PROPERTYNAME), (double)0.0);
* } else {
* _Type = +1; // play long
* // Move myself in BlauSpace
* coordinates.setCoordinate(coordinates.Space.getAxisIndex (Type_PROPERTYNAME), (double)1.0);
* }
*/
/*
* if (this.ID % 2 == 0) _Type = -1; // play short
* else _Type = +1; // play long
*/
SetMetricValue(Type_PROPERTYNAME, _Type);
_clock = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Clock_PROPERTYNAME));
SetMetricValue(Clock_PROPERTYNAME, _clock);
ResetMetrics();
_burninResetCompleted = false;
_startTime = 0.0;
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have iniitialized TotalTrades metric to: "+GetMetricValue(TotalTrades_METRICNAME));
}
public Agent0x2(IBlauPoint coordinates, IAgentFactory creator, int id) : base(coordinates, creator, id, 0.0)
{
_aggressiveness = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Aggressiveness_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my aggressiveness to: "+_aggressiveness);
SetMetricValue(Aggressiveness_PROPERTYNAME, _aggressiveness);
_optimism = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Optimism_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
SetMetricValue(Optimism_PROPERTYNAME, _optimism);
_myTrades = 0;
SetMetricValue(TotalTrades_METRICNAME, (double)_myTrades);
_myOrders = 0;
SetMetricValue(TotalOrders_METRICNAME, (double)_myOrders);
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have iniitialized TotalTrades metric to: "+GetMetricValue(TotalTrades_METRICNAME));
}
public AgentZx0(IBlauPoint coordinates, IAgentFactory creator, int id) : base(coordinates, creator, id, 0.0)
{
_clock = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Clock_PROPERTYNAME));
SetMetricValue(Clock_PROPERTYNAME, _clock);
_priceOffset = coordinates.getCoordinate(coordinates.Space.getAxisIndex(PriceOffset_PROPERTYNAME));
SetMetricValue(PriceOffset_PROPERTYNAME, _priceOffset);
_volumeOffset = coordinates.getCoordinate(coordinates.Space.getAxisIndex(VolumeOffset_PROPERTYNAME));
SetMetricValue(VolumeOffset_PROPERTYNAME, _volumeOffset);
_myTrades = 0;
SetMetricValue(AgentTrades_METRICNAME, (double)_myTrades);
_myOrders = 0;
SetMetricValue(AgentOrders_METRICNAME, (double)_myOrders);
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have iniitialized TotalTrades metric to: "+GetMetricValue(TotalTrades_METRICNAME));
}
// copy constructor
public BlauPoint(IBlauPoint orig)
{
_space = orig.Space;
_coords = new double [orig.Space.Dimension];
for (int i = 0; i < orig.Space.Dimension; i++)
{
_coords[i] = orig.getCoordinate(i);
}
_dirty = true;
}
public void Distribution_Gaussian2DTest()
{
Console.WriteLine("Distribution_Gaussian2DTest");
double mean = 70.0;
double std = 1.0;
double mean2 = 20.0;
double std2 = 1.0;
IDistribution g2d = create2DGaussian(mean, std, mean2, std2);
for (int i = 0; i < 100; i++)
{
IBlauPoint p = g2d.getSample();
SingletonLogger.Instance().DebugLog(typeof(Main_dist), "=> " + p);
Assert.AreEqual((Math.Abs(p.getCoordinate(0) - mean) > 10.0 * std), false);
Assert.AreEqual((Math.Abs(p.getCoordinate(1) - mean2) > 10.0 * std2), false);
}
}
public Agent0xA(IBlauPoint coordinates, IAgentFactory creator, int id) : base(coordinates, creator, id, 0.0)
{
_G = coordinates.getCoordinate(coordinates.Space.getAxisIndex(GainCutoff_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my aggressiveness to: "+_aggressiveness);
SetMetricValue(GainCutoff_PROPERTYNAME, _G);
if (_G < 0.0)
{
throw new Exception("Gain cutoff must be positive!");
}
_L = coordinates.getCoordinate(coordinates.Space.getAxisIndex(LossCutoff_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
SetMetricValue(LossCutoff_PROPERTYNAME, _L);
if (_L < 0.0)
{
throw new Exception("Loss cutoff must be positive!");
}
_TypeDouble = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Type_PROPERTYNAME));
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have set my optimism to: "+_optimism);
if (_TypeDouble < 0.0)
{
_Type = -1; // play short
}
else
{
_Type = +1; // play long
}
SetMetricValue(Type_PROPERTYNAME, _Type);
_clock = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Clock_PROPERTYNAME));
SetMetricValue(Clock_PROPERTYNAME, _clock);
ResetMetrics();
_burninResetCompleted = false;
_startTime = 0.0;
//SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I have iniitialized TotalTrades metric to: "+GetMetricValue(TotalTrades_METRICNAME));
}
private void FillTemplateDistributionParameters(IBlauPoint parms)
{
for (int i = 0; i < parms.Space.Dimension; i++)
{
//SingletonLogger.Instance().DebugLog(typeof(DistributionSpaceIterator), "now filling param "+i+" with "+parms.getCoordinate(i));
_templateDistribution.setParam(i, parms.getCoordinate(i));
//Console.WriteLine("Now filling param "+i+" with "+parms.getCoordinate(i));
}
//Console.WriteLine("the template dist is now: "+_templateDistribution);
}
public void Distribution_GaussianMixtureTest()
{
Console.WriteLine("Distribution_GaussianMixtureTest");
double mean = 70.0;
double std = 1.0;
double mean2 = 20.0;
double std2 = 1.0;
IDistribution d = createGaussianMixture(mean, std, mean2, std2);
SingletonLogger.Instance().DebugLog(typeof(dist_tests), "distribution: " + d);
for (int i = 0; i < 1000; i++)
{
IBlauPoint p = d.getSample();
SingletonLogger.Instance().DebugLog(typeof(dist_tests), "=> " + p);
double diff = Math.Abs(p.getCoordinate(0) - mean);
double diff2 = Math.Abs(p.getCoordinate(0) - mean2);
Assert.AreEqual((diff > 5.0 * std) && (diff2 > 5.0 * std2), false);
}
}
public void Distribution_Interval1DTest()
{
Console.WriteLine("Distribution_Interval1DTest");
int dim = 1;
string [] names = new string [1] {
"x"
};
double [] mins = new double [1] {
0.00
};
double [] maxs = new double [1] {
100.0
};
IBlauSpace s = BlauSpace.create(dim, names, mins, maxs);
double min = 10.0;
double max = 30.0;
IDistribution d = new Distribution_Interval(s, min, max);
SingletonLogger.Instance().DebugLog(typeof(dist_tests), "distribution: " + d);
for (int i = 0; i < 1000; i++)
{
IBlauPoint p = d.getSample();
SingletonLogger.Instance().DebugLog(typeof(dist_tests), "=> " + p);
for (int x = 0; x < dim; x++)
{
double diff = p.getCoordinate(x) - min;
Assert.AreEqual(diff < 0.0, false);
diff = max - p.getCoordinate(x);
Assert.AreEqual(diff < 0.0, false);
}
}
}
public Agent0x1(IBlauPoint coordinates, IAgentFactory creator, int id) : base(coordinates, creator, id, 0.0)
{
SingletonLogger.Instance().InfoLog(typeof(Agent0x1), "creating agent " + id);
_aggressiveness = coordinates.getCoordinate(coordinates.Space.getAxisIndex(Aggressiveness_PROPERTYNAME));
SetMetricValue(Aggressiveness_PROPERTYNAME, _aggressiveness);
SingletonLogger.Instance().DebugLog(typeof(Agent0x1), "I am " + this.ID + " have set my aggressiveness to: " + GetMetricValue(Aggressiveness_PROPERTYNAME));
SetMetricValue(TotalTrades_METRICNAME, 0.0);
SetMetricValue(NetWorth_METRICNAME, 0.0);
SetMetricValue(TotalOrders_METRICNAME, 0.0);
validateMetrics(7);
SingletonLogger.Instance().InfoLog(typeof(Agent0x1), "done creating agent " + id);
}
// quantize a blaupoint with respect to this lattice
public IBlauPoint quantize(IBlauPoint p)
{
if (p.Space != this.BlauSpace)
{
throw new Exception("BlauSpaceLattice is being requested to quantize a BlauPoint which lies in a foreign BlauSpace");
}
IBlauPoint qp = new QuantizedBlauPoint(p.Space, this);
for (int i = 0; i < p.Space.Dimension; i++)
{
double px = p.getCoordinate(i);
// qp will quantize coordinates to this lattice
qp.setCoordinate(i, px);
}
return(qp);
}
public override IBlauPoint getSample()
{
if (!_completed)
{
throw new Exception("Attempt to sample from Product distribution that has not been completed");
}
IBlauPoint p = new BlauPoint(this.SampleSpace);
foreach (IDistribution d in _factor)
{
IBlauPoint q = d.getSample();
for (int i = 0; i < q.Space.Dimension; i++)
{
p.setCoordinate(p.Space.getAxisIndex(q.Space.getAxis(i).Name), q.getCoordinate(i));
}
}
return(p);
}
public Agent1x0(IBlauPoint coordinates, IAgentFactory creator, int id, double lambda, double gamma, double burnin) : base(coordinates, creator, id, burnin)
{
SingletonLogger.Instance().InfoLog(typeof(Agent1x0), "creating agent "+id);
_clock = coordinates.getCoordinate( coordinates.Space.getAxisIndex(Clock_PROPERTYNAME) );
_aggressiveness = coordinates.getCoordinate( coordinates.Space.getAxisIndex(Aggressiveness_PROPERTYNAME) );
_patience = coordinates.getCoordinate( coordinates.Space.getAxisIndex(Patience_PROPERTYNAME) );
_trendiness = coordinates.getCoordinate( coordinates.Space.getAxisIndex(Trendiness_PROPERTYNAME) );
_optimism = coordinates.getCoordinate( coordinates.Space.getAxisIndex(Optimism_PROPERTYNAME) );
_riskiness = coordinates.getCoordinate( coordinates.Space.getAxisIndex(Riskiness_PROPERTYNAME) );
SetMetricValue(Clock_PROPERTYNAME, _clock);
SetMetricValue(Aggressiveness_PROPERTYNAME, _aggressiveness);
SetMetricValue(Patience_PROPERTYNAME, _patience);
SetMetricValue(Trendiness_PROPERTYNAME, _trendiness);
SetMetricValue(Optimism_PROPERTYNAME, _optimism);
SetMetricValue(Riskiness_PROPERTYNAME, _riskiness);
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" have set my clock to: "+GetMetricValue(Clock_PROPERTYNAME));
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" have set my aggressiveness to: "+GetMetricValue(Aggressiveness_PROPERTYNAME));
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" have set my patience to: "+GetMetricValue(Patience_PROPERTYNAME));
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" have set my trendiness to: "+GetMetricValue(Trendiness_PROPERTYNAME));
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" have set my optimism to: "+GetMetricValue(Optimism_PROPERTYNAME));
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" have set my riskiness to: "+GetMetricValue(Riskiness_PROPERTYNAME));
ResetMetrics();
_haveOrder = false;
_lastBidVolume = 0.0;
_lastAskVolume = 0.0;
_lambda = lambda;
_gamma = gamma;
_burninResetCompleted = false;
_startTime = 0.0;
SingletonLogger.Instance().InfoLog(typeof(Agent1x0), "done creating agent "+id);
}
