public void Agent0x1Simulation_TrajectoryBundles()
{
Console.WriteLine("Agent0x1Simulation_TrajectoryBundles");
LoggerInitialization.SetThreshold(typeof(sim_tests), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Agent0x1), LogLevel.Info);
//LoggerInitialization.SetThreshold(typeof(AbstractAgent), LogLevel.Info);
//LoggerInitialization.SetThreshold(typeof(SimulationBundle), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Scheduler), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Trajectory), LogLevel.Debug);
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 = 25;
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";
// 1 hours
ISimulationBundle simb = new SimulationBundle(pop, ob, 0.0, 3600.0);
IAgentEvaluationFactory metricEF = new NamedMetricAgentEvaluationFactory(PROPERTY);
simb.add(metricEF);
ITrajectoryFactory priceTF = new TrajectoryFactory_Price(10.0, 0.8);
simb.add(priceTF);
ITrajectoryFactory spreadTF = new TrajectoryFactory_Spread(10.0, 0.0);
simb.add(spreadTF);
int NUMTRIALS = 25;
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Running Simulation");
ISimulationResultsBundle resb = simb.run(NUMTRIALS);
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Stopping Simulation");
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "resb: " + resb.ToString());
int STEPS = 1;
int [] STEPSarray = new int[s.Dimension]; for (int j = 0; j < s.Dimension; j++)
{
STEPSarray[j] = STEPS;
}
IBlauSpaceLattice bsl = BlauSpaceLattice.create(s, STEPSarray);
foreach (IAgentEvaluationBundle aeb in resb.getAgentEvaluationBundles())
{
IBlauSpaceEvaluation meanEval = aeb.MeanEvaluation(bsl);
IBlauSpaceEvaluation stdEval = aeb.StdEvaluation(bsl);
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "meanEval: " + meanEval.ToStringLong());
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "stdEval: " + stdEval.ToStringLong());
}
foreach (ITrajectoryBundle tb in resb.getTrajectoryBundles())
{
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Computing meanTraj");
ITrajectory meanTraj = tb.MeanTrajectory;
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Computing stdTraj");
ITrajectory stdTraj = tb.StdTrajectory;
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "meanTraj: " + meanTraj.ToStringLong());
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "stdTraj: " + stdTraj.ToStringLong());
}
Assert.AreEqual(resb.Valid, true);
}
public void Agent0x1Simulation_Trajectories()
{
Console.WriteLine("Agent0x1Simulation_Trajectories");
LoggerInitialization.SetThreshold(typeof(sim_tests), LogLevel.Debug);
LoggerInitialization.SetThreshold(typeof(Agent0x0), LogLevel.Info);
//LoggerInitialization.SetThreshold(typeof(SimulationBundle), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Trajectory), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(TrajectoryFactory_Price), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Orderbook), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Matcher), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(Simulation), LogLevel.Debug);
//LoggerInitialization.SetThreshold(typeof(AbstractTrajectoryFactory), LogLevel.Debug);
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);
IAgentEvaluationFactory metricEF = new NamedMetricAgentEvaluationFactory(PROPERTY);
sim.add(metricEF);
ITrajectoryFactory priceTF = new TrajectoryFactory_Price(10.0, 0.8);
sim.add(priceTF);
ITrajectoryFactory spreadTF = new TrajectoryFactory_Spread(10.0, 0.0);
sim.add(spreadTF);
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);
}
