public void ScoreTest()
{
Console.WriteLine("ScoreTest");
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 bp = new BlauPoint(s);
bp.setCoordinate(0, 11.0);
bp.setCoordinate(1, 22.0);
bp.setCoordinate(2, 33.0);
IScore score = new Score(bp, 5.0);
Assert.AreEqual(score.Coordinates.CompareTo(bp), 0);
Assert.AreEqual(score.Value, 5.0);
}
private AgentOrderbookLoader MakeAgentOrderbookLoader(string PATH)
{
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 AgentOrderbookLoader_Factory(PATH, d);
IPopulation pop = PopulationFactory.Instance().create(afact, 1);
AgentOrderbookLoader loader = null;
foreach (IAgent ag in pop)
{
loader = (AgentOrderbookLoader)ag;
break;
}
return(loader);
}
public override IBlauPoint getSample()
{
IBlauPoint answer = _current;
BlauPoint p = new BlauPoint(this.SampleSpace);
for (int i = 0; i < this.SampleSpace.Dimension; i++)
{
p.setCoordinate(i, _current.getCoordinate(i));
}
for (int i = 0; i < this.SampleSpace.Dimension; i++)
{
if (p.getCoordinate(i) + _step > this.SampleSpace.getAxis(i).MaximumValue)
{
p.setCoordinate(i, this.SampleSpace.getAxis(i).MinimumValue);
if (i == this.SampleSpace.Dimension)
{
p = new BlauPoint(this.SampleSpace);
break;
}
}
else
{
p.setCoordinate(i, _step + p.getCoordinate(i));
break;
}
}
_current = p;
return(answer);
}
public void AgentEvaluationTest()
{
Console.WriteLine("AgentEvaluationTest");
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);
string PROPERTY = "NetWorth";
IAgentEvaluation ae = new AgentEvaluation(PROPERTY, null);
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();
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "agent[" + i + "]: " + agents[i]);
}
double VAL = 1.0;
for (int i = 0; i < NUMAGENTS; i++)
{
ae.set(agents[i], VAL);
}
for (int i = 0; i < NUMAGENTS; i++)
{
Assert.AreEqual(ae.eval(agents[i]), VAL);
}
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "ae: " + ae.ToStringLong());
}
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 void Agent0x1Simulation_AgentTrajectories1()
{
Console.WriteLine("Agent0x1Simulation_AgentTrajectories1");
LoggerInitialization.SetThreshold(typeof(sim_tests), LogLevel.Debug);
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();
// 1 hours
ISimulation sim = new Simulation(pop, ob, 0.0, 3600.0);
IAgent agent = PopulationSelector.Select(pop);
ITrajectoryFactory agTF = new TrajectoryFactory_AgentOrders(agent, 10.0, 0.0);
sim.add(agTF);
ITrajectoryFactory agTF2 = new TrajectoryFactory_AgentNamedMetric(agent, "NetWorth", 10.0, 0.0);
sim.add(agTF2);
ITrajectoryFactory agTF3 = new TrajectoryFactory_AgentNamedMetric(agent, "NetWorth", 10.0, 0.99);
sim.add(agTF3);
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Running Simulation");
ISimulationResults res = sim.run();
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Stopping Simulation");
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "Results\n" + res.ToStringLong());
Assert.AreEqual(res.Valid, true);
}
public override IBlauPoint getSample()
{
BlauPoint p = new BlauPoint(this.SampleSpace);
for (int i = 0; i < this.SampleSpace.Dimension; i++)
{
double val = Value;
p.setCoordinate(i, val);
}
return(p);
}
public override IBlauPoint getSample()
{
BlauPoint p = new BlauPoint(this.SampleSpace);
for (int i = 0; i < this.SampleSpace.Dimension; i++)
{
double val;
do
{
val = SingletonRandomGenerator.Instance.NextGaussian(_mean, _std);
}while ((val < SampleSpace.getAxis(i).MinimumValue) || (val > SampleSpace.getAxis(i).MaximumValue));
p.setCoordinate(i, val);
}
return(p);
}
public void BlauPointComparerTest()
{
Console.WriteLine("BlauPointComparerTest");
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, 200.0, 300.0
};
IBlauSpace s = BlauSpace.create(dim, names, mins, maxs);
IBlauPoint bp = new BlauPoint(s);
bp.setCoordinate(0, 10.0);
bp.setCoordinate(1, 20.0);
bp.setCoordinate(2, 30.0);
IBlauPoint bp2 = bp.clone();
Dictionary <IBlauPoint, int> dic = new Dictionary <IBlauPoint, int>(new BlauPointComparer());
dic.Add(bp, 1);
Assert.AreEqual(dic.ContainsKey(bp), true);
Assert.AreEqual(dic.ContainsKey(bp2), true);
Assert.Throws <System.ArgumentException>(delegate { dic.Add(bp2, 2); });
Assert.AreEqual(dic.Count, 1);
Assert.AreEqual(dic[bp], 1);
Assert.AreEqual(dic[bp2], 1);
Dictionary <IBlauPoint, int> dic2 = new Dictionary <IBlauPoint, int>(new BlauPointComparer());
dic2.Add(bp2, 2);
Assert.AreEqual(dic2.ContainsKey(bp2), true);
Assert.AreEqual(dic2.ContainsKey(bp), true);
Assert.Throws <System.ArgumentException>(delegate { dic.Add(bp, 1); });
Assert.AreEqual(dic2.Count, 1);
Assert.AreEqual(dic2[bp], 2);
Assert.AreEqual(dic2[bp2], 2);
}
public void BlauPointSerializationTest()
{
Console.WriteLine("BlauSpaceSerializationTest");
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, 200.0, 300.0
};
IBlauSpace bs = BlauSpace.create(dim, names, mins, maxs);
SoapFormatter formatter = new SoapFormatter();
// BinaryFormatter formatter = new BinaryFormatter();
BlauPoint p1 = new BlauPoint(bs);
BlauPoint p2 = new BlauPoint(bs);
FileStream fs = new FileStream("p1.xml", FileMode.Create);
formatter.Serialize(fs, p1);
fs.Close();
fs = new FileStream("p2.xml", FileMode.Create);
formatter.Serialize(fs, p2);
fs.Close();
fs = new FileStream("p1.xml", FileMode.Open);
BlauPoint p1r = (BlauPoint)formatter.Deserialize(fs);
fs.Close();
fs = new FileStream("p2.xml", FileMode.Open);
BlauPoint p2r = (BlauPoint)formatter.Deserialize(fs);
fs.Close();
Assert.AreEqual(p1r.Space == p1.Space, true);
Assert.AreEqual(p2r.Space == p2.Space, true);
Assert.AreEqual(p1r.Space == p2r.Space, true);
Assert.AreEqual(p1.Space == p2.Space, true);
SingletonLogger.Instance().DebugLog(typeof(blau_tests), "All spaces coincides as expected");
}
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 void BlauSpaceLatticeTest()
{
Console.WriteLine("BlauSpaceLatticeTest");
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);
Assert.AreEqual(bsl.getStepSize(0), 100.0 / (double)STEPS);
Assert.AreEqual(bsl.getStepSize(1), 100.0 / (double)STEPS);
Assert.AreEqual(bsl.getStepSize(2), 100.0 / (double)STEPS);
Assert.AreEqual(bsl.getSteps(0), STEPS);
Assert.AreEqual(bsl.getSteps(1), STEPS);
Assert.AreEqual(bsl.getSteps(2), STEPS);
IBlauPoint bp = new BlauPoint(s);
bp.setCoordinate(0, 11.0);
bp.setCoordinate(1, 22.0);
bp.setCoordinate(2, 33.0);
IBlauPoint bpq = bsl.quantize(bp);
Assert.AreNotEqual(bp.CompareTo(bpq), 0);
IBlauPoint bp2 = new BlauPoint(s);
bp2.setCoordinate(0, 10.0);
bp2.setCoordinate(1, 20.0);
bp2.setCoordinate(2, 30.0);
IBlauPoint bpq2 = bsl.quantize(bp2);
Assert.AreEqual(bp2.CompareTo(bpq2), 0);
Assert.AreEqual(bpq.CompareTo(bp2), 0);
Assert.AreEqual(bpq.CompareTo(bpq2), 0);
IBlauPoint bp3 = new BlauPoint(s);
bp3.setCoordinate(0, 9.0);
bp3.setCoordinate(1, 19.0);
bp3.setCoordinate(2, 29.0);
IBlauPoint bpq3 = bsl.quantize(bp3);
Assert.AreEqual(bpq3.CompareTo(bpq), 0);
Assert.AreEqual(bpq3.CompareTo(bp2), 0);
Assert.AreEqual(bpq3.CompareTo(bpq2), 0);
}
public void QuantizedBlauPointSerializationTest()
{
Console.WriteLine("QuantizedBlauPointSerializationTest");
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, 200.0, 300.0
};
IBlauSpace bs = BlauSpace.create(dim, names, mins, maxs);
SoapFormatter formatter = new SoapFormatter();
// BinaryFormatter formatter = new BinaryFormatter();
BlauPoint p1 = new BlauPoint(bs);
p1.setCoordinate(0, 11.0);
p1.setCoordinate(1, 21.0);
p1.setCoordinate(2, 31.0);
BlauPoint p2 = new BlauPoint(bs);
p2.setCoordinate(0, 21.0);
p2.setCoordinate(1, 31.0);
p2.setCoordinate(2, 41.0);
int [] steps = new int[3]; steps[0] = 10; steps[1] = 20; steps[2] = 30;
IBlauSpaceLattice bsl = BlauSpaceLattice.create(bs, steps);
IBlauPoint qp1 = bsl.quantize(p1);
IBlauPoint qp2 = bsl.quantize(p2);
FileStream fs = new FileStream("p1.xml", FileMode.Create);
formatter.Serialize(fs, p1);
fs.Close();
fs = new FileStream("p2.xml", FileMode.Create);
formatter.Serialize(fs, p2);
fs.Close();
fs = new FileStream("qp1.xml", FileMode.Create);
formatter.Serialize(fs, qp1);
fs.Close();
fs = new FileStream("qp2.xml", FileMode.Create);
formatter.Serialize(fs, qp2);
fs.Close();
fs = new FileStream("qp1.xml", FileMode.Open);
IBlauPoint p1r = (IBlauPoint)formatter.Deserialize(fs);
fs.Close();
fs = new FileStream("qp2.xml", FileMode.Open);
IBlauPoint p2r = (IBlauPoint)formatter.Deserialize(fs);
fs.Close();
Assert.AreEqual(p1r.Space == p1.Space, true);
Assert.AreEqual(p2r.Space == p2.Space, true);
Assert.AreEqual(p1r.Space == p2r.Space, true);
Assert.AreEqual(p1.Space == p2.Space, true);
Assert.AreEqual(qp1 is QuantizedBlauPoint, true);
Assert.AreEqual(qp2 is QuantizedBlauPoint, true);
Assert.AreEqual(qp2.Space == p2.Space, true);
Assert.AreEqual(qp1.Space == p1.Space, true);
Assert.AreEqual(qp1.CompareTo(p1r), 0);
Assert.AreEqual(qp2.CompareTo(p2r), 0);
Assert.AreNotEqual(qp1.CompareTo(p1), 0);
Assert.AreNotEqual(qp2.CompareTo(p2), 0);
SingletonLogger.Instance().DebugLog(typeof(blau_tests), "Quantized points are as expected");
}
public void BlauPointTest()
{
Console.WriteLine("BlauPointTest");
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, 200.0, 300.0
};
IBlauSpace s = BlauSpace.create(dim, names, mins, maxs);
IBlauPoint bp = new BlauPoint(s);
bp.setCoordinate(0, 10.0);
bp.setCoordinate(1, 20.0);
bp.setCoordinate(2, 30.0);
Assert.AreEqual(bp.getCoordinate(0), 10.0);
Assert.AreEqual(bp.getCoordinate(1), 20.0);
Assert.AreEqual(bp.getCoordinate(2), 30.0);
Assert.Throws <Exception>(delegate { bp.setCoordinate(0, -10.0); });
Assert.Throws <Exception>(delegate { bp.setCoordinate(0, 110.0); });
Assert.Throws <Exception>(delegate { bp.setCoordinate(1, -10.0); });
Assert.Throws <Exception>(delegate { bp.setCoordinate(1, 210.0); });
Assert.Throws <Exception>(delegate { bp.setCoordinate(2, -10.0); });
Assert.Throws <Exception>(delegate { bp.setCoordinate(2, 310.0); });
IBlauPoint bp2 = bp.clone();
Assert.AreEqual(bp.CompareTo(bp2), 0);
Assert.AreEqual(bp2.CompareTo(bp), 0);
int h, h2;
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreEqual(h, h2);
bp.setCoordinate(0, 11.0);
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreNotEqual(h, h2);
bp2.setCoordinate(0, 11.0);
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreEqual(h, h2);
bp.setCoordinate(1, 22.0);
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreNotEqual(h, h2);
bp2.setCoordinate(1, 22.0);
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreEqual(h, h2);
bp.setCoordinate(2, 33.0);
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreNotEqual(h, h2);
bp2.setCoordinate(2, 33.0);
h = bp.GetHashCode();
h2 = bp2.GetHashCode();
Assert.AreEqual(h, h2);
Dictionary <IBlauPoint, int> dic = new Dictionary <IBlauPoint, int>();
dic.Add(bp, 1);
Assert.AreEqual(dic.ContainsKey(bp), true);
Assert.AreEqual(dic.ContainsKey(bp2), false);
SortedDictionary <IBlauPoint, int> dic2 = new SortedDictionary <IBlauPoint, int>();
dic2.Add(bp, 1);
Assert.AreEqual(dic2.ContainsKey(bp), true);
Assert.AreEqual(dic2.ContainsKey(bp2), 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 BlauSpaceMultiEvaluationTest()
{
Console.WriteLine("BlauSpaceMultiEvaluationTest");
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);
IBlauSpaceMultiEvaluation mev = new BlauSpaceMultiEvaluation("net worth", bsl);
IBlauPoint bp = new BlauPoint(s);
bp.setCoordinate(0, 11.0);
bp.setCoordinate(1, 22.0);
bp.setCoordinate(2, 33.0);
mev.set(bp, 10.0);
Assert.AreEqual(mev.eval(bp).Count, 1);
mev.set(bp, 20.0);
Assert.AreEqual(mev.eval(bp).Count, 2);
IBlauPoint bp2 = bp.clone();
mev.set(bp2, 30.0);
Assert.AreEqual(mev.eval(bp).Count, 3);
Assert.AreEqual(mev.eval(bp2).Count, 3);
mev.set(bp2, 40.0);
Assert.AreEqual(mev.eval(bp).Count, 4);
Assert.AreEqual(mev.eval(bp2).Count, 4);
Assert.AreEqual(mev.AssignedLatticePoints.Count, 1);
IBlauPoint bp3 = new BlauPoint(s);
bp3.setCoordinate(0, 12.0);
bp3.setCoordinate(1, 23.0);
bp3.setCoordinate(2, 34.0);
mev.set(bp3, 50.0);
Assert.AreEqual(mev.eval(bp).Count, 5);
Assert.AreEqual(mev.eval(bp2).Count, 5);
Assert.AreEqual(mev.eval(bp3).Count, 5);
Assert.AreEqual(mev.AssignedLatticePoints.Count, 1);
IBlauPoint bpX = new BlauPoint(s);
bpX.setCoordinate(0, 22.0);
bpX.setCoordinate(1, 33.0);
bpX.setCoordinate(2, 44.0);
mev.set(bpX, 100.0);
Assert.AreEqual(mev.eval(bp).Count, 5);
Assert.AreEqual(mev.eval(bp2).Count, 5);
Assert.AreEqual(mev.eval(bp3).Count, 5);
Assert.AreEqual(mev.eval(bpX).Count, 1);
Assert.AreEqual(mev.AssignedLatticePoints.Count, 2);
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "mev: " + mev.ToStringLong());
}
public void BlauSpaceEvaluationTest()
{
Console.WriteLine("BlauSpaceEvaluationTest");
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);
IBlauSpaceMultiEvaluation mev = new BlauSpaceMultiEvaluation("net worth", bsl);
IBlauPoint bp = new BlauPoint(s);
bp.setCoordinate(0, 11.0);
bp.setCoordinate(1, 22.0);
bp.setCoordinate(2, 33.0);
mev.set(bp, 10.0);
mev.set(bp, 20.0);
IBlauPoint bp2 = bp.clone();
mev.set(bp2, 30.0);
mev.set(bp2, 40.0);
IBlauPoint bp3 = new BlauPoint(s);
bp3.setCoordinate(0, 12.0);
bp3.setCoordinate(1, 23.0);
bp3.setCoordinate(2, 34.0);
mev.set(bp3, 50.0);
IBlauPoint bpX = new BlauPoint(s);
bpX.setCoordinate(0, 22.0);
bpX.setCoordinate(1, 33.0);
bpX.setCoordinate(2, 44.0);
mev.set(bpX, 100.0);
IBlauSpaceEvaluation bse = new BlauSpaceEvaluation("net worth", bsl);
foreach (IBlauPoint p in mev.AssignedLatticePoints)
{
LinkedList <IScore> scores = mev.eval(p);
double total = 0.0;
double count = 0.0;
foreach (IScore sc in scores)
{
total += sc.Value;
count += 1.0;
}
if (p.CompareTo(bp) == 0)
{
Assert.AreEqual(total, 150.0);
Assert.AreEqual(count, 5.0);
}
if (p.CompareTo(bpX) == 0)
{
Assert.AreEqual(total, 100.0);
Assert.AreEqual(count, 1.0);
}
double ave = total / count;
bse.set(p, ave);
Assert.Throws <Exception>(delegate { bse.set(p, ave); });
Assert.Throws <Exception>(delegate { bse.set(p.clone(), ave); });
Assert.AreEqual(bse.eval(p), ave);
Assert.AreEqual(bse.eval(p.clone()), ave);
}
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "bse: " + bse.ToStringLong());
}
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 BlauSpaceMultiEvaluationConstructionTest()
{
Console.WriteLine("BlauSpaceMultiEvaluationConstructionTest");
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";
BlauSpaceMultiEvaluation mev = new BlauSpaceMultiEvaluation(PROPERTY, bsl);
int NUMTRIALS = 10;
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(1.0, 0.2));
}
ae.AddToBlauSpaceMultiEvaluation(mev);
int count = 0;
foreach (IBlauPoint p in mev.AssignedLatticePoints)
{
LinkedList <IScore> scores = mev.eval(p);
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "" + scores.Count + " Readings binned to Blaupoint: " + p);
count += scores.Count;
}
Assert.AreEqual(count, NUMAGENTS * (trial + 1));
}
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "mev: " + mev.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());
}
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());
}
