public void AgentOrderbookLoaderTest()
{
Console.WriteLine("AgentOrderbookLoaderTest");
LoggerInitialization.SetThreshold(typeof(sim_tests), LogLevel.Debug);
LoggerInitialization.SetThreshold(typeof(AbstractAgent), LogLevel.Info);
LoggerInitialization.SetThreshold(typeof(AgentOrderbookLoader), LogLevel.Info);
string PATH = "" + ApplicationConfig.EXECDIR + "orderbooks/orderbook.csv";
AgentOrderbookLoader loader = MakeAgentOrderbookLoader(PATH);
SingletonLogger.Instance().DebugLog(typeof(metrics_tests), "AgentOrderbookLoader: " + loader);
IOrderbook_Observable ob = new Orderbook();
IPopulation pop = new Population();
pop.addAgent(loader);
ISimulation sim = new Simulation(pop, ob, 0.0, 100.0);
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), "ob: " + ob.ToStringLong());
SingletonLogger.Instance().DebugLog(typeof(sim_tests), "res: " + res.ToStringLong());
Assert.AreEqual(res.Valid, true);
}
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);
}
protected override bool DecideToMakeOrder() {
if ( ! Orderbook.isNonDegenerate()) {
SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "XXXXXXXXX OB: " + Orderbook.ToStringLong());
return false;
}
if (_haveOrder) {
// SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I cannot make a new order, I have one");
return false;
}
bool makeorder = (SingletonRandomGenerator.Instance.NextDouble() <= _aggressiveness);
// SingletonLogger.Instance().DebugLog(typeof(Agent1x0), "I am "+this.ID+" DecideToMakeOrder: "+makeorder);
if (makeorder) {
IncrementTotalOrders();
_haveOrder = true;
}
return makeorder;
}
public override void SimulationEndNotification()
{
SingletonLogger.Instance().DebugLog(typeof(AgentOrderbookLoader), "*** AgentOrderbookLoader got ISimulationEnd @ " + Scheduler.GetTime());
SingletonLogger.Instance().InfoLog(typeof(AgentOrderbookLoader), "*** OB " + Orderbook.ToStringLong());
}
public override void SimulationEndNotification()
{
SingletonLogger.Instance().DebugLog(typeof(TrajectoryFactory_Price), "SimulationEndNotification");
Console.WriteLine("DEBUG" + Orderbook.ToStringLong());
}
// receive a signal from the Simulation (via the Population)
public override void Recv(ISimEntity src, ISimEvent simEvent)
{
if (Orderbook == null)
{
return;
}
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + "recv ISimEvent " + simEvent + " @ " + Scheduler.GetTime());
}
// events received from the DES
if (simEvent is ActionPrompt)
{
if (DecideToAct())
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + "acts @ " + Scheduler.GetTime() + " I have " + _orders.Count + " orders open");
}
EvaluateAllOpenOrders();
if (DecideToMakeOrder())
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + "makes order @ " + Scheduler.GetTime());
}
if (!Orderbook.isNonDegenerate())
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " witnesses Orderbook blowup @ " + Scheduler.GetTime() + "\n" + Orderbook.ToStringLong());
}
IOrder newOrder = null;
if (DecideToSubmitBid())
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " submits bid @ " + Scheduler.GetTime());
}
// bid
double price = GetBidPrice();
int volume = GetBidVolume();
if (volume > 0)
{
newOrder = Orderbook.addBid(price, volume, this);
}
else
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " attempts unsuccessful zero sized bid @ " + Scheduler.GetTime());
}
}
}
else
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " submits ask @ " + Scheduler.GetTime());
}
// ask
double price = GetAskPrice();
int volume = GetAskVolume();
if (volume > 0)
{
newOrder = Orderbook.addAsk(price, volume, this);
}
else
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " attempts unsuccessful zero sized ask @ " + Scheduler.GetTime());
}
}
}
if (newOrder != null)
{
// may be null if dual volume is 0 preventing creation of new orders
AddToOpenOrderList(newOrder);
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " submitted " + newOrder + " @ " + Scheduler.GetTime());
}
}
else
{
throw new Exception("We got a problem");
}
}
}
double timeToNextPrompt = GetTimeToNextActionPrompt();
if (timeToNextPrompt < 0.0)
{
// agent checks out of ecosystem by indicating a negative time
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " leaves simulation by indicating negative prompt time @ " + Scheduler.GetTime());
}
}
else
{
this.Send(this, simEvent, timeToNextPrompt);
}
}
}