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); }
static public AgentOrderbookLoader MakeAgentOrderbookLoader(string path) { string [] names = new string [1] { "x" }; double [] mins = new double [1] { 0.00 }; double [] maxs = new double [1] { 100.0 }; IBlauSpace s = BlauSpace.create(1, names, mins, maxs); IDistribution d = new Distribution_Gaussian(s, 0.0, 0.0); 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 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); }
protected static IPopulation CreatePopulation(IAgentFactory afact, int numAgents, string initialOrderbook) { // SingletonLogger.Instance().InfoLog(typeof(SingleDistributionExperiment), "pre."); IPopulation pop = PopulationFactory.Instance().create(afact, numAgents); // SingletonLogger.Instance().InfoLog(typeof(SingleDistributionExperiment), "post."); AgentOrderbookLoader loader = Helpers.MakeAgentOrderbookLoader(initialOrderbook); pop.addAgent(loader); return(pop); }
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 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 PopulationFactoryTest() { Console.WriteLine("PopulationFactoryTest"); int dimP = 3; string [] namesP = new string [3] { "x0", "x1", "x2" }; double [] minsP = new double [3] { 0.0, 0.0, 0.0 }; double [] maxsP = new double [3] { 100.0, 100.0, 100.0 }; IBlauSpace sP = BlauSpace.create(dimP, namesP, minsP, maxsP); Product d = new Product(sP); for (int i = 0; i < 3; i++) { int dim = 1; string [] names = new string [1]; names[0] = "x" + i; double [] mins = new double [1] { 0.00 }; double [] maxs = new double [1] { 100.0 }; IBlauSpace s = BlauSpace.create(dim, names, mins, maxs); double mean = 10.0 * (i + 1.0); double std = i + 1.0; IDistribution di = new Distribution_Gaussian(s, mean, std); d.Add(di); } d.DistributionComplete(); IPopulationFactory pf = PopulationFactory.Instance(); int POPSIZE = 100; AgentDummy_Factory adf = new AgentDummy_Factory(d); IPopulation pop = pf.create(adf, POPSIZE); Assert.AreEqual(pop.Size, POPSIZE); SingletonLogger.Instance().DebugLog(typeof(agent_tests), "distribution: " + d); SingletonLogger.Instance().DebugLog(typeof(agent_tests), "pop: \n" + pop); int count = 0; foreach (IAgent ag in pop) { for (int x = 0; x < 3; x++) { double diff = Math.Abs(ag.Coordinates.getCoordinate(x) - (10.0 * (x + 1.0))); Assert.AreEqual((diff > 5.0 * (x + 1.0)), false); } count++; } Assert.AreEqual(count, POPSIZE); for (int j = 0; j < count; j++) { IAgent agj = pop.getAgent(j); Assert.Throws <Exception>(delegate { pop.addAgent(agj); }); } for (int j = 0; j < count; j++) { IAgent agj = pop.getAgent(0); pop.removeAgent(agj); Assert.AreEqual(pop.Size, POPSIZE - 1); Assert.Throws <Exception>(delegate { pop.removeAgent(agj); }); pop.addAgent(agj); } }
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()); }