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 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); }