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HA looks good

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Manuel Plonski
2023-06-29 09:48:11 +02:00
parent 4bfe5245a9
commit 4d4d609cea
13 changed files with 134 additions and 98 deletions
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econ/agents/__pycache__/base_aquire_agent.cpython-310.pyc
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econ/agents/__pycache__/base_distribution_agent.cpython-310.pyc
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econ/agents/__pycache__/price_believe_aquire.cpython-310.pyc
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econ/agents/__pycache__/price_believe_distribute.cpython-310.pyc
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16
econ/agents/base_aquire_agent.py
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@@ -19,7 +19,9 @@ class Base_Aquire_Agent(BaseAgent,ABC):
self.trades=[]
self.tqty=0
self.qty_offset=0
self.expense=0
self.texpense=0
self.expense_offset=0
self.max_price=-1
super().__init__(simulation)
@@ -37,7 +39,7 @@ class Base_Aquire_Agent(BaseAgent,ABC):
If err < 0 then agent needs to aquire resources
"""
err=self.business.inventory[self.resource]-self.target
return err
return int(err)
def set_price_max(self,price: int):
"""
@@ -60,7 +62,6 @@ class Base_Aquire_Agent(BaseAgent,ABC):
return None # we dont have enough balance
self.business.balance-=total_price
self.expense+=total_price
cx.add_to_account(self.id,"balance",total_price) # prepaid charge account for cx
order=cx.submit_order(self.id,self.resource,amount,price_per,Side.BUY)
if order==None: # Order failed
@@ -77,7 +78,7 @@ class Base_Aquire_Agent(BaseAgent,ABC):
amount=cx.get_account_resource_amount(self.id,"balance")
cx.remove_from_account(self.id,"balance",amount)
self.business.balance+=amount
self.expense-=amount
def collect_resource_from_cxs(self,resource):
"""
@@ -94,6 +95,7 @@ class Base_Aquire_Agent(BaseAgent,ABC):
"""
trades=[]
self.tqty=0
self.texpense=0
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
orders=self.orders[cx_id]
@@ -105,18 +107,22 @@ class Base_Aquire_Agent(BaseAgent,ABC):
self.trades=trades
for t in trades:
self.tqty+=t.trade_qty
self.texpense+=round(t.trade_qty*t.trade_price,2)
return trades
# Confirm a purchase of x amount to reduce qty and expense counter
def confirm_purchase(self,confirmed_qty):
expensePer=self.expense/self.qty
confirmedExpense=expensePer*confirmed_qty
self.expense-=confirmedExpense
self.expense_offset-=confirmedExpense
self.qty_offset-=confirmed_qty
@property
def qty(self):
return self.tqty+self.qty_offset
@property
def expense(self):
return self.texpense+self.expense_offset
def reset(self, episode):
#self.tqty=0

5
econ/agents/base_distribution_agent.py
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@@ -29,6 +29,8 @@ class Base_Distribution_Agent(BaseAgent,ABC):
"""
Sets the amount of resources the agent should keep in business inventory
"""
if target<0:
target=0
self.target=target
@@ -46,7 +48,7 @@ class Base_Distribution_Agent(BaseAgent,ABC):
If err < 0 then agent needs to distribute resources
"""
err=self.business.inventory[self.resource]-self.target
return err
return int(err)
def distribute_resource(self,price_per,amount,cx_id):
@@ -119,6 +121,7 @@ class Base_Distribution_Agent(BaseAgent,ABC):
def confirm_distribution(self,dis_qty,step):
income_per=self.income/self.qty
income_to_confirm=income_per*dis_qty
income_to_confirm=round(income_to_confirm,2)
self.income_offset-=income_to_confirm
self.qty_offset-=dis_qty
self.income_offset=round(self.income_offset,2)

148
econ/agents/price_believe_aquire.py
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@@ -1,59 +1,63 @@
from .base_aquire_agent import Base_Aquire_Agent
import random
class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
"""
Aquire agent with internal price believe system.
"""
def __init__(self, simulation, business, resource, exchanges: list, lr, max_price_adj_rate) -> None:
super().__init__(simulation, business, resource, exchanges)
self.lr=lr
self.max_price_adj_rate=max_price_adj_rate
self.price_believe={i: 1 for i in range(len(self.exchanges))}
self.open_orders={i: [] for i in range(len(self.exchanges))}
self.open_qty=0
self.lr = lr
self.max_price_adj_rate = max_price_adj_rate
self.price_believe = {i: 1 for i in range(len(self.exchanges))}
self.open_orders = {i: [] for i in range(len(self.exchanges))}
self.open_qty = 0
self.hp_threshold=0.25
self.lp_threshold=0.90
def tick(self,tick,episode):
def tick(self, tick, episode):
order_error=self.open_qty+self.target_error()
if order_error<0:
order_error = self.open_qty+self.target_error()
if order_error < 0:
# aquire based on current price believe
cx_id=self.select_best_cx()
order=self.order_resource(self.price_believe[cx_id],order_error*-1,cx_id)
if not order==None:
self.register_order(cx_id,order)
cx_id = self.select_best_cx()
order = self.order_resource(
self.price_believe[cx_id], order_error*-1, cx_id)
if not order == None:
self.register_order(cx_id, order)
else:
# order failed due to missing balance.. we need to adjust our price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_believe(cx_id,-1)
self.tick_open_orders()
self.update_believe(cx_id, -1)
self.tick_open_orders()
def select_best_cx(self):
best_id=-1
best=999999999
best_id = -1
best = 999999999
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
available=(cx.get_total_supply(self.resource)>0)
cx = self.exchanges[cx_id]
available = (cx.get_total_supply(self.resource) > 0)
if available:
potential=1*self.price_believe[cx_id]
potential = 1*self.price_believe[cx_id]
else:
continue
if potential<best:
best=potential
best_id=cx_id
if best_id==-1:
best_id=random.randint(0,len(self.exchanges)-1)
if potential < best:
best = potential
best_id = cx_id
if best_id == -1:
best_id = random.randint(0, len(self.exchanges)-1)
return best_id
def register_order(self,cx_id,order):
def register_order(self, cx_id, order):
self.open_orders[cx_id].append({
'id': order.order_id,
'lifetime': self.max_price_adj_rate,
'leaves': order.leaves_qty
})
if order.leaves_qty!=order.qty:
if order.leaves_qty != order.qty:
self.update_trades()
def tick_open_orders(self) -> int:
@@ -61,69 +65,81 @@ class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
Removes 1 from pending orders timeout timer and cancels timeed out orders.
Returns ids of orders that timeed out.
"""
self.open_qty=0
self.open_qty = 0
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
cx_orders=self.open_orders[cx_id]
cx = self.exchanges[cx_id]
cx_orders = self.open_orders[cx_id]
for i in cx_orders:
# Check for each order if it is fullfiled or if it is timed
o=self.orders[cx_id][i["id"]]
leaves=o.leaves_qty
if o.leaves_qty==0:
#order is done
self.open_orders[cx_id].remove(i) # remove order from open
self.update_believe(cx_id,-1) # update price believe
# Check for each order if it is fullfiled or if it is timed
o = self.orders[cx_id][i["id"]]
leaves = o.leaves_qty
if o.leaves_qty == 0:
# order is done
self.open_orders[cx_id].remove(i) # remove order from open
self.update_believe(cx_id, -1) # update price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
continue
if not (i["leaves"]==leaves):
#update in order
i["leaves"]=leaves
if not (i["leaves"] == leaves):
# update in order
i["leaves"] = leaves
self.update_trades()
#reset lifetime
i["lifetime"]=self.max_price_adj_rate
if i["lifetime"]>0:
self.open_qty+=o.leaves_qty
i["lifetime"]-=1 # subtract lifetime
# reset lifetime
i["lifetime"] = self.max_price_adj_rate
if i["lifetime"] > 0:
self.open_qty += o.leaves_qty
i["lifetime"] -= 1 # subtract lifetime
else:
# timeout
self.update_trades()
buy = o.qty-o.leaves_qty
buyp=buy/o.qty
sup = cx.total_supply[self.resource]+buy
if sup == 0:
sup = 1
coverage = buy/sup
# 50 % coverage limit
modifier = (max([coverage,buyp])*2)-1
modifier =0
success=self.calc_order_success(cx,o)
if success>=self.lp_threshold:
modifier=-1
elif success<=self.hp_threshold:
modifier=1
cx.cancel_order(i["id"])
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_believe(cx_id,1)
self.update_believe(cx_id, modifier)
self.open_orders[cx_id].remove(i)
def update_believe(self,cx_id,modifier):
def calc_order_success(self, cx, o):
"""
Calculate how we should adjust the price belive
"""
buy = o.qty-o.leaves_qty
buyperc = buy/o.qty
dem = cx.total_supply[self.resource]+buy
if dem == 0:
dem = 1
coverage = buy/dem
base_success = max([coverage, buyperc])
return base_success
def update_believe(self, cx_id, modifier):
"""
Updates the believe based on the modifier.
If positive will add lr to believe
If negative will sub lr to believe
"""
self.price_believe[cx_id]+=modifier*self.lr
if self.price_believe[cx_id]<0:
self.price_believe[cx_id]=0
self.price_believe[cx_id] += modifier*self.lr
if self.price_believe[cx_id] < 0:
self.price_believe[cx_id] = 0
def reset(self,episode):
def reset(self, episode):
# Clean shop for today
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
cx_orders=self.open_orders[cx_id]
cx = self.exchanges[cx_id]
cx_orders = self.open_orders[cx_id]
for i in cx_orders:
cx.cancel_order(i["id"])
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
# book keeping
self.update_trades()
self.open_orders={i: [] for i in range(len(self.exchanges))}
self.orders={i: {} for i in range(len(self.exchanges))}
return super().reset(episode)
self.open_orders = {i: [] for i in range(len(self.exchanges))}
self.orders = {i: {} for i in range(len(self.exchanges))}
return super().reset(episode)

45
econ/agents/price_believe_distribute.py
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@@ -14,6 +14,8 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
self.price_believe = {i: 1 for i in range(len(self.exchanges))}
self.open_orders = {i: [] for i in range(len(self.exchanges))}
self.open_qty = 0
self.lp_threshold=0.25
self.hp_threshold=0.90
def tick(self, step, episode):
@@ -72,16 +74,12 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
if o.leaves_qty == 0:
# order is done
self.open_orders[cx_id].remove(i) # remove order from open
sold = o.qty-o.leaves_qty
if o.qty==0:
o.qty=1
soldperc=sold/o.qty
dem = cx.total_demand[self.resource]+sold
if dem == 0:
dem = 1
coverage = sold/dem
# 50 % coverage limit
modifier = (max([coverage,soldperc])*2)-1
succsess=self.calc_order_success(cx,o)
modifier=0
if succsess>=self.hp_threshold:
modifier=1
elif succsess<=self.lp_threshold:
modifier=-1
self.update_believe(cx_id, modifier) # update price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
@@ -101,20 +99,29 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
else:
# timeout
self.update_trades()
sold = o.qty-o.leaves_qty
soldperc=sold/o.qty
dem = cx.total_demand[self.resource]+sold
if dem == 0:
dem = 1
coverage = sold/dem
# 50 % coverage limit
modifier = (max([coverage,soldperc])*2)-1
succsess=self.calc_order_success(cx,o)
modifier=0
if succsess>=self.hp_threshold:
modifier=1
elif succsess<=self.lp_threshold:
modifier=-1
cx.cancel_order(i["id"])
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_believe(cx_id, modifier)
self.open_orders[cx_id].remove(i)
def calc_order_success(self,cx, o):
"""
Calculate how we should adjust the price belive
"""
sold = o.qty-o.leaves_qty
soldperc=sold/o.qty
dem = cx.total_demand[self.resource]+sold
if dem == 0:
dem = 1
coverage = sold/dem
base_success=max([coverage,soldperc])
return base_success
def update_believe(self, cx_id, modifier):
"""