fuck man major readjustment but it is running again...
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@@ -5,7 +5,7 @@ class AutoProductionAgent(BaseAgent):
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"""
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def __init__(self,sim,business,worker=1,employment_rate=0) -> None:
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def __init__(self,sim,business,worker=-1,employment_rate=0) -> None:
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super().__init__(sim)
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self.business=business
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self.prod=business.production
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@@ -13,32 +13,56 @@ class AutoProductionAgent(BaseAgent):
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self.employment_rate=employment_rate
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self.employment_index=worker
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self.target=0
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self.prod_counter=0
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def set_worker(self,workers):
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if workers>1:
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self.worker=workers
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elif workers==-1:
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self.worker=-1
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else:
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self.worker=1
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def set_target(self,qty):
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self.target=qty
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def can_produce(self):
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# If can produce item
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for com in self.prod["prod"]:
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for k,v in com.items():
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if v > self.business.inventory[k]:
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return False
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# how much can we produce
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minprod=[]
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for k,v in self.prod["prod"].items():
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minprod.append(self.business.inventory[k]/v)
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possibleProds=int(min(minprod))
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return possibleProds*self.prod["amount"]
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def should_produce(self):
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# check if we should produce
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if self.business.resource_in_possesion()>self.target:
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return False
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return True
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if self.business.resource_in_possesion()>=self.target:
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return 0
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return self.can_produce()
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def tick(self,step,epi):
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for i in range(self.worker):
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if not self.can_produce():
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continue
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can=self.should_produce()
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if can==0:
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return
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run=True
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i=self.worker
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while run:
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if self.should_produce()==0:
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return
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if i==0:
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return
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# remove cost from inventory
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for com in self.prod["prod"]:
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for k,cost in com.items():
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self.business.inventory[k]-=cost
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for k,cost in self.prod["prod"].items():
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self.business.inventory[k]-=cost
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# add commodity
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self.business.inventory[self.prod['name']]+=self.prod["amount"]
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self.prod_counter+=1
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i-=1
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def reset_qty(self):
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self.prod_counter=0
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def qty(self):
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return self.prod_counter
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@@ -17,6 +17,9 @@ class Base_Aquire_Agent(BaseAgent,ABC):
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self.orders={i: {} for i in range(len(self.exchanges))}
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self.target=0
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self.trades=[]
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self.tqty=0
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self.qty_offset=0
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self.expense=0
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self.max_price=-1
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super().__init__(simulation)
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@@ -57,10 +60,11 @@ class Base_Aquire_Agent(BaseAgent,ABC):
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return None # we dont have enough balance
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self.business.balance-=total_price
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self.expense+=total_price
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cx.add_to_account(self.id,"balance",total_price) # prepaid charge account for cx
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order=cx.submit_order(self.id,self.resource,amount,price_per,Side.BUY)
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if order==None: # Order failed
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return False
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return None
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self.orders[cx_id][order.order_id]=order
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self.update_trades()
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return order
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@@ -73,6 +77,7 @@ class Base_Aquire_Agent(BaseAgent,ABC):
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amount=cx.get_account_resource_amount(self.id,"balance")
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cx.remove_from_account(self.id,"balance",amount)
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self.business.balance+=amount
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self.expense-=amount
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def collect_resource_from_cxs(self,resource):
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"""
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@@ -88,13 +93,33 @@ class Base_Aquire_Agent(BaseAgent,ABC):
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Returns a list of all trades performed by this agent
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"""
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trades=[]
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self.tqty=0
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for cx_id in range(len(self.exchanges)):
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cx=self.exchanges[cx_id]
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orders=self.orders[cx_id]
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if len(orders)>0:
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for k,o in orders.items():
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if k in cx.order_trades_map:
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trades.append(cx.order_trades_map[k])
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trades.extend(cx.order_trades_map[k])
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self.trades=trades
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for t in trades:
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self.tqty+=t.trade_qty
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return trades
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# Confirm a purchase of x amount to reduce qty and expense counter
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def confirm_purchase(self,confirmed_qty):
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expensePer=self.expense/self.qty
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confirmedExpense=expensePer*confirmed_qty
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self.expense-=confirmedExpense
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self.qty_offset-=confirmed_qty
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@property
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def qty(self):
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return self.tqty+self.qty_offset
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def reset(self, episode):
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#self.tqty=0
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self.qty_offset=0
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self.trades=[]
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return super().reset(episode)
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@@ -2,6 +2,7 @@ from .base_agent import BaseAgent
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from ..exchange import Exchange
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from lightmatchingengine.lightmatchingengine import Order,Side
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from abc import ABC
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from decimal import *
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class Base_Distribution_Agent(BaseAgent,ABC):
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def __init__(self,simulation,business,resource,exchanges: list) -> None:
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@@ -18,6 +19,10 @@ class Base_Distribution_Agent(BaseAgent,ABC):
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self.target=0
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self.min_price=-1
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self.max_batch_qty=10
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self.tincome=0
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self.tqty=0
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self.income_offset=0
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self.qty_offset=0
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super().__init__(simulation)
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def set_target(self,target: int):
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@@ -57,6 +62,7 @@ class Base_Distribution_Agent(BaseAgent,ABC):
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return False # we dont have enough balance
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self.business.inventory[self.resource]-=amount
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cx.add_to_account(self.id,self.resource,amount) # prepaid charge account for cx
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order=cx.submit_order(self.id,self.resource,amount,price_per,Side.SELL)
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if order==None: # Order failed
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@@ -72,6 +78,7 @@ class Base_Distribution_Agent(BaseAgent,ABC):
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amount=cx.get_account_resource_amount(self.id,"balance")
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cx.remove_from_account(self.id,"balance",amount)
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self.business.balance+=amount
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def collect_resource_from_cxs(self,resource):
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"""
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@@ -87,16 +94,37 @@ class Base_Distribution_Agent(BaseAgent,ABC):
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Returns a list of all trades performed by this agent
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"""
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trades=[]
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self.tqty=0
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self.tincome=0
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for cx_id in range(len(self.exchanges)):
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cx=self.exchanges[cx_id]
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orders=self.orders[cx_id]
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if len(orders)>0:
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for k,o in orders.items():
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if k in cx.order_trades_map:
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trades.append(cx.order_trades_map[k])
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trades.extend(cx.order_trades_map[k])
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self.trades=trades
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for t in trades:
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self.tqty+=t.trade_qty
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self.tincome+=t.trade_qty*t.trade_price
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self.tincome=round(self.tincome,2)
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return trades
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@property
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def qty(self):
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return self.tqty+self.qty_offset
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@property
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def income(self):
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return self.tincome+self.income_offset
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def confirm_distribution(self,dis_qty,step):
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income_per=self.income/self.qty
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income_to_confirm=income_per*dis_qty
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self.income_offset-=income_to_confirm
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self.qty_offset-=dis_qty
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self.income_offset=round(self.income_offset,2)
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def reset(self, episode):
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self.qty_offset=0
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self.income_offset=0
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self.trades=[]
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return super().reset(episode)
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@@ -51,7 +51,10 @@ class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
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self.open_orders[cx_id].append({
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'id': order.order_id,
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'lifetime': self.max_price_adj_rate,
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'leaves': order.leaves_qty
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})
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if order.leaves_qty!=order.qty:
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self.update_trades()
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def tick_open_orders(self) -> int:
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"""
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@@ -65,18 +68,27 @@ class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
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for i in cx_orders:
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# Check for each order if it is fullfiled or if it is timed
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o=self.orders[cx_id][i["id"]]
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leaves=o.leaves_qty
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if o.leaves_qty==0:
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#order is done
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self.open_orders[cx_id].remove(i) # remove order from open
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self.update_believe(cx_id,-1) # update price believe
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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continue
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if not (i["leaves"]==leaves):
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#update in order
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i["leaves"]=leaves
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self.update_trades()
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#reset lifetime
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i["lifetime"]=self.max_price_adj_rate
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if i["lifetime"]>0:
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self.open_qty+=o.leaves_qty
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i["lifetime"]-=1 # subtract lifetime
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else:
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# timeout
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self.update_trades()
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cx.cancel_order(i["id"])
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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@@ -1,107 +1,123 @@
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from .base_distribution_agent import Base_Distribution_Agent
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import random
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class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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"""
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Aquire agent with internal price believe system.
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"""
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def __init__(self, simulation, business, resource, exchanges: list, lr, max_price_adj_rate) -> None:
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super().__init__(simulation, business, resource, exchanges)
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self.lr=lr
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self.max_price_adj_rate=max_price_adj_rate
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self.price_believe={i: 1 for i in range(len(self.exchanges))}
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self.open_orders={i: [] for i in range(len(self.exchanges))}
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self.open_qty=0
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self.lr = lr
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self.max_price_adj_rate = max_price_adj_rate
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self.price_believe = {i: 1 for i in range(len(self.exchanges))}
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self.open_orders = {i: [] for i in range(len(self.exchanges))}
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self.open_qty = 0
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def tick(self, step, episode):
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def tick(self,step,episode):
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order_error=self.target_error()
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if order_error>0:
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order_error = self.target_error()
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if order_error > 0:
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# aquire based on current price belive
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cx_id=self.select_best_cx()
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order=self.distribute_resource(self.price_believe[cx_id],order_error,cx_id)
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self.register_order(cx_id,order)
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self.tick_open_orders()
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cx_id = self.select_best_cx()
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price=round(self.price_believe[cx_id])
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if price<self.min_price:
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price=self.min_price
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order = self.distribute_resource(
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price, order_error, cx_id)
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self.register_order(cx_id, order)
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self.tick_open_orders()
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def select_best_cx(self):
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best_id=-1
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best=-1
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best_id = -1
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best = -1
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for cx_id in range(len(self.exchanges)):
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cx=self.exchanges[cx_id]
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available=(cx.get_total_demand(self.resource)>0)
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cx = self.exchanges[cx_id]
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available = (cx.get_total_demand(self.resource) > 0)
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if available:
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potential=1*self.price_believe[cx_id]
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potential = 1*self.price_believe[cx_id]
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else:
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continue
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if potential>best:
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best=potential
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best_id=cx_id
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if best_id==-1:
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best_id=random.randint(0,len(self.exchanges)-1)
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if potential > best:
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best = potential
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best_id = cx_id
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if best_id == -1:
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best_id = random.randint(0, len(self.exchanges)-1)
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return best_id
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def register_order(self,cx_id,order):
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def register_order(self, cx_id, order):
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self.open_orders[cx_id].append({
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'id': order.order_id,
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'lifetime': self.max_price_adj_rate,
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'leaves': order.leaves_qty
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})
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if order.leaves_qty!=order.qty:
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self.update_trades()
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def tick_open_orders(self) -> int:
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"""
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Removes 1 from pending orders timeout timer and cancels timeed out orders.
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Returns ids of orders that timeed out.
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"""
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self.open_qty=0
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self.open_qty = 0
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for cx_id in range(len(self.exchanges)):
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cx=self.exchanges[cx_id]
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cx_orders=self.open_orders[cx_id]
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cx = self.exchanges[cx_id]
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cx_orders = self.open_orders[cx_id]
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for i in cx_orders:
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# Check for each order if it is fullfiled or if it is timed
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o=self.orders[cx_id][i["id"]]
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if o.leaves_qty==0:
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#order is done
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# Check for each order if it is fullfiled or if it is timed
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o = self.orders[cx_id][i["id"]]
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leaves=o.leaves_qty
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if o.leaves_qty == 0:
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# order is done
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self.open_orders[cx_id].remove(i) # remove order from open
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self.update_believe(cx_id,1) # update price believe
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self.update_believe(cx_id, 1) # update price believe
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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self.update_trades()
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continue
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if i["lifetime"]>0:
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self.open_qty+=o.leaves_qty
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i["lifetime"]-=1 # subtract lifetime
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if not (i["leaves"]==leaves):
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#update in order
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i["leaves"]=leaves
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self.update_trades()
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#reset lifetime
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i["lifetime"]=self.max_price_adj_rate
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if i["lifetime"] > 0:
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self.open_qty += o.leaves_qty
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i["lifetime"] -= 1 # subtract lifetime
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else:
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# timeout
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self.update_trades()
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cx.cancel_order(i["id"])
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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self.update_believe(cx_id,-1)
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self.update_believe(cx_id, -1)
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self.open_orders[cx_id].remove(i)
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def update_believe(self,cx_id,modifier):
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def update_believe(self, cx_id, modifier):
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"""
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Updates the believe based on the modifier.
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If positive will add lr to believe
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If negative will sub lr to believe
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"""
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self.price_believe[cx_id]+=modifier*self.lr
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if self.price_believe[cx_id]<0:
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self.price_believe[cx_id]=0
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def reset(self,episode):
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self.price_believe[cx_id] += modifier*self.lr
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if self.price_believe[cx_id] < 1:
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self.price_believe[cx_id] = 1
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def reset(self, episode):
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# Clean shop for today
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for cx_id in range(len(self.exchanges)):
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cx=self.exchanges[cx_id]
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cx_orders=self.open_orders[cx_id]
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cx = self.exchanges[cx_id]
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cx_orders = self.open_orders[cx_id]
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for i in cx_orders:
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cx.cancel_order(i["id"])
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self.collect_balance_from_cxs()
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self.collect_resource_from_cxs(self.resource)
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# book keeping
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self.update_trades()
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self.open_orders={i: [] for i in range(len(self.exchanges))}
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self.orders={i: {} for i in range(len(self.exchanges))}
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return super().reset(episode)
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self.open_orders = {i: [] for i in range(len(self.exchanges))}
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self.orders = {i: {} for i in range(len(self.exchanges))}
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return super().reset(episode)
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