manuel/econ_emt
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fuck man major readjustment but it is running again...

Browse Source
This commit is contained in:
Manuel Plonski
2023-06-28 19:40:42 +02:00
parent b7dc7b99d1
commit 509c59bb88
25 changed files with 353 additions and 147 deletions
Download Patch File Download Diff File Expand all files Collapse all files

122
econ/agents/price_believe_distribute.py
View File

@@ -1,107 +1,123 @@
from .base_distribution_agent import Base_Distribution_Agent
import random
class Price_Believe_Distribiute_Agent(Base_Distribution_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
def tick(self, step, episode):
def tick(self,step,episode):
order_error=self.target_error()
if order_error>0:
order_error = self.target_error()
if order_error > 0:
# aquire based on current price belive
cx_id=self.select_best_cx()
order=self.distribute_resource(self.price_believe[cx_id],order_error,cx_id)
self.register_order(cx_id,order)
self.tick_open_orders()
cx_id = self.select_best_cx()
price=round(self.price_believe[cx_id])
if price<self.min_price:
price=self.min_price
order = self.distribute_resource(
price, order_error, cx_id)
self.register_order(cx_id, order)
self.tick_open_orders()
def select_best_cx(self):
best_id=-1
best=-1
best_id = -1
best = -1
for cx_id in range(len(self.exchanges)):
cx=self.exchanges[cx_id]
available=(cx.get_total_demand(self.resource)>0)
cx = self.exchanges[cx_id]
available = (cx.get_total_demand(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:
self.update_trades()
def tick_open_orders(self) -> int:
"""
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"]]
if o.leaves_qty==0:
#order is done
# 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.update_believe(cx_id, 1) # update price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_trades()
continue
if i["lifetime"]>0:
self.open_qty+=o.leaves_qty
i["lifetime"]-=1 # subtract lifetime
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
else:
# timeout
self.update_trades()
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, -1)
self.open_orders[cx_id].remove(i)
def update_believe(self,cx_id,modifier):
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
def reset(self,episode):
self.price_believe[cx_id] += modifier*self.lr
if self.price_believe[cx_id] < 1:
self.price_believe[cx_id] = 1
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)