this shit is it

This commit is contained in:
2023-07-04 09:08:25 +02:00
parent 1ca6b3d036
commit 7d506625bd
15 changed files with 45 additions and 32 deletions

View File

@@ -127,5 +127,6 @@ class Base_Aquire_Agent(BaseAgent,ABC):
def reset(self, episode):
#self.tqty=0
self.qty_offset=0
self.expense_offset=0
self.trades=[]
return super().reset(episode)

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@@ -60,6 +60,8 @@ class Base_Distribution_Agent(BaseAgent,ABC):
# Get exchange
cx=self.exchanges[cx_id]
#if amount>=self.max_batch_qty:
# amount=self.max_batch_qty
if not self.business.inventory[self.resource]>=amount:
return False # we dont have enough balance

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@@ -14,8 +14,8 @@ class Price_Believe_Aquire_Agent(Base_Aquire_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.hp_threshold=0.25
self.lp_threshold=0.90
self.hp_threshold=0.70
self.lp_threshold=0.99
def tick(self, tick, episode):
@@ -52,9 +52,11 @@ class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
return best_id
def register_order(self, cx_id, order):
half=self.max_price_adj_rate/2
ran=random.randrange(-half,half)
self.open_orders[cx_id].append({
'id': order.order_id,
'lifetime': self.max_price_adj_rate,
'lifetime': self.max_price_adj_rate+ran,
'leaves': order.leaves_qty
})
if order.leaves_qty != order.qty:

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@@ -7,15 +7,16 @@ 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:
def __init__(self, simulation, business, resource, exchanges: list, lr,at_sales, max_price_adj_rate) -> None:
super().__init__(simulation, business, resource, exchanges)
self.lr = lr
self.lr_at_sales=at_sales
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.lp_threshold=0.10
self.hp_threshold=0.90
self.lp_threshold=0.05
self.hp_threshold=0.80
def tick(self, step, episode):
@@ -50,9 +51,11 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
return best_id
def register_order(self, cx_id, order):
half=self.max_price_adj_rate/2
ran=random.randrange(-half,half)
self.open_orders[cx_id].append({
'id': order.order_id,
'lifetime': self.max_price_adj_rate,
'lifetime': self.max_price_adj_rate+ran,
'leaves': order.leaves_qty
})
if order.leaves_qty != order.qty:
@@ -80,7 +83,7 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
modifier=1
elif succsess<=self.lp_threshold:
modifier=-1
self.update_believe(cx_id, modifier) # update price believe
self.update_believe(cx_id,o.price, succsess) # update price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_trades()
@@ -100,36 +103,33 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
# timeout
self.update_trades()
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.update_believe(cx_id,o.price, succsess)
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
nsold=min(o.leaves_qty,cx.total_demand[self.resource])
dem = cx.total_demand[self.resource]+sold
if dem == 0:
dem = 1
coverage = sold/dem
base_success=max([coverage,soldperc])
return base_success
score=sold-nsold
return score
def update_believe(self, cx_id, modifier):
def update_believe(self, cx_id, used_price, 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
self.price_believe[cx_id]+=(modifier/self.lr_at_sales)*self.lr
self.price_believe[cx_id] = round(self.price_believe[cx_id], 2)
if self.price_believe[cx_id] < 1:
self.price_believe[cx_id] = 1

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@@ -11,19 +11,21 @@ class Price_Believe_Business(Business):
self.max_storage = 10
self.expense_per_unit = -1
self.expense_per_prod=-1
self.income_per_unit = -1
self.distribute = Price_Believe_Distribiute_Agent(
simulation, self, production["name"], exchange, 0.2, 50)
simulation, self, production["name"], exchange, 0.2,production["amount"], 20)
self.craft = AutoProductionAgent(simulation, self)
self.aquire = {}
for k, v in production["prod"].items():
a = Price_Believe_Aquire_Agent(
simulation, self, k, exchange, 0.2, 5)
simulation, self, k, exchange, 0.2, 20)
a.set_target(v*2)
a.set_price_max(10)
self.aquire[k] = a
self.distribute.set_price_min(0)
self.distribute.max_batch_qty=production["amount"]
self.distribute.set_target(0)
def tick_business_decisions(self, step):
@@ -95,7 +97,7 @@ class Price_Believe_Business(Business):
ExPerProd = agent.expense/covers
experunit += ExPerProd/amount
if qtyNewProds > 0:
# confirm new units
for key, agent in self.aquire.items():
@@ -116,6 +118,7 @@ class Price_Believe_Business(Business):
estimatedQTYUnits = qtyNewUnits+self.resource_in_possesion()
new_ex = ex_total/estimatedQTYUnits
self.expense_per_unit = new_ex
self.expense_per_prod=self.expense_per_unit*amount
def update_income_per_unit(self, step):
qty_sold = self.distribute.qty
@@ -140,6 +143,7 @@ class Price_Believe_Business(Business):
data["tstep"] = step+episode*episode_length
data["production"] = self.production["name"]
data["expense"] = self.expense_per_unit
data["expense_prod"]=self.expense_per_prod
data["income"] = self.income_per_unit
data["inventory"] = self.inventory[self.production["name"]]
data["retain"] = self.distribute.target

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@@ -127,10 +127,11 @@ class Exchange():
# calculate price for complete order fullfilment
prev=amount
amount=int(amount)
price=round(price)
if amount<1:
# invalid order
return None
full_price=round(price*amount,2)
full_price=round(price*amount)
# Move resources into escrow
@@ -294,11 +295,11 @@ class Exchange():
#data["step"]=step
data["tstep"]=timepoint
data["instrm"]=instrm
data["best_ask"]=0
data["best_bid"]=0
data["total_demand"]=0
data["total_supply"]=0
data["market_rate"]=0
data["best_ask"]=None
data["best_bid"]=None
data["total_demand"]=None
data["total_supply"]=None
data["market_rate"]=None
localStepDB[instrm]=data
## add best ask/best bid

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@@ -21,6 +21,7 @@ class Simulation():
self.populated_cells={}
self.businesses=[]
self.production_util={}
self.episode_tax=1
self.taskpool=ThreadPoolExecutor()
self.setup_timing(["dss","dsa","dab","dbl","dt"])
@@ -113,6 +114,8 @@ class Simulation():
cell.setup_supply_for_episode()
toclose=[]
for b in self.businesses:
#tax business
b.balance-=self.episode_tax
b.tick_episode(self.episode_count)
if b.balance<=0:
toclose.append(b.id)