this shit is it
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@@ -127,5 +127,6 @@ class Base_Aquire_Agent(BaseAgent,ABC):
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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.expense_offset=0
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self.trades=[]
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return super().reset(episode)
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@@ -60,6 +60,8 @@ class Base_Distribution_Agent(BaseAgent,ABC):
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# Get exchange
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cx=self.exchanges[cx_id]
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#if amount>=self.max_batch_qty:
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# amount=self.max_batch_qty
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if not self.business.inventory[self.resource]>=amount:
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return False # we dont have enough balance
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@@ -14,8 +14,8 @@ class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
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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.hp_threshold=0.25
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self.lp_threshold=0.90
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self.hp_threshold=0.70
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self.lp_threshold=0.99
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def tick(self, tick, episode):
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@@ -52,9 +52,11 @@ class Price_Believe_Aquire_Agent(Base_Aquire_Agent):
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return best_id
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def register_order(self, cx_id, order):
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half=self.max_price_adj_rate/2
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ran=random.randrange(-half,half)
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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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'lifetime': self.max_price_adj_rate+ran,
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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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@@ -7,15 +7,16 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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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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def __init__(self, simulation, business, resource, exchanges: list, lr,at_sales, 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.lr_at_sales=at_sales
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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.lp_threshold=0.10
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self.hp_threshold=0.90
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self.lp_threshold=0.05
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self.hp_threshold=0.80
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def tick(self, step, episode):
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@@ -50,9 +51,11 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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return best_id
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def register_order(self, cx_id, order):
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half=self.max_price_adj_rate/2
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ran=random.randrange(-half,half)
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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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'lifetime': self.max_price_adj_rate+ran,
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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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@@ -80,7 +83,7 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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modifier=1
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elif succsess<=self.lp_threshold:
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modifier=-1
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self.update_believe(cx_id, modifier) # update price believe
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self.update_believe(cx_id,o.price, succsess) # 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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@@ -100,36 +103,33 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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# timeout
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self.update_trades()
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succsess=self.calc_order_success(cx,o)
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modifier=0
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if succsess>=self.hp_threshold:
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modifier=1
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elif succsess<=self.lp_threshold:
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modifier=-1
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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, modifier)
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self.update_believe(cx_id,o.price, succsess)
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self.open_orders[cx_id].remove(i)
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def calc_order_success(self,cx, o):
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"""
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Calculate how we should adjust the price belive
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"""
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sold = o.qty-o.leaves_qty
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soldperc=sold/o.qty
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nsold=min(o.leaves_qty,cx.total_demand[self.resource])
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dem = cx.total_demand[self.resource]+sold
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if dem == 0:
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dem = 1
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coverage = sold/dem
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base_success=max([coverage,soldperc])
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return base_success
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score=sold-nsold
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return score
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def update_believe(self, cx_id, modifier):
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def update_believe(self, cx_id, used_price, 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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self.price_believe[cx_id]+=(modifier/self.lr_at_sales)*self.lr
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self.price_believe[cx_id] = round(self.price_believe[cx_id], 2)
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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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