it just look good

This commit is contained in:
2023-07-12 12:33:58 +02:00
parent 010d1b6d3c
commit 8d5ad7c62d
9 changed files with 61 additions and 16 deletions
+1
View File
@@ -63,6 +63,7 @@ class Base_Aquire_Agent(BaseAgent,ABC):
self.business.balance-=total_price
cx.add_to_account(self.id,"balance",total_price) # prepaid charge account for cx
cx.register_account(self.id,self.business.id)
order=cx.submit_order(self.id,self.resource,amount,price_per,Side.BUY)
if order==None: # Order failed
return None
+1
View File
@@ -69,6 +69,7 @@ class Base_Distribution_Agent(BaseAgent,ABC):
self.business.inventory[self.resource]-=amount
cx.add_to_account(self.id,self.resource,amount) # prepaid charge account for cx
cx.register_account(self.id,self.business.id)
order=cx.submit_order(self.id,self.resource,amount,price_per,Side.SELL)
if order==None: # Order failed
return False
+15 -7
View File
@@ -10,18 +10,21 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
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.lr_moment={i: 0 for i in range(len(self.exchanges))}
self.open_orders = {i: [] for i in range(len(self.exchanges))}
self.open_qty = 0
self.beta=0.6
self.lp_threshold=0.05
self.hp_threshold=0.80
def tick(self, step, episode):
order_error = self.target_error()
if order_error > 0:
if (order_error > 0) & (self.open_qty==0):
# aquire based on current price belive
cx_id = self.select_best_cx()
@@ -77,16 +80,17 @@ 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
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
self.update_believe(cx_id,o.price, succsess) # update price believe
self.update_believe(cx_id,o.price, succsess,o.qty) # update price believe
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_trades()
continue
if not (i["leaves"] == leaves):
@@ -107,7 +111,7 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
cx.cancel_order(i["id"])
self.collect_balance_from_cxs()
self.collect_resource_from_cxs(self.resource)
self.update_believe(cx_id,o.price, succsess)
self.update_believe(cx_id,o.price, succsess,o.qty)
self.open_orders[cx_id].remove(i)
def calc_order_success(self,cx, o):
"""
@@ -121,15 +125,19 @@ class Price_Believe_Distribiute_Agent(Base_Distribution_Agent):
score=sold-nsold
return score
def update_believe(self, cx_id, used_price, modifier):
def update_believe(self, cx_id, used_price, modifier,qty):
"""
Updates the believe based on the modifier.
If positive will add lr to believe
If negative will sub lr to believe
"""
clipMod=max(-self.lr_at_sales,min(modifier,self.lr_at_sales))
clipMod=max(-qty,min(modifier,qty))
moment=clipMod/qty
#clip mod so that price believe more smooth
self.price_believe[cx_id]+=(clipMod/self.lr_at_sales)*self.lr
self.lr_moment[cx_id]=self.lr_moment[cx_id]*self.beta + (1-self.beta)*moment
update=self.lr_moment[cx_id]*self.lr
self.price_believe[cx_id]+=update
self.price_believe[cx_id] = round(self.price_believe[cx_id], 2)
if self.price_believe[cx_id] < 1: