def __init__(self):
self.sigma = Sigma() #sigma(M)
# read in MXXL mass function fit parameters
snap, redshift, A, a, p = \
np.loadtxt(par.mf_fits_file, skiprows=1, unpack=True)
# interpolate parameters
self._A = RegularGridInterpolator((redshift,), A, bounds_error=False,
fill_value=None)
self._a = RegularGridInterpolator((redshift,), a, bounds_error=False,
fill_value=None)
self._p = RegularGridInterpolator((redshift,), p, bounds_error=False,
fill_value=None)
def __init__(self,
k=None,
k_min=np.exp(-5),
k_max=np.exp(5),
kbins=1000,
lnM=None,
lnM_min=np.log(1e11),
lnM_max=np.log(1e15),
lnMbins=100,
transfer_fit="EH",
hmf_fit="Tinker",
bias_fit="Tinker",
incl_baryons=True,
**kwargs):
#initializing cosmology inherited from the Universe class
super(Matter, self).__init__(**kwargs)
#initializing other stuff
if k != None:
self.k = k
else:
self.k_min = k_min
self.k_max = k_max
self.kbins = kbins
self.gen_k()
if lnM != None:
self.lnM = lnM
else:
self.lnM_min = lnM_min
self.lnM_max = lnM_max
binfrac = 1. / lnMbins
self.dlnM = binfrac * (lnM_max - lnM_min)
self.gen_lnM()
self.transfer_fit = transfer_fit
self.hmf_fit = hmf_fit
self.bias_fit = bias_fit
self.incl_baryons = incl_baryons
self.trackz = -1
self.master_sig = Sigma(1, 1.686, self.k, self.unnormal_p0_lin())
self.norm_P0 = self.master_sig.normalize_power(self.sig_8)
class MassFunction(object):
def __init__(self):
self.sigma = Sigma() #sigma(M)
# read in MXXL mass function fit parameters
snap, redshift, A, a, p = \
np.loadtxt(par.mf_fits_file, skiprows=1, unpack=True)
# interpolate parameters
self._A = RegularGridInterpolator((redshift,), A, bounds_error=False,
fill_value=None)
self._a = RegularGridInterpolator((redshift,), a, bounds_error=False,
fill_value=None)
self._p = RegularGridInterpolator((redshift,), p, bounds_error=False,
fill_value=None)
def A(self, redshift):
return self._A(redshift)
def a(self, redshift):
return self._a(redshift)
def p(self, redshift):
return self._p(redshift)
def mass_function(self, log_mass, redshift):
'''
Fit to the MXXL mass function with the form of a Sheth-Tormen
mass function
'''
sigma = self.sigma.sigma(log_mass, redshift)
dc=1
A = self.A(redshift)
a = self.a(redshift)
p = self.p(redshift)
mf = A * np.sqrt(2*a/np.pi)
mf *= 1 + (sigma**2 / (a * dc**2))**p
mf *= dc / sigma
mf *= np.exp(-a * dc**2 / (2*sigma**2))
return mf
from flask import Flask, jsonify, request
app = Flask(__name__)
from sigma import Sigma, IFD, DG
from construct import Container
camera = Sigma()
# camera = PTPy(extension=sigma.Sigma, idVendor=0x1003, idProduct=0xc432)
@app.route('/')
def home():
return 'hoge'
@app.route('/api/open_session')
def open_session():
response = camera.open_session()
return response
@app.route('/api/close_session')
def close_session():
response = camera.close_session()
return response
@app.route('/api/config')
def config():
response = camera.config_api()
return response.Data
key = None secret = None cfgFileName = dirName + '/../conf.cfg' if os.path.isfile(cfgFileName): file = open(cfgFileName, 'r+') config = json.load(file) file.close() if 'db' in config: db = config['db'] if 'user' in config: user = config['user'] if 'pswd' in config: pswd = config['pswd'] sigma = Sigma(key, secret, pair, db, user, pswd) sigma.invest = invest sigma.startIndent = startIndent sigma.totalIndent = totalIndent sigma.minProfitPercent = minProfitPercent sigma.incInvest = incInvest sigma.printCascade(cascade) #print(cascade['investOrders'][-1]) cascade = sigma.incCascade(cascade) sigma.printCascade(cascade) saveCascadeFile(cascadeFileName, cascade)
configFileName = dirName + '/../conf.cfg' if os.path.isfile(configFileName): file = open(configFileName, 'r+') config = json.load(file) file.close() if 'db' in config: db = config['db'] if 'user' in config: user = config['user'] if 'pswd' in config: pswd = config['pswd'] pair = 'btc_rur' sigma = Sigma(None, None, pair, db, user, pswd) sigma.invest = 16000.0 #57.5 #10.0 # sigma.totalIndent = 3.0 sigma.startIndent = 0.15 sigma.minProfitPercent = 1.1 sigma.incInvest = 1.5 cascade = sigma.createCascade() #'sell') sigma.printCascade(cascade) quit() cou = 0 for investOrder in cascade['investOrders']: investOrder['orderId'] = 666 if cou > len(cascade['investOrders']) / 2: #cascade['profitOrders'][cou]['orderId'] = 666
print('dbSigma: {0}, newSigma: {1}, externalSigma: {2}'.format(dbSigma, newSigma, sigma))
#quit()
res, error = exchange.getTicker([pair])
if not res:
print(error)
quit()
print('last price: {0}. sigma: {1}. dbSigma: {2}.'.format(res[pair]['last'], sigma, dbSigma))
print('{2} {1} - {3} - {0}'.format(res[pair]['last'] - 3 * sigma, res[pair]['last'] + 3 * sigma, pair, res[pair]['last']))
print('deep 3 sigma percent: {0}'.format(3 * sigma / res[pair]['last'] * 100))
from sigma import Sigma
depth = raw_input('enter sigma depth (604800 for week, 2592000 for month): ')
engine = Sigma(None, None, pair, db, user, pswd, depth)
engine.invest = float(raw_input('enter invest: '))
engine.startIndent = float(raw_input('enter startIndent: '))
engine.minProfitPercent = float(raw_input('enter minProfitPercent: '))
engine.incInvest = float(raw_input('enter incInvest: '))
while True:
engine.totalIndent = float(raw_input('enter totalIndent or 0 for exit: '))
if engine.totalIndent == 0:
break
cascade = engine.createCascade()
engine.printCascade(cascade)
quit()
pair = 'btc_rur'
class Matter(Universe):
"""
The purpose of this class is to deliver all the
objects necessary to compute the galaxy-galaxy
or galaxy-matter power spectra.
These are:
------------------------------------------------
Inputs :
Cosmology = list of cosmological parameters
inherited from the Universe
k = array of wave numbers (unit = Mpc^-1)
z = redshift
M = list of halo masses (unit Msun/h)
-------------------------------------------------
Returns:
Plin(k, z) = 1d Array: linear matter power spectrum
evaluated at array of k values
at redshift z,
dndlnm(z) = 1d Array: \frac{d\n}{d\ln(m)}
Halo mass function evaluated at array of
halo masses (M) and redshift z
bh(m, z) = 1d Array: halo bias evaluated at array of halo masses
(M) and redshift z
ug(k, m, z)= 2d Array: Fourier transform of dark matter
halo density profile (here we assume NFW)
------------------------------------------------
"""
def __init__(self,
k=None,
k_min=np.exp(-5),
k_max=np.exp(5),
kbins=1000,
lnM=None,
lnM_min=np.log(1e11),
lnM_max=np.log(1e15),
lnMbins=100,
transfer_fit="EH",
hmf_fit="Tinker",
bias_fit="Tinker",
incl_baryons=True,
**kwargs):
#initializing cosmology inherited from the Universe class
super(Matter, self).__init__(**kwargs)
#initializing other stuff
if k != None:
self.k = k
else:
self.k_min = k_min
self.k_max = k_max
self.kbins = kbins
self.gen_k()
if lnM != None:
self.lnM = lnM
else:
self.lnM_min = lnM_min
self.lnM_max = lnM_max
binfrac = 1. / lnMbins
self.dlnM = binfrac * (lnM_max - lnM_min)
self.gen_lnM()
self.transfer_fit = transfer_fit
self.hmf_fit = hmf_fit
self.bias_fit = bias_fit
self.incl_baryons = incl_baryons
self.trackz = -1
self.master_sig = Sigma(1, 1.686, self.k, self.unnormal_p0_lin())
self.norm_P0 = self.master_sig.normalize_power(self.sig_8)
def gen_k(self):
"""
array of wave numbers
"""
self.k = np.logspace(np.log(self.k_min),
np.log(self.k_max),
num=self.kbins)
def gen_lnM(self):
"""
array of log halo masses
"""
self.lnM = np.arange(self.lnM_min, self.lnM_max, self.dlnM)
def T(self):
"""
transfer function
"""
return transfnc_eh(self.k,
Om=self.Om,
h=self.h_transf,
T_cmb=self.T_cmb,
incl_baryons=self.incl_baryons)
def delta_c(self, z):
"""
critical matter over density for spherical
collapse at redshift z, taken from van der Bosch (2013)
"""
return 1.686470199841145 * (self.omegamz(z)**0.0055)
def unnormal_p0_lin(self):
"""
basic power spectrum
"""
return (self.k**self.ns) * (self.T()**2)
def normal_p0_lin(self):
"""
normalized linear power spectrum at redshift zero
"""
return self.norm_P0 * self.unnormal_p0_lin()
def normal_pz_lin(self, z):
"""
linear power spectrum at redshift z
"""
return self.normal_p0_lin() * self.gf(z)
def reset_mastersig(self, z):
self.master_sig = Sigma(self.rho_mean(z), self.delta_c(z), self.k,
self.normal_pz_lin(z))
def check_z(self, z):
if z != self.trackz:
self.reset_mastersig(z)
self.trackz = z
def _hmf_fit(self, z):
"""
Tinker, 2008 fitting function for halo mass function.
"""
A_0 = 0.186
a_0 = 1.47
b_0 = 2.57
c_0 = 1.19
alph = np.exp(-(0.75 / np.log(200. / 75))**1.2)
A_z = A_0 * (1 + z)**(-0.14)
a_z = a_0 * (1 + z)**(-0.06)
b_z = b_0 * (1 + z)**(-alph)
sig = np.sqrt(self.master_sig.sigma_squared_m(np.exp(self.lnM)))
return A_z * ((sig / b_z)**(-a_z) + 1) * np.exp(-c_0 / sig**2)
def hmf(self, z):
"""
Compute the halo mass function (dn/dlnM) for a variety of models
given the cosmological parameters
"""
self.check_z(z)
if self.hmf_fit == "Tinker":
f = self._hmf_fit(z)
n = - f * (self.rho_mean(z) / np.exp(self.lnM)) * \
self.master_sig.dlnsigma_dlnm(np.exp(self.lnM))
return n
def c_minfunc(self, z, Mstar):
sig = np.sqrt(self.master_sig.sigma_squared_m(Mstar))
return (sig - self.delta_c(z))**2
def c200(self, m, z):
"""
returns halo concentration
"""
# From v. d. Bosch, Miyatake...
F = 0.001
K = 2.7
Mstar = F * m
zc = minimize(self.c_minfunc, 0.5, args=(Mstar, ))['x']
return K * ((1 + zc) / (1 + z))
def u_g(self, z):
"""
returns a matrix of u_g(k|m, z) in k and m for each redshift
"""
self.check_z(z)
umat = np.zeros((self.k.shape[0], self.lnM.shape[0]))
for i, m in enumerate(np.exp(self.lnM)):
c = self.c200(m, z)
d200 = (200. / 3) * (c**3 / (np.log(1 + c) - c / (1 + c)))
mu = self.k * (self.master_sig.mass_to_radius(m) / c
) # mu is a k vector
umat[:, i] = ((3 * d200) / (200 * c ** 3)) * \
(np.cos(mu) * (sici(mu + mu * c)[1] - sici(mu)[1]) + \
np.sin(mu) * (sici(mu + mu * c)[0] - sici(mu)[0]) - \
np.sin(mu * c) / (mu + mu * c) )
return umat
def bias(self, z):
"""
returns a 1d array of halo bias b_h(m,z) in m for each redshift
(Tinker 2010 model)
"""
self.check_z(z)
sig = np.sqrt(self.master_sig.sigma_squared_m(np.exp(self.lnM)))
nu = self.delta_c(z) / sig
# parameters for halo overdensity of 200
y = np.log10(200)
ey4 = np.exp(-(4. / y)**4)
A = 1 + 0.24 * y * ey4
a = 0.44 * y - 0.88
B = 0.183
b = 1.5
C = 0.019 + 0.107 * y + 0.19 * ey4
c = 2.4
bias = 1. - A * ((nu ** a)/(nu ** a + self.delta_c(z) ** a)) + \
B * nu ** b + C * nu ** c
return bias
def reset_mastersig(self, z):
self.master_sig = Sigma(self.rho_mean(z), self.delta_c(z), self.k,
self.normal_pz_lin(z))
secret = f.readline().strip() f.close() cfgFileName = dirName + '/../conf.cfg' if os.path.isfile(cfgFileName): file = open(cfgFileName, 'r+') config = json.load(file) file.close() if 'db' in config: db = config['db'] if 'user' in config: user = config['user'] if 'pswd' in config: pswd = config['pswd'] sigma = Sigma(key, secret, pair, db, user, pswd) sigma.path = dirName + '/../' sigma.cascadeFileName = cascadeFileName sigma.invest = invest sigma.startIndent = startIndent sigma.totalIndent = totalIndent sigma.minProfitPercent = minProfitPercent sigma.incInvest = incInvest if isExistsCascadeFile(cascadeFileName): cascadeStruct = loadCascadeFile(cascadeFileName) sigma.setParams(cascadeStruct) else: cascadeStruct = sigma.createCascade()
