for j in range(agent_count, agent_count + num_zi_agents)]) agent_types.extend("ZeroIntelligenceAgent") agent_count += num_zi_agents # 10) Heuristic Belief Learning Agents num_hbl_agents = 500 agents.extend([HeuristicBeliefLearningAgent(id=j, name="HBL_AGENT_{}".format(j), type="HeuristicBeliefLearningAgent", symbol=symbol, starting_cash=starting_cash, sigma_n=10000, sigma_s=symbols[symbol]['fund_vol'], kappa=symbols[symbol]['agent_kappa'], r_bar=symbols[symbol]['r_bar'], q_max=10, sigma_pv=5e4, R_min=0, R_max=100, eta=1, lambda_a=1e-12, L=2, log_orders=False, random_state=np.random.RandomState(seed=np.random.randint(low=0, high=2 ** 32, dtype='uint64'))) for j in range(agent_count, agent_count + num_hbl_agents)]) agent_types.extend("HeuristicBeliefLearningAgent") agent_count += num_hbl_agents ######################################################################################################################## ########################################### KERNEL AND OTHER CONFIG ####################################################
# HBL strategy split. for i, x in enumerate(hbl): strat_name = "Type {} [{} <= R <= {}, eta={}, L={}]".format( i + 1, x[1], x[2], x[3], x[4]) agents.extend([ HeuristicBeliefLearningAgent( j, "HBL Agent {} {}".format(j, strat_name), "HeuristicBeliefLearningAgent {}".format(strat_name), random_state=np.random.RandomState( seed=np.random.randint(low=0, high=2**32)), log_orders=log_orders, symbol=symbol, starting_cash=starting_cash, sigma_n=sigma_n, r_bar=s['r_bar'], kappa=s['kappa'], sigma_s=s['sigma_s'], q_max=10, sigma_pv=5000000, R_min=x[1], R_max=x[2], eta=x[3], lambda_a=0.005, L=x[4]) for j in range(agent_count, agent_count + x[0]) ]) agent_types.extend([ "HeuristicBeliefLearningAgent {}".format(strat_name) for j in range(x[0]) ]) agent_count += x[0]
agent_count += x[0] # HBL strategy split. for i, x in enumerate(hbl): strat_name = "Type {} [{} <= R <= {}, eta={}, L={}]".format( i + 1, x[1], x[2], x[3], x[4]) agents.extend([ HeuristicBeliefLearningAgent( j, "HBL Agent {} {}".format(j, strat_name), "HeuristicBeliefLearningAgent {}".format(strat_name), random_state=np.random.RandomState( seed=np.random.randint(low=0, high=2**32)), log_orders=log_orders, symbol=symbol1, starting_cash=starting_cash, sigma_n=sigma_n, r_bar=s1['r_bar'], q_max=10, sigma_pv=5000000, R_min=x[1], R_max=x[2], eta=x[3], lambda_a=0.005, L=x[4]) for j in range(agent_count, agent_count + x[0]) ]) agent_types.extend([ "HeuristicBeliefLearningAgent {}".format(strat_name) for j in range(x[0]) ]) agent_count += x[0]
lambda_a=0.005) for i in range(0, num_agents) ] agent_types = ["ZeroIntelligenceAgent" for i in range(num_agents)] agent_count = num_agents # Here are the heuristic belief learning agents. num_hbl_agents = 10 agents.extend([ HeuristicBeliefLearningAgent(i, "HBL Agent {}".format(i), symbol, starting_cash, sigma_n=sigma_n, r_bar=s['r_bar'], kappa=s['kappa'], sigma_s=s['sigma_s'], q_max=10, sigma_pv=5000000, R_min=250, R_max=500, eta=0.8, lambda_a=0.005, L=8) for i in range(agent_count, agent_count + num_hbl_agents) ]) agent_types.extend( ["HeuristicBeliefLearningAgent" for i in range(num_hbl_agents)]) agent_count += num_hbl_agents ### Configure an exchange agent.