def run(name, constructor):
with scheduler.create() as world:
ctx = Context(world, veusz.Graph)
traders = constructor(ctx)
books = orderBooksToRender(ctx, traders)
for t in traders + books:
for ts in t.timeseries:
ts.graph.addTimeSerie(ts)
r = registry.create()
root = registry.Simulation(traders, list(ctx.books.itervalues()), ctx.graphs)
r.insert(root)
r.pushAllReferences()
context.bind(root, {'world' : world })
world.workTill(500)
non_empty_graphs = [g for g in ctx.graphs if len(g._datas)]
veusz.render(name, non_empty_graphs)
world._reset()
context.reset(root)
if runTwoTimes:
world.workTill(500)
veusz.render(name, non_empty_graphs)
def run(name, constructor, only_veusz):
with scheduler.create() as world:
ctx = Context(world, veusz.Graph)
traders = constructor(ctx)
if config.useMinorTraders:
traders.extend([
ctx.makeMinorTrader(strategy.RSI_linear(k=const(0.07)),
"RSI 0.07"),
ctx.makeMinorTrader(strategy.RSI_linear(k=const(-0.07)),
"RSI -0.07"),
ctx.makeMinorTrader(
strategy.Bollinger_linear(alpha=0.15, k=const(-0.5)),
"Bollinger -0.5"),
ctx.makeMinorTrader(
strategy.Bollinger_linear(alpha=0.15, k=const(+0.5)),
"Bollinger +0.5"),
])
books = orderBooksToRender(ctx, traders)
for t in traders + books:
for ts in t.timeseries:
ts.graph.addTimeSerie(ts)
r = registry.create()
root = registry.Simulation(traders, list(ctx.books.itervalues()),
ctx.graphs)
r.insert(root)
r.pushAllReferences()
context.bind(root, {'world': world})
def checks():
if not only_veusz and config.checkConsistency:
r.typecheck()
try:
dumped = pickle.dumps(r)
pickle.loads(dumped)
except Exception, err:
print err
checks()
stat = world.workTill(500)
checks()
if config.showTiming:
print "\n", stat
non_empty_graphs = [g for g in ctx.graphs if len(g._datas)]
veusz.render(name, non_empty_graphs)
world._reset()
context.reset(root)
if False and config.runTwoTimes:
world.workTill(500)
veusz.render(name, non_empty_graphs)
def run(name, constructor, only_veusz):
with createScheduler() as world:
import time
t0 = time.clock()
ctx = Context(world, veusz.Graph)
print time.clock() - t0
traders = constructor(ctx)
print time.clock() - t0
if config.useMinorTraders:
traders.extend([
ctx.makeMinorTrader(strategy.position.RSI_linear(k = const(0.7)).Strategy(), "RSI 0.07"),
ctx.makeMinorTrader(strategy.position.RSI_linear(k = const(-0.7)).Strategy(), "RSI -0.07"),
ctx.makeMinorTrader(strategy.position.Bollinger_linear(alpha=0.15, k = const(-5.)).Strategy(), "Bollinger -0.5"),
ctx.makeMinorTrader(strategy.position.Bollinger_linear(alpha=0.15, k = const(+5.)).Strategy(), "Bollinger +0.5"),
])
books = orderBooksToRender(ctx, traders)
r = registry.create()
root = registry.Simulation(traders, list(ctx.books.itervalues()), ctx.graphs)
# r.insert(root)
print time.clock() - t0
root.registerIn(r)
# r.pushAllReferences()
print time.clock() - t0
root.bind_ex(context.BindingContextEx({'world' : world }))
def checks():
if not only_veusz and config.checkConsistency:
r.typecheck()
try:
dumped = pickle.dumps(r)
pickle.loads(dumped)
except Exception, err:
print err
print time.clock() - t0
checks()
stat = world.workTill(config.veuszRunLength)
checks()
if config.showTiming:
print "\n", stat
non_empty_graphs = [g for g in ctx.graphs if len(g._datas)]
veusz.render(name, non_empty_graphs)
world.reset_ex(0)
root.reset_ex(0)
if config.runTwoTimes:
world.workTill(config.veuszRunLength)
veusz.render(name, non_empty_graphs)
def run(name, constructor, only_veusz):
with scheduler.create() as world:
ctx = Context(world, veusz.Graph)
traders = constructor(ctx)
if config.useMinorTraders:
traders.extend([
ctx.makeMinorTrader(strategy.RSI_linear(k = const(0.07)), "RSI 0.07"),
ctx.makeMinorTrader(strategy.RSI_linear(k = const(-0.07)), "RSI -0.07"),
ctx.makeMinorTrader(strategy.Bollinger_linear(alpha=0.15, k = const(-0.5)), "Bollinger -0.5"),
ctx.makeMinorTrader(strategy.Bollinger_linear(alpha=0.15, k = const(+0.5)), "Bollinger +0.5"),
])
books = orderBooksToRender(ctx, traders)
for t in traders + books:
for ts in t.timeseries:
ts.graph.addTimeSerie(ts)
r = registry.create()
root = registry.Simulation(traders, list(ctx.books.itervalues()), ctx.graphs)
r.insert(root)
r.pushAllReferences()
context.bind(root, {'world' : world })
if False:
req = request.EvalMarketOrder(Side.Sell, 500, _print)
world.schedule(10, _(ctx.remote_A, req).process)
def checks():
if not only_veusz and config.checkConsistency:
r.typecheck()
try:
dumped = pickle.dumps(r)
pickle.loads(dumped)
except Exception, err:
print err
checks()
stat = world.workTill(500)
checks()
if config.showTiming:
print "\n", stat
non_empty_graphs = [g for g in ctx.graphs if len(g._datas)]
veusz.render(name, non_empty_graphs)
world._reset()
context.reset(root)
if False and config.runTwoTimes:
world.workTill(500)
veusz.render(name, non_empty_graphs)
def run(name, constructor, only_veusz):
with createScheduler() as world:
import time
t0 = time.clock()
ctx = Context(world, veusz.Graph)
print time.clock() - t0
traders = constructor(ctx)
print time.clock() - t0
if config.useMinorTraders:
traders.extend([
ctx.makeMinorTrader(
strategy.position.RSI_linear(k=const(0.7)).Strategy(),
"RSI 0.07"),
ctx.makeMinorTrader(
strategy.position.RSI_linear(k=const(-0.7)).Strategy(),
"RSI -0.07"),
ctx.makeMinorTrader(
strategy.position.Bollinger_linear(
alpha=0.15, k=const(-5.)).Strategy(),
"Bollinger -0.5"),
ctx.makeMinorTrader(
strategy.position.Bollinger_linear(
alpha=0.15, k=const(+5.)).Strategy(),
"Bollinger +0.5"),
])
books = orderBooksToRender(ctx, traders)
r = registry.create()
root = registry.Simulation(traders, list(ctx.books.itervalues()),
ctx.graphs)
# r.insert(root)
print time.clock() - t0
root.registerIn(r)
# r.pushAllReferences()
print time.clock() - t0
root.bind_ex(context.BindingContextEx({'world': world}))
def checks():
if not only_veusz and config.checkConsistency:
r.typecheck()
try:
dumped = pickle.dumps(r)
pickle.loads(dumped)
except Exception, err:
print err
print time.clock() - t0
checks()
stat = world.workTill(config.veuszRunLength)
checks()
if config.showTiming:
print "\n", stat
non_empty_graphs = [g for g in ctx.graphs if len(g._datas)]
veusz.render(name, non_empty_graphs)
world.reset_ex(0)
root.reset_ex(0)
if config.runTwoTimes:
world.workTill(config.veuszRunLength)
veusz.render(name, non_empty_graphs)
lp_A = trader.SingleAsset(book_A,
strategy.LiquidityProvider(volumeDistr=volume(10)),
"A"+i)
lp_a = trader.SingleAsset(book_A,
strategy.LiquidityProvider(volumeDistr=volume(1)),
"a"+i)
for t in [lp_A, lp_a]: t.run()
spread_graph += [observable.BidPrice(book_A),
observable.AskPrice(book_A)]
eff_graph += [observable.Efficiency(lp_a),
observable.PnL(lp_a)]
def createJob(i):
world = scheduler.create()
createSimulation(world, str(i))
world.workTill(500)
threads = [threading.Thread(target=createJob, args=(i,)) for i in range(N)]
for t in threads:
t.start()
for t in threads:
t.join()
veusz.render("threading", [price_graph, spread_graph, eff_graph])