def agentFactory(**kwargs):
agentType = kwargs.get('agentType')
m = kwargs.get('m',5)
vmin = kwargs.get('vmin',0)
vmax = kwargs.get('vmax',50)
if agentType == None:
raise ValueError("Must specify Agent Type")
if agentType == "straightMV":
agent = straightMV(m = m, vmin = vmin, vmax = vmax)
elif agentType == "straightMU":
agent = straightMU(m = m, vmin = vmin, vmax = vmax)
elif agentType == "straightMU8":
agent = straightMU8(m = m, vmin = vmin, vmax = vmax)
elif agentType == "straightMU64":
agent = straightMU64(m = m, vmin = vmin, vmax = vmax)
elif agentType == "straightMU256":
agent = straightMU256(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMV":
agent = targetMV(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMU":
agent = targetMU(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMU8":
agent = targetMU8(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMU64":
agent = targetMU64(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMU256":
agent = targetMU256(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMVS":
agent = targetMVS(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMUS":
agent = targetMUS(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMUS8":
agent = targetMUS8(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMUS64":
agent = targetMUS64(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetMUS256":
agent = targetMUS256(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetPrice":
agent = targetPrice(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetPriceDist":
agent = targetPriceDist(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetPrice8":
agent = targetPrice8(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetPrice64":
agent = targetPrice64(m = m, vmin = vmin, vmax = vmax)
elif agentType == "targetPrice256":
agent = targetPrice256(m = m, vmin = vmin, vmax = vmax)
elif agentType == "riskEvaluator8":
agent = riskEvaluator8(m = m, vmin = vmin, vmax = vmax)
elif agentType == "riskEvaluator64":
agent = riskEvaluator64(m = m, vmin = vmin, vmax = vmax)
# elif agentType == "riskEvaluator256":
# agent = riskEvaluator256(m = m, vmin = vmin, vmax = vmax)
elif agentType == "averageMU":
agent = averageMU(m = m, vmin = vmin, vmax = vmax)
elif agentType == "averageMU8":
agent = averageMU8(m = m, vmin = vmin, vmax = vmax)
elif agentType == "averageMU64":
agent = averageMU64(m = m, vmin = vmin, vmax = vmax)
elif agentType == "averageMU256":
agent = averageMU256(m = m, vmin = vmin, vmax = vmax)
elif agentType == "localBid":
agent = localBid(m = m, vmin = vmin, vmax = vmax)
elif agentType == "localBid1e3":
agent = localBid1e3(m = m, vmin = vmin, vmax = vmax)
elif agentType == "condLocalBid":
agent = condLocalBid(m = m, vmin = vmin, vmax = vmax)
elif agentType == "margLocalBid":
agent = margLocalBid(m = m,vmin = vmin, vmax = vmax)
else:
raise ValueError("{0} not defined in agentFactory".format(agentType))
return agent
def agentsFromType(self,**kwargs):
"""
Construct agents from a list of strings. An agent factory.
"""
agentTypeList = kwargs.get('agentTypeList',self.agentTypeList)
#will be set to none if not specified
margDistPrediction = kwargs.get('margDistPrediction',self.margDistPrediction)
m = kwargs.get('m',margDistPrediction.m)
agentList = []
for i, agentType in enumerate(agentTypeList):
if agentTypeList[i] == 'riskAwareTP8':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(riskAwareTP8( m = m,
margDistPricePrediction = margDistPrediction,
A = A) )
elif agentTypeList[i] == 'riskAwareTMUS8':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(riskAwareTMUS8( m = m,
margDistPricePrediction = margDistPrediction,
A = A))
elif agentTypeList[i] == 'riskAwareTMUS64':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(riskAwareTMUS64( m = m,
margDistPricePrediction = margDistPrediction,
A = A) )
elif agentTypeList[i] == 'targetMUS8':
agentList.append(targetMUS8(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'targetMU8':
agentList.append(targetMU8(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'straightMU8':
agentList.append(straightMU8(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'averageMU':
agentList.append(averageMU(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'bidEvaluatorSMU8':
agentList.append(bidEvaluatorSMU8(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'bidEvaluatorSMU64':
agentList.append(bidEvaluatorSMU64(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'bidEvaluatorTMUS8':
agentList.append(bidEvaluatorTMUS8(m = m,
margDistPricePrediction = margDistPrediction))
elif agentTypeList[i] == 'bidEvaluatorRaTMUS8':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(bidEvaluatorRaTMUS8(m = m,
margDistPricePrediction = margDistPrediction,
A = A))
elif agentTypeList[i] == 'riskEvaluator8':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(riskEvaluator8(m = m,
margDistPricePrediction = margDistPrediction,
A = A))
elif agentTypeList[i] == 'riskEvaluator64':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(riskEvaluator64(m = m,
margDistPricePrediction = margDistPrediction,
A = A))
elif agentTypeList[i] == 'riskEvaluator256':
A = kwargs.get('A',self.A)
if A == None:
raise KeyError('Must Specify A valu of A if a riskAware Agent is specified.')
agentList.append(riskEvaluator256(m = m,
margDistPricePrediction = margDistPrediction,
A = A))
else:
raise ValueError('Unknown Agent Type {0}'.format(agentTypeList[i]))
return agentList