def run_evolution_simulation(n_trials,end_time, traders_spec, order_sched, knock_out,rnd):
wipe_trader_files(evolution)
tdump=open('output/avg_balance.csv','w')
trader_types = []
counts = []
for (trader,count) in traders_spec['buyers']:
trader_types.append(trader)
counts.append(count)
evolution_output = [counts]
trial = 1
while (trial<(n_trials+1)):
trial_id = 'trial%04d' % trial
traders = market_session(trial_id, start_time, end_time, traders_spec, order_sched, tdump, dump_all,store_traders,store_profits,store_lob_orders,store_trader_orders)
best_balance = -float('inf')
worst_balance = float('inf')
for trader in traders.values():
if trader.balance > best_balance:
best_trader = trader.tid
best_balance = trader.balance
elif trader.balance < worst_balance:
worst_trader = trader.tid
worst_balance = trader.balance
i = 0
counts = []
number_still_in = 0
for (trader,count) in traders_spec['buyers']:
if not knock_out and trader == traders[best_trader].ttype:
count += 1
if trader == traders[worst_trader].ttype:
count -= 1
if count > 0:
number_still_in += 1
traders_spec['buyers'][i] = (trader,count)
counts.append(count)
i += 1
evolution_output.append(counts)
if number_still_in == 1:
break
traders_spec['sellers'] = traders_spec['buyers']
# traders_spec = {'sellers':sellers_spec, 'buyers':buyers_spec}
# tdump.flush()
print str(trial) + " done!"
trial = trial + 1
simulation_utils.store_simulation_data(trader_types,evolution_output,rnd)
tdump.close()
def run_standard_simulation(n_trials,end_time, traders_spec, order_sched,m):
wipe_trader_files(evolution)
tdump=open('output/avg_balance'+str(m)+'.csv','w')
#tdump.write(end_time, order_sched['sup'][0]['stepmode'], order_sched['timemode'])
trial = 1
while (trial<(n_trials+1)):
trial_id = 'trial%04d' % trial
market_session(trial_id, start_time, end_time, traders_spec, order_sched, tdump, dump_all,store_traders,store_profits,store_lob_orders,store_trader_orders)
tdump.flush()
trial = trial + 1
print trial_id + " done!"
tdump.close()