book_freq=0,
random_state=np.random.RandomState(
seed=np.random.randint(low=0, high=2**32, dtype='uint64')))
])
agent_types.extend("ExchangeAgent")
agent_count += 1
# 2) 1 Market Maker Agent
num_mm_agents = 1
agents.extend([
MarketMakerAgent(
id=j,
name="MARKET_MAKER_AGENT_{}".format(j),
type='MarketMakerAgent',
symbol=symbol,
starting_cash=starting_cash,
min_size=500,
max_size=1000,
subscribe=True,
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_mm_agents)
])
agent_types.extend('MarketMakerAgent')
agent_count += num_mm_agents
# 3) 50 Zero Intelligence Agents
symbols = {
symbol: {
'r_bar':
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_value)
])
agent_count += num_value
agent_types.extend(['ValueAgent'])
# 4) Market Maker Agent
num_mm_agents = 1
agents.extend([
MarketMakerAgent(
id=j,
name="MARKET_MAKER_AGENT_{}".format(j),
type='MarketMakerAgent',
symbol=symbol,
starting_cash=starting_cash,
min_size=100,
max_size=101,
wake_up_freq="1min",
log_orders=log_orders,
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_mm_agents)
])
agent_count += num_mm_agents
agent_types.extend('MarketMakerAgent')
# 5) Momentum Agents
num_momentum_agents = 25
agents.extend([
MomentumAgent(
id=j,
symbol=symbol) for j in range(agent_count, agent_count + num_value)
])
agent_types.extend(["ValueAgent {}".format(j) for j in range(num_value)])
agent_count += num_value
#4) Market Maker Agent
num_mm_agents = 1
agents.extend([
MarketMakerAgent(
id=j,
name="MarketMakerAgent {}".format(j),
type='MarketMakerAgent',
symbol=symbol,
starting_cash=starting_cash,
min_size=50,
max_size=150,
wake_up_freq="1min",
log_orders=False,
subscribe=False,
random_state=np.random.RandomState(
seed=np.random.randint(low=0, high=2**32, dtype='uint64')),
#spread=2,
#depth=10,
) for j in range(agent_count, agent_count + num_mm_agents)
])
agent_types.extend(
["MarketMakerAgent {}".format(j) for j in range(num_mm_agents)])
agent_count += num_mm_agents
kernel = Kernel(
"Kernel",
random_state=np.random.RandomState(