def iterate1(n=None, **kwargs):
localvars = {}
def postIterCallbackFn(nIter, currentVArray, newVArray, optControls, stoppingResult):
(stoppingDecision, diff) = stoppingResult
print("iter %d, diff %f" % (nIter, diff))
localvars[0] = nIter
bellman.appendIter()
bellman.setInLastIter('v', newVArray)
bellman.setInLastIter('opt_d', optControls[0])
bellman.setInLastIter('opt_r', optControls[1])
v0_array = scipy.zeros((len(g.grid_M), len(g.grid_D))); # initial guess for value function
bellman.resetIters()
bellman.appendIter()
bellman.setInLastIter('v', v0_array)
bellman.setInLastIter('opt_d', None)
bellman.setInLastIter('opt_r', None)
params = PonziParams()
time1 = time.time()
result = bellman.grid_valueIteration([g.grid_M, g.grid_D], v0_array, params, postIterCallbackFn=postIterCallbackFn)
(nIter, currentVArray, newVArray, optControls) = result
time2 = time.time()
nIters = localvars[0]
print("total time: %f, avg time: %f" % (time2-time1, (time2-time1)/nIters))
def iterate2(n=None, **kwargs):
localvars = {}
def postIterCallbackFn(nIter, newVArray, currentPolicyArrayList, greedyPolicyList, stoppingResult):
(stoppingDecision, diff) = stoppingResult
print("iter %d, diff %f" % (nIter, diff))
localvars[0] = nIter
bellman.appendIter()
bellman.setInLastIter('v', newVArray)
bellman.setInLastIter('opt_d', currentPolicyArrayList[0])
bellman.setInLastIter('opt_r', currentPolicyArrayList[1])
v0_array = scipy.zeros((len(g.grid_M), len(g.grid_D))); # initial guess for value function
d0_array = scipy.zeros((len(g.grid_M), len(g.grid_D))); # initial guess for policy function for d
r0_array = scipy.ones((len(g.grid_M), len(g.grid_D))); # initial guess for policy function for r
bellman.resetIters()
bellman.appendIter()
bellman.setInLastIter('v', v0_array)
bellman.setInLastIter('opt_d', None)
bellman.setInLastIter('opt_r', None)
params = PonziParams()
time1 = time.time()
result = bellman.grid_policyIteration([g.grid_M, g.grid_D], [d0_array, r0_array], v0_array, params, postIterCallbackFn=postIterCallbackFn, parallel=True)
(nIter, currentVArray, currentPolicyArrayList, greedyPolicyList) = result
time2 = time.time()
nIters = localvars[0]
print("total time: %f, avg time: %f" % (time2-time1, (time2-time1)/nIters))
itemList.append(("%s=%f" % (paramName, paramVal), imgList))
plt.ion()
page = markup.page()
page.init(title=title)
page.br( )
for item in itemList:
(caption, imgList) = item
page.p(caption)
for imageName in imgList:
page.img(src=imageName)
filename = os.path.join(outputDirname, "index.html")
f = open(filename, 'w')
f.write(str(page))
f.close()
######################################################################3
# testing and generating the output.
#
# init global parameters, c library
# default values are: beta=0.9, m=0.1, bankruptcyPenalty=0, zLow=1.0, zHigh=1.2, pHigh=0.95
#g.setGlobalParams(True)
g.setGlobalParams(True, beta=0.8, zHigh=1.2, zLow=0.8, pHigh=0.9)
# zLow's effect... ?
# beta's effect is to make blue "vertical", i.e. bank becomes impatient, so would rather take more out of M and go to blue, rather than have a higher M and go to green
bellman.resetIters()