def __init__(self):
# Initialize storage for market performance
self.div_ratio, self.pr_ratio = [], []
self.div_periods, self.pr_periods = [[], [], [], [], []], [[], [], [],
[], []]
self.div_mas, self.pr_mas = [[], [], [], []], [[], [], [], []]
self.poor_performers, self.good_performers = [], []
# Initialize model parameters
self.model_params = {}
self.__load_model_params__()
self.prob_int_rate_change = self.model_params.get('prob_int_rate')
self.int_rate = self.model_params.get('int_rate')
self.min_int_rate = self.model_params.get("min_rate")
self.max_int_rate = self.model_params.get("max_rate")
# Initialize conditions
self.conditions = Conditions.ConditionList()
self.__load_conditions__()
# Initialize forecast parameters
self.forecast_params = {}
self.__load_forecast_params__()
# Initialize market mechanics
self.Mechanics = MarketMechanics.Mechanics(self.model_params,
self.conditions)
self.__set_world_values__()
# Store initial dividend and price
self.init_dividend = self.Mechanics.__get_dividend__
self.init_asset_price = self.Mechanics.__get_price__
self.dividend_value = self.init_dividend
self.price = self.init_asset_price
# Initialize population space
self.population = []
self.risk_aversion_list = self.__gen_risk_dist__()
self.__set_agent_values__()
# Initialize market-maker
self.specialist = Specialist.MarketClearer()
self.__set_specialist_values__()
# Clock
self.curr_time = 0
self.time_duration = int(self.model_params['time_duration'])
self.warm_up_time = int(self.model_params['warm_up_time'])
# bailout flag
self.already_bailed = False
# Changing Interest Rate
self.dynamic_interest = self.model_params['dynamic_interest']
# variables for graphs
self.mistakes_made = 0
self.agents_learned = 0
self.animated_graph_save = self.model_params['animated_graph_saving']
self.image_graph_save = self.model_params['image_graph_saving']
self.averages = {
'avg_wealth': 0,
'avg_pos': 0,
'avg_cash': 0,
'avg_profit': 0
}
# graphs
self.market_graphs = Graph.MarketGraphs(self.time_duration,
self.animated_graph_save,
self.image_graph_save)
self.price_ma_graphs = Graph.MAGraphs(self.time_duration, 'Price',
self.animated_graph_save,
self.image_graph_save)
self.div_ma_graphs = Graph.MAGraphs(self.time_duration, 'Dividend',
self.animated_graph_save,
self.image_graph_save)
self.agent_graphs = Graph.AgentGraphs(self.time_duration,
self.animated_graph_save,
self.image_graph_save)
self.agent_performance_graphs = Graph.AgentPerformance(
self.time_duration, self.animated_graph_save,
self.image_graph_save)
if self.dynamic_interest:
self.interest_graphs = Graph.InterestRate(self.time_duration,
self.animated_graph_save,
self.image_graph_save)
self.graphs = [
self.market_graphs, self.price_ma_graphs, self.div_ma_graphs,
self.agent_graphs, self.agent_performance_graphs,
self.interest_graphs
]
else:
self.graphs = [
self.market_graphs, self.price_ma_graphs, self.div_ma_graphs,
self.agent_graphs, self.agent_performance_graphs
]
# Warm-Up and run
self.warm_up()
self.run_market()
self.populate_records()
