def make_tradeplots_for_files_in_folder(directory): import os from IO import load_tradeprice_data from plotting import make_pretty_tradeprice_plot extension = '.npz' list_of_files = [file for file in os.listdir(directory) if file.lower().endswith(extension)] for file in list_of_files: rounds, prices = IO.load_tradeprice_data(directory + file) filename = directory + file[:-3] + 'png' make_pretty_tradeprice_plot(rounds, prices, filename)
def issue_85_tradeplot_and_tex(folder_with_npz_files, figure_name):
import os
from plotting import make_pretty_tradeprice_plot
npzfiles = os.listdir(folder_with_npz_files)
npzfiles = [folder_with_npz_files + f for f in npzfiles if f.endswith('.npz')]
print npzfiles
for npzfile in npzfiles:
make_pretty_tradeprice_plot(IO.load_tradeprice_data(npzfile))
utils.export_tradeprice_figure_as_tex(npzfiles, figure_name)
def issue_113_make_all_tradeprice_plots():
from plotting import make_pretty_tradeprice_plot
data_folder = '/Users/halfdan/Dropbox/Waseda/Research/MarketSimulation/Thesis/data_for_tradeprice_plots/'
mapping = {
'gen12_1386710381616696.npz' : 'low_stdev_but_not_stable',
'gen56_1388690478773536.npz' : 'low_stdev_and_stable',
'gen13_1387568360402236.npz' : 'high_stdev_but_stable'
}
figure_folder = make_issue_specific_figure_folder('issue_113_tradeprice_plots', 'all')
for dataname, plotname in mapping.items():
rounds, prices = IO.load_tradeprice_data(data_folder + dataname)
#make_pretty_tradeprice_plot(rounds, prices, figure_folder + plotname, dpi = 200, figsize=tuple(map(lambda x: x*1, [8,4])), format = 'pdf')
make_pretty_tradeprice_plot(rounds, prices, figure_folder + plotname, dpi = 200, format = 'pdf')
def issue_126_chartist_strategy():
from settings import default_parameters as dp
import ppl as Ppp
import pandas
import matplotlib.pyplot as pp
import brewer2mpl
folder = make_issue_specific_figure_folder('agent_strategies', 'chartist')
datapath = '/Users/halfdan/Dropbox/Waseda/Research/MarketSimulation/Thesis/data_for_figures/chartist_strategy/gen0_1387502533563458.npz'
rounds, prices = IO.load_tradeprice_data(datapath)
colors = brewer2mpl.get_map('Set1', 'qualitative', 9).mpl_colors
pp.rc('text', usetex= True)
pp.rc('font', family = 'serif')
pp.rc('font', size = 14)
def mkplot(filename, ma_width = 5000, tbr = 1):
pp.figure()
pp.plot(rounds, prices, alpha=0.5, color=colors[0])
rolling_mean = pandas.rolling_mean(prices, ma_width)
pp.plot(rounds,rolling_mean, linewidth=2, color='black')
pp.fill_between(rounds, rolling_mean-tbr, rolling_mean+tbr, color='gray', alpha=0.5, linewidth=0)
pp.xlabel('Time (rounds)')
pp.ylabel('Price (ticks)')
pp.legend(['Price of trades', 'Chartist moving average'])
pp.text(50000, 9995, '$H_c = %s$ (rounds)\n $\gamma_c = %s$ (ticks)'%(ma_width, tbr), fontsize = 16)
print folder + filename
pp.savefig(folder + filename)
mkplot('a.png', 5000, 1)
mkplot('b.png', 5000, 2)
mkplot('c.png', 10000, 1)
mkplot('d.png', 10000, 2)
mkplot('e.png', 1000, 1)
mkplot('f.png', 1000, 2)
mkplot('g.png', 15000, 1)
mkplot('h.png', 15000, 2)
return rounds, prices
