コード例 #1
0
ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def plotF(n, aroundPoint=None, aroundN=None, colorStates=False, **kwargs):
	opt_d = bellman.getIter(n)['opt_d']
	opt_r = bellman.getIter(n)['opt_r']
	# k = d + D - M
	k_fn = lambda x: opt_d(x) + x[1] - x[0]	
	f_fn = lambda x: p_fns.testf(k_fn(x), opt_r(x))
	return plotSurface(f_fn, 'f', aroundPoint, aroundN, colorStates=colorStates, colorFn=iterColorFn(n), **kwargs)
コード例 #2
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ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def classifyStateUsingIter(M, D, n):
	opt_d = g.getFnObj(bellman.getIter(n)['opt_d'])
	opt_r = g.getFnObj(bellman.getIter(n)['opt_r'])
	# k = d + D - M
	k_fn = lambda x: opt_d(x) + x[1] - x[0]	
	f_fn = lambda x: p_fns.f(k_fn(x), opt_r(x))
	rho_fn = lambda x: rhoFn(x, f_fn, k_fn)
	return classifyState(M,D, rho_fn, opt_d)
コード例 #3
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ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def getNextMD(M, D, n, zState):
	optdFn = bellman.getIter(n)['opt_d']
	optrFn = bellman.getIter(n)['opt_r']
	# k = d + D - M
	k_fn = lambda x: optdFn(x) + x[1] - x[0]	
	f_fn = lambda x: p_fns.testf(k_fn(x), optrFn(x))
	inflow = lambda x: f_fn(x) * g.z_space[zState]
	M_fn = lambda x: (inflow(x) - k_fn(x))/g.z_space[zState]
	D_fn = lambda x: optrFn(x) * f_fn(x)
	return (M_fn([M,D]), D_fn([M,D]))
コード例 #4
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ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def plotOptR(n, aroundPoint=None, aroundN=None, colorStates=False, **kwargs):
	# don't plot red states
	stateArray = getStateArray(n)
	def filterFn(x):
		(iM, iD) = getNearestGridPoint(x[0], x[1])
		if (stateArray[iM, iD] != g.STATE_RED):
			return True
		return False
	fnObj = linterp.GetLinterpFnObj(g.stateGridList, bellman.getIter(n)['opt_r'])
	return plot3d.plotSurface(g.grid_M, g.grid_D, fnObj, xlabel="M", ylabel="D", zlabel="opt r", colorFn=iterColorFn(n), filterFn=filterFn, drawEntireRegion=True, **kwargs)		
コード例 #5
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ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def getNextStateArray(n, zState):
	opt_d = bellman.getIter(n)['opt_d']
	opt_r = bellman.getIter(n)['opt_r']
	# k = d + D - M
	k_fn = lambda x: opt_d(x) + x[1] - x[0]	
	f_fn = lambda x: p_fns.testf(k_fn(x), opt_r(x))
	rho_fn = lambda x: rhoFn(x, f_fn, k_fn)

	def nextStateFn(M,D):
		(nextM, nextD) = getNextMD(M, D, n, zState)
		# if current state is A (bankrupt with certainty), then next state has no meaning.  color it black
		currentState = classifyState(M, D, rho_fn, opt_d)
		if (currentState == g.STATE_RED):
			return g.STATE_BLACK
		# if current state is B (bankrupt if zLow occurs) and zLow occurs, next state is in bankruptcy
		if (currentState == g.STATE_BLUE and zState == 0):
			return g.STATE_BLACK
		return classifyState(nextM, nextD, rho_fn, opt_d)
	
	nextStateArray = scipy.vectorize(nextStateFn)(g.mesh_M, g.mesh_D)
	return scipy.transpose(nextStateArray)	
コード例 #6
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ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def createGraph(n):
	global g_NodeArray
	g_NodeArray = [[None]*g.gridsize_D]*g.gridsize_M
	stateArray = getStateArray(n)
	opt_d = bellman.getIter(n)['opt_d']
	opt_r = bellman.getIter(n)['opt_r']

	G = nx.DiGraph()
	for (iM, M) in enumerate(g.grid_M):
		for (iD, D) in enumerate(g.grid_D):
			#newNode = MyNode(iM, M, iD, D)
			#g_NodeArray[iM][iD] = newNode
			G.add_node((iM,iD), M=M, D=D, state=stateArray[iM, iD], opt_d=opt_d([M,D]), opt_r=opt_r([M,D]))
	# bankruptcy node is 0
	G.add_node(g.BANKRUPT_NODE, state=g.STATE_BLACK)
	G.add_edge(g.BANKRUPT_NODE, g.BANKRUPT_NODE)
		
	for (iM, M) in enumerate(g.grid_M):
		for (iD, D) in enumerate(g.grid_D):
			(nextMLow, nextDLow) = getNextMD(M, D, n, 0)
			(nextMHigh, nextDHigh) = getNextMD(M, D, n, 1)
			if (nextMLow < 0):
				#G.add_edge(g_NodeArray[iM][iD], g.BANKRUPT_NODE, zState=0)
				G.add_edge((iM,iD), g.BANKRUPT_NODE, zState=0)
			else:
				(next_iMLow, next_iDLow) = getNearestGridPoint(nextMLow, nextDLow)
				#G.add_edge(g_NodeArray[iM][iD], g_NodeArray[next_iMLow][next_iDLow], zState=0)
				G.add_edge((iM,iD), (next_iMLow, next_iDLow), zState=0)
			if (nextMHigh < 0):
				#G.add_edge(g_NodeArray[iM][iD], g.BANKRUPT_NODE, zState=1)
				G.add_edge((iM, iD), g.BANKRUPT_NODE, zState=1)
			else:
				(next_iMHigh, next_iDHigh) = getNearestGridPoint(nextMHigh, nextDHigh)			
				#G.add_edge(g_NodeArray[iM][iD], g_NodeArray[next_iMHigh][next_iDHigh], zState=1)
				G.add_edge((iM, iD), (next_iMHigh, next_iDHigh), zState=1)
	return G
コード例 #7
0
ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def plotK(n, aroundPoint=None, aroundN=None, colorStates=False, **kwargs):
	opt_d = bellman.getIter(n)['opt_d']
	# k = d + D - M
	k_fn = lambda x: opt_d(x) + x[1] - x[0]
	return plotSurface(k_fn, 'k = d + D - M', aroundPoint, aroundN, colorStates=colorStates, colorFn=iterColorFn(n), **kwargs)
コード例 #8
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ファイル: ponzi4.py プロジェクト: zsh1313/bellman
def plotOptD(n, aroundPoint=None, aroundN=None, colorStates=False, **kwargs):
	fnObj = linterp.GetLinterpFnObj(g.stateGridList, bellman.getIter(n)['opt_d'])
	return plot3d.plotSurface(g.grid_M, g.grid_D, fnObj, xlabel="M", ylabel="D", zlabel="opt d", colorFn=iterColorFn(n), **kwargs)