def testParams(paramName, paramList, filenameFormat, initGlobalParams=True, maxIters=None, baseParams={}):
itemList = []
kwargs = baseParams.copy()
for paramVal in paramList:
kwargs[paramName] = paramVal
g.setGlobalParams(initGlobalParams, **kwargs)
#print("%s=%f" % (paramName, paramVal))
print(kwargs)
iterate1(n=maxIters)
filename = (filenameFormat % paramVal) + ".out"
saveIters(filename)
def test2ParamsSummary():
table = {}
for zHigh in zHighList:
for beta in betaList:
g.setGlobalParams(True, beta=0.7, zHigh=1.4, zLow=0.9); # this is the baseline
g.setGlobalParams(False, zHigh=zHigh, beta=beta)
print("zHigh=%f beta=%f" % (zHigh, beta))
filename = (filenameFormat % (zHigh, beta)) + ".out"
loadIters(filename)
g = createGraph(len(g_iterList) - 1)
S = pruneZeroIndegree(g)
if (g.BANKRUPT_NODE in S):
S.remove(g.BANKRUPT_NODE)
if (len(S) == 0):
print("no nodes in cyclic paths")
else:
expHittingTimes = calcExpectedTimeToBankruptcy(g, S)
print(expHittingTimes)
(maxNode, maxTime) = (None, None)
# find the blue node with the largest expected hitting time
for (node, expHittingTime) in expHittingTimes:
if ((maxTime == None or expHittingTime > maxTime) and g.node[node]['state'] == g.STATE_BLUE):
(maxNode, maxTime) = (node, expHittingTime)
if (not maxNode == None):
opt_r = g_iterList[len(g_iterList) - 1]['opt_r']
(M, D) = (g.grid_M[maxNode[0]], g.grid_D[maxNode[1]])
table[(zHigh, beta)] = (maxNode, (M, D), maxTime, g.node[maxNode]['state'], opt_r([M, D]))
for beta in betaList:
print beta,
print
for zHigh in zHighList:
for beta in betaList:
if ((zHigh, beta) in table):
(node, (M, D), hittingTime, state, r) = table[(zHigh, beta)]
print r,
else:
print "-",
print
for beta in betaList:
if ((zHigh, beta) in table):
(node, (M, D), hittingTime, state, r) = table[(zHigh, beta)]
print hittingTime,
else:
print "-",
print
return table
def test2Params():
for zHigh in zHighList:
for beta in betaList:
g.setGlobalParams(True, beta=0.7, zHigh=1.4, zLow=0.9); # this is the baseline
g.setGlobalParams(False, zHigh=zHigh, beta=beta)
print("zHigh=%f beta=%f" % (zHigh, beta))
iterate1(useNew=False, parallel=True)
filename = (filenameFormat % (zHigh, beta)) + ".out"
saveIters(filename)
g = createGraph(len(g_iterList) - 1)
S = pruneZeroIndegree(g)
if (g.BANKRUPT_NODE in S):
S.remove(g.BANKRUPT_NODE)
if (len(S) == 0):
print("no nodes in cyclic paths")
else:
expHittingTimes = calcExpectedTimeToBankruptcy(g, S)
print(expHittingTimes)
def writeGraphs(outputDirname, title, paramName, paramList, filenameFormat):
import markup
if (not os.path.isdir(outputDirname)):
os.mkdir(outputDirname)
plt.ioff()
itemList = []
for paramVal in paramList:
kwargs = {paramName: paramVal}
g.setGlobalParams(True, **kwargs)
loadIters((filenameFormat % paramVal) + ".out")
imgList = []
plotV(-2, colorStates=True)
filename = (filenameFormat % paramVal) + "-V.png"
path = os.path.join(outputDirname, filename)
try:
os.remove(path)
except OSError:
pass
print(path)
plt.savefig(path, format='png', dpi=60)
plt.close()
imgList.append(filename)
plotOptD(-2, colorStates=True)
filename = (filenameFormat % paramVal) + "-optD.png"
path = os.path.join(outputDirname, filename)
try:
os.remove(path)
except OSError:
pass
print(path)
plt.savefig(path, format='png', dpi=60)
plt.close()
imgList.append(filename)
plotOptR(-2, colorStates=True)
filename = (filenameFormat % paramVal) + "-optR.png"
path = os.path.join(outputDirname, filename)
try:
os.remove(path)
except OSError:
pass
print(path)
plt.savefig(path, format='png', dpi=60)
plt.close()
imgList.append(filename)
plotNextM(1, -2, colorStates=True)
filename = (filenameFormat % paramVal) + "-nextM.png"
path = os.path.join(outputDirname, filename)
try:
os.remove(path)
except OSError:
pass
print(path)
plt.savefig(path, format='png', dpi=60)
plt.close()
imgList.append(filename)
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()
def calcHittingTimes(outputDirname, paramName, paramList, filenameFormat, baseParams):
def colorBullet(state):
hexcolor = matplotlib.colors.rgb2hex(stateToRGBA(state)[0:3])
return '<FONT COLOR="%s">•</FONT>' % hexcolor
if (not os.path.isdir(outputDirname)):
os.mkdir(outputDirname)
filename = os.path.join(outputDirname, "bankruptcyTime.html")
page = markup.page()
page.init(title=paramName)
opt_r_list = []
exp_time_list = []
for paramVal in paramList:
kwargs = baseParams.copy()
kwargs[paramName] = paramVal
print(kwargs)
g.setGlobalParams(True, **kwargs)
loadIters((filenameFormat % paramVal) + ".out")
graph = createGraph(len(g_iterList) - 1)
print("%s = %f" % (paramName, paramVal))
page.p("%s = %f" % (paramName, paramVal))
# go through all blue states and get the range of opt_r
opt_r_range = set()
for node in graph.nodes():
if (graph.node[node]['state'] == g.STATE_BLUE):
opt_r = graph.node[node]['opt_r']
opt_r_range.add(opt_r)
S = pruneZeroIndegree(graph)
if (g.BANKRUPT_NODE in S):
S.remove(g.BANKRUPT_NODE)
# print out r range
opt_r_range_list = sorted(list(opt_r_range))
if (len(opt_r_range_list) > 0):
print("opt_r range: %f, %f" % (opt_r_range_list[0], opt_r_range_list[-1]))
else:
print("opt_r range empty")
opt_r_range_sorted = sorted(list(opt_r_range))
print(opt_r_range_sorted)
if (len(opt_r_range_list) > 0):
page.p("opt_r range: %f, %f" % (opt_r_range_list[0], opt_r_range_list[-1]))
opt_r_list.append((paramVal, opt_r_range_sorted[0]))
else:
page.p("opt_r range empty")
opt_r_list.append((paramVal, scipy.NaN))
# print transition matrix and expected hitting times
if (len(S) == 0):
print("no nodes in cyclic paths")
page.p("no nodes in cyclic paths")
exp_time_list.append((paramVal, None))
print("max exp time: None")
else:
(transitionMatrix, expHittingTimes) = calcExpectedTimeToBankruptcy(graph, S)
# nodeList = sorted(expHittingTimes, cmp=compareNodes)
nodeStrList = []
for (node, expTime) in expHittingTimes:
(iM, iD) = node
nodeStrList.append("%.3f, %.3f" % (g.grid_M[iM], g.grid_D[iD]))
table = PrettyTable([""] + nodeStrList + ["expected hitting time"])
for (i, nodeStr) in enumerate(nodeStrList):
table.add_row([colorBullet(graph.node[node]['state']) + nodeStr] + list(transitionMatrix[i]) + [expHittingTimes[i][1]])
print(table)
print(expHittingTimes)
page.add(table.get_html_string())
max_exp_time = scipy.amax([x[1] for x in expHittingTimes])
exp_time_list.append((paramVal, max_exp_time))
print("max exp time: %f" % max_exp_time)
print("opt_r summary: ",)
print(opt_r_list)
page.p("opt_r summary: ")
for (paramVal, opt_r) in opt_r_list:
page.p("%f\t%f" % (paramVal, opt_r))
print("exp_time summary: ",)
print(exp_time_list)
page.p("exp_time summary: ")
for (paramVal, exp_time) in exp_time_list:
if (exp_time == None):
page.p("%f\tNone" % paramVal)
else:
page.p("%f\t%f" % (paramVal, exp_time))
f = open(filename, 'w')
f.write(str(page))
f.close()
def loadRun(filename): pk_file = gzip.open(filename, 'rb') (params, itersObj) = pickle.load(pk_file) pk_file.close() g.setGlobalParams(True, **params) bellman.setItersObj(itersObj)
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()
