def find_orders(job):
buyers = []
with open("../" + trader_utils.trader_orders_filepath()) as f:
reader = csv.reader(f)
for row in reader:
if row[0][0] == job and row[0] not in buyers:
buyers.append(row[0])
return buyers
def find_nongvwy_transactions():
count = 0
with open("../" + trader_utils.trader_orders_filepath()) as f:
reader = csv.reader(f)
for row in reader:
if row[2] != row[3]:
count += 1
return count
def plot_order_vs_limit(tids,all,job):
with open("../" + trader_utils.trader_orders_filepath()) as f:
reader = csv.reader(f)
traders = {}
# Keep track of every value so that we can plot more acurately
points = []
augmented = False
for row in reader:
tid = row[0]
time = row[4]
order_price = row[3]
points.append(float(order_price))
# if order_price <= 5 or order_price >= 900:
# order_price = None
limit_price = row[2]
try: points.append(float(limit_price))
except Exception: pdb.set_trace()
if len(row) > 5:
equilibrium = float(row[5])
points.append(float(equilibrium))
else:
equilibrium = None
if len(row) > 6:
r = float(row[6])
else:
r = None
if len(row) > 7:
try:
tau = float(row[7])
except Exception:
pdb.set_trace()
else:
tau = None
if len(row) > 8:
agg_r = float(row[8])
augmented = True
else:
agg_r = None
if tid in tids:
if not tid in traders:
trader = {}
trader['times'] = array([time])
trader['orders'] = array([order_price])
trader['limits'] = array([limit_price])
trader['equilibriums'] = array([equilibrium])
trader['rs'] = array([r])
trader['agg_rs'] = array([agg_r])
trader['taus'] = array([tau])
else:
trader = traders[tid]
trader['times'] = vstack((trader['times'],time))
trader['orders'] = vstack((trader['orders'],order_price))
trader['limits'] = vstack((trader['limits'],limit_price))
trader['equilibriums'] = vstack((trader['equilibriums'],equilibrium))
trader['rs'] = vstack((trader['rs'],r))
trader['agg_rs'] = vstack((trader['agg_rs'],agg_r))
trader['taus'] = vstack((trader['taus'],tau))
traders[tid] = trader
(all_ts, transactions) = get_transactions()
# pdb.set_trace()
maximum = max(all_ts[:,1]) + 50
minimum = min(all_ts[:,1]) - 50
xlimit = (all_ts[0,0],all_ts[-1,0]*1.2)
if augmented: number_of_plots = 3
else: number_of_plots = 2
square = int(ceil(sqrt(len(tids))))
plot_index = 0
for tid in traders:
trader = traders[tid]
if all:
subplot(square, square, plot_index)
else:
subplot(number_of_plots, 1, 0)
ylim((minimum, maximum))
if not all: xlim(xlimit)
plot(trader['times'],trader['limits'],'b.')
plot(trader['times'],trader['orders'],'r.')
plot(trader['times'],trader['equilibriums'],'k-')
# try:
# if 'taus' in trader:
# plot(trader['times'],trader['taus'],'r--')
# except Exception:
# pdb.set_trace()
plot(all_ts[:,0],all_ts[:,1],'cx',markersize=4)
xlabel("time")
ylabel("Price")
if tid in transactions:
if count_nonzero(transactions[tid]) == 2:
plot(transactions[tid][0],transactions[tid][1], 'y*', markersize=10)
else:
plot(transactions[tid][:,0],transactions[tid][:,1], 'y*', markersize=10)
if not all:
legend(['Limit price', 'Order price', 'Equilibrium', 'Target Price', 'Market ts', 'Trader ts'])
subplot(number_of_plots, 1, 1)
xlim(xlimit)
if job == 'S':
title('Seller Trader AAA aggressiveness vs transactions')
else:
title('Buyer Trader AAA aggressiveness vs transactions')
plot(trader['times'],trader['rs'],'b-')
ylabel("Aggressiveness, r")
if augmented:
subplot(number_of_plots, 1, 2)
ylabel("Augmented Agg, r")
plot(trader['times'],trader['agg_rs'],'b--')
show()
plot_index += 1
if all:
if job == 'S':
suptitle('Seller Trader AAA transactions overview')
else:
suptitle('Buyer Trader AAA transactions overview')
# while plot_index < square**2:
# print plot_index
# axes[plot_index].axis('off')
# plot_index += 1
show()
