def testIO():
f = open('tinyG.txt', 'r')
tinyG = list(f)
tinyG = map(lambda x: x.strip(), tinyG)
G = Arbitrage.WgtGraph()
for line in tinyG:
line = line.split()
G.addEdge(arbitrage.DirectedEdge(line[0], line[1], float(line[2])))
print G
res = Arbitrage.WgtDirectedCycle(G)
for edge in res.cycle():
print edge
def mainTest(testData):
G = Arbitrage.makeGraph(testData)
bf = Arbitrage.BellmanFord(G, G.vertices()[0])
if bf.hasNegativeCycle():
result = bf.getCycle()
print "Start with 100 units {0}".format(result[-1].fromVertex())
balance = 100
while result:
edge = result.pop()
key = edge.fromVertex() + "_" + edge.toVertex()
balance = balance * testData[key]
print "{0} to {1} @ {2} = {3:.2f} {4}".format(
edge.fromVertex(), edge.toVertex(), testData[key], balance,
edge.toVertex())
else:
print "No arbitrage found"
print "\n"
def main():
f = open('./input/arb_convenience.txt','r')
symbol_list = []
for i in f.readlines():
symbol_list.append(i.strip())
f.close()
res = {}
for i in symbol_list:
f= open(DEMO_DIR + i, 'r')
changes=[]
for i2 in f.readlines():
changes.append(float(i2.strip()))
res.update({ i: arb.calc_total_changed(changes)})
data_list = []
for i in res.keys():
data_list.append(res[i])
diviation = arb.calc_standard_deviation(data_list)
#print(diviation)
print(res)
chance = arb.check_arbitrage_chance(res, ALLOWED_DEVIATION, ARBITRAGE_NETCHANGE)
print(chance)
def mainTest(testData):
G = Arbitrage.makeGraph(testData)
bf = Arbitrage.BellmanFord(G, G.vertices()[0])
if bf.hasNegativeCycle():
result = bf.getCycle()
print "Start with 100 units {0}".format(result[-1].fromVertex())
balance = 100
while result:
edge = result.pop()
key = edge.fromVertex() + "_" + edge.toVertex()
balance = balance * testData[key]
print "{0} to {1} @ {2} = {3:.2f} {4}".format(edge.fromVertex(), edge.toVertex(), testData[key], balance, edge.toVertex())
else:
print "No arbitrage found"
print "\n"
def testDictionaryBuild():
csvReader = Arbitrage.makeFile()
print Arbitrage.convertToDictionary(csvReader)
def testGraph():
G = Arbitrage.makeGraph(testData)
print G
def testDictionaryBuild():
csvReader = Arbitrage.makeFile()
print Arbitrage.convertToDictionary(csvReader)
def testGraph():
G = Arbitrage.makeGraph(testData)
print G