def find_loss():
history = ProfitHistory()
negative_profits = history.find_negatives()
if len(negative_profits):
traders = TraderProfiles()
for profit in negative_profits:
trader_pair = traders.find_trader_instance_for_transaction(profit)
# trader = traders.find_trader_instance_for_transaction(profit)
if trader_pair:
# print profit
# print trader_pair
previous_trader = Trader_AA.init_from_json(trader_pair[0])
trader = Trader_AA.init_from_json(trader_pair[1])
# trader = Trader_AA.init_from_json(trader)
# print "\n" + str(trader_pair[0]) + "\n" + str(trader_pair[1]) + "\n"
# print profit
# print str(trader) + "\n"
test_trader.test_instance(trader)
def test_r_extramarginal():
traders = []
bid_trader = Trader_AA("AA", "B01", 0.00)
bid_trader.equilibrium = 3
bid_trader.job = "Bid"
bid_trader.limit = 2
bid_trader.p_max = 6
bid_trader.marginality = Trader_AA.Marginality.Extra
bid_trader.transactions = [6, 4]
bid_trader.alphas = [0.02, 0.15]
traders.append(bid_trader)
ask_trader = Trader_AA("AA", "A01", 0.00)
ask_trader.equilibrium = 3
ask_trader.job = "Ask"
ask_trader.limit = 4
ask_trader.p_max = 6
ask_trader.marginality = Trader_AA.Marginality.Extra
ask_trader.transactions = [6, 4]
ask_trader.alphas = [0.02, 0.15]
traders.append(ask_trader)
N = 40
for theta in THETAS:
targets = zeros((N, 2))
support = linspace(-1, 1, N)
rs = zeros(N)
for i in range(N):
r = support[i]
for j in range(2):
traders[j].theta = theta + 0.00001
targets[i, j] = traders[j].calculate_target_price(r)
rs[i] = r
plot(rs, targets[:, 0], "r-")
plot(rs, targets[:, 1], "b--")
ylabel("Target Price")
xlabel("Aggressiveness")
title("Extramarginal")
show()
