nicksawhney / sharkfin

Public fork of HARK_ABM_INTRO

SHARKFin

Simulating Heterogeneous Agents Research Toolkit) with Finance

Development Installation

To check out the code, clone the repository.

git clone [email protected]:sbenthall/SHARKFin.git
cd SHARKFin

You may wish to create and enter a virtual environment.

Then, install the required packages and then the SHARKFin package in development mode:

pip install -r requirements.txt
pip install -e .

Run the automated tests:

python -m pytest sharkfin

Configuration

TBD

Native Python Market Installation

TBD

AMMPS Installation

TBD

NetLogo Installation

The original SHARKFin installation path uses NetLogo for its market simulation engine.

The simulation depends on a specific NetLogo version. Be sure to have netlogo-5.3.1-64 installed. You will specify the install directory in a configuration file.

Configuration

There are now two config files:

(1) macroliquidity.ini (2) macroliquidity_local.ini

You need to have both files present on your machine.

Any parameters you specify in macroliquidity_local.ini will override the values in macroliquidity.ini.

Full paths to the directories for python, logs, NetLogo models, and NetLogo home must be specified in a macroliquidity_local.ini file.

Do NOT commit this local config file to the github repo.

The defaults are

[DEFAULT]
pythondir=./py
logdir=./out/logs
[pnl]
NLmodeldir=./nl/
NLhomedir=./netlogo-5.3.1-64/

Execution

To run the simulation:

$ python3 ./py/pnl.py

Output

The pnl.py file, when run, should output three files into ./out/logs/

 LM_90_5.log           This is the process log
 LMallorders_90_5.csv  The ticker of orders over time
 LMinventory_90_5.csv  Record of traders' inventories over time

NetLogo Simulation

This simulation builds on Mark Paddrick's OFR model. It has some additional components.

A breed in the NetLogo file order_updates is created during the simulation and instances of this breed are collected in a list: allOrders. There is then a special reporter that PyNetLogo can call to query this list: prop_allOrders.