davecliff / bristolstockexchange Goto Github PK

When I import trader_aa into BSE I expect it to run and do some trading. Instead I get this crash trace:

Traceback (most recent call last):
  File "BSE.py", line 1196, in <module>
    order_sched, tdump, False)
  File "BSE.py", line 1076, in market_session
    traders[t].respond(time, lob, trade, respond_verbose)
  File "/Users/sam/dev/bristol/shiny-robot/bristol_stock_exchange/Trader_AA.py", line 284, in respond
    elif bid_improved and (self.target <= price): self.aggressiveness_buy = self.updateAgg(True, True, self.prev_best_bid_p)
AttributeError: 'Trader_AA' object has no attribute 'target'

It also doesn't subclass Trader, and as far as I can tell has no add_order method.

Trying to get this running because we've been having trouble with implementations out of the papers.

import: unable to read X window image '. import: missing an image filenamerandom'.
./BSE.py: line 53: bse_sys_minprice: command not found
./BSE.py: line 54: bse_sys_maxprice: command not found
./BSE.py: line 55: ticksize: command not found
./BSE.py: line 60: class: command not found
./BSE.py: line 62: syntax error near unexpected token (' ./BSE.py: line 62: def init(self, tid, otype, price, qty, time):'

When landscape-mapper is set to True, the trader is not assigned an optimiser. As a result, the check on line 1090 will never pass and the mapping will never terminate or write to file.

If two asks or bids are given that have the same price and quantity by two different traders, these are represented in the lob passed into respond method of a trader by two lists which will contain the exact same values. If the trader is maintaining a list of existing trades when the new lob comes in and attempts to diff the new lob with the old one, it becomes difficult to determine if these orders have already been seen. An example of this is detailed below:

>>> existing_bids = [[185,1]]
>>> previous_lob = {"bids":{"lob":[[185,1]]}}
>>> new_lob = {"bids":{"lob":[[185,1],[185,1]]}}
>>> [x for x in new_lob["bids"]["lob"] if x not in existing_bids]
[]

I believe this could be solved if each bid/ask was given a unique identifier which lasts for as long as it is on the order book.

If I understand correctly this line
quoteprice = random.randint(minprice, limit)
the ZIC agent will place a new bid uniformly at random between the current minimum bid and the limit bid.
But what if the limit is < min-price? (NB: such an order makes sense if the trader expects the price to go down)

randint will throw an error in this case.

Hi @davecliff

8a180df deletes the BSEguide.pdf file. I would have brought it back but the commit message implies that changes were made to the file. Can we have the file back please 👍