Difference between revisions of "StockYard"

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Line 19: Line 19:
 
   pip install seaborn
 
   pip install seaborn
 
   pip install bintrees
 
   pip install bintrees
 +
  pip install pyhamcrest
  
If starting from scratch one of the simplest install methods is to install Anaconda2 which installs python 2.7 and most of the packages with their dependencies.  Then from the Anaconda prompt install seaborn and bintrees as above.
+
If starting from scratch one of the simplest install methods is to install Anaconda2 which installs python 2.7 and most of the packages with their dependencies.  Then from the Anaconda prompt install seaborn, bintrees and pyhamcrest as above.
  
 
Also, the repository contains a file requirements.txt that list the various packages required and the entire group can be installed with the following command:
 
Also, the repository contains a file requirements.txt that list the various packages required and the entire group can be installed with the following command:
Line 33: Line 34:
 
* The trading logic should be present in the "strat" method of <user_name>_agent.py
 
* The trading logic should be present in the "strat" method of <user_name>_agent.py
  
Step 2: Add user agent based object in config4.py
+
Step 2: Add user agent based object using config4_new.py as an example.
* Import the agent  
+
* Import the agent. For example:
* Create object and add it to the list of agents
+
  import traders.vgeorge6.vgeorge6_agent as vg
 +
* Create object and add it to the list of agents. For example:
 +
  temp = vg.Trader(42, "vgeorge6"+str(42),exchange.id,interval_time,kernel_1,"vgeorge6",wakeup_time,counter,volatility,stocks,initial_price,initital_qty)
 +
  trade_agents.append(temp)
 +
 
 
    
 
    
Step3 : Run bootstrap.py
+
Step3 : Run stockyard.py with a command line argument specifying the desired config file
The program executes by running the Bootstrap file.<br>
+
The program executes by running the stockyard file.<br>
 
Go to the directory where the repository is present and type in the following command.
 
Go to the directory where the repository is present and type in the following command.
   python bootstrap.py
+
   python stockyard.py config4_new
 
<h2>Sample Output</h2>
 
<h2>Sample Output</h2>
The following is a sample output shown in the terminal
+
The following is a sample output shown in the terminal:
  ----------
+
 
  Id: 1
+
********************
  Name: NASDAQ
+
Stock Yard
  Type: exchange
+
Version 0.0.1
  ----------
+
********************
  Id: 1
+
  Name: Agent 1
+
Simulation Started:
  Exchange: NASDAQ
+
Start Date: 2008-03-08
  Type: trader
+
End Date: 2008-03-08
  ----------
+
number of days 1
  Id: 2
+
Excahnge 0 Start of Simulation received
  Name: Agent 2
+
Agent 99 Start of Simulation received
  Exchange: NASDAQ
+
  Type: trader
+
  Exchange Recieved: Start of Day 1
  ----------
+
  Agent 99 Start message for Day 1
  Kernel Runner started
+
Exchange Open
  time stamp: 0, awakening all messages
+
  Simulation Completed
  Agent Agent 1 Started, Time Stamp: 0
+
Total time for simulation run = 1 seconds and 718000 micro seconds
  Agent Agent 2 Started, Time Stamp: 0
+
   
  ----------
+
Process finished with exit code 0
  Agent: Agent 1
 
  Time Stamp: 3
 
  Ping Exchange and wake up again in 6 minutes
 
  Exchange Received Ping Message from agent| Time Stamp: 3
 
  Agent Received Ping Message from exchange Time Stamp: 3
 
  ----------
 
  Agent: Agent 2
 
  Time Stamp: 5
 
  Ping Exchange and wake up again in 10 minutes
 
  Exchange Received Ping Message from agent|  Time Stamp: 5
 
  Agent Received Ping Message from exchange Time Stamp: 5
 
  ----------
 
  Agent: Agent 1
 
  Time Stamp: 6
 
  Ping Exchange and wake up again in 9 minutes
 
  Exchange Received Ping Message from agent| Time Stamp: 6
 
  Agent Received Ping Message from exchange Time Stamp: 6
 
  ----------
 
  .......
 
  ----------
 
  Agent: Agent 1
 
  Time Stamp: 21
 
  Ping Exchange and wake up again in 24 minutes
 
  Exchange Received Ping Message from agent| Time Stamp: 21
 
  Agent Received Ping Message from exchange Time Stamp: 21
 
  ----------
 
  Agent: Agent 1
 
  Time Stamp: 24
 
  Ping Exchange and wake up again in 27 minutes
 
  Exchange Received Ping Message from agent| Time Stamp: 24
 
  Agent Received Ping Message from exchange Time Stamp: 24
 
  
 
  <h1>How to Configure</h1>
 
  <h1>How to Configure</h1>

Latest revision as of 21:29, 27 February 2017

StockYard logo.png



Introduction

StockYard is a market simulator. The main idea behind the it is to build a virtual environment where various trading strategies can be tested. The system is implemented using a discrete event simulator and also uses the concept of time wraps. The system would mainly consist of multiple agents having different trading strategies incorporated in them and would compete against each other in the stock exchange. By building this system we hope to better understand the trading strategies and how they work in real world scenarios where external factors play a major role in the performance of an agent. Note: The current code is an initial prototype for a stock exchange market simulator.

How to Download & Install

Note: To install and run the command you need to have git installed in your computer. And have permission to the qsrgsim repository

Download & Setup

To download the repository type in the following command.

git clone https://github.gatech.edu/tb34/qsrgsim/

Alternatively, the repository can be downloaded as a zip file and unzipped in a convenient location.

several support packages are required beyond the ML4T virtual machine if using the  ML4T VM is convenient:
  pip install seaborn
  pip install bintrees
  pip install pyhamcrest

If starting from scratch one of the simplest install methods is to install Anaconda2 which installs python 2.7 and most of the packages with their dependencies. Then from the Anaconda prompt install seaborn, bintrees and pyhamcrest as above.

Also, the repository contains a file requirements.txt that list the various packages required and the entire group can be installed with the following command:

  pip install -r requirements.txt

How to Run

Step 1: Create necessary files

  • Create user directory under qsrgsim/ traders/
  • Create trade agent file as <user_name>_agent.py
  • Create an __init__.py under the same folder
  • the file format should be similar to qsrgsim/traders/vgeorge6/ which you can use as an initial reference for your work
  • The trading logic should be present in the "strat" method of <user_name>_agent.py

Step 2: Add user agent based object using config4_new.py as an example.

  • Import the agent. For example:
 import traders.vgeorge6.vgeorge6_agent as vg
  • Create object and add it to the list of agents. For example:
 temp = vg.Trader(42, "vgeorge6"+str(42),exchange.id,interval_time,kernel_1,"vgeorge6",wakeup_time,counter,volatility,stocks,initial_price,initital_qty)
 trade_agents.append(temp)


Step3 : Run stockyard.py with a command line argument specifying the desired config file The program executes by running the stockyard file.
Go to the directory where the repository is present and type in the following command.

 python stockyard.py config4_new

Sample Output

The following is a sample output shown in the terminal:

********************
Stock Yard
Version 0.0.1
********************

Simulation Started:
Start Date: 2008-03-08
End Date:  2008-03-08
number of days 1
Excahnge 0 Start of Simulation received
Agent 99 Start of Simulation received

Exchange Recieved: Start of Day 1
Agent 99 Start message for Day 1
Exchange Open
Simulation Completed
Total time for simulation run = 1 seconds and 718000 micro seconds

Process finished with exit code 0

How to Configure

The configuration of the Agents and its properties are currently in a Q&A format as shown above.
We would be moving it to a properties file(csv/text format) from which the various key-value parameters can be read

Configuration Example

 Enter Exchange Name: NASDAQ
 Enter Duration of run: 24
 Enter Number of Trading Agents: 2
 Enter Agent ID: 1
 Enter Agent Name: Agent 1
 Interval time for ping: 3
 Enter Agent ID: 2
 Enter Agent Name: Agent 2
 Interval time for ping: 5

Description of API

Coming up later

Description of Software Component

Coming up later

Resources

NASDAQ's message (OUCH) API document http://nasdaqtrader.com/content/technicalsupport/specifications/TradingProducts/OUCH4.2.pdf