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Merge pull request #18 from BlockScience/trigger_work 

Trigger work
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Andrew Clark 2020-08-18 09:56:01 -04:00 committed by GitHub
parent 27982041e5 8d2a97304c
commit bdeb177ef2
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4 changed files with 531 additions and 57 deletions
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models/v3/Trigger_Function_Explanation.ipynb
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models/v3/model/parts/utils.py
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@ -424,13 +424,16 @@ def affinities_plot(df, dims = (8.5, 11) ):
def trigger_sweep(field, trigger_func,params,supply=10**9):
def trigger_sweep(field, trigger_func,params,supply=10**9, x_extra=.001):
'''
'''
xmax= params['beta']
rho = params['rho'][0]
beta = params['beta'][0]
xmax=beta- np.sqrt(rho)
alpha = params['alpha'][0]
if field == 'effective_supply':
share_of_funds = np.arange(.001,xmax,.001)
share_of_funds = np.arange(0,xmax*(1+x_extra),.001)
total_supply = np.arange(0,supply*10, supply/100)
demo_data_XY = np.outer(share_of_funds,total_supply)
@ -442,8 +445,8 @@ def trigger_sweep(field, trigger_func,params,supply=10**9):
sof = share_of_funds[sof_ind]
for ts_ind in range(len(total_supply)):
ts = total_supply[ts_ind]
tc = ts /(1-params['alpha'])
trigger = trigger_func(sof, 1, ts, params['alpha'],params)
tc = ts /(1-alpha)
trigger = trigger_func(sof, 1, ts, alpha,beta, rho)
demo_data_Z0[sof_ind,ts_ind] = np.log10(trigger)
demo_data_Z1[sof_ind,ts_ind] = trigger
demo_data_Z2[sof_ind,ts_ind] = trigger/tc #share of maximum possible conviction
@ -454,11 +457,11 @@ def trigger_sweep(field, trigger_func,params,supply=10**9):
'log10_share_of_max_conv':demo_data_Z3,
'total_supply':total_supply,
'share_of_funds':share_of_funds,
'alpha':params['alpha']}
'alpha':alpha}
elif field == 'alpha':
#note if alpha >.01 then this will give weird results max alpha will be >1
alpha = np.arange(0,.5,.001)
share_of_funds = np.arange(.001,xmax,.001)
alpha = np.arange(0,1,.001)
share_of_funds = np.arange(0,xmax*(1+x_extra),.001)
demo_data_XY = np.outer(share_of_funds,alpha)
demo_data_Z4=np.empty(demo_data_XY.shape)
@ -471,7 +474,7 @@ def trigger_sweep(field, trigger_func,params,supply=10**9):
ts = supply
a = alpha[a_ind]
tc = ts /(1-a)
trigger = trigger_func(sof, 1, ts, a, params)
trigger = trigger_func(sof, 1, ts, a, beta, rho)
demo_data_Z4[sof_ind,a_ind] = np.log10(trigger)
demo_data_Z5[sof_ind,a_ind] = trigger
demo_data_Z6[sof_ind,a_ind] = trigger/tc #share of maximum possible conviction
@ -505,12 +508,12 @@ def trigger_plotter(share_of_funds,Z, color_label,y, ylabel,cmap='jet'):
cbar.ax.set_ylabel(color_label)
def trigger_grid(supply_sweep, alpha_sweep):
fig, axs = plt.subplots(nrows=2, ncols=1,figsize=(20,20))
axs = axs.flatten()
share_of_funds = alpha_sweep['share_of_funds']
Z = alpha_sweep['log10_trigger']
Z = alpha_sweep['share_of_max_conv']
y = alpha_sweep['alpha']
ylabel = 'alpha'
supply = alpha_sweep['supply']
@ -519,27 +522,29 @@ def trigger_grid(supply_sweep, alpha_sweep):
axs[0].axis([share_of_funds[0], share_of_funds[-1], y[0], y[-1]])
axs[0].set_ylabel(ylabel)
axs[0].set_xlabel('Share of Funds Requested')
axs[0].set_xticks(np.arange(0,.175,.025))
axs[0].set_title('Trigger Function Map - Alpha sweep; Supply ='+str(supply))
cb0=plt.colorbar(cp0, ax=axs[0])
cb0.set_label('log10 of conviction to trigger')
cb0=plt.colorbar(cp0, ax=axs[0],ticks=np.arange(0,1.1,.1))
cb0.set_label('share of max conviction to trigger')
share_of_funds = supply_sweep['share_of_funds']
Z = supply_sweep['log10_trigger']
Z = supply_sweep['share_of_max_conv']
y = supply_sweep['total_supply']
ylabel = 'Effective Supply'
alpha = supply_sweep['alpha']
max_conv = y/(1-alpha)
#max_conv = y/(1-alpha)
cp1=axs[1].contourf(share_of_funds, y, Z.T,100, cmap='jet', )
axs[1].axis([share_of_funds[0], share_of_funds[-1], y[0], y[-1]])
axs[1].set_ylabel(ylabel)
axs[1].set_xlabel('Share of Funds Requested')
axs[1].set_xticks(np.arange(0,.175,.025))
axs[1].set_title('Trigger Function Map - Supply sweep; alpha='+str(alpha))
axs[1].set_label('log10 of conviction to trigger')
cb1=plt.colorbar(cp1, ax=axs[1])
cb1.set_label('log10 of conviction to trigger')
#axs[1].set_label('log10 of conviction to trigger')
cb1=plt.colorbar(cp1, ax=axs[1], ticks=np.arange(0,1.1,.1))
cb1.set_label('share of max conviction to trigger')
def initialize_network(n,m, initial_funds, supply, params):