pre refactor upload

This commit is contained in:
Joshua E. Jodesty 2019-07-30 11:17:49 -04:00
parent c55e433920
commit 715e6f9a74
3 changed files with 775 additions and 4 deletions

View File

@ -1,3 +1,4 @@
from pprint import pprint
from typing import Any, Callable, Dict, List, Tuple from typing import Any, Callable, Dict, List, Tuple
from pathos.pools import ThreadPool as TPool from pathos.pools import ThreadPool as TPool
from copy import deepcopy from copy import deepcopy
@ -113,7 +114,9 @@ class Executor:
) -> List[Dict[str, Any]]: ) -> List[Dict[str, Any]]:
last_in_obj: Dict[str, Any] = deepcopy(sL[-1]) last_in_obj: Dict[str, Any] = deepcopy(sL[-1])
_input: Dict[str, Any] = self.policy_update_exception(self.get_policy_input(sweep_dict, sub_step, sH, last_in_obj, policy_funcs)) _input: Dict[str, Any] = self.policy_update_exception(
self.get_policy_input(sweep_dict, sub_step, sH, last_in_obj, policy_funcs)
)
# ToDo: add env_proc generator to `last_in_copy` iterator as wrapper function # ToDo: add env_proc generator to `last_in_copy` iterator as wrapper function
@ -211,6 +214,9 @@ class Executor:
time_step += 1 time_step += 1
pprint(states_list)
print()
return states_list return states_list
# state_update_pipeline # state_update_pipeline
@ -260,7 +266,9 @@ class Executor:
states_list_copy: List[Dict[str, Any]] = list(generate_init_sys_metrics(deepcopy(states_list))) states_list_copy: List[Dict[str, Any]] = list(generate_init_sys_metrics(deepcopy(states_list)))
first_timestep_per_run: List[Dict[str, Any]] = self.run_pipeline(sweep_dict, states_list_copy, configs, env_processes, time_seq, run) first_timestep_per_run: List[Dict[str, Any]] = self.run_pipeline(
sweep_dict, states_list_copy, configs, env_processes, time_seq, run
)
del states_list_copy del states_list_copy
return first_timestep_per_run return first_timestep_per_run
@ -271,5 +279,4 @@ class Executor:
list(range(runs)) list(range(runs))
) )
) )
return pipe_run return pipe_run

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@ -145,7 +145,8 @@ partial_state_update_block = [
sim_config = config_sim( sim_config = config_sim(
{ {
"N": 2, "N": 1,
# "N": 5,
"T": range(5), "T": range(5),
} }
) )

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@ -0,0 +1,763 @@
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Exogenous Example\n",
"## Authored by BlockScience, MV Barlin\n",
"### Updated July-10-2019 \n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"Key assumptions and space:\n",
"1. Implementation of System Model in cell 2\n",
"2. Timestep = day\n",
"3. Launch simulation, without intervention from changing governance policies"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Library Imports"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"from IPython.display import Image\n",
"import pandas as pd\n",
"import numpy as np\n",
"import matplotlib as mpl\n",
"import matplotlib.pyplot as plt\n",
"import seaborn as sns\n",
"import math\n",
"#from tabulate import tabulate\n",
"from scipy import stats\n",
"sns.set_style('whitegrid')\n",
"from decimal import Decimal\n",
"from datetime import timedelta\n",
"\n",
"%matplotlib inline"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## cadCAD Setup\n",
"#### ----------------cadCAD LIBRARY IMPORTS------------------------"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"from cadCAD.engine import ExecutionMode, ExecutionContext, Executor\n",
"#from simulations.validation import sweep_config\n",
"from cadCAD import configs\n",
"from cadCAD.configuration import append_configs\n",
"from cadCAD.configuration.utils import proc_trigger, ep_time_step, config_sim"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
"#from cadCAD.configuration.utils.parameterSweep import config_sim"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [],
"source": [
"from typing import Dict, List"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### ----------------Random State Seed-----------------------------"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [],
"source": [
"seed = {\n",
"# 'z': np.random.RandomState(1)\n",
"}"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Timestamp"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [],
"source": [
"ts_format = '%Y-%m-%d %H:%M:%S'\n",
"t_delta = timedelta(days=0, minutes=0, seconds=1)\n",
"def set_time(_g, step, sL, s, _input):\n",
" y = 'timestamp'\n",
" x = ep_time_step(s, dt_str=s['timestamp'], fromat_str=ts_format, _timedelta=t_delta)\n",
" return (y, x)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# ASSUMED PARAMETERS"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### PRICE LIST"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [],
"source": [
"# dai_xns_conversion = 1.0 # Assumed for static conversion 'PUBLISHED PRICE LIST' DEPRECATED"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initial Condition State Variables"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [],
"source": [
"del_stake_pct = 2\n",
"\n",
"starting_xns = float(10**10) # initial supply of xns tokens\n",
"starting_broker_xns = float(1 * 10**8) # inital holding of xns token by broker app\n",
"starting_broker_fiat = float(1 * 10**5) # inital holding of xns token by broker app\n",
"starting_broker_stable = float(1 * 10**6) # inital holding of stable token by broker app\n",
"starting_deposit_acct = float(100) # inital deposit locked for first month of resources TBD: make function of resource*price\n",
"starting_entrance = float(1 * 10**4) # TBD: make function of entrance fee % * cost * # of initial apps\n",
"starting_app_usage = float(10) # initial fees from app usage \n",
"starting_platform = float(100) # initial platform fees \n",
"starting_resource_fees = float(10) # initial resource fees usage paid by apps \n",
"starting_app_subsidy = float(0.25* 10**9) # initial application subsidy pool\n",
"starting_stake = float(4 * 10**7)\n",
"starting_stake_pool = starting_stake + ((3*10**7)*(del_stake_pct)) # initial staked pool + ((3*10**7)*(del_stake_pct))\n",
"\n",
"#starting_block_reward = float(0) # initial block reward MOVED ABOVE TO POLICY\n",
"starting_capacity_subsidy = float(7.5 * 10**7) # initial capacity subsidy pool\n",
"starting_delegate_holdings = 0.15 * starting_xns\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initial Condition Composite State Variables"
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {},
"outputs": [],
"source": [
"# subsidy limit is 30% of the 10B supply\n",
"starting_treasury = float(5.5 * 10**9) \n",
"starting_app_income = float(0) # initial income to application\n",
"starting_resource_income = float(0) # initial income to application\n",
"starting_delegate_income = float(0) # initial income to delegate"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Initial Condition Exogoneous State Variables "
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [],
"source": [
"starting_xns_fiat = float(0.01) # initial xns per fiat signal\n",
"starting_fiat_ext = float(1) # initial xns per fiat signal\n",
"starting_stable_ext = float(1) # initial stable signal"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### Exogenous Price Updates"
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {},
"outputs": [],
"source": [
"def delta_price(mean,sd):\n",
" '''Returns normal random variable generated by first two central moments of price change of input ticker'''\n",
" rv = np.random.normal(mean, sd)\n",
" return rv"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {},
"outputs": [],
"source": [
"\n",
"def xns_ext_update(_g, step, sL, s, _input):\n",
" key = 'XNS_fiat_external'\n",
" \n",
" value = s['XNS_fiat_external'] * (1 + delta_price(0.000000, 0.005))\n",
" \n",
" return key, value"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"From Currency Analysis of DAI-USD pair \n",
"May-09-2018 through June-10-2019 \n",
"Datasource: BitFinex \n",
"Analysis of daily return percentage performed by BlockScience"
]
},
{
"cell_type": "code",
"execution_count": 13,
"metadata": {},
"outputs": [],
"source": [
"DAI_mean = 0.0000719\n",
"DAI_sd = 0.006716"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"The daily return is computed as: \n",
"$$ r = \\frac{Price_n - Price_{n-1}}{Price_{n-1}} $$ \n",
"Thus, the modelled current price can be as: \n",
"$$ Price_n = Price_{n-1} * r + Price_{n-1} $$"
]
},
{
"cell_type": "code",
"execution_count": 14,
"metadata": {},
"outputs": [],
"source": [
"\n",
"def stable_update(_g, step, sL, s, _input):\n",
" key = 'stable_external'\n",
" \n",
" value = s['stable_external'] * (1 + delta_price(DAI_mean, DAI_sd))\n",
" return key, value\n"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Assumed Parameters"
]
},
{
"cell_type": "code",
"execution_count": 15,
"metadata": {},
"outputs": [],
"source": [
"apps_deployed = 1 # Make part of test- application deployment model\n",
"\n",
"starting_deposit_acct = float(100) # inital deposit locked for first month of resources TBD: make function of resource*price\n",
"\n",
"app_resource_fee_constant = 10**1 # in STABLE, assumed per day per total nodes \n",
"platform_fee_constant = 10 # in XNS\n",
"# ^^^^^^^^^^^^ MAKE A PERCENTAGE OR FLAT FEE as PART of TESTING"
]
},
{
"cell_type": "code",
"execution_count": 16,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"1000"
]
},
"execution_count": 16,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"\n",
"alpha = 100 # Fee Rate\n",
"beta = 0.10 # FIXED Too high because multiplied by constant and resource fees\n",
"app_platform = alpha * platform_fee_constant\n",
"app_platform"
]
},
{
"cell_type": "code",
"execution_count": 17,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"10.0"
]
},
"execution_count": 17,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"beta_out =beta*100\n",
"beta_out"
]
},
{
"cell_type": "code",
"execution_count": 18,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"0.15"
]
},
"execution_count": 18,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"starting_capacity_subsidy / (5 * 10**7) / 10"
]
},
{
"cell_type": "code",
"execution_count": 19,
"metadata": {},
"outputs": [],
"source": [
"\n",
"weight = 0.95 # 0.95 internal weight 5% friction from external markets\n",
"\n",
"def xns_int_update(_g, step, sL, s, _input):\n",
" key = 'XNS_fiat_internal'\n",
"\n",
" internal = s['XNS_fiat_internal'] * weight\n",
" external = s['XNS_fiat_external'] * (1 - weight)\n",
" value = internal + external\n",
" \n",
" return key, value"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### CONFIGURATION DICTIONARY"
]
},
{
"cell_type": "code",
"execution_count": 20,
"metadata": {},
"outputs": [],
"source": [
"time_step_count = 3652 # days = 10 years\n",
"run_count = 1"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Genesis States"
]
},
{
"cell_type": "code",
"execution_count": 21,
"metadata": {},
"outputs": [],
"source": [
"#----------STATE VARIABLE Genesis DICTIONARY---------------------------\n",
"genesis_states = {\n",
" 'XNS_fiat_external' : starting_xns_fiat,\n",
" 'XNS_fiat_internal' : starting_xns_fiat,\n",
" # 'fiat_external' : starting_fiat_ext,\n",
" 'stable_external' : starting_stable_ext,\n",
" 'timestamp': '2018-10-01 15:16:24', #es5\n",
"}"
]
},
{
"cell_type": "code",
"execution_count": 22,
"metadata": {},
"outputs": [],
"source": [
"#--------------EXOGENOUS STATE MECHANISM DICTIONARY--------------------\n",
"exogenous_states = {\n",
" 'XNS_fiat_external' : xns_ext_update,\n",
"# 'fiat_external' : starting_fiat_ext,\n",
" 'stable_external' : stable_update,\n",
" \"timestamp\": set_time,\n",
" }\n",
"\n",
"#--------------ENVIRONMENTAL PROCESS DICTIONARY------------------------\n",
"env_processes = {\n",
"# \"Poisson\": env_proc_id\n",
"}\n",
"#----------------------SIMULATION RUN SETUP----------------------------\n",
"sim_config = config_sim(\n",
" {\n",
" \"N\": run_count,\n",
" \"T\": range(time_step_count)\n",
"# \"M\": g # for parameter sweep\n",
"}\n",
")\n",
"#----------------------MECHANISM AND BEHAVIOR DICTIONARY---------------\n",
"partial_state_update_block = {\n",
" \"price\": { \n",
" \"policies\": { \n",
" },\n",
" \"variables\": {\n",
" 'XNS_fiat_internal' : xns_int_update\n",
"# 'app_income' : app_earn,\n",
" }\n",
" },\n",
"}\n",
"\n",
"append_configs(\n",
" sim_configs=sim_config,\n",
" initial_state=genesis_states,\n",
" seeds=seed,\n",
" raw_exogenous_states= exogenous_states,\n",
" env_processes=env_processes,\n",
" partial_state_update_blocks=partial_state_update_block\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"#### Running cadCAD"
]
},
{
"cell_type": "code",
"execution_count": 23,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"Simulation Execution: Single Configuration\n",
"\n",
"single_proc: [<cadCAD.configuration.Configuration object at 0x0000024B3B37AF60>]\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"C:\\Users\\mbarl\\AppData\\Local\\Continuum\\anaconda3\\lib\\site-packages\\cadCAD\\utils\\__init__.py:89: FutureWarning: The use of a dictionary to describe Partial State Update Blocks will be deprecated. Use a list instead.\n",
" FutureWarning)\n"
]
}
],
"source": [
"exec_mode = ExecutionMode()\n",
"\n",
"print(\"Simulation Execution: Single Configuration\")\n",
"print()\n",
"first_config = configs # only contains config1\n",
"single_proc_ctx = ExecutionContext(context=exec_mode.single_proc)\n",
"run1 = Executor(exec_context=single_proc_ctx, configs=first_config)\n",
"run1_raw_result, tensor_field = run1.main()\n",
"result = pd.DataFrame(run1_raw_result)\n",
"# print()\n",
"# print(\"Tensor Field: config1\")\n",
"# print(tabulate(tensor_field, headers='keys', tablefmt='psql'))\n",
"# print(\"Output:\")\n",
"# print(tabulate(result, headers='keys', tablefmt='psql'))\n",
"# print()"
]
},
{
"cell_type": "code",
"execution_count": 24,
"metadata": {},
"outputs": [],
"source": [
"df = result"
]
},
{
"cell_type": "code",
"execution_count": 25,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>XNS_fiat_external</th>\n",
" <th>XNS_fiat_internal</th>\n",
" <th>run</th>\n",
" <th>stable_external</th>\n",
" <th>substep</th>\n",
" <th>timestamp</th>\n",
" <th>timestep</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
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" <td>0.010000</td>\n",
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" <td>0.010000</td>\n",
" <td>1</td>\n",
" <td>1.000172</td>\n",
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" <td>2018-10-01 15:16:25</td>\n",
" <td>1</td>\n",
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" <tr>\n",
" <th>2</th>\n",
" <td>0.009889</td>\n",
" <td>0.009997</td>\n",
" <td>1</td>\n",
" <td>1.003516</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:26</td>\n",
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" <tr>\n",
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" <td>0.009848</td>\n",
" <td>0.009992</td>\n",
" <td>1</td>\n",
" <td>0.990655</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:27</td>\n",
" <td>3</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>0.009814</td>\n",
" <td>0.009985</td>\n",
" <td>1</td>\n",
" <td>1.001346</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:28</td>\n",
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" <td>0.009798</td>\n",
" <td>0.009976</td>\n",
" <td>1</td>\n",
" <td>1.002495</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:29</td>\n",
" <td>5</td>\n",
" </tr>\n",
" <tr>\n",
" <th>6</th>\n",
" <td>0.009706</td>\n",
" <td>0.009967</td>\n",
" <td>1</td>\n",
" <td>0.994911</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:30</td>\n",
" <td>6</td>\n",
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" <tr>\n",
" <th>7</th>\n",
" <td>0.009625</td>\n",
" <td>0.009954</td>\n",
" <td>1</td>\n",
" <td>0.998919</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:31</td>\n",
" <td>7</td>\n",
" </tr>\n",
" <tr>\n",
" <th>8</th>\n",
" <td>0.009632</td>\n",
" <td>0.009938</td>\n",
" <td>1</td>\n",
" <td>0.995047</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:32</td>\n",
" <td>8</td>\n",
" </tr>\n",
" <tr>\n",
" <th>9</th>\n",
" <td>0.009648</td>\n",
" <td>0.009922</td>\n",
" <td>1</td>\n",
" <td>0.980786</td>\n",
" <td>1</td>\n",
" <td>2018-10-01 15:16:33</td>\n",
" <td>9</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" XNS_fiat_external XNS_fiat_internal run stable_external substep \\\n",
"0 0.010000 0.010000 1 1.000000 0 \n",
"1 0.009944 0.010000 1 1.000172 1 \n",
"2 0.009889 0.009997 1 1.003516 1 \n",
"3 0.009848 0.009992 1 0.990655 1 \n",
"4 0.009814 0.009985 1 1.001346 1 \n",
"5 0.009798 0.009976 1 1.002495 1 \n",
"6 0.009706 0.009967 1 0.994911 1 \n",
"7 0.009625 0.009954 1 0.998919 1 \n",
"8 0.009632 0.009938 1 0.995047 1 \n",
"9 0.009648 0.009922 1 0.980786 1 \n",
"\n",
" timestamp timestep \n",
"0 2018-10-01 15:16:24 0 \n",
"1 2018-10-01 15:16:25 1 \n",
"2 2018-10-01 15:16:26 2 \n",
"3 2018-10-01 15:16:27 3 \n",
"4 2018-10-01 15:16:28 4 \n",
"5 2018-10-01 15:16:29 5 \n",
"6 2018-10-01 15:16:30 6 \n",
"7 2018-10-01 15:16:31 7 \n",
"8 2018-10-01 15:16:32 8 \n",
"9 2018-10-01 15:16:33 9 "
]
},
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