This commit is contained in:
Joshua E. Jodesty 2019-01-10 13:44:55 -05:00
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demos
SimCAD
simularions
setup.py
build
.ipynb_checkpoints
.DS_Store
.idea
SimCAD.egg-info
__pycache__
Pipfile
Pipfile.lock
.mypy_cache

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TRIAL LICENSE AGREEMENT
BACKGROUND
Company has developed and intends to market and license a certain software product and service called ”SimCAD” which,
among other things, is a scientific engineering simulation tool (“Software”). Company wishes to provide access, on a
trial basis, to users of a “beta” version of the Software to test and provide feedback to Company. Licensee wishes to
participate in Companys beta trial of the Software and to provide feedback to Company with respect to Licensees use
thereof.
Accordingly, the parties hereby agree as follows:
1. BETA PRODUCT.
This Agreement applies to any pre­release version of the Software and any updates and changes thereto during the Term
(collectively, “Beta Product”). As an essential condition of this Agreement, Licensee understands and acknowledges that:
(a) Licensee is participating in a beta test of the Beta Product; (b) the Beta Product has not been field tested or
trialed; and (c) the Beta Product may not operate properly or be error free and may not perform all functions for
which it is intended or represented.
2. FEEDBACK.
As a condition of this Agreement, during the Term of this Agreement, Licensee agrees to provide Company with comments,
feedback, criticisms, and suggestions for changes to the Beta Product (“Feedback”), and to help Company identify errors
or malfunctions, and performance issues, in the operation of the Beta Product, as Company may reasonably request. All
rights to any Feedback or other intellectual property derived from Licensees use of or relating to the Beta Product,
as well any data collected from the use of the Beta Product, belong solely to Company and Licensee hereby irrevocably
assigns all such rights to Company. Company reserves the right to use all Feedback and data collected as a result of the
use of the Beta Product to advertise and promote the Company and the Software.
3. LICENSE AND RESERVATION OF RIGHTS.
3.1 Subject to the terms and conditions set forth in this Agreement, Company hereby grants Licensee, and Licensee
accepts, during the Term, a non­exclusive, royalty­free, revocable, non­transferable, limited license to access and use
the Beta Product for its internal, non­commercial use for evaluation purposes only, and to give permission to employees
of Licensee and employees of Licensees subsidiaries (“Permitted Users”) to use the Beta Product in accordance with the
foregoing.
3.2 The Beta Product and the Software comprise the intellectual property of Company. All right, title and interest in
and to the Beta Product (and, more generally, in and to the Software), and to all Feedback and data arising from its
use, in whole or in part, and all patent, copyright, trade­marks, trade secret and all other intellectual and industrial
property rights therein and the structure, sequence and organization of same, and the media on which such material is
contained belong exclusively to Company. Licensee and its Permitted Users will not, directly or indirectly: reverse
engineer, decompile, disassemble or otherwise attempt to discover the source code, object code or underlying structure,
ideas, know­how or algorithms relevant to the Beta Product; modify, adapt, alter, edit, correct, translate, publish,
sell, transfer, assign, convey, rent, lease, loan, pledge, sublicense, distribute, export, enhance or create derivative
works based on the Beta Product; or remove, alter, cover or otherwise obscure any proprietary notices or labels
displayed on or within the Beta Product any documentation relating thereto.
4. DISCLAIMER.
4.1 COMPANY MAKES NO WARRANTIES, WHETHER EXPRESS, IMPLIED, STATUTORY OR OTHERWISE, WITH RESPECT TO THE BETA PRODUCT,
INCLUDING, BUT NOT LIMITED TO, THE AVAILABILITY, QUALITY OR PERFORMANCE OF THE BETA PRODUCT. COMPANY SPECIFICALLY
DISCLAIMS ALL EXPRESS, STATUTORY AND IMPLIED WARRANTIES AND CONDITIONS, INCLUDING, WITHOUT LIMITATION (A) THE IMPLIED
WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NON­INFRINGEMENT, (B) ANY WARRANTIES AGAINST HIDDEN
OR LATENT DEFECTS, (C) AND ANY WARRANTIES AND CONDITIONS ARISING OUT OF COURSE OF DEALING OR USAGE OF TRADE AND (D) ANY
WARRANTY OR REPRESENTATION THAT THE BETA PRODUCT IS ERROR­FREE, VIRUS­FREE, SECURE, UNINTERRUPTED, OR FREE FROM
UNAUTHORIZED ACCESS (INCLUDING, BUT NOT LIMITED TO, THIRD PARTY HACKERS OR DENIAL OF SERVICE ATTACKS). THE BETA PRODUCT
IS SUPPLIED ON AN “AS IS”, “AS AVAILABLE” BASIS WITHOUT WARRANTY.
4.2 NEITHER PARTY SHALL BE LIABLE FOR SPECIAL, INCIDENTAL, PUNITIVE, CONSEQUENTIAL OR INDIRECT DAMAGES OR LOSS
(INCLUDING DEATH AND PERSONAL INJURY), IRRESPECTIVE OF THEIR CAUSE, NOTWITHSTANDING THAT A PARTY HAS BEEN ADVISED OF THE
POSSIBILITY OF SUCH LOSS OR DAMAGE, NOR FOR ANY CLAIMS FOR SUCH LOSS OR DAMAGE INSTITUTED AGAINST A PARTY OR ITS
CUSTOMERS BY ANY THIRD PARTY.
5. CONFIDENTIALITY
5.1 All Confidential Information disclosed by either party shall be kept by the receiving party in strict confidence and
shall not be disclosed to any third party without the disclosing partys express written consent. For purposes of this
Agreement, “Confidential Information” means all information regarding either partys business which has been marked or
is otherwise communicated as being “proprietary” or “confidential” or which reasonably should be known by the receiving
party to be proprietary or confidential information. Without limiting the generality of the foregoing, Confidential
Information of Company includes non­public information regarding features, functionality and performance of the Beta
Product, including all Feedback and related data. Notwithstanding the foregoing, each partys confidentiality
obligations hereunder shall not apply to information that: (a) is already known to the receiving party without a
pre­existing restriction as to disclosure; (b) is or becomes publicly available without fault of the receiving party;
(c) is rightfully obtained by the receiving party from a third party without restriction as to disclosure, or is
approved for release by written authorization of the disclosing party; (d) is developed independently by the receiving
party without use of the disclosing partys Confidential Information; or (e) is required to be disclosed by law or
regulation, including, but not limited to, supplying such information or making such statements or disclosures relating
to this Agreement before any competent court, governmental agency or authority in response to a lawful requirement or
request from a court of governmental agency or authority, provided that the disclosing party shall give the other party
prompt notice of such request, to the extent practicable, so that the other party may seek (at its sole cost and
expense) an appropriate protective order or similar relief.
5.2 In the event of a breach of Sections 2, 3 or this Section 5, the non­breaching party shall be entitled to seek
equitable relief to protect its interests, including, but not limited to, injunctive relief. In the event of expiration
or earlier termination of this Agreement, each party shall immediately return to the other party such other partys
Confidential Information, or at such other partys option, destroy any remaining Confidential Information and certify
that such destruction has taken place.
6. FEES; EXPENSES.
Neither party shall be entitled to any compensation in connection with this Agreement or its use or provision of the
Beta Product. Each party shall bear its own costs and expenses arising from this Agreement and its use or provision of
the Beta Product, as the case may be.
7. TERM OF AGREEMENT.
This Agreement shall begin on the Effective Date and shall continue until it has been terminated (such period, the
“Term”). Either party shall have the right to terminate this Agreement at any time on one (1) month written notice to
the other party, or in the case of a breach of this Agreement by Licensee or its Permitted Users, Company may terminate
this Agreement immediately on written notice to Licensee. Upon termination of this Agreement, all rights granted to
Licensee (and any Permitted User) under this Agreement will immediately terminate and Licensee (and all Permitted Users)
must immediately cease all use of the Beta Product at such time. Notwithstanding any termination of this Agreement,
Sections 2, 3.2, 4, 5, 6, this Section 7 and Section 8 shall survive and remain binding on the parties.
8. MISCELLANEOUS.
This Agreement shall be governed by and construed in accordance with the laws of the State of New York. All disputes
relating to this Agreement shall be resolved in the federal and state courts of New York County, New York and the
parties submit to the jurisdiction of such courts. This Agreement does not create any agency, partnership, or joint
venture relationship between Licensee and Company. This Agreement is the entire understanding of the parties with
respect to the subject matter hereof and supersedes any previous or contemporaneous communications, representations,
warranties, discussions, arrangements or commitments, whether oral or written with respect to such subject matter. This
Agreement cannot be amended except by a written amendment that expressly refers to this Agreement and is signed by an
authorized representative of each party. This Agreement may be executed in one or more counterparts, including via
facsimile or email (or any other electronic means such as “.pdf” or “.tiff” files), each of which shall be deemed an
original, and all of which shall constitute one and the same Agreement.

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# SimCad
**Warning**:
**Do not** publish this package / software to **any** software repository **except** one permitted by BlockScience.
**Description:**
SimCAD is a differential games based simulation software package for research, validation, and Computer \
Aided Design of economic systems. An economic system is treated as a state based model and defined through a \
set of endogenous and exogenous state variables which are updated through mechanisms and environmental \
processes, respectively. Behavioral models, which may be deterministic or stochastic, provide the evolution of \
the system within the action space of the mechanisms. Mathematical formulations of these economic games \
treat agent utility as derived from state rather than direct from action, creating a rich dynamic modeling framework.
Simulations may be run with a range of initial conditions and parameters for states, behaviors, mechanisms, \
and environmental processes to understand and visualize network behavior under various conditions. Support for \
A/B testing policies, monte carlo analysis and other common numerical methods is provided.
**1. Install Dependencies:**
```bash
pip install -r requirements.txt
pip install -e .
```
**2. Configure Simulation:**
Intructions:
`/Simulation.md`
Examples:
`/simulations/validation/*`
**3. Import SimCAD & Run Simulation:**
Example:
`/demos/sim_test.py` or `test.ipynb`
```python
import pandas as pd
from tabulate import tabulate
# The following imports NEED to be in the exact order
from SimCAD.engine import ExecutionMode, ExecutionContext, Executor
from simulations.validation import config1, config2
from SimCAD import configs
exec_mode = ExecutionMode()
print("Simulation Execution 1")
print()
first_config = [configs[0]] # from config1
single_proc_ctx = ExecutionContext(context=exec_mode.single_proc)
run1 = Executor(exec_context=single_proc_ctx, configs=first_config)
run1_raw_result, tensor_field = run1.main()
result = pd.DataFrame(run1_raw_result)
print()
print("Tensor Field:")
print(tabulate(tensor_field, headers='keys', tablefmt='psql'))
print("Output:")
print(tabulate(result, headers='keys', tablefmt='psql'))
print()
print("Simulation Execution 2: Pairwise Execution")
print()
multi_proc_ctx = ExecutionContext(context=exec_mode.multi_proc)
run2 = Executor(exec_context=multi_proc_ctx, configs=configs)
for raw_result, tensor_field in run2.main():
result = pd.DataFrame(raw_result)
print()
print("Tensor Field:")
print(tabulate(tensor_field, headers='keys', tablefmt='psql'))
print("Output:")
print(tabulate(result, headers='keys', tablefmt='psql'))
print()
```
The above can be run in Jupyter.
```bash
jupyter notebook
```

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name = "SimCAD"
configs = []

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from functools import reduce
from fn.op import foldr
import pandas as pd
from SimCAD.utils import key_filter
from SimCAD.configuration.utils.behaviorAggregation import dict_elemwise_sum
class Configuration:
def __init__(self, sim_config, state_dict, seed, exogenous_states, env_processes, mechanisms, behavior_ops=[foldr(dict_elemwise_sum())]):
self.sim_config = sim_config
self.state_dict = state_dict
self.seed = seed
self.exogenous_states = exogenous_states
self.env_processes = env_processes
self.behavior_ops = behavior_ops
self.mechanisms = mechanisms
class Identity:
def __init__(self, behavior_id={'identity': 0}):
self.beh_id_return_val = behavior_id
def b_identity(self, step, sL, s):
return self.beh_id_return_val
def behavior_identity(self, k):
return self.b_identity
def no_state_identity(self, step, sL, s, _input):
return None
def state_identity(self, k):
return lambda step, sL, s, _input: (k, s[k])
def apply_identity_funcs(self, identity, df, cols):
def fillna_with_id_func(identity, df, col):
return df[[col]].fillna(value=identity(col))
return list(map(lambda col: fillna_with_id_func(identity, df, col), cols))
class Processor:
def __init__(self, id=Identity()):
self.id = id
self.b_identity = id.b_identity
self.behavior_identity = id.behavior_identity
self.no_state_identity = id.no_state_identity
self.state_identity = id.state_identity
self.apply_identity_funcs = id.apply_identity_funcs
def create_matrix_field(self, mechanisms, key):
if key == 'states':
identity = self.state_identity
elif key == 'behaviors':
identity = self.behavior_identity
df = pd.DataFrame(key_filter(mechanisms, key))
col_list = self.apply_identity_funcs(identity, df, list(df.columns))
if len(col_list) != 0:
return reduce((lambda x, y: pd.concat([x, y], axis=1)), col_list)
else:
return pd.DataFrame({'empty': []})
def generate_config(self, state_dict, mechanisms, exo_proc):
def no_update_handler(bdf, sdf):
if (bdf.empty == False) and (sdf.empty == True):
bdf_values = bdf.values.tolist()
sdf_values = [[self.no_state_identity] * len(bdf_values) for m in range(len(mechanisms))]
return sdf_values, bdf_values
elif (bdf.empty == True) and (sdf.empty == False):
sdf_values = sdf.values.tolist()
bdf_values = [[self.b_identity] * len(sdf_values) for m in range(len(mechanisms))]
return sdf_values, bdf_values
else:
sdf_values = sdf.values.tolist()
bdf_values = bdf.values.tolist()
return sdf_values, bdf_values
def only_ep_handler(state_dict):
sdf_functions = [
lambda step, sL, s, _input: (k, v) for k, v in zip(state_dict.keys(), state_dict.values())
]
sdf_values = [sdf_functions]
bdf_values = [[self.b_identity] * len(sdf_values)]
return sdf_values, bdf_values
if len(mechanisms) != 0:
bdf = self.create_matrix_field(mechanisms, 'behaviors')
sdf = self.create_matrix_field(mechanisms, 'states')
sdf_values, bdf_values = no_update_handler(bdf, sdf)
zipped_list = list(zip(sdf_values, bdf_values))
else:
sdf_values, bdf_values = only_ep_handler(state_dict)
zipped_list = list(zip(sdf_values, bdf_values))
return list(map(lambda x: (x[0] + exo_proc, x[1]), zipped_list))

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from datetime import datetime, timedelta
from decimal import Decimal
from fn.func import curried
import pandas as pd
class TensorFieldReport:
def __init__(self, config_proc):
self.config_proc = config_proc
def create_tensor_field(self, mechanisms, exo_proc, keys=['behaviors', 'states']):
dfs = [self.config_proc.create_matrix_field(mechanisms, k) for k in keys]
df = pd.concat(dfs, axis=1)
for es, i in zip(exo_proc, range(len(exo_proc))):
df['es' + str(i + 1)] = es
df['m'] = df.index + 1
return df
def bound_norm_random(rng, low, high):
# Add RNG Seed
res = rng.normal((high+low)/2,(high-low)/6)
if (res<low or res>high):
res = bound_norm_random(rng, low, high)
return Decimal(res)
@curried
def proc_trigger(trigger_step, update_f, step):
if step == trigger_step:
return update_f
else:
return lambda x: x
t_delta = timedelta(days=0, minutes=0, seconds=30)
def time_step(dt_str, dt_format='%Y-%m-%d %H:%M:%S', _timedelta = t_delta):
dt = datetime.strptime(dt_str, dt_format)
t = dt + _timedelta
return t.strftime(dt_format)
t_delta = timedelta(days=0, minutes=0, seconds=1)
def ep_time_step(s, dt_str, fromat_str='%Y-%m-%d %H:%M:%S', _timedelta = t_delta):
if s['mech_step'] == 0:
return time_step(dt_str, fromat_str, _timedelta)
else:
return dt_str
def exo_update_per_ts(ep):
@curried
def ep_decorator(f, y, step, sL, s, _input):
if s['mech_step'] + 1 == 1:
return f(step, sL, s, _input)
else:
return (y, s[y])
return {es: ep_decorator(f, es) for es, f in ep.items()}

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from fn.op import foldr
from fn.func import curried
def get_base_value(datatype):
if datatype is str:
return ''
elif datatype is int:
return 0
elif datatype is list:
return []
return 0
def behavior_to_dict(v):
return dict(list(zip(map(lambda n: 'b' + str(n + 1), list(range(len(v)))), v)))
add = lambda a, b: a + b
@curried
def foldr_dict_vals(f, d):
return foldr(f)(list(d.values()))
def sum_dict_values():
return foldr_dict_vals(add)
@curried
def dict_op(f, d1, d2):
def set_base_value(target_dict, source_dict, key):
if key not in target_dict:
return get_base_value(type(source_dict[key]))
else:
return target_dict[key]
key_set = set(list(d1.keys()) + list(d2.keys()))
return {k: f(set_base_value(d1, d2, k), set_base_value(d2, d1, k)) for k in key_set}
def dict_elemwise_sum():
return dict_op(add)

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from pathos.multiprocessing import ProcessingPool as Pool
from SimCAD.utils import flatten
from SimCAD.configuration import Processor
from SimCAD.configuration.utils import TensorFieldReport
from SimCAD.engine.simulation import Executor as SimExecutor
class ExecutionMode:
single_proc = 'single_proc'
multi_proc = 'multi_proc'
class ExecutionContext:
def __init__(self, context=ExecutionMode.multi_proc):
self.name = context
self.method = None
def single_proc_exec(simulation_execs, states_lists, configs_structs, env_processes_list, Ts, Ns):
l = [simulation_execs, states_lists, configs_structs, env_processes_list, Ts, Ns]
simulation, states_list, config, env_processes, T, N = list(map(lambda x: x.pop(), l))
result = simulation(states_list, config, env_processes, T, N)
return flatten(result)
def parallelize_simulations(fs, states_list, configs, env_processes, Ts, Ns):
l = list(zip(fs, states_list, configs, env_processes, Ts, Ns))
with Pool(len(configs)) as p:
results = p.map(lambda t: t[0](t[1], t[2], t[3], t[4], t[5]), l)
return results
if context == 'single_proc':
self.method = single_proc_exec
elif context == 'multi_proc':
self.method = parallelize_simulations
class Executor:
def __init__(self, exec_context, configs):
self.SimExecutor = SimExecutor
self.exec_method = exec_context.method
self.exec_context = exec_context.name
self.configs = configs
self.main = self.execute
def execute(self):
config_proc = Processor()
create_tensor_field = TensorFieldReport(config_proc).create_tensor_field
print(self.exec_context+": "+str(self.configs))
states_lists, Ts, Ns, eps, configs_structs, env_processes_list, mechanisms, simulation_execs = \
[], [], [], [], [], [], [], []
config_idx = 0
for x in self.configs:
states_lists.append([x.state_dict])
Ts.append(x.sim_config['T'])
Ns.append(x.sim_config['N'])
eps.append(list(x.exogenous_states.values()))
configs_structs.append(config_proc.generate_config(x.state_dict, x.mechanisms, eps[config_idx]))
env_processes_list.append(x.env_processes)
mechanisms.append(x.mechanisms)
simulation_execs.append(SimExecutor(x.behavior_ops).simulation)
config_idx += 1
if self.exec_context == ExecutionMode.single_proc:
tensor_field = create_tensor_field(mechanisms.pop(), eps.pop())
result = self.exec_method(simulation_execs, states_lists, configs_structs, env_processes_list, Ts, Ns)
return result, tensor_field
elif self.exec_context == ExecutionMode.multi_proc:
if len(self.configs) > 1:
simulations = self.exec_method(simulation_execs, states_lists, configs_structs, env_processes_list, Ts, Ns)
results = []
for result, mechanism, ep in list(zip(simulations, mechanisms, eps)):
results.append((flatten(result), create_tensor_field(mechanism, ep)))
return results

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from copy import deepcopy
from fn.op import foldr, call
from SimCAD.engine.utils import engine_exception
id_exception = engine_exception(KeyError, KeyError, None)
class Executor:
def __init__(self, behavior_ops, behavior_update_exception=id_exception, state_update_exception=id_exception):
self.behavior_ops = behavior_ops
self.state_update_exception = state_update_exception
self.behavior_update_exception = behavior_update_exception
def get_behavior_input(self, step, sL, s, funcs):
ops = self.behavior_ops[::-1]
def get_col_results(step, sL, s, funcs):
return list(map(lambda f: f(step, sL, s), funcs))
return foldr(call, get_col_results(step, sL, s, funcs))(ops)
def apply_env_proc(self, env_processes, state_dict, step):
for state in state_dict.keys():
if state in list(env_processes.keys()):
env_state = env_processes[state]
if (env_state.__name__ == '_curried') or (env_state.__name__ == 'proc_trigger'):
state_dict[state] = env_state(step)(state_dict[state])
else:
state_dict[state] = env_state(state_dict[state])
def mech_step(self, m_step, sL, state_funcs, behavior_funcs, env_processes, t_step, run):
last_in_obj = sL[-1]
_input = self.state_update_exception(self.get_behavior_input(m_step, sL, last_in_obj, behavior_funcs))
last_in_copy = dict([self.behavior_update_exception(f(m_step, sL, last_in_obj, _input)) for f in state_funcs])
for k in last_in_obj:
if k not in last_in_copy:
last_in_copy[k] = last_in_obj[k]
del last_in_obj
self.apply_env_proc(env_processes, last_in_copy, last_in_copy['timestamp'])
last_in_copy["mech_step"], last_in_copy["time_step"], last_in_copy['run'] = m_step, t_step, run
sL.append(last_in_copy)
del last_in_copy
return sL
def mech_pipeline(self, states_list, configs, env_processes, t_step, run):
m_step = 0
states_list_copy = deepcopy(states_list)
genesis_states = states_list_copy[-1]
genesis_states['mech_step'], genesis_states['time_step'] = m_step, t_step
states_list = [genesis_states]
m_step += 1
for config in configs:
s_conf, b_conf = config[0], config[1]
states_list = self.mech_step(m_step, states_list, s_conf, b_conf, env_processes, t_step, run)
m_step += 1
t_step += 1
return states_list
def block_pipeline(self, states_list, configs, env_processes, time_seq, run):
time_seq = [x + 1 for x in time_seq]
simulation_list = [states_list]
# print(len(configs))
for time_step in time_seq:
pipe_run = self.mech_pipeline(simulation_list[-1], configs, env_processes, time_step, run)
_, *pipe_run = pipe_run
simulation_list.append(pipe_run)
return simulation_list
def simulation(self, states_list, configs, env_processes, time_seq, runs):
pipe_run = []
for run in range(runs):
run += 1
states_list_copy = deepcopy(states_list)
head, *tail = self.block_pipeline(states_list_copy, configs, env_processes, time_seq, run)
genesis = head.pop()
genesis['mech_step'], genesis['time_step'], genesis['run'] = 0, 0, run
first_timestep_per_run = [genesis] + tail.pop(0)
pipe_run += [first_timestep_per_run] + tail
del states_list_copy
return pipe_run

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from datetime import datetime
from fn.func import curried
def datetime_range(start, end, delta, dt_format='%Y-%m-%d %H:%M:%S'):
reverse_head = end
[start, end] = [datetime.strptime(x, dt_format) for x in [start, end]]
def _datetime_range(start, end, delta):
current = start
while current < end:
yield current
current += delta
reverse_tail = [dt.strftime(dt_format) for dt in _datetime_range(start, end, delta)]
return reverse_tail + [reverse_head]
def last_index(l):
return len(l)-1
def retrieve_state(l, offset):
return l[last_index(l) + offset + 1]
@curried
def engine_exception(ErrorType, error_message, exception_function, try_function):
try:
return try_function
except ErrorType:
print(error_message)
return exception_function

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def pipe(x):
return x
def print_pipe(x):
print(x)
return x
def flatten(l):
return [item for sublist in l for item in sublist]
def flatmap(f, items):
return list(map(f, items))
def key_filter(l, keyname):
return [v[keyname] for k, v in l.items()]
def rename(new_name, f):
f.__name__ = new_name
return f

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# SimmCAD Documentation
## Introduction
A blockchain is a distributed ledger with economic agents transacting in a network. The state of the network evolves with every new transaction, which can be a result of user behaviors, protocol-defined system mechanisms, or external processes.
It is not uncommon today for blockchain projects to announce a set of rules for their network and make claims about their system level behvaior. However, the validity of those claims is hardly validated. Furthermore, it is difficult to know the potential system-level impact when the network is considering an upgrade to their system rules and prameters.
To rigorously and reliably analyze, design, and improve cryptoeconomic networks, we are introducing this Computer Aided Design Engine where we define a cryptoeconomic network with its state and exogneous variables, model transactions as a result of agent behaviors, state mechanisms, and environmental processes. We can then run simulations with different initial states, mechanisms, environmental processes to understand and visualize network behavior under different conditions.
## State Variables and Transitions
We now define variables and different transition mechanisms that will be inputs to the simulation engine.
- ***State variables*** are defined to capture the shape and property of the network, such as a vector or a dictionary that captures all user balances.
- ***Exogenous variables*** are variables that represent external input and signal. They are only affected by environmental processes and are not affected by system mechanisms. Nonetheless, exgoneous variables can be used as an input to a mechanism that impacts state variables. They can be considered as read-only variables to the system.
- ***Behaviors per transition*** model agent behaviors in reaction to state variables and exogenous variables. The resulted user action will become an input to state mechanisms. Note that user behaviors should not directly update value of state variables.
- ***State mechanisms per transition*** are system defined mechanisms that take user actions and other states as inputs and produce updates to the value of state variables.
- ***Exogenous state updates*** specify how exogenous variables evolve with time which can indirectly impact state variables through behavior and state mechanisms.
- ***Environmental processes*** model external changes that directly impact state or exogenous variables at specific timestamps or conditions.
A state evolves to another state via state transition. Each transition is composed of behavior and state mechanisms as functions of state and exogenous variables. A flow of the state transition is as follows.
Given some state and exogenous variables of the system at the onset of a state transition, agent behavior takes in these variables as input and return a set of agent actions. This models after agent behavior and reaction to a set of variables. Given these agent actions, state mechanism, as defined by the protocol, takes these actions, state, and exogenous variables as inputs and return a new set of state variables.
## System Configuration File
Simulation engine takes in system configuration files, e.g. `config.py`, where all the above variables and mechanisms are defined. The following import statements should be added at the beginning of the configuration files.
```python
from decimal import Decimal
import numpy as np
from datetime import timedelta
from SimCAD import configs
from SimCAD.configuration import Configuration
from SimCAD.configuration.utils import exo_update_per_ts, proc_trigger, bound_norm_random, \
ep_time_step
```
State variables and their initial values can be defined as follows. Note that `timestamp` is a required field for this iteration of SimCAD for `env_proc` to work. Future iterations will strive to make this more generic and timestamp optional.
```python
genesis_dict = {
's1': Decimal(0.0),
's2': Decimal(0.0),
's3': Decimal(1.0),
'timestamp': '2018-10-01 15:16:24'
}
```
Each potential transition and its state and behavior mechanisms can be defined in the following dictionary object.
```python
transitions = {
"m1": {
"behaviors": {
"b1": b1m1,
"b2": b2m1
},
"states": {
"s1": s1m1,
"s2": s2m1
}
},
"m2": {...}
}
```
Every behavior per transition should return a dictionary as actions taken by the agents. They will then be aggregated through addition in this version of SimCAD. Some examples of behaviors per transition are as follows. More flexible and user-defined aggregation functions will be introduced in future iterations but no example is provided at this point.
```python
def b1m1(step, sL, s):
return {'param1': 1}
def b1m2(step, sL, s):
return {'param1': 'a', 'param2': 2}
def b1m3(step, sL, s):
return {'param1': ['c'], 'param2': np.array([10, 100])}
```
State mechanism per transition on the other hand takes in the output of behavior mechanisms (`_input`) and returns a tuple of the name of the variable and the new value for the variable. Some examples of a state mechanism per transition are as follows. Note that each state mechanism is supposed to change one state variable at a time. Changes to multiple state variables should be done in separate mechanisms.
```python
def s1m1(step, sL, s, _input):
y = 's1'
x = _input['param1'] + 1
return (y, x)
def s1m2(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
```
Exogenous state update functions, for example `es3p1`, `es4p2` and `es5p2` below, update exogenous variables at every timestamp. Note that every timestamp is consist of all behaviors and state mechanisms in the order defined in `transitions` dictionary. If `exo_update_per_ts` is not used, exogenous state updates will be applied at every mechanism step (`m1`, `m2`, etc). Otherwise, exogenous state updates will only be applied once for every timestamp after all the mechanism steps are executed.
```python
exogenous_states = exo_update_per_ts(
{
"s3": es3p1,
"s4": es4p2,
"timestamp": es5p2
}
)
```
To model randomness, we should also define pseudorandom seeds in the configuration as follows.
```python
seed = {
'z': np.random.RandomState(1),
'a': np.random.RandomState(2),
'b': np.random.RandomState(3),
'c': np.random.RandomState(3)
}
```
SimCAD currently supports generating random number from a normal distribution through `bound_norm_random` with `min` and `max` values specified. Examples of environmental processes with randomness are as follows. We also define timestamp format with `ts_format` and timestamp changes with `t_delta`. Users can define other distributions to update exogenous variables.
```python
proc_one_coef_A = 0.7
proc_one_coef_B = 1.3
def es3p1(step, sL, s, _input):
y = 's3'
x = s['s3'] * bound_norm_random(seed['a'], proc_one_coef_A, proc_one_coef_B)
return (y, x)
def es4p2(step, sL, s, _input):
y = 's4'
x = s['s4'] * bound_norm_random(seed['b'], proc_one_coef_A, proc_one_coef_B)
return (y, x)
ts_format = '%Y-%m-%d %H:%M:%S'
t_delta = timedelta(days=0, minutes=0, seconds=1)
def es5p2(step, sL, s, _input):
y = 'timestamp'
x = ep_time_step(s, s['timestamp'], fromat_str=ts_format, _timedelta=t_delta)
return (y, x)
```
User can also define specific external events such as market shocks at specific timestamps through `env_processes` with `proc_trigger`. An environmental process with no `proc_trigger` will be called at every timestamp. In the example below, it will return the value of `s3` at every timestamp. Logical event triggers, such as a big draw down in exogenous variables, will be supported in a later version of SimCAD.
```python
def env_a(x):
return x
def env_b(x):
return 10
env_processes = {
"s3": env_a,
"s4": proc_trigger('2018-10-01 15:16:25', env_b)
}
```
Lastly, we set the overall simulation configuration and initialize the `Configuration` class with the following. `T` denotes the time range and `N` refers to the number of simulation runs. Each run will start from the same initial states and run for `T` time range. Every transition is consist of behaviors, state mechanisms, exogenous updates, and potentially environmental processes. All of these happen within one time step in the simulation.
```python
sim_config = {
"N": 2,
"T": range(5)
}
configs.append(Configuration(sim_config, state_dict, seed, exogenous_states, env_processes, mechanisms))
```

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demos/sim_test.py Normal file
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import pandas as pd
from tabulate import tabulate
# The following imports NEED to be in the exact order
from SimCAD.engine import ExecutionMode, ExecutionContext, Executor
from simulations.validation import config1, config2
from SimCAD import configs
exec_mode = ExecutionMode()
print("Simulation Execution 1")
print()
first_config = [configs[0]] # from config1
single_proc_ctx = ExecutionContext(context=exec_mode.single_proc)
run1 = Executor(exec_context=single_proc_ctx, configs=first_config)
run1_raw_result, tensor_field = run1.main()
result = pd.DataFrame(run1_raw_result)
print()
print("Tensor Field:")
print(tabulate(tensor_field, headers='keys', tablefmt='psql'))
print("Output:")
print(tabulate(result, headers='keys', tablefmt='psql'))
print()
print("Simulation Execution 2: Pairwise Execution")
print()
multi_proc_ctx = ExecutionContext(context=exec_mode.multi_proc)
run2 = Executor(exec_context=multi_proc_ctx, configs=configs)
for raw_result, tensor_field in run2.main():
result = pd.DataFrame(raw_result)
print()
print("Tensor Field:")
print(tabulate(tensor_field, headers='keys', tablefmt='psql'))
print("Output:")
print(tabulate(result, headers='keys', tablefmt='psql'))
print()

137
demos/test.ipynb Normal file
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@ -0,0 +1,137 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"metadata": {
"collapsed": true
},
"outputs": [],
"source": [
"import pandas as pd\n",
"\n",
"# The following imports NEED to be in the exact order\n",
"from SimCAD.engine import ExecutionMode, ExecutionContext, Executor\n",
"from simulations.validation import config1, config2\n",
"from SimCAD import configs\n",
"\n",
"exec_mode = ExecutionMode()"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Simulation Execution 1\")\n",
"print()\n",
"first_config = [configs[0]] # from 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, raw_tensor_field = run1.main()\n",
"result = pd.DataFrame(run1_raw_result)\n",
"tensor_field = pd.DataFrame(raw_tensor_field)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Tensor Field:\")\n",
"tensor_field"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Output:\")\n",
"result"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Simulation Execution 2: Pairwise Execution\")\n",
"print()\n",
"multi_proc_ctx = ExecutionContext(context=exec_mode.multi_proc)\n",
"run2 = Executor(exec_context=multi_proc_ctx, configs=configs)\n",
"results = []\n",
"tensor_fields = []\n",
"for raw_result, raw_tensor_field in run2.main():\n",
" results.append(pd.DataFrame(raw_result))\n",
" tensor_fields.append(pd.DataFrame(raw_tensor_field))"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"\n",
"print(\"Tensor Field A:\")\n",
"tensor_fields[0]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Output A:\")\n",
"results[0]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Tensor Field B:\")\n",
"tensor_fields[1]"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"print(\"Output B:\")\n",
"results[1]"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 2",
"language": "python",
"name": "python2"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 2
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython2",
"version": "2.7.6"
}
},
"nbformat": 4,
"nbformat_minor": 0
}

3
requirements.txt Normal file
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pathos
fn
tabulate

23
setup.py Normal file
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from setuptools import setup
long_description = "SimCAD is a differential games based simulation software package for research, validation, and \
Computer Aided Design of economic systems. An economic system is treated as a state based model and defined through \
a set of endogenous and exogenous state variables which are updated through mechanisms and environmental processes, \
respectively. Behavioral models, which may be deterministic or stochastic, provide the evolution of the system \
within the action space of the mechanisms. Mathematical formulations of these economic games treat agent utility as \
derived from state rather than direct from action, creating a rich dynamic modeling framework. Simulations may be \
run with a range of initial conditions and parameters for states, behaviors, mechanisms, and environmental \
processes to understand and visualize network behavior under various conditions. Support for A/B testing policies, \
monte carlo analysis and other common numerical methods is provided."
setup(name='SimCAD',
version='0.1',
description = "SimCAD: a differential games based simulation software package for research, validation, and \
Computer Aided Design of economic systems",
long_description=long_description,
url='https://github.com/BlockScience/SimCAD-Beta',
author='Joshua E. Jodesty',
author_email='joshua@block.science',
license='LICENSE.txt',
packages=['SimCAD'],
)

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from decimal import Decimal
import numpy as np
from datetime import timedelta
from SimCAD import configs
from SimCAD.configuration import Configuration
from SimCAD.configuration.utils import exo_update_per_ts, proc_trigger, bound_norm_random, \
ep_time_step
seed = {
'z': np.random.RandomState(1),
'a': np.random.RandomState(2),
'b': np.random.RandomState(3),
'c': np.random.RandomState(3)
}
# Behaviors per Mechanism
def b1m1(step, sL, s):
return {'param1': 1}
def b2m1(step, sL, s):
return {'param2': 4}
def b1m2(step, sL, s):
return {'param1': 'a', 'param2': 2}
def b2m2(step, sL, s):
return {'param1': 'b', 'param2': 4}
def b1m3(step, sL, s):
return {'param1': ['c'], 'param2': np.array([10, 100])}
def b2m3(step, sL, s):
return {'param1': ['d'], 'param2': np.array([20, 200])}
# Internal States per Mechanism
def s1m1(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
def s2m1(step, sL, s, _input):
y = 's2'
x = _input['param2']
return (y, x)
def s1m2(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
def s2m2(step, sL, s, _input):
y = 's2'
x = _input['param2']
return (y, x)
def s1m3(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
def s2m3(step, sL, s, _input):
y = 's2'
x = _input['param2']
return (y, x)
# Exogenous States
proc_one_coef_A = 0.7
proc_one_coef_B = 1.3
def es3p1(step, sL, s, _input):
y = 's3'
x = s['s3'] * bound_norm_random(seed['a'], proc_one_coef_A, proc_one_coef_B)
return (y, x)
def es4p2(step, sL, s, _input):
y = 's4'
x = s['s4'] * bound_norm_random(seed['b'], proc_one_coef_A, proc_one_coef_B)
return (y, x)
ts_format = '%Y-%m-%d %H:%M:%S'
t_delta = timedelta(days=0, minutes=0, seconds=1)
def es5p2(step, sL, s, _input):
y = 'timestamp'
x = ep_time_step(s, dt_str=s['timestamp'], fromat_str=ts_format, _timedelta=t_delta)
return (y, x)
# Environment States
def env_a(x):
return 5
def env_b(x):
return 10
# def what_ever(x):
# return x + 1
# Genesis States
genesis_states = {
's1': Decimal(0.0),
's2': Decimal(0.0),
's3': Decimal(1.0),
's4': Decimal(1.0),
'timestamp': '2018-10-01 15:16:24'
}
# remove `exo_update_per_ts` to update every ts
exogenous_states = exo_update_per_ts(
{
"s3": es3p1,
"s4": es4p2,
"timestamp": es5p2
}
)
env_processes = {
"s3": env_a,
"s4": proc_trigger('2018-10-01 15:16:25', env_b)
}
mechanisms = {
"m1": {
"behaviors": {
"b1": b1m1,
"b2": b2m1
},
"states": {
"s1": s1m1,
"s2": s2m1
}
},
"m2": {
"behaviors": {
"b1": b1m2,
"b2": b2m2
},
"states": {
"s1": s1m2,
"s2": s2m2
}
},
"m3": {
"behaviors": {
"b1": b1m3,
"b2": b2m3
},
"states": {
"s1": s1m3,
"s2": s2m3
}
}
}
sim_config = {
"N": 2,
"T": range(5)
}
configs.append(
Configuration(
sim_config=sim_config,
state_dict=genesis_states,
seed=seed,
exogenous_states=exogenous_states,
env_processes=env_processes,
mechanisms=mechanisms
)
)

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from decimal import Decimal
import numpy as np
from datetime import timedelta
from SimCAD import configs
from SimCAD.configuration import Configuration
from SimCAD.configuration.utils import exo_update_per_ts, proc_trigger, bound_norm_random, \
ep_time_step
seed = {
'z': np.random.RandomState(1),
'a': np.random.RandomState(2),
'b': np.random.RandomState(3),
'c': np.random.RandomState(3)
}
# Behaviors per Mechanism
def b1m1(step, sL, s):
return {'param1': 1}
def b2m1(step, sL, s):
return {'param2': 4}
def b1m2(step, sL, s):
return {'param1': 'a', 'param2': 2}
def b2m2(step, sL, s):
return {'param1': 'b', 'param2': 4}
def b1m3(step, sL, s):
return {'param1': ['c'], 'param2': np.array([10, 100])}
def b2m3(step, sL, s):
return {'param1': ['d'], 'param2': np.array([20, 200])}
# Internal States per Mechanism
def s1m1(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
def s2m1(step, sL, s, _input):
y = 's2'
x = _input['param2']
return (y, x)
def s1m2(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
def s2m2(step, sL, s, _input):
y = 's2'
x = _input['param2']
return (y, x)
def s1m3(step, sL, s, _input):
y = 's1'
x = _input['param1']
return (y, x)
def s2m3(step, sL, s, _input):
y = 's2'
x = _input['param2']
return (y, x)
# Exogenous States
proc_one_coef_A = 0.7
proc_one_coef_B = 1.3
def es3p1(step, sL, s, _input):
y = 's3'
x = s['s3'] * bound_norm_random(seed['a'], proc_one_coef_A, proc_one_coef_B)
return (y, x)
def es4p2(step, sL, s, _input):
y = 's4'
x = s['s4'] * bound_norm_random(seed['b'], proc_one_coef_A, proc_one_coef_B)
return (y, x)
ts_format = '%Y-%m-%d %H:%M:%S'
t_delta = timedelta(days=0, minutes=0, seconds=1)
def es5p2(step, sL, s, _input):
y = 'timestamp'
x = ep_time_step(s, dt_str=s['timestamp'], fromat_str=ts_format, _timedelta=t_delta)
return (y, x)
# Environment States
def env_a(x):
return 10
def env_b(x):
return 10
# def what_ever(x):
# return x + 1
# Genesis States
genesis_states = {
's1': Decimal(0.0),
's2': Decimal(0.0),
's3': Decimal(1.0),
's4': Decimal(1.0),
'timestamp': '2018-10-01 15:16:24'
}
# remove `exo_update_per_ts` to update every ts
exogenous_states = exo_update_per_ts(
{
"s3": es3p1,
"s4": es4p2,
"timestamp": es5p2
}
)
env_processes = {
"s3": proc_trigger('2018-10-01 15:16:25', env_a),
"s4": proc_trigger('2018-10-01 15:16:25', env_b)
}
mechanisms = {
"m1": {
"behaviors": {
"b1": b1m1,
# "b2": b2m1
},
"states": {
"s1": s1m1,
# "s2": s2m1
}
},
"m2": {
"behaviors": {
"b1": b1m2,
# "b2": b2m2
},
"states": {
"s1": s1m2,
# "s2": s2m2
}
},
"m3": {
"behaviors": {
"b1": b1m3,
"b2": b2m3
},
"states": {
"s1": s1m3,
"s2": s2m3
}
}
}
sim_config = {
"N": 2,
"T": range(5)
}
configs.append(
Configuration(
sim_config=sim_config,
state_dict=genesis_states,
seed=seed,
exogenous_states=exogenous_states,
env_processes=env_processes,
mechanisms=mechanisms
)
)