conviction/scratwork_cadcad/conviction_test_sim.py

541 lines
18 KiB
Python

import numpy as np
from conviction_helpers import get_nodes_by_type, initialize_network, total_funds_given_total_supply, trigger_threshold
#import networkx as nx
from scipy.stats import expon, gamma
#functions for partial state update block 1
#Driving processes: arrival of participants, proposals and funds
##-----------------------------------------
def gen_new_participant(network, new_participant_holdings):
i = len([node for node in network.nodes])
network.add_node(i)
network.nodes[i]['type']="participant"
s_rv = np.random.rand()
network.nodes[i]['sentiment'] = s_rv
network.nodes[i]['holdings']=new_participant_holdings
for j in get_nodes_by_type(network, 'proposal'):
network.add_edge(i, j)
rv = np.random.rand()
a_rv = 1-4*(1-rv)*rv #polarized distribution
network.edges[(i, j)]['affinity'] = a_rv
network.edges[(i,j)]['tokens'] = a_rv*network.nodes[i]['holdings']
network.edges[(i, j)]['conviction'] = 0
return network
scale_factor = 1000
def gen_new_proposal(network, funds, supply, total_funds, trigger_func):
j = len([node for node in network.nodes])
network.add_node(j)
network.nodes[j]['type']="proposal"
network.nodes[j]['conviction']=0
network.nodes[j]['status']='candidate'
network.nodes[j]['age']=0
rescale = scale_factor*funds/total_funds
r_rv = gamma.rvs(3,loc=0.001, scale=rescale)
network.node[j]['funds_requested'] = r_rv
network.nodes[j]['trigger']= trigger_func(r_rv, funds, supply)
participants = get_nodes_by_type(network, 'participant')
proposing_participant = np.random.choice(participants)
for i in participants:
network.add_edge(i, j)
if i==proposing_participant:
network.edges[(i, j)]['affinity']=1
else:
rv = np.random.rand()
a_rv = 1-4*(1-rv)*rv #polarized distribution
network.edges[(i, j)]['affinity'] = a_rv
network.edges[(i, j)]['conviction'] = 0
network.edges[(i,j)]['tokens'] = 0
return network
def driving_process(params, step, sL, s):
#placeholder plumbing for random processes
arrival_rate = 10/s['sentiment']
rv1 = np.random.rand()
new_participant = bool(rv1<1/arrival_rate)
if new_participant:
h_rv = expon.rvs(loc=0.0, scale=1000)
new_participant_holdings = h_rv
else:
new_participant_holdings = 0
network = s['network']
affinities = [network.edges[e]['affinity'] for e in network.edges ]
median_affinity = np.median(affinities)
proposals = get_nodes_by_type(network, 'proposal')
fund_requests = [network.nodes[j]['funds_requested'] for j in proposals if network.nodes[j]['status']=='candidate' ]
funds = s['funds']
total_funds_requested = np.sum(fund_requests)
proposal_rate = 10/median_affinity * total_funds_requested/funds
rv2 = np.random.rand()
new_proposal = bool(rv2<1/proposal_rate)
sentiment = s['sentiment']
funds = s['funds']
scale_factor = 1+4000*sentiment**2
#this shouldn't happen but expon is throwing domain errors
if scale_factor > 1:
funds_arrival = expon.rvs(loc = 0, scale = scale_factor )
else:
funds_arrival = 0
return({'new_participant':new_participant,
'new_participant_holdings':new_participant_holdings,
'new_proposal':new_proposal,
'funds_arrival':funds_arrival})
#Mechanisms for updating the state based on driving processes
##---
def update_network(params, step, sL, s, _input):
print(params)
print(type(params))
network = s['network']
funds = s['funds']
supply = s['supply']
trigger_func = params['trigger_func']
new_participant = _input['new_participant'] #T/F
new_proposal = _input['new_proposal'] #T/F
if new_participant:
new_participant_holdings = _input['new_participant_holdings']
network = gen_new_participant(network, new_participant_holdings)
if new_proposal:
network= gen_new_proposal(network,funds,supply )
#update age of the existing proposals
proposals = get_nodes_by_type(network, 'proposal')
for j in proposals:
network.nodes[j]['age'] = network.nodes[j]['age']+1
if network.nodes[j]['status'] == 'candidate':
requested = network.nodes[j]['funds_requested']
network.nodes[j]['trigger'] = trigger_func(requested, funds, supply)
else:
network.nodes[j]['trigger'] = np.nan
key = 'network'
value = network
return (key, value)
def increment_funds(params, step, sL, s, _input):
funds = s['funds']
funds_arrival = _input['funds_arrival']
#increment funds
funds = funds + funds_arrival
key = 'funds'
value = funds
return (key, value)
def increment_supply(params, step, sL, s, _input):
supply = s['supply']
supply_arrival = _input['new_participant_holdings']
#increment funds
supply = supply + supply_arrival
key = 'supply'
value = supply
return (key, value)
#functions for partial state update block 2
#Driving processes: completion of previously funded proposals
##-----------------------------------------
def check_progress(params, step, sL, s):
network = s['network']
proposals = get_nodes_by_type(network, 'proposal')
completed = []
for j in proposals:
if network.nodes[j]['status'] == 'active':
grant_size = network.nodes[j]['funds_requested']
base_completion_rate=params['base_completion_rate']
likelihood = 1.0/(base_completion_rate+np.log(grant_size))
if np.random.rand() < likelihood:
completed.append(j)
return({'completed':completed})
#Mechanisms for updating the state based on check progress
##---
def complete_proposal(params, step, sL, s, _input):
network = s['network']
participants = get_nodes_by_type(network, 'participant')
completed = _input['completed']
for j in completed:
network.nodes[j]['status']='completed'
for i in participants:
force = network.edges[(i,j)]['affinity']
sentiment = network.node[i]['sentiment']
network.node[i]['sentiment'] = get_sentimental(sentiment, force, decay=0)
key = 'network'
value = network
return (key, value)
def update_sentiment_on_completion(params, step, sL, s, _input):
network = s['network']
proposals = get_nodes_by_type(network, 'proposal')
completed = _input['completed']
grants_outstanding = np.sum([network.nodes[j]['funds_requested'] for j in proposals if network.nodes[j]['status']=='active'])
grants_completed = np.sum([network.nodes[j]['funds_requested'] for j in completed])
sentiment = s['sentiment']
force = grants_completed/grants_outstanding
mu = params['sentiment_decay']
if (force >=0) and (force <=1):
sentiment = get_sentimental(sentiment, force, mu)
else:
sentiment = get_sentimental(sentiment, 0, mu)
key = 'sentiment'
value = sentiment
return (key, value)
def get_sentimental(sentiment, force, decay=0):
mu = decay
sentiment = sentiment*(1-mu) + force
if sentiment > 1:
sentiment = 1
return sentiment
#functions for partial state update block 3
#Decision processes: trigger function policy
##-----------------------------------------
def trigger_function(params, step, sL, s):
network = s['network']
funds = s['funds']
supply = s['supply']
proposals = get_nodes_by_type(network, 'proposal')
tmin = params['tmin']
accepted = []
triggers = {}
for j in proposals:
if network.nodes[j]['status'] == 'candidate':
requested = network.nodes[j]['funds_requested']
age = network.nodes[j]['age']
threshold = trigger_threshold(requested, funds, supply)
if age > tmin:
conviction = network.nodes[j]['conviction']
if conviction >threshold:
accepted.append(j)
else:
threshold = np.nan
triggers[j] = threshold
return({'accepted':accepted, 'triggers':triggers})
def decrement_funds(params, step, sL, s, _input):
funds = s['funds']
network = s['network']
accepted = _input['accepted']
#decrement funds
for j in accepted:
funds = funds - network.nodes[j]['funds_requested']
key = 'funds'
value = funds
return (key, value)
def update_proposals(params, step, sL, s, _input):
network = s['network']
accepted = _input['accepted']
triggers = _input['triggers']
participants = get_nodes_by_type(network, 'participant')
proposals = get_nodes_by_type(network, 'proposals')
sensitivity = params['sensitivity']
for j in proposals:
network.nodes[j]['trigger'] = triggers[j]
#bookkeeping conviction and participant sentiment
for j in accepted:
network.nodes[j]['status']='active'
network.nodes[j]['conviction']=np.nan
#change status to active
for i in participants:
#operating on edge = (i,j)
#reset tokens assigned to other candidates
network.edges[(i,j)]['tokens']=0
network.edges[(i,j)]['conviction'] = np.nan
#update participants sentiments (positive or negative)
affinities = [network.edges[(i,p)]['affinity'] for p in proposals if not(p in accepted)]
if len(affinities)>1:
max_affinity = np.max(affinities)
force = network.edges[(i,j)]['affinity']-sensitivity*max_affinity
else:
force = 0
#based on what their affinities to the accepted proposals
network.nodes[i]['sentiment'] = get_sentimental(network.nodes[i]['sentiment'], force, False)
key = 'network'
value = network
return (key, value)
def update_sentiment_on_release(params, step, sL, s, _input):
network = s['network']
proposals = get_nodes_by_type(network, 'proposal')
accepted = _input['accepted']
proposals_outstanding = np.sum([network.nodes[j]['funds_requested'] for j in proposals if network.nodes[j]['status']=='candidate'])
proposals_accepted = np.sum([network.nodes[j]['funds_requested'] for j in accepted])
sentiment = s['sentiment']
force = proposals_accepted/proposals_outstanding
if (force >=0) and (force <=1):
sentiment = get_sentimental(sentiment, force, False)
else:
sentiment = get_sentimental(sentiment, 0, False)
key = 'sentiment'
value = sentiment
return (key, value)
def participants_decisions(params, step, sL, s):
network = s['network']
participants = get_nodes_by_type(network, 'participant')
proposals = get_nodes_by_type(network, 'proposal')
candidates = [j for j in proposals if network.nodes[j]['status']=='candidate']
sensitivity = params['sensitivity']
gain = .01
delta_holdings={}
proposals_supported ={}
for i in participants:
force = network.nodes[i]['sentiment']-sensitivity
delta_holdings[i] = network.nodes[i]['holdings']*gain*force
support = []
for j in candidates:
affinity = network.edges[(i, j)]['affinity']
cutoff = sensitivity*np.max([network.edges[(i,p)]['affinity'] for p in candidates])
if cutoff <.5:
cutoff = .5
if affinity > cutoff:
support.append(j)
proposals_supported[i] = support
return({'delta_holdings':delta_holdings, 'proposals_supported':proposals_supported})
def update_tokens(params, step, sL, s, _input):
network = s['network']
delta_holdings = _input['delta_holdings']
proposals = get_nodes_by_type(network, 'proposal')
proposals_supported = _input['proposals_supported']
participants = get_nodes_by_type(network, 'participant')
alpha = params['alpha']
for i in participants:
network.nodes[i]['holdings'] = network.nodes[i]['holdings']+delta_holdings[i]
supported = proposals_supported[i]
total_affinity = np.sum([ network.edges[(i, j)]['affinity'] for j in supported])
for j in proposals:
if j in supported:
normalized_affinity = network.edges[(i, j)]['affinity']/total_affinity
network.edges[(i, j)]['tokens'] = normalized_affinity*network.nodes[i]['holdings']
else:
network.edges[(i, j)]['tokens'] = 0
prior_conviction = network.edges[(i, j)]['conviction']
current_tokens = network.edges[(i, j)]['tokens']
network.edges[(i, j)]['conviction'] =current_tokens+alpha*prior_conviction
for j in proposals:
network.nodes[j]['conviction'] = np.sum([ network.edges[(i, j)]['conviction'] for i in participants])
key = 'network'
value = network
return (key, value)
def update_supply(params, step, sL, s, _input):
supply = s['supply']
delta_holdings = _input['delta_holdings']
delta_supply = np.sum([v for v in delta_holdings.values()])
supply = supply + delta_supply
key = 'supply'
value = supply
return (key, value)
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
# The Partial State Update Blocks
partial_state_update_blocks = [
{
'policies': {
#new proposals or new participants
'random': driving_process
},
'variables': {
'network': update_network,
'funds':increment_funds,
'supply':increment_supply
}
},
{
'policies': {
'completion': check_progress #see if any of the funded proposals completes
},
'variables': { # The following state variables will be updated simultaneously
'sentiment': update_sentiment_on_completion, #note completing decays sentiment, completing bumps it
'network': complete_proposal #book-keeping
}
},
{
'policies': {
'release': trigger_function #check each proposal to see if it passes
},
'variables': { # The following state variables will be updated simultaneously
'funds': decrement_funds, #funds expended
'sentiment': update_sentiment_on_release, #releasing funds can bump sentiment
'network': update_proposals #reset convictions, and participants sentiments
#update based on affinities
}
},
{
'policies': {
'participants_act': participants_decisions, #high sentiment, high affinity =>buy
#low sentiment, low affinities => burn
#assign tokens to top affinities
},
'variables': {
'supply': update_supply,
'network': update_tokens #update everyones holdings
#and their conviction for each proposal
}
}
]
n= 25 #initial participants
m= 3 #initial proposals
initial_sentiment = .5
network, initial_funds, initial_supply, total_requested = initialize_network(n,m,total_funds_given_total_supply,trigger_threshold)
initial_conditions = {'network':network,
'supply': initial_supply,
'funds':initial_funds,
'sentiment': initial_sentiment}
#power of 1 token forever
# conviction_capactity = [2]
# alpha = [1-1/cc for cc in conviction_capactity]
# print(alpha)
params={
'sensitivity': [.75],
'tmin': [7], #unit days; minimum periods passed before a proposal can pass
'sentiment_decay': [.001], #termed mu in the state update function
'alpha': [0.5, 0.9],
'base_completion_rate': [10],
'trigger_func': [trigger_threshold]
}
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
# Settings of general simulation parameters, unrelated to the system itself
# `T` is a range with the number of discrete units of time the simulation will run for;
# `N` is the number of times the simulation will be run (Monte Carlo runs)
time_periods_per_run = 250
monte_carlo_runs = 1
simulation_parameters = {
'T': range(time_periods_per_run),
'N': monte_carlo_runs,
'M': params
}
from cadCAD.engine import ExecutionMode, ExecutionContext, Executor
from cadCAD.configuration import append_configs
from cadCAD import configs
# # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # # #
# The configurations above are then packaged into a `Configuration` object
config = append_configs(
initial_state=initial_conditions, #dict containing variable names and initial values
partial_state_update_blocks=partial_state_update_blocks, #dict containing state update functions
sim_configs=simulation_parameters #dict containing simulation parameters
)
exec_mode = ExecutionMode()
exec_context = ExecutionContext(context=exec_mode.multi_proc)
run = Executor(exec_context=exec_context, configs=configs)
executor = Executor(exec_context, configs) # Pass the configuration object inside an array
raw_result, tensor = executor.execute() # The `main()` method returns a tuple; its first elements contains the raw results