scml.scml2020.components.prediction
Classes
A prediction strategy for expected inputs and outputs at every step |
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A prediction strategy for expected inputs and outputs at every step |
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Predicts a fixed amount of trade both for the input and output products. |
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Predicts an amount based on publicly available market information. Falls |
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Predicts that the there is a fixed execution rate that does not change for all partners |
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Predicts the mean execution fraction for each partner |
Module Contents
- class scml.scml2020.components.prediction.TradePredictionStrategy(*args, predicted_outputs: int | numpy.ndarray = None, predicted_inputs: int | numpy.ndarray = None, add_trade=False, **kwargs)[source]
A prediction strategy for expected inputs and outputs at every step
- Parameters:
predicted_inputs (-) – None for default, a number of an n_steps numbers giving predicted inputs
predicted_outputs (-) – None for default, a number of an n_steps numbers giving predicted outputs
- Provides:
expected_inputs: n_steps vector giving the predicted inputs at every time-step. It defaults to the number of lines.expected_outputs: n_steps vector giving the predicted outputs at every time-step. It defaults to the number of lines.input_cost: n_steps vector giving the predicted input cost at every time-step. It defaults to catalog price.output_price: n_steps vector giving the predicted output price at every time-step. It defaults to catalog price.
- Hooks Into:
- Abstract:
trade_prediction_init: Called during init() to initialize the trade prediction.trade_prediction_step: Called during step() to update the trade prediction.
- Remarks:
Attributessection describes the attributes that can be used to construct the component (passed to its__init__method).Providessection describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check theBasessection above for all the bases of this component).Requiressection describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the componentAbstract Objects Layersection describes abstract methods that MUST be implemented by any descendant of this component.Hooks Intosection describes the methods this component overrides callingsuper() which allows other components to hook into the same method (by overriding it). Usually callbacks starting withon_are hooked into this way.Overridessection describes the methods this component overrides without callingsupereffectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting withon_) are overridden this way.
- input_cost: numpy.ndarray = None[source]
Expected unit price of the input
- output_price: numpy.ndarray = None[source]
Expected unit price of the output
- abstract trade_prediction_init() None[source]
Will be called to update expected_outputs, expected_inputs, input_cost, output_cost during init()
- trade_prediction_before_step() None[source]
Will be called at the beginning of every step to update the prediction
- class scml.scml2020.components.prediction.ExecutionRatePredictionStrategy[source]
A prediction strategy for expected inputs and outputs at every step
- Provides:
predict_quantity: A method for predicting the quantity that will actually be executed from a contract
- Abstract:
predict_quantity: A method for predicting the quantity that will actually be executed from a contract
- Hooks Into:
- Remarks:
Attributessection describes the attributes that can be used to construct the component (passed to its__init__method).Providessection describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check theBasessection above for all the bases of this component).Requiressection describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the componentAbstract Objects Layersection describes abstract methods that MUST be implemented by any descendant of this component.Hooks Intosection describes the methods this component overrides callingsuper() which allows other components to hook into the same method (by overriding it). Usually callbacks starting withon_are hooked into this way.Overridessection describes the methods this component overrides without callingsupereffectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting withon_) are overridden this way.
- class scml.scml2020.components.prediction.FixedTradePredictionStrategy(*args, add_trade=True, **kwargs)[source]
Bases:
TradePredictionStrategyPredicts a fixed amount of trade both for the input and output products.
- Hooks Into:
- Remarks:
Attributessection describes the attributes that can be used to construct the component (passed to its__init__method).Providessection describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check theBasessection above for all the bases of this component).Requiressection describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the componentAbstract Objects Layersection describes abstract methods that MUST be implemented by any descendant of this component.Hooks Intosection describes the methods this component overrides callingsuper() which allows other components to hook into the same method (by overriding it). Usually callbacks starting withon_are hooked into this way.Overridessection describes the methods this component overrides without callingsupereffectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting withon_) are overridden this way.
- class scml.scml2020.components.prediction.MarketAwareTradePredictionStrategy(*args, predicted_outputs: int | numpy.ndarray = None, predicted_inputs: int | numpy.ndarray = None, add_trade=False, **kwargs)[source]
Bases:
TradePredictionStrategyPredicts an amount based on publicly available market information. Falls back to fixed prediction if no information is available
- Hooks Into:
- Remarks:
Attributessection describes the attributes that can be used to construct the component (passed to its__init__method).Providessection describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check theBasessection above for all the bases of this component).Requiressection describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the componentAbstract Objects Layersection describes abstract methods that MUST be implemented by any descendant of this component.Hooks Intosection describes the methods this component overrides callingsuper() which allows other components to hook into the same method (by overriding it). Usually callbacks starting withon_are hooked into this way.Overridessection describes the methods this component overrides without callingsupereffectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting withon_) are overridden this way.
- trade_prediction_init()[source]
Will be called to update expected_outputs, expected_inputs, input_cost, output_cost during init()
- class scml.scml2020.components.prediction.FixedERPStrategy(*args, execution_fraction=0.95, **kwargs)[source]
Bases:
ExecutionRatePredictionStrategyPredicts that the there is a fixed execution rate that does not change for all partners
- Parameters:
execution_fraction – The expected fraction of any contract’s quantity to be executed
- Provides:
predict_quantity: A method for predicting the quantity that will actually be executed from a contract
- Hooks Into:
- Remarks:
Attributessection describes the attributes that can be used to construct the component (passed to its__init__method).Providessection describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check theBasessection above for all the bases of this component).Requiressection describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the componentAbstract Objects Layersection describes abstract methods that MUST be implemented by any descendant of this component.Hooks Intosection describes the methods this component overrides callingsuper() which allows other components to hook into the same method (by overriding it). Usually callbacks starting withon_are hooked into this way.Overridessection describes the methods this component overrides without callingsupereffectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting withon_) are overridden this way.
- class scml.scml2020.components.prediction.MeanERPStrategy(*args, execution_fraction=0.95, **kwargs)[source]
Bases:
ExecutionRatePredictionStrategyPredicts the mean execution fraction for each partner
- Parameters:
execution_fraction – The expected fraction of any contract’s quantity to be executed
- Provides:
predict_quantity: A method for predicting the quantity that will actually be executed from a contract
- Hooks Into:
- Remarks:
Attributessection describes the attributes that can be used to construct the component (passed to its__init__method).Providessection describes the attributes (methods, properties, data-members) made available by this component directly. Note that everything provided by the bases of this components are also available to the agent (Check theBasessection above for all the bases of this component).Requiressection describes any requirements from the agent using this component. It defines a set of methods or properties/data-members that must exist in the agent that uses this component. These requirement are usually implemented as abstract methods in the componentAbstract Objects Layersection describes abstract methods that MUST be implemented by any descendant of this component.Hooks Intosection describes the methods this component overrides callingsuper() which allows other components to hook into the same method (by overriding it). Usually callbacks starting withon_are hooked into this way.Overridessection describes the methods this component overrides without callingsupereffectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting withon_) are overridden this way.