scml.scml2020.components.trading

Module Contents

Classes

TradingStrategy	Base class for all trading strategies.
ReactiveTradingStrategy	The agent reactively responds to contracts for selling by buying and vice versa.
PredictionBasedTradingStrategy	A trading strategy that uses prediction strategies to manage inputs/outputs needed
MarketAwarePredictionBasedTradingStrategy	Predicts an amount based on publicly available market information. Falls

class scml.scml2020.components.trading.TradingStrategy(*args, **kwargs)

Base class for all trading strategies.

Provides:

• inputs_needed (np.ndarray): How many items of the input product do I need to buy at every time step (n_steps vector). This should be read but not updated by the NegotiationManager.

• outputs_needed (np.ndarray): How many items of the output product do I need to sell at every time step (n_steps vector). This should be read but not updated by the NegotiationManager.

• inputs_secured (np.ndarray): How many items of the input product I already contracted to buy (n_steps vector) [out of input_needed]. This can be read but not updated by the NegotiationManager.

• outputs_secured (np.ndarray): How many units of the output product I already contracted to sell (n_steps vector) [out of outputs_secured] This can be read but not updated by the NegotiationManager.

Hooks Into:

• init

• internal_state

Remarks:

• Attributes section describes the attributes that can be used to construct the component (passed to its __init__ method).

• Provides section 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 the Bases section above for all the bases of this component).

• Requires section 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 component

• Abstract section describes abstract methods that MUST be implemented by any descendant of this component.

• Hooks Into section describes the methods this component overrides calling super () which allows other components to hook into the same method (by overriding it). Usually callbacks starting with on_ are hooked into this way.

• Overrides section describes the methods this component overrides without calling super effectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting with on_) are overridden this way.

property internal_state

inputs_needed: numpy.ndarray

How many items of the input product do I need at every time step

outputs_needed: numpy.ndarray

How many items of the output product do I need at every time step

inputs_secured: numpy.ndarray

How many units of the input product I have already secured per step

outputs_secured: numpy.ndarray

How many units of the output product I have already secured per step

init()

step()

class scml.scml2020.components.trading.ReactiveTradingStrategy(*args, **kwargs)

Bases: scml.scml2020.components.SignAllPossible, TradingStrategy

The agent reactively responds to contracts for selling by buying and vice versa.

Hooks Into:

• on_contracts_finalized

Remarks:

• Attributes section describes the attributes that can be used to construct the component (passed to its __init__ method).

• Provides section 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 the Bases section above for all the bases of this component).

• Requires section 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 component

• Abstract section describes abstract methods that MUST be implemented by any descendant of this component.

• Hooks Into section describes the methods this component overrides calling super () which allows other components to hook into the same method (by overriding it). Usually callbacks starting with on_ are hooked into this way.

• Overrides section describes the methods this component overrides without calling super effectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting with on_) are overridden this way.

on_contracts_finalized(signed: List[negmas.Contract], cancelled: List[negmas.Contract], rejectors: List[List[str]]) → None

class scml.scml2020.components.trading.PredictionBasedTradingStrategy(*args, add_trade=True, **kwargs)

Bases: scml.scml2020.components.prediction.FixedTradePredictionStrategy, scml.scml2020.components.prediction.MeanERPStrategy, TradingStrategy

A trading strategy that uses prediction strategies to manage inputs/outputs needed

Hooks Into:

• init

• before_step

• step

• on_contracts_finalized

• sign_all_contracts

• on_agent_bankrupt

Requires:

• expected_inputs (np.ndarray): How many items of the input product do I expect to have every day. Should be adjusted by the TradePredictionStrategy .

• expected_outputs (np.ndarray): How many items of the output product do I expect to have every day. Should be adjusted by the TradePredictionStrategy .

Remarks:

• Attributes section describes the attributes that can be used to construct the component (passed to its __init__ method).

• Provides section 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 the Bases section above for all the bases of this component).

• Requires section 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 component

• Abstract section describes abstract methods that MUST be implemented by any descendant of this component.

• Hooks Into section describes the methods this component overrides calling super () which allows other components to hook into the same method (by overriding it). Usually callbacks starting with on_ are hooked into this way.

• Overrides section describes the methods this component overrides without calling super effectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting with on_) are overridden this way.

init()

_update_needs()

before_step()

step()

on_contracts_finalized(signed: List[negmas.Contract], cancelled: List[negmas.Contract], rejectors: List[List[str]]) → None

sign_all_contracts(contracts: List[negmas.Contract]) → List[str | None]

_format(c: negmas.Contract)

on_agent_bankrupt(agent: str, contracts: List[negmas.Contract], quantities: List[int], compensation_money: int) → None

class scml.scml2020.components.trading.MarketAwarePredictionBasedTradingStrategy(*args, predicted_outputs: int | numpy.ndarray = None, predicted_inputs: int | numpy.ndarray = None, add_trade=False, **kwargs)

Bases: scml.scml2020.components.prediction.MarketAwareTradePredictionStrategy, PredictionBasedTradingStrategy

Predicts an amount based on publicly available market information. Falls back to fixed prediction if no information is available

Hooks Into:

• internal_state

• on_contracts_finalized

Remarks:

• Attributes section describes the attributes that can be used to construct the component (passed to its __init__ method).

• Provides section 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 the Bases section above for all the bases of this component).

• Requires section 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 component

• Abstract section describes abstract methods that MUST be implemented by any descendant of this component.

• Hooks Into section describes the methods this component overrides calling super () which allows other components to hook into the same method (by overriding it). Usually callbacks starting with on_ are hooked into this way.

• Overrides section describes the methods this component overrides without calling super effectively disallowing any other components after it in the MRO to call this method. Usually methods that do some action (i.e. not starting with on_) are overridden this way.