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base repository: sbenthall/SHARKFin
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head repository: sbenthall/SHARKFin
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3 contributors

Commits on Aug 24, 2022

  1. beginning work on SeriesSimulation, see #136

    @sbenthall
    sbenthall committed Aug 24, 2022
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Commits on Aug 25, 2022

  1. rename X to atoms 

    only 1 change, everything else is auto reformat
    @alanlujan91
    alanlujan91 committed Aug 25, 2022
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  2. Merge pull request #145 from alanlujan91/fix-rename 

    Rename X to atoms
    @sbenthall
    sbenthall authored Aug 25, 2022
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Commits on Aug 26, 2022

  1. MarketSimulation and MacroSimulation classes; code refactor; tests pa… 

    …ssing, see #136
    @sbenthall
    sbenthall committed Aug 26, 2022
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Commits on Aug 29, 2022

  1. automated tests for market and macro simulations, with library fixes

    @sbenthall
    sbenthall committed Aug 29, 2022
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Commits on Sep 1, 2022

  1. run_any_simulation update, new tests, for series simulatiom. fixes #136

    @sbenthall
    sbenthall committed Sep 1, 2022
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  2. Merge pull request #143 from sbenthall/i136 

    WIP SeriesSimulation
    @sbenthall
    sbenthall authored Sep 1, 2022
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Commits on Sep 7, 2022

  1. hold ex-ante heterogeneous params

    @alanlujan91
    alanlujan91 committed Sep 7, 2022
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Commits on Sep 8, 2022

  1. generalize label

    @alanlujan91
    alanlujan91 committed Sep 8, 2022
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Commits on Sep 15, 2022

  1. generalize merge_solutions 

    allow for 3 continuous functions
    @alanlujan91
    alanlujan91 committed Sep 15, 2022
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  2. Update population.py 

    generalize function accessor
    @alanlujan91
    alanlujan91 committed Sep 15, 2022
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Commits on Sep 22, 2022

  1. use faster interpolators 

    BilinearInterp on 1D should be faster than nested LinearInterps
    @alanlujan91
    alanlujan91 committed Sep 22, 2022
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  2. Revert "use faster interpolators" 

    This reverts commit ccaf40e.
    @alanlujan91
    alanlujan91 committed Sep 22, 2022
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  3. test solutions

    @alanlujan91
    alanlujan91 committed Sep 22, 2022
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Commits on Sep 26, 2022

  1. accept JSON response from the RPC Market, see #153

    @sbenthall
    sbenthall committed Sep 26, 2022
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  2. handle a MarketFailureError in CalibrationSimulation

    @sbenthall
    sbenthall committed Sep 26, 2022
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  3. AttentionSimulation will break on market failure, see #i53

    @sbenthall
    sbenthall committed Sep 26, 2022
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Commits on Sep 27, 2022

  1. fix bug in AttentionSimulation simulate() that was breaking tests

    @sbenthall
    sbenthall committed Sep 27, 2022
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Commits on Sep 28, 2022

  1. use faster interpolators

    @alanlujan91
    alanlujan91 committed Sep 28, 2022
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Commits on Sep 29, 2022

  1. close market will try to close connection and not fail if it's alread… 

    …y closed
    @sbenthall
    sbenthall committed Sep 29, 2022
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  2. breaks out of nested loop when Market stops. Refactor needed! fixes #154

    @sbenthall
    sbenthall committed Sep 29, 2022
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Commits on Sep 30, 2022

  1. exception handling for buy/sell stats in case of limit blowup. Addres… 

    …ses #155
    @sbenthall
    sbenthall committed Sep 30, 2022
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  2. correct typo

    @sbenthall
    sbenthall committed Sep 30, 2022
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Commits on Oct 6, 2022

  1. pass p1, p2, etc. arguments to FinanceModel through fm_args argument. F… 

    …ixes #158
    @sbenthall
    sbenthall committed Oct 6, 2022
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  2. More reporting around negative aNrm error; market_ror to market pror … 

    …in cases where dividends excluded. See #156
    @sbenthall
    sbenthall committed Oct 6, 2022
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  3. More printed errors when getting negative share targets

    @sbenthall
    sbenthall committed Oct 6, 2022
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  4. more thorough work distinguishing price returns from ror

    @sbenthall
    sbenthall committed Oct 6, 2022
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Commits on Oct 7, 2022

  1. adding __init__.py to simulate

    @sbenthall
    sbenthall committed Oct 7, 2022
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  2. adding simulate module to setup.cfg

    @sbenthall
    sbenthall committed Oct 7, 2022
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  3. warn and replace if risky share value is out of bounds. Stopgap for #160

    @sbenthall
    sbenthall committed Oct 7, 2022
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  4. add SequentialShareFuncAdj

    @alanlujan91
    alanlujan91 committed Oct 7, 2022
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  5. update assign_solution

    @alanlujan91
    alanlujan91 committed Oct 7, 2022
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  6. use SequentialShareFuncAdj

    @alanlujan91
    alanlujan91 committed Oct 7, 2022
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  7. print more info with warnings

    @alanlujan91
    alanlujan91 committed Oct 7, 2022
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  8. clean up code

    @alanlujan91
    alanlujan91 committed Oct 7, 2022
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  9. Update parameters.py 

    higher top, more points
    @alanlujan91
    alanlujan91 committed Oct 7, 2022
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Commits on Oct 10, 2022

  1. Merge pull request #161 from alanlujan91/share_bug 

    Share bug
    @sbenthall
    sbenthall authored Oct 10, 2022
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  2. Merge remote-tracking branch 'upstream/master' into ex_ante_hetero_pa… 

    …rams
    @alanlujan91
    alanlujan91 committed Oct 10, 2022
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  3. update after bug fix

    @alanlujan91
    alanlujan91 committed Oct 10, 2022
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Commits on Oct 11, 2022

  1. Merge pull request #148 from alanlujan91/ex_ante_hetero_params 

    hold ex-ante heterogeneous params
    @sbenthall
    sbenthall authored Oct 11, 2022
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Commits on Oct 13, 2022

  1. adding status codes, seed, and filename to sim stats output of run_an… 

    …y_simulation
    @sbenthall
    sbenthall committed Oct 13, 2022
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Commits on Oct 24, 2022

  1. tracking the ending day in tests.

    @sbenthall
    sbenthall committed Oct 24, 2022
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Commits on Oct 25, 2022

  1. test attention simulation's handling of nan price values

    @sbenthall
    sbenthall committed Oct 25, 2022
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  2. tests for market when it has nan prices. See #170

    @sbenthall
    sbenthall committed Oct 25, 2022
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  3. when a market closes early because of an error/crisis, log nan prices… 

    … for that day. #170
    @sbenthall
    sbenthall committed Oct 25, 2022
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  4. fixing reporting of log returns by removing nan values.

    @sbenthall
    sbenthall committed Oct 25, 2022
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  5. fixing the error due to mismatched number of records in history when … 

    …building data.csv
    @sbenthall
    sbenthall committed Oct 25, 2022
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  6. run_any_simulation.py

    @sbenthall
    sbenthall authored Oct 25, 2022
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Commits on Nov 21, 2022

  1. output sim_stats from run_any_simulation in valid JSON. Fixes #176

    @sbenthall
    sbenthall committed Nov 21, 2022
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  2. Moving visualization code to its own metho.d

    @sbenthall
    sbenthall committed Nov 21, 2022
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Showing with 21,405 additions and 2,221 deletions.
  1. +1 −1 .github/workflows/python-package.yml
  2. +1 −1 README.md
  3. +1,010 −0 macro/Computing Consumer Equilibria.ipynb
  4. +103 −0 macro/From Rational to Inferential Expectations in Household Portfolio Choice.ipynb
  5. +99 −0 macro/Lucas Portfolio Agent Type.ipynb
  6. +1,703 −0 macro/Numerical Buffer Stock on Portfolio Models.ipynb
  7. +210 −0 macro/Usual Expectations.ipynb
  8. +974 −0 macro/Working with Lucas Asset Prices.ipynb
  9. +261 −75 macro/dashboard.ipynb
  10. +121 −18 macro/dashboard.py
  11. +260 −0 macro/dashboard_default.ipynb
  12. +341 −0 macro/dashboard_scaled.ipynb
  13. +730 −0 macro/roots.csv
  14. +1,380 −0 macro/steady_state_mNrm.ipynb
  15. +285 −0 macro/steady_state_mNrm.py
  16. +4,466 −0 out/SparkSharkRun Analysis.ipynb
  17. +1 −1 requirements.txt
  18. +1 −0 setup.cfg
  19. +7 −3 sharkfin/broker.py
  20. +260 −22 sharkfin/expectations.py
  21. +22 −34 sharkfin/markets/__init__.py
  22. +59 −34 sharkfin/markets/ammps.py
  23. +299 −274 sharkfin/population.py
  24. +764 −287 sharkfin/simulation.py
  25. +4 −1 sharkfin/stylized_facts.py
  26. +115 −25 sharkfin/tests/test_expectations.py
  27. +34 −2 sharkfin/tests/test_markets.py
  28. +107 −16 sharkfin/tests/test_population.py
  29. +57 −0 sharkfin/tests/test_population_seed_issue.py
  30. +175 −47 sharkfin/tests/test_simulation.py
  31. +179 −5 sharkfin/utilities.py
  32. +5,929 −825 simulate/Run Basic Simulation.ipynb
  33. +785 −246 simulate/Visualize Sim.ipynb
  34. 0 simulate/__init__.py
  35. +45 −0 simulate/macro_parameters.py
  36. +93 −8 simulate/parameters.py
  37. +361 −149 simulate/run_any_simulation.py
  38. +45 −47 simulate/run_simulation.py
  39. +118 −100 simulate/run_whiteshark.py
2 changes: 1 addition & 1 deletion .github/workflows/python-package.yml
View file
Original file line number Diff line number Diff line change
@@ -16,7 +16,7 @@ jobs:
strategy:
fail-fast: false
matrix:
python-version: ["3.9", "3.10"]
python-version: ["3.10"]

steps:
- uses: actions/checkout@v3
2 changes: 1 addition & 1 deletion README.md
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Original file line number Diff line number Diff line change
@@ -65,7 +65,7 @@ Refer to AMMPS documentation for parameters and instructions on how to generate
3. Run SHARKFin

```
python run_whiteshark.py OUTPUT_PREFIX
python simulate/run_any_simulation.py --simulation Attention OUTPUT_PREFIX
```

## NetLogo Installation
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