Simulating Heterogeneous Agents Research Toolkit) with Finance
SHARKFin depends on Python 3.9 or above.
To check out the code, clone the repository.
git clone git@github.com:sbenthall/SHARKFin.git
cd SHARKFin
You may wish to create and enter a virtual environment.
Then, install the required packages and then the SHARKFin package in development mode:
pip install -r requirements.txt
pip install -e .
Run the automated tests:
python -m pytest sharkfin
TBD
SHARKFin comes with a simple native Python market class, the MockMarket.
The MockMarket has a dividend value that follows a lognormal random walk, and a constant price-to-dividend ratio.
AMMPS is currently closed-source so an ammps binary needs to be acquired.
To run a local simulation:
- Start a rabbitMQ server. This is most easily accomplished using the publically available image on dockerhub.
docker run -it --rm --name rabbitmq -p 5672:5672 -p 15672:15672 rabbitmq:3-management
- Start AMMPS. These instructions assume you have the binary available. In
ammps_sharkfin_container, the binaries are inammps_sharkfin_container/container_contents/ammps_binRun fromammps_sharkfin_containerwith:
dotnet container_contents/ammps_bin/amm.engine.dll RunConfFromFile testconfigs/testconf.xlsx working 0 --rabbitMQ-host localhost --rabbitMQ-queue rpc_queue -t true
Refer to AMMPS documentation for parameters and instructions on how to generate the Excel config files.
- Run SHARKFin
python simulate/run_any_simulation.py --simulation Attention OUTPUT_PREFIX
For instructions for running with a NetLogo based market, see pnl_market/README.md.