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SHARKFin

Simulating Heterogeneous Agents Research Toolkit) with Finance

Development Installation

SHARKFin depends on Python 3.9 or above.

To check out the code, clone the repository.

git clone [email protected]: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

Configuration

TBD

Native Python Market Installation

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 Installation

AMMPS is currently closed-source so an ammps binary needs to be acquired.

Running with AMMPS

To run a local simulation:

  1. 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
  1. Start AMMPS. These instructions assume you have the binary available. In ammps_sharkfin_container, the binaries are in ammps_sharkfin_container/container_contents/ammps_bin Run from ammps_sharkfin_container with:
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.

  1. Run SHARKFin
python simulate/run_any_simulation.py --simulation Attention OUTPUT_PREFIX

NetLogo Installation

For instructions for running with a NetLogo based market, see pnl_market/README.md.