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single-market-robot-simulator

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A stand alone nodejs app or module for creating robot trading simulations in a single market with configurable supply and demand.

By default uses my implementation of Gode and Sunder's Zero Intelligence Robots, but you can use other robot types or also write and register your own robots.

Programmer's Documentation on ESDoc

The ESDoc site for single-market-robot-simulator contains documentation prepared from source code of this module.

Installation

To run as a nodejs command-line program, clone this repository and run npm install from the cloned directory to install the dependencies:

 git clone https://github.com/DrPaulBrewer/single-market-robot-simulator
 cd ./single-market-robot-simulator
 npm install     

If, instead, you want to use it as a library in another program from npm, simply use npm i as usual:

 npm i single-robot-market-simulator -S

To use this as a library on the browser with jspm, you should set an override option on install forcing dependency fs to @empty. This is done in the robot-trading-webapp example app that uses this code as a dependency.

Configuration

Configuration in the stand alone app occurs in the file config.json which is read by main() in stand-alone app mode.

When used as a software module, the configuration object is passed to runSimulation or new Simulation.

Format for config.json is given in configSchema.json as a JSON Schema.

Usage

###Stand Alone App

When used as a stand alone app node index.js or npm run will run the simulation, reading the config.json file and outputting log files: buyorders.csv, sellorders.csv, ohlc.csv, trades.csv, profits.csv, and volume.csv.

With the exception of profits.csv these logs have header rows and are in comma-separated value format, compatible with Excel and other spreadsheets and most analysis software that accepts a.csv file as data input.

As a module

import * as SMRS from 'single-market-robot-simulator'; // ES6

const SMRS = require("single-market-robot-simulator"); // CJS

returns an object containing constructors for Log, Simulation and function runSimulation. Simulation functionality will run either in the browser or nodejs without modification ("isomorphic javascript"). On the browser, security policies require different procedures for writing out files. Therefore, the log files are not immediately written out to .csv files (as with the stand alone app) but are maintained in memory for use with browser-based plotting software. It is the responsibility of other browser software (e.g. single-market-robot-simulator-savezip) to write the logs to browser-side .csv files.

Simulations can be run in either synchronous or asynchronous mode. Asynchronous mode is useful for running on the browser so that the event loop and user interface does not freeze while waiting for simulation results.

Example source code for a web-based simulator based on single-market-robot-simulator may be found at

http://github.com/DrPaulBrewer/robot-trading-webapp

and the resulting simulator web app is at

http://drpaulbrewer.github.io/robot-trading-webapp/

Tests

npm test

will run the tests, if you have node 6 or later and mocha installed. You can also click on the build or coverage badges to view public test reports.

Copyright 2016 Paul Brewer, Economic and Financial Technology Consulting LLC

License:

The MIT License