simulation.hpp

Go to the documentation of this file.

 
 
#ifndef UAT_SIMULATION_HPP
#define UAT_SIMULATION_HPP
 
#include <uat/agent.hpp>
 
#include <deque>
#include <optional>
#include <random>
#include <vector>
 
#include <cool/compose.hpp>
 
namespace uat
{
 
using factory_t = std::function<std::vector<any_agent>(uint_t, int)>;
 
template <region_compatible R> struct trade_info_t
{
  uint_t transaction_time;
  uint_t from;
  uint_t to;
  R location;
  uint_t time;
  value_t value;
};
 
constexpr auto no_owner = std::numeric_limits<uint_t>::max();
 
namespace permit_private_status
{
 
struct on_sale
{
  uint_t owner = no_owner;          
  value_t min_value = 0.0;          
  uint_t highest_bidder = no_owner; 
  value_t highest_bid = 0.0;        
};
 
struct in_use
{
  uint_t owner;
};
 
struct out_of_limits
{};
 
} // namespace permit_private_status
 
struct permit_private_status_t
{
  std::variant<permit_private_status::on_sale, permit_private_status::in_use, permit_private_status::out_of_limits> current;
 
  std::vector<trade_value_t> history;
};
 
namespace agent_private_status
{
 
struct inactive
{
  id_t id;
};
 
struct active
{
  id_t id;
  any_agent data;
};
 
} // namespace agent_private_status
 
using agent_private_status_t = std::variant<agent_private_status::inactive, agent_private_status::active>;
 
class agents_private_status_t
{
public:
  auto status(id_t) const -> agent_private_status_t; 
  auto active_count() const -> uint_t;               
  auto active() const -> std::span<const id_t>;      
 
  void insert(any_agent);                
  void update_active(std::vector<id_t>); 
  auto at(id_t) -> any_agent&;           
 
private:
  uint_t first_id_ = 0u;
  std::deque<any_agent> agents_;
  std::vector<id_t> active_;
};
 
using permit_private_status_fn = type_safe::function_ref<permit_private_status_t(region_view, uint_t)>;
 
template <region_compatible R> using trade_callback_t = std::function<void(trade_info_t<R>)>;
 
using simulation_callback_t = std::function<void(uint_t, const agents_private_status_t&, permit_private_status_fn)>;
 
namespace stop_criterion
{
 
struct no_agents_t
{};
 
struct time_threshold_t
{
  uint_t t;
};
} // namespace stop_criterion
 
using stop_criterion_t = std::variant<stop_criterion::no_agents_t, stop_criterion::time_threshold_t>;
 
template <region_compatible R> struct simulation_opts_t
{
  factory_t factory;                         
  std::optional<uint_t> time_window;         
  stop_criterion_t stop_criterion;           
  trade_callback_t<R> trade_callback;        
  simulation_callback_t simulation_callback; 
  std::optional<uint_t> seed;                
};
 
template <region_compatible R> auto simulate(const simulation_opts_t<R>& opts = {}) -> void
{
  std::mt19937 rnd(opts.seed ? *opts.seed : std::random_device{}());
 
  agents_private_status_t agents;
  std::vector<id_t> keep_active;
 
  uint_t t0 = 0;
 
  std::deque<std::unordered_map<permit<R>, permit_private_status_t>> data;
 
  permit_private_status_t ool = {permit_private_status::out_of_limits{}, {}};
  auto book = [&t0, &data, &ool, &opts](region_view loc, uint_t t) mutable -> permit_private_status_t& {
    if (t < t0) // XXX agents can check the state at t0, however they should be prohibited to bid for.
      return ool;
    if (opts.time_window && t > t0 + 1 + *opts.time_window)
      return ool;
    while (t - t0 >= data.size())
      data.emplace_back();
    return data[t - t0][{loc.downcast<R>(), t}];
  };
 
  auto safe_book = [&book](region_view loc, uint_t t) -> permit_private_status_t { return book(loc, t); };
 
  auto public_access = [&book](auto id) {
    return [id = id, &book](region_view s, uint_t t) -> permit_public_status_t {
      using namespace permit_private_status;
      using namespace permit_public_status;
      const auto& pstatus = book(s, t);
      return std::visit(
        cool::compose{
          [](out_of_limits) -> permit_public_status_t { return unavailable{}; },
          [&](in_use status) -> permit_public_status_t {
            return status.owner == id ? permit_public_status_t{owned{}} : unavailable{};
          },
          [&](on_sale status) -> permit_public_status_t {
            return status.owner == id ? permit_public_status_t{unavailable{}} : available{status.min_value, pstatus.history};
          }},
        pstatus.current);
    };
  };
 
  const auto stop = [&] {
    using namespace stop_criterion;
    return std::visit(cool::compose{
                        [&](no_agents_t) { return agents.active_count() == 0; },
                        [&](time_threshold_t th) { return t0 > th.t; },
                      },
                      opts.stop_criterion);
  };
 
  do {
    if (opts.simulation_callback)
      opts.simulation_callback(t0, std::as_const(agents), permit_private_status_fn(safe_book));
 
    // Generate new agents
    if (opts.factory) {
      auto new_agents = opts.factory(t0, rnd());
      for (auto& agent : new_agents)
        agents.insert(std::move(agent));
    }
 
    {
      // Bid phase
      std::vector<permit<R>> bids;
      for (const auto id : agents.active()) {
        auto bid = [&](region_view s, uint_t t, value_t v) -> bool {
          if (t < t0)
            return false;
          using namespace permit_private_status;
          const auto visitor = cool::compose{[](out_of_limits) { return false; }, [](in_use) { return false; },
                                             [&](on_sale& status) {
                                               if (v > status.min_value && v > status.highest_bid) {
                                                 if (status.highest_bidder == no_owner)
                                                   bids.emplace_back(s.downcast<R>(), t);
                                                 status.highest_bidder = id;
                                                 status.highest_bid = v;
                                               }
                                               return true;
                                             }};
          return std::visit(visitor, book(s, t).current);
        };
 
        auto access = public_access(id);
        agents.at(id).bid_phase(t0, bid_fn(bid), permit_public_status_fn(access), rnd());
      }
 
      // Trading
      if (bids.size() > 0) {
        const auto first_active = agents.active().front();
        for (const auto& [s, t] : bids) {
          const auto status = std::get<permit_private_status::on_sale>(book(s, t).current);
          if (opts.trade_callback)
            opts.trade_callback({t0, status.owner, status.highest_bidder, s, t, status.highest_bid});
 
          agents.at(status.highest_bidder).on_bought(s, t, status.highest_bid);
          if (status.owner != no_owner && status.owner >= first_active)
            agents.at(status.owner).on_sold(s, t, status.highest_bid);
 
          auto& pstatus = book(s, t);
          pstatus.current = permit_private_status::in_use{status.highest_bidder};
          pstatus.history.push_back({status.min_value, status.highest_bid});
        }
      }
    }
 
    // Ask phase
    {
      std::vector<std::tuple<R, uint_t, uint_t, value_t>> asks;
      for (const auto id : agents.active()) {
        auto ask = [&](region_view s, uint_t t, value_t v) -> bool {
          if (t < t0)
            return false;
          using namespace permit_private_status;
          const auto visitor = cool::compose{[](out_of_limits) { return false; },
                                             [&](on_sale status) {
                                               if (status.owner != id)
                                                 return false;
                                               asks.emplace_back(s.downcast<R>(), t, id, v);
                                               return true;
                                             },
                                             [&](in_use& status) {
                                               if (status.owner != id)
                                                 return false;
                                               asks.emplace_back(s.downcast<R>(), t, id, v);
                                               return true;
                                             }};
          return std::visit(visitor, book(s, t).current);
        };
 
        auto access = public_access(id);
        agents.at(id).ask_phase(t0, ask_fn(ask), permit_public_status_fn(access), rnd());
      }
 
      for (const auto& [s, t, id, v] : asks)
        book(s, t).current = permit_private_status::on_sale{.owner = id, .min_value = v};
    }
 
    // Stop condition
    keep_active.clear();
    keep_active.reserve(agents.active_count());
    for (const auto id : agents.active())
      if (!agents.at(id).stop(t0, rnd()))
        keep_active.push_back(id);
    agents.update_active(std::move(keep_active));
 
    if (data.size() > 0)
      data.pop_front();
    ++t0;
  } while (!stop());
}
 
} // namespace uat
 
#endif // UAT_SIMULATION_HPP