Ethical Market Simulator

Install

To install this simulator you need the following softs :

• An up-to-date java development kit (JDK) - available here
• JaCaMo v0.6 or higher - available on jacamo.sourceforge.net

Then you can clone or directly download the project on the git repository on https://gitlab.com/ethical_jacamo/ethical_asset_management

Run

They are two files .jcm in the exp folder : ethicalHFT.jcm and ethicalHFTX.jcm. The second one offers a graphical user interface to see the evolution of the simulation during the experiment. The first one only put the result in a set of files.

If you use eclipse IDE, you only have to import the project in a jacamo workspace and right clic on the .jcm file and then select "run jacamo application".

Otherwise, you can type in a terminal the following instruction :

java -classpath [path to the jacamo.jar]:.jacamo-0.6/lib/jason.jar jacamo.infra.RunJaCaMoProject ./exp/ethicalHFTX.jcm

Use

The parameters of the experiments are both in the .jcm file (quantity and types of agents, initial beliefs and so on), and a description of the scenario in the XML file located in exp/data/scenario.xml. This file describes the marketplaces, the assets and the agent's portfolios.

Plot results

Finally, to plot the results of the experiment, you can use the two gnuplot scripts to draw the evolution of a portfolio or the evolution of a quoted asset.