User Guide
Please have a look at our ReadMe
In your build folder are multiple subfolders. One is called test, in there you can run the executable financeSimulationTests. It will run all implemented tests and the last line should be [ PASSED ].
The SABCEMM executable is in the folder src and is called financeSimulation. You can run it by calling ./financeSimulation PATH/TO/inputfile.xml. All SABCEMM outputs are written to the folder output which is located in the same folder as the executable. In case the folder doesn't exists it will be created. Please make sure that your user has the required permissions to do so.
For an easy start we provide several example input files in the folder input.
For example you can run a simulation of the Cross model by calling ./financeSimulation ../input/examples/Cross.xml. You can modify the provided examples to fit your needs.
To create a new model from existing building blocks you have to modify not only the parameters, but also the classes.
For example we can modify the input of the Cross model in input/examples/Cross.xml to a rational market where excessDemand(Price(t+1)) = 0 . To do this we modify the <priceCalculatorSettings> block in our input file.
By replacing
<priceCalculatorSettings>
<priceCalculatorClass>PriceCalculatorCross</priceCalculatorClass>
<theta>2</theta>
<marketDepth>0.2</marketDepth>
</priceCalculatorSettings>
with
<priceCalculatorSettings>
<epsilon>0.01</epsilon>
<maxIterations>10000</maxIterations>
<lowerBound>0.000001</lowerBound>
<upperBound>20000</upperBound>
</priceCalculatorSettings>
we create our new market model. The same can be done with all building blocks. A detailed description of all possible implementations can be found in the tutorial Create an Input File
All results of the simulations can be found in the output folder located in the same directory as the SABCEMM executable. Depending on your settings your results are in HDF5 or cvs files. You can process those files with your own code to create plots or do further statistical analysis.