Merge pull request #1 from gus0k/muda_float_quantity

Muda float quantity

.vscode/settings.json

@@ -0,0 +1,10 @@
+{
+    "python.linting.pylintEnabled": false,
+    "python.linting.pep8Enabled": true,
+    "python.linting.enabled": true,
+    "python.pythonPath": "/usr/bin/python",
+    "python.testing.unittestEnabled": false,
+    "python.testing.nosetestsEnabled": false,
+    "python.testing.pytestEnabled": true,
+    "python.formatting.provider": "yapf"
+}

README.md

@@ -38,3 +38,10 @@ Please consider citing the following papers if you use the corresponding algorit
 
 * Segal-Halevi, Erel, Avinatan Hassidim, and Yonatan Aumann. "MUDA: a truthful multi-unit double-auction mechanism." Thirty-Second AAAI Conference on Artificial Intelligence. 2018.
 * Huang, Pu, Alan Scheller–Wolf, and Katia Sycara. "Design of a multi–unit double auction e–market." Computational Intelligence 18.4 (2002): 596-617.
+* Blouin, Max R., and Roberto Serrano. "A decentralized market with common values uncertainty: Non-steady states." The Review of Economic Studies 68.2 (2001): 323-346.
+
+# Articles using this algorithms
+
+* Horta, José, et al. "Novel market approach for locally balancing renewable energy production and flexible demand." 2017 IEEE International Conference on Smart Grid Communications (SmartGridComm). IEEE, 2017.
+* Kiedanski, Diego, et al. "Strategy-proof local energy market with sequential stochastic decision process for battery control." IEEE Innovative Smart Grid Technologies 2019 NA. 2019.
+* Mengelkamp, Esther, et al. "Trading on local energy markets: A comparison of market designs and bidding strategies." 2017 14th International Conference on the European Energy Market (EEM). IEEE, 2017. 

pymarket/bids/__init__.py

@@ -6,7 +6,8 @@
 __email__ = 'gusok@protonmail.com'
 __version__ = '0.5.3'
 
-
 from pymarket.bids.bids import *
-import pymarket.bids.demand_curves
 from pymarket.bids.demand_curves import *
+from pymarket.bids.processing import *
+
+import pymarket.bids.demand_curves

pymarket/bids/processing.py

@@ -0,0 +1,120 @@
+"""
+Implements processing techniques applied to bids before
+mechanisms can use them
+"""
+import numpy as np
+import pandas as pd
+
+
+def new_player_id(index):
+    """
+    Helper function for 
+    merge_same price
+    Maps list of one user to
+    the exact user and list of several
+    users to a new value
+    
+    Paramters
+    -----------
+    index: int
+        First identifier to use for the 
+        new fake players
+    
+    Returns
+    --------
+
+    new_id: function
+
+    """
+
+    def new_id(users):
+        """
+        Maps a list of users
+        to the only value if the length
+        is 1, or to the current value of the 
+        closured index
+
+        Paramters
+        ----------
+        users: list
+            list of user indentifiers
+        
+        Returns:
+        new_index: int
+            The new index to use
+        """
+        nonlocal index
+        if len(users) > 1:
+            new_index = index
+            index += 1
+        else:
+            new_index = users[0]
+
+        return new_index
+    return new_id
+
+
+def merge_same_price(df, prec=5):
+    """
+    Takes a bid where there are two players
+    in the same side of the market with the same
+    price and merges them into a new player with
+    aggregated quantity
+
+    Parameters
+    -----------
+    df: pandas dataframe
+        Dataframe with bids where there are at least
+        two players in the same side of the market 
+        with the same price
+    
+    Returns
+    -------
+    dataframe_new: pandas dataframe
+        A new bid dataframe where all players with
+        the same price have been merged into a single
+        player
+    final_maping: dict
+        A map between the new bid index and the old bids index
+    """
+
+    id_gen = new_player_id(df.user.max() + 1)
+    columns = df.columns.copy()
+
+    df = df.copy().reset_index().rename(columns={'index': 'bid'})
+    print(df)
+
+    buy = df.loc[df['buying'], :]
+    sell = df.loc[~df['buying'], :]
+
+    dataframes = [buy, sell]
+
+    agg_fun = {
+        'bid': list,
+        'user': list,
+        'quantity': sum,
+        'buying': lambda x: x.sample(1),
+        'time': lambda x: x.sample(1),
+        'divisible': lambda x: x.sample(1),
+    }
+
+    dataframe_new = []
+    user_to_bid = {}
+    for df_ in dataframes:
+        rounded_prices = df_.price.apply(lambda x: np.round(x, prec))
+        df_new = df_.groupby(rounded_prices).agg(agg_fun).reset_index()
+        df_new.user = df_new.user.apply(id_gen)
+        maping = df_new.set_index('user').bid.to_dict()
+        for k, v in maping.items():
+            user_to_bid[k] = v   
+
+        dataframe_new.append(df_new)
+
+    dataframe_new = pd.concat(dataframe_new)[columns].reset_index(drop=True)
+    index_to_user = dataframe_new.user.to_dict()
+
+    final_maping = {}
+    for k, v in index_to_user.items():
+        final_maping[k] = user_to_bid[v]
+
+    return dataframe_new, final_maping

pymarket/mechanisms/huang_auction.py

@@ -91,5 +91,5 @@ def __init__(self, bids, *args, **kwargs):
 
 
         """
-        Mechanism.__init__(self, huang_auction,  bids, *args, **kwargs)
+        Mechanism.__init__(self, huang_auction,  bids, *args, merge=True, **kwargs)
 

pymarket/mechanisms/mechanism.py

@@ -1,13 +1,19 @@
 import pandas as pd
 
+from pymarket.bids.processing import merge_same_price
+from pymarket.transactions.processing import split_transactions_merged_players
+
 
 class Mechanism():
 
     """Implements a standard interface for mechanisms"""
 
-    def __init__(self, algo,  bids, *args, **kwargs):
+    def __init__(self, algo,  bids, *args,  merge=False, **kwargs):
         """Creates a mechanisms with bids
 
+        If 'merge', then bids with the same price in the
+        same side will be merged
+
         Parameters
         ----------
         bids : TODO
@@ -16,12 +22,14 @@ def __init__(self, algo,  bids, *args, **kwargs):
 
         """
         self.algo = algo
-        self.bids = self._sanitize_bids(bids) 
         self.args = args
         self.kwargs = kwargs
+        self.merge = merge
+        self.bids = self._sanitize_bids(bids)
 
     def _sanitize_bids(self, bids):
-        """Adapts the bids to a friendly format"
+        """Adapts the bids to a friendly format
+
 
         Parameters
         ----------
@@ -32,7 +40,14 @@ def _sanitize_bids(self, bids):
         TODO
 
         """
-        return bids
+        if self.merge:
+            self.old_bids = bids
+            new_bids, maping = merge_same_price(bids)
+            self.maping = maping
+        else:
+            new_bids = bids
+
+        return new_bids
 
     def _run(self):
         """Runs the mechanisms
@@ -57,8 +72,11 @@ def _cleanup(self,  trans):
         TODO
 
         """
-        return trans
 
+        if self.merge:
+            trans = split_transactions_merged_players(trans, self.old_bids, self.maping)
+
+        return trans
 
     def run(self):
         """Runs the mechanisms