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main2.py
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main2.py
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import json
import pickle
import logging
from itertools import chain
import numpy as np
from scipy.optimize import fmin_slsqp
from sympy import *
class Message(object):
def __init__(self, fmt, args):
self.fmt = fmt
self.args = args
def __str__(self):
return self.fmt.format(**self.args[0]) if len(self.args) == 1 and isinstance(*self.args,
dict) else self.fmt.format(
*self.args)
class StyleAdapter(logging.LoggerAdapter):
def __init__(self, logger, extra=None):
super(StyleAdapter, self).__init__(logger, extra or {})
def log(self, level, msg, *args, **kwargs):
if self.isEnabledFor(level):
msg, kwargs = self.process(msg, kwargs)
self.logger._log(level, Message(msg, args), (), **kwargs)
DEBUG = False
log_level = logging.DEBUG if DEBUG else logging.INFO
log = logging.getLogger('rearming_simulation')
log.setLevel(log_level)
formatter = logging.Formatter('%(asctime)s - %(message)s', "%H:%M:%S")
ch = logging.StreamHandler()
ch.setLevel(log_level)
ch.setFormatter(formatter)
log.addHandler(ch)
fh = logging.FileHandler('results.log')
fh.setLevel(logging.DEBUG)
log.addHandler(fh)
log = StyleAdapter(log)
log.setLevel(log_level)
def scipy_f_wrap(f):
return lambda x: np.array(f(*x))
class RearmingSimulation:
def __init__(self):
with open("initial_data_2.json") as json_file:
initial_data = json_file.read()
self.json_initial_data = json.loads(initial_data)
self.C = float(self.json_initial_data["C"])
self.ds = int(self.json_initial_data["ds"])
# TODO Нужна проверка: шаг дискретизации dt не должен быть больше tau_ik
self.tau = float(self.json_initial_data["tau"])
self.tau_01 = float(self.json_initial_data["tau_01"])
self.tau_02 = float(self.json_initial_data["tau_02"])
self.tau_10 = float(self.json_initial_data["tau_10"])
self.tau_12 = float(self.json_initial_data["tau_12"])
self.tau_20 = float(self.json_initial_data["tau_20"])
self.tau_21 = float(self.json_initial_data["tau_21"])
self.N = self.tau * 2.0
self.dt = float(self.json_initial_data["dh"])
self.nu = float(self.json_initial_data["nu"])
self.results = {0: {}}
self.target_func = {}
self.res0 = {}
@staticmethod
def xfrange(start, stop, step):
i = 0
while start + i * step < stop:
yield start + i * step
i += 1
@staticmethod
def generate_s(size, share):
for i in range(0, size, 1):
for j in range(0, size, 1):
for k in range(0, size, 1):
if (i + j + k) == size * share:
yield (i * 1.0 / size, j * 1.0 / size, k * 1.0 / size)
@staticmethod
def generate_theta_psi(s, sh):
# Не возможно генерировать theta psi на разных шагах т.к лаг может не совпадать
# c шагом по дискретности и по размерности в любом случае будут всплывать провалы !!!
def _inner_theta_psi(size, share):
bound = size * share
for i in range(0, size, 1):
for j in range(0, size, 1):
for k in range(2, size, 1):
if (i + j + k) == bound:
yield (k * 1.0 / size, i * 1.0 / size, j * 1.0 / size)
for theta_psi_0 in _inner_theta_psi(s, sh):
for theta_psi_1 in _inner_theta_psi(s, sh):
for theta_psi_2 in _inner_theta_psi(s, sh):
yield list(chain(theta_psi_0, theta_psi_1, theta_psi_2))
@staticmethod
def generate_s_new(num, rb):
# NEED TO BE VERY CAREFUL
r = str(np.true_divide([rb], num)).count("0")
for i in np.linspace(0.0, rb, num, True):
for j in np.linspace(0.0, rb, num, True):
if i + j <= rb:
i, j, k = round(i, r), round(j, r), round(rb - i - j, r)
yield (i, j, k)
@staticmethod
def around_borders(v, r):
lb = v - v / 2.0
if lb < 0.0:
lb = 0.0
rb = v + v / 2.0
if rb > 1.0:
rb = 1.0
elif rb == 0.0:
rb = 0.1
return round(lb, r), round(rb, r)
@staticmethod
def generate_s_around(num, rb, vector):
b = RearmingSimulation.around_borders
# NEED TO BE VERY CAREFUL
r = str(np.true_divide([rb], num)).count("0")
visited = set()
yield vector
for i in np.linspace(*b(vector[0], r), num, True):
for j in np.linspace(*b(vector[1], r), num, True):
if i + j < rb:
i, j, k = round(i, r), round(j, r), round(rb - i - j, r)
if (i, j, k) not in visited:
visited.add((i, j, k))
yield (i, j, k)
def _build_capital_eq(self, j, i):
self.EQ["K_old_{i}_{N}".format(N=j, i=i)] = (-self.EQ["mu_{i}".format(i=i)] *
self.EQ["K_old_{i}_{pN}".format(pN=j - self.dt, i=i)] +
self.EQ["su_old_{i}_{N}".format(N=j, i=i)] *
self.EQ["X_old_1_{pN}".format(pN=j - self.dt,
i=i)]) * self.dt + \
self.EQ["K_old_{i}_{pN}".format(pN=j - self.dt, i=i)]
def _build_labor_eq(self, j, results, step, prefix="_old"):
# noinspection PyCallingNonCallable
self.labor[0].update({"L{}_{i}_{N}".format(prefix, N=j, i=i):
str(self.EQ["L{}_{i}_{N}".format(prefix, N=j, i=i)].xreplace(results[step])) for i in
range(0, 3)})
def _build_theta_eq(self, j, results, step, prefix="_new"):
# noinspection PyCallingNonCallable
self.labor[0].update({"theta{}_{i}_{N}".format(prefix, N=j, i=i):
str(self.EQ["theta{}_{i}_{N}".format(prefix, N=j, i=i)].xreplace(results[step])) for i
in range(0, 3)})
def _build_invest_eq(self, j, s, prefix):
self.COND["invest{}_{N}".format(prefix, N=j)] = self.EQ["{0}{1}_0_{N}".format(s, prefix, N=j)] + \
self.EQ["{0}{1}_1_{N}".format(s, prefix, N=j)] + \
self.EQ["{0}{1}_2_{N}".format(s, prefix, N=j)]
self.COND["invest{}_M_{N}".format(prefix, N=j)] = 1 - self.COND["invest{}_{N}".format(prefix, N=j)] # >0
def _build_balance_eq(self, j, b_prefix="", x_prefix="_old"):
self.COND["balance{}_{N}".format(b_prefix, N=j)] = (self.EQ["X{0}_0_{N}".format(x_prefix, N=j)] -
(self.EQ["X{0}_0_{N}".format(x_prefix, N=j)] * self.EQ[
"a_0"] +
self.EQ["X{0}_1_{N}".format(x_prefix, N=j)] * self.EQ[
"a_1"] +
self.EQ["X{0}_2_{N}".format(x_prefix, N=j)] * self.EQ[
"a_2"])) / \
self.EQ["L_{N}".format(N=j)]
def init_equation_system(self):
self.COND = {}
self.EQ = {"L_{N0}".format(N0=0.0): self.json_initial_data["L0"],
"a": [float(item) for item in self.json_initial_data["a"]]}
for i in range(0, 3):
self.EQ["mu_{i}".format(i=i)] = float(self.json_initial_data["mu"][i])
self.EQ["K_old_{i}_{N0}".format(i=i, N0=0.0)] = float(self.json_initial_data["K_old_0"][i])
self.EQ["L_old_{i}_{N0}".format(i=i, N0=0.0)] = float(self.json_initial_data["L_old_0"][i])
self.EQ["theta_old_{i}".format(i=i)] = float(self.json_initial_data["theta_old"][i])
self.EQ["A_old_{i}".format(i=i)] = float(self.json_initial_data["A_old"][i])
self.EQ["alpha_old_{i}".format(i=i)] = float(self.json_initial_data["alpha_old"][i])
self.EQ["betta_old_{i}".format(i=i)] = float(self.json_initial_data["betta_old"][i])
self.EQ["a_{i}".format(i=i)] = float(self.json_initial_data["a"][i])
self.EQ["X_old_1_{N0}".format(N0=0.0)] = self.EQ["A_old_1"] * \
self.EQ["L_old_1_{N0}".format(N0=0.0)] ** self.EQ["alpha_old_1"] * \
self.EQ["K_old_1_{N0}".format(N0=0.0)] ** self.EQ["betta_old_1"]
for j in self.xfrange(self.dt, self.tau + self.dt, self.dt):
for i in range(0, 3):
self.EQ["su_old_{i}_{N}".format(N=j, i=i)] = symbols("su_old_{i}_{N}".format(N=j, i=i), negative=False)
self._build_capital_eq(j, i)
self.EQ["L_{N}".format(N=j)] = self.EQ["L_{pN}".format(pN=j - self.dt)] * exp(self.nu * self.dt)
# На второй фазе мы не можем использовать это уравнение т.к.
# будет происходить переход ТС из старого сектора в новый.
for i in range(0, 3):
self.EQ["L_old_{i}_{N}".format(N=j, i=i)] = self.EQ["L_{N}".format(N=j, i=i)] * \
self.EQ["theta_old_{i}".format(i=i)]
# Тау не должно превышать длительность фазы накопления иначе нужно вводить отрицательный шаг
# TODO сделать для этого правила проверку при инициализации
for k in [kk for kk in range(0, 3) if kk != i]:
self.EQ["psi_{i}{k}_{N}".format(N=j, i=i, k=k)] = symbols("psi_{i}{k}_{N}".format(N=j, i=i, k=k))
for i in range(0, 3):
self.EQ["X_old_{i}_{N}".format(N=j, i=i)] = self.EQ["A_old_{i}".format(i=i)] * \
self.EQ["L_old_{i}_{N}".format(N=j, i=i)] ** \
self.EQ["alpha_old_{i}".format(i=i)] * \
self.EQ["K_old_{i}_{N}".format(N=j, i=i)] ** \
self.EQ["betta_old_{i}".format(i=i)]
self.EQ["st_old_{i}_{N}".format(N=j, i=i)] = symbols("st_old_{i}_{N}".format(N=j, i=i), negative=False)
for i in range(0, 3):
self.EQ["I_{i}_{N}".format(N=j, i=i)] = self.EQ["st_old_{i}_{N}".format(N=j, i=i)] * \
self.EQ["X_old_1_{pN}".format(pN=j - self.dt, i=i)]
self.COND["invest_{N}".format(N=j)] = self.EQ["su_old_0_{N}".format(N=j)] + \
self.EQ["su_old_1_{N}".format(N=j)] + \
self.EQ["su_old_2_{N}".format(N=j)] + \
self.EQ["st_old_0_{N}".format(N=j)] + \
self.EQ["st_old_1_{N}".format(N=j)] + \
self.EQ["st_old_2_{N}".format(N=j)]
self.COND["invest_M_{N}".format(N=j)] = 1 - self.COND["invest_{N}".format(N=j)] # >0
self._build_balance_eq(j)
self.COND["consuming_bound_{N}".format(N=j)] = self.EQ["X_old_2_{N}".format(N=j)]
self.COND["consuming_bound_L_{N}".format(N=j)] = self.EQ["X_old_2_{N}".format(N=j)] - self.C # >0
for i in range(0, 3):
self.EQ["theta_old_{i}_{pN}".format(i=i, pN=self.tau)] = self.EQ["theta_old_{i}".format(i=i)]
self.EQ["K_new_{i}_{pN}".format(pN=self.tau, i=i)] = 0.0
self.EQ["L_new_{i}_{pN}".format(pN=self.tau, i=i)] = 0
self.EQ["A_new_{i}".format(i=i)] = float(self.json_initial_data["A_new"][i])
self.EQ["alpha_new_{i}".format(i=i)] = float(self.json_initial_data["alpha_new"][i])
self.EQ["betta_new_{i}".format(i=i)] = float(self.json_initial_data["betta_new"][i])
self.EQ["k_{i}".format(i=i)] = float(self.json_initial_data["k_new"][i])
self.EQ["theta_old_{i}_tau".format(i=i)] = self.EQ["L_old_{i}_{N}".format(N=self.tau, i=i)] / self.EQ[
"L_{N}".format(N=self.tau)]
self.EQ["L_old_current_{i}_{pN}".format(pN=self.tau, i=i)] = self.EQ[
"L_old_{i}_{N}".format(N=self.tau, i=i)]
self.EQ["X_new_1_{pN}".format(pN=self.tau)] = 0.0
for j in self.xfrange(self.tau + self.dt, self.N + self.dt, self.dt):
for i in range(0, 3):
self.EQ["st_new_{i}_{N}".format(N=j, i=i)] = symbols("st_new_{i}_{N}".format(N=j, i=i), negative=False)
self.EQ["K_new_{i}_{N}".format(N=j, i=i)] = (-self.EQ["mu_{i}".format(i=i)] *
self.EQ["K_new_{i}_{pN}".format(pN=j - self.dt, i=i)] +
self.EQ["I_{i}_{pN}".format(pN=j - self.tau, i=i)] +
self.EQ["st_new_{i}_{N}".format(N=j, i=i)] *
self.EQ["X_new_1_{pN}".format(pN=j - self.dt,
i=i)]) * self.dt + \
self.EQ["K_new_{i}_{pN}".format(pN=j - self.dt, i=i)]
# Считаем общее кол-во ТС на данный момент
self.EQ["L_{N}".format(N=j)] = self.EQ["L_{pN}".format(pN=j - self.dt)] * exp(self.nu * self.dt)
# Считаем общий прирост ТС
self.EQ["dL_{N}".format(N=j)] = self.EQ["L_{pN}".format(pN=j - self.dt)] - \
self.EQ["L_{N}".format(N=j)]
for i in range(0, 3):
# Естественный прирост происходит в старые сектора экономики. Примем это отношение за константу.
self.EQ["L_old_{i}_{N}".format(N=j, i=i)] = self.EQ[
"L_old_current_{i}_{pN}".format(pN=j - self.dt, i=i)] + \
self.EQ["dL_{N}".format(N=j)] * self.EQ[
"theta_old_{i}".format(i=i)]
# Вектор распределения ТС из старого в новый сектор
self.EQ["theta_new_{i}_{N}".format(N=j, i=i)] = symbols("theta_new_{i}_{N}".format(N=j, i=i))
# Переход части ТС в новый сектор
self.EQ["L_new_{i}_{N}".format(N=j, i=i)] = self.EQ["L_new_{i}_{pN}".format(pN=j - self.dt, i=i)] + \
self.EQ["theta_new_{i}_{N}".format(N=j, i=i)] * \
self.EQ["L_old_{i}_{N}".format(N=j, i=i)]
# Уход ТС из старого сектора i в новый сектор i
self.EQ["L_old_current_{i}_{N}".format(N=j, i=i)] = self.EQ["L_old_{i}_{N}".format(N=j, i=i)] * \
(1 - self.EQ["theta_new_{i}_{N}".format(N=j, i=i)])
self.EQ["sum_psi_{i}_{N}".format(N=j, i=i)] = 0
for k in [kk for kk in range(0, 3) if kk != i]:
self.EQ["psi_{i}{k}_{N}".format(N=j, i=i, k=k)] = symbols("psi_{i}{k}_{N}".format(N=j, i=i, k=k))
self.EQ["sum_psi_{i}_{N}".format(N=j, i=i)] += self.EQ["psi_{i}{k}_{N}".format(N=j, i=i, k=k)]
# В новый сектор k из старого сектора i c лагом Tau из i в k
self.EQ["L_new_{k}{i}_{N}".format(N=j + getattr(self, "tau_{i}{k}".format(i=i, k=k)), i=i, k=k)] = \
self.EQ["L_old_{i}_{N}".format(N=j, i=i)] * \
self.EQ["psi_{i}{k}_{N}".format(N=j, i=i, k=k)]
# Уход ТС из старого сектора i в новый сектор k
self.EQ["L_old_current_{i}_{N}".format(N=j, i=i)] -= self.EQ["L_old_{i}_{N}".format(N=j, i=i)] * \
self.EQ["psi_{i}{k}_{N}".format(N=j, i=i, k=k)]
# В новый сектор i из старого сектора k на текущем щаге с уже учтенным лагом Tau
# Условие if hasattr не работает !!! Нужно реализовывать через исключение
try:
self.EQ["L_new_{i}_{N}".format(N=j, i=i)] = self.EQ["L_new_{i}_{N}".format(N=j, i=i)] + \
self.EQ["L_new_{i}{k}_{N}".format(N=j, i=i, k=k)]
except KeyError as e:
pass
# for searching optimal vector using algorithm we still need conditions for Labor and Psi
self.COND["theta_psi_bound_{i}_{N}".format(i=i, N=j)] = 1 - (self.EQ["sum_psi_{i}_{N}".format(N=j, i=i)] +
self.EQ["theta_new_{i}_{N}".format(N=j, i=i)]) # >= 0
self.COND["L_balance_{N}".format(N=j)] = self.EQ["L_{N}".format(N=j)] - \
(self.EQ["L_new_0_{N}".format(N=j)] +
self.EQ["L_new_1_{N}".format(N=j)] +
self.EQ["L_new_2_{N}".format(N=j)]) # >0
for i in range(0, 3):
self.EQ["X_new_{i}_{N}".format(N=j, i=i)] = self.EQ["A_new_{i}".format(i=i)] * \
self.EQ["L_new_{i}_{N}".format(N=j, i=i)] ** \
self.EQ["alpha_new_{i}".format(i=i)] * \
self.EQ["K_new_{i}_{N}".format(N=j, i=i)] ** \
self.EQ["betta_new_{i}".format(i=i)]
for i in range(0, 3):
self.EQ["su_old_{i}_{N}".format(N=j, i=i)] = symbols("su_old_{i}_{N}".format(N=j, i=i))
self._build_capital_eq(j, i)
for i in range(0, 3):
self.EQ["X_old_{i}_{N}".format(N=j, i=i)] = self.EQ["A_old_{i}".format(i=i)] * \
self.EQ["L_old_{i}_{N}".format(N=j, i=i)] ** \
self.EQ["alpha_old_{i}".format(i=i)] * \
self.EQ["K_old_{i}_{N}".format(N=j, i=i)] ** \
self.EQ["betta_old_{i}".format(i=i)]
self._build_invest_eq(j, "st", "_new")
self._build_invest_eq(j, "su", "_old")
self._build_balance_eq(j, "_new", "_new")
self.COND["consuming_bound_{N}".format(N=j)] = self.EQ["X_new_2_{N}".format(N=j)] + \
self.EQ["X_old_2_{N}".format(N=j)]
self.COND["consuming_bound_L_{N}".format(N=j)] = self.COND["consuming_bound_{N}".format(N=j)] - self.C # >0
def find_initial_vector(self):
log.info("Phase 1 is started")
for j in self.xfrange(self.dt, self.tau + self.dt, self.dt):
s = None
K_old_0 = lambdify(self.EQ["su_old_0_{N}".format(N=j)], self.EQ["K_old_0_{N}".format(N=j)])
K_old_1 = lambdify(self.EQ["su_old_1_{N}".format(N=j)], self.EQ["K_old_1_{N}".format(N=j)])
K_old_2 = lambdify(self.EQ["su_old_2_{N}".format(N=j)], self.EQ["K_old_2_{N}".format(N=j)])
consumption = lambdify(self.EQ["su_old_2_{N}".format(N=j)], self.EQ["X_old_2_{N}".format(N=j)])
balance = lambdify([self.EQ["su_old_{i}_{N}".format(N=j, i=i)] for i in range(0, 3)],
self.COND["balance_{N}".format(N=j)])
for S_phase_1 in self.generate_s(self.ds, 0.7):
if K_old_0(S_phase_1[0]) > 0 and K_old_1(S_phase_1[1]) > 0 and K_old_2(S_phase_1[2]) > 0:
if consumption(S_phase_1[2]) >= self.C and -1.0 <= balance(*S_phase_1) <= 1.0:
s = S_phase_1
break
if not s:
log.info("nothing was found")
break
values_3 = dict([(self.EQ["su_old_{i}_{N}".format(N=j, i=i)], s[i]) for i in range(0, 3)])
values_2 = dict([(self.EQ["su_old_{i}_{N}".format(N=j, i=i)], s[i]) for i in range(1, 3)])
for k in self.xfrange(j + self.dt, self.tau + self.dt, self.dt):
self.EQ["K_old_0_{N}".format(N=k)] = self.EQ["K_old_0_{N}".format(N=k)].xreplace(values_3)
self.EQ["K_old_1_{N}".format(N=k)] = self.EQ["K_old_1_{N}".format(N=k)].xreplace(values_3)
self.EQ["K_old_2_{N}".format(N=k)] = self.EQ["K_old_2_{N}".format(N=k)].xreplace(values_3)
self.EQ["X_old_2_{N}".format(N=k)] = self.EQ["X_old_2_{N}".format(N=k)].xreplace(values_2)
self.COND["balance_{N}".format(N=k)] = self.COND["balance_{N}".format(N=k)].xreplace(values_3)
log.info("step {} s: {}", j, s)
self.results[0].update({self.EQ["su_old_{i}_{N}".format(N=j, i=i)]: s[i] for i in range(0, 3)})
log.info("Phase 1 is completed")
log.info("Phase 2 is started")
is_complete = True
prev_theta = [0.5, 0.5, 0.5]
for j in self.xfrange(self.tau + self.dt, self.N + self.dt, self.dt):
_st_new, _st_old, _su_old, _theta_psi = None, None, None, None
K_new_0_subs = self.EQ["K_new_0_{N}".format(N=j)].xreplace(self.results[0])
K_new_0 = lambdify([self.EQ["st_old_0_{N}".format(N=j - self.tau)], self.EQ["st_new_0_{N}".format(N=j)]],
K_new_0_subs)
K_new_1_subs = self.EQ["K_new_1_{N}".format(N=j)].xreplace(self.results[0])
K_new_1 = lambdify([self.EQ["st_old_1_{N}".format(N=j - self.tau)], self.EQ["st_new_1_{N}".format(N=j)]],
K_new_1_subs)
K_new_2_subs = self.EQ["K_new_2_{N}".format(N=j)].xreplace(self.results[0])
K_new_2 = lambdify([self.EQ["st_old_2_{N}".format(N=j - self.tau)], self.EQ["st_new_2_{N}".format(N=j)]],
K_new_2_subs)
L_balance_subs = self.COND["L_balance_{N}".format(N=j)].xreplace(self.results[0])
# Может происходить разрыв из-за того что предыдущий шаг учитывается при подсчетете текущего
# ТС в старом секторе, а лаг вливание в новый сектор не всегда совпадает с размером шага дискретизации.
# Предыдущий шаг будет заполняться словарем results так же как и лаг т.к он может быть либо больше либо
# равен шагу дискретизации
# TODO специфика формата управления не дает нам перелить все ресурсы из первого сектора почему ???
L_balance = lambdify([self.EQ["theta_new_0_{N}".format(N=j)],
self.EQ["theta_new_1_{N}".format(N=j)],
self.EQ["theta_new_2_{N}".format(N=j)]], L_balance_subs)
consumption_subs = self.COND["consuming_bound_{N}".format(N=j)].xreplace(self.results[0])
consumption = lambdify((self.EQ["st_new_0_{N}".format(N=j)],
self.EQ["st_new_1_{N}".format(N=j)],
self.EQ["st_new_2_{N}".format(N=j)],
self.EQ["su_old_2_{N}".format(N=j)],
self.EQ["theta_new_2_{N}".format(N=j)],
self.EQ["st_old_0_{N}".format(N=j - self.tau)],
self.EQ["st_old_1_{N}".format(N=j - self.tau)],
self.EQ["st_old_2_{N}".format(N=j - self.tau)]), consumption_subs)
balance_subs = self.COND["balance_new_{N}".format(N=j)].xreplace(self.results[0])
balance = lambdify([self.EQ["st_new_0_{N}".format(N=j)],
self.EQ["st_new_1_{N}".format(N=j)],
self.EQ["st_new_2_{N}".format(N=j)],
self.EQ["st_old_0_{N}".format(N=j - self.tau)],
self.EQ["st_old_1_{N}".format(N=j - self.tau)],
self.EQ["st_old_2_{N}".format(N=j - self.tau)],
self.EQ["theta_new_0_{N}".format(N=j)],
self.EQ["theta_new_1_{N}".format(N=j)],
self.EQ["theta_new_2_{N}".format(N=j)]], balance_subs)
for st_new in self.generate_s(int(self.ds / 4), 1.0):
for theta_psi in self.generate_theta_psi(10, 0.5):
for st_old in self.generate_s(self.ds, 0.3):
if K_new_0(st_old[0], st_new[0]) >= 0 and \
K_new_1(st_old[1], st_new[1]) >= 0 and \
K_new_2(st_old[2], st_new[2]) >= 0 and \
L_balance(*chain([theta_psi[0], theta_psi[3], theta_psi[6]])) >= 0:
b = balance(*chain(st_new, st_old, [theta_psi[0], theta_psi[3], theta_psi[6]]))
if abs(b) < 5:
log.debug("b = {: 0.5f} st_old = {} st_new = {} theta_psi = {}", b, st_old, st_new,
theta_psi)
if -1.0 <= round(b, 1) <= 1.0:
_st_new, _st_old, _theta_psi = st_new, st_old, theta_psi
max_c = -1
for su_old in self.generate_s(self.ds, 1.0):
c = consumption(*chain(st_new, [su_old[2]], [theta_psi[6]], st_old))
if c >= self.C:
_su_old = su_old
break
if c >= max_c:
max_c = c
log.info("b = {: 0.5f} max_c = {: 0.1f} st_old = {} st_new = {} theta_psi = {}",
b, max_c, st_old, st_new, theta_psi)
if _su_old:
break
if _su_old:
break
if _su_old:
break
if not _su_old:
log.info("nothing was found")
is_complete = False
break
log.info("step {} st_new: {} su_old: {} st_old: {} theta_psi: {}", j, _st_new, _su_old, _st_old, _theta_psi)
for i in range(0, 3):
self.results[0].update({self.EQ["st_old_{i}_{N}".format(i=i, N=j - self.tau)]: _st_old[i]})
self.results[0].update({self.EQ["su_old_{i}_{N}".format(i=i, N=j)]: _su_old[i]})
self.results[0].update({self.EQ["st_new_{i}_{N}".format(i=i, N=j)]: _st_new[i]})
self.results[0].update({self.EQ["theta_new_{i}_{N}".format(i=i, N=j)]: _theta_psi[i * 3]})
prev_theta[i] = _theta_psi[i * 3]
self.results[0].update({self.EQ["psi_01_{N}".format(N=j)]: _theta_psi[1]})
self.results[0].update({self.EQ["psi_02_{N}".format(N=j)]: _theta_psi[2]})
self.results[0].update({self.EQ["psi_10_{N}".format(N=j)]: _theta_psi[4]})
self.results[0].update({self.EQ["psi_12_{N}".format(N=j)]: _theta_psi[5]})
self.results[0].update({self.EQ["psi_20_{N}".format(N=j)]: _theta_psi[7]})
self.results[0].update({self.EQ["psi_21_{N}".format(N=j)]: _theta_psi[8]})
l_old = [self.EQ["L_old_{i}_{N}".format(N=j, i=i)].xreplace(self.results[0]) for i in range(0, 3)]
l_new = [self.EQ["L_new_{i}_{N}".format(N=j, i=i)].xreplace(self.results[0]) for i in range(0, 3)]
log.info("L_old: {} L_new: {}", l_old, l_new)
target_func = self.EQ["X_new_0_{N}".format(N=j)] / self.EQ["L_new_0_{N}".format(N=j)] + \
self.EQ["X_new_1_{N}".format(N=j)] / self.EQ["L_new_1_{N}".format(N=j)] + \
self.EQ["X_new_2_{N}".format(N=j)] / self.EQ["L_new_2_{N}".format(N=j)]
log.info("F = {}", target_func.xreplace(self.results[0]))
log.info("dL = {}", [l_old[i] - l_new[i] for i in range(0, 3)])
self.results[0].update({self.EQ["psi_01_{N}".format(N=self.N)]: 0.0})
self.results[0].update({self.EQ["psi_02_{N}".format(N=self.N)]: 0.0})
self.results[0].update({self.EQ["psi_10_{N}".format(N=self.N)]: 0.0})
self.results[0].update({self.EQ["psi_12_{N}".format(N=self.N)]: 0.0})
self.results[0].update({self.EQ["psi_20_{N}".format(N=self.N)]: 0.0})
self.results[0].update({self.EQ["psi_21_{N}".format(N=self.N)]: 0.0})
log.info("Phase 2 is completed")
return is_complete
def find_initial_vector_using_prev(self, prev_dt, prev_tau, prev_N):
log.info("Phase 1 is started")
prev_vector = self.results[len(self.results) - 1]
s_state = {}
generators = {}
prev_s_state = {}
for j in self.xfrange(prev_dt, prev_tau + prev_dt, prev_dt):
v = tuple(prev_vector[self.EQ["su_old_{i}_{N}".format(i=i, N=j)]] for i in range(0, 3))
b = round(sum(v), 2)
generators[j - self.dt] = list(self.generate_s_around(self.ds, b, v)) # TODO make flexible BOUNDS !!!
generators[j] = list(self.generate_s_around(self.ds, b, v))
prev_s_state[j - self.dt] = v
prev_s_state[j] = v
is_complete = True
self.results_next = {0: {}}
lb = -128.0
rb = 128.0
for j in self.xfrange(self.dt, self.tau + self.dt, self.dt):
s = None
K_old_0 = lambdify(self.EQ["su_old_0_{N}".format(N=j)], self.EQ["K_old_0_{N}".format(N=j)])
K_old_1 = lambdify(self.EQ["su_old_1_{N}".format(N=j)], self.EQ["K_old_1_{N}".format(N=j)])
K_old_2 = lambdify(self.EQ["su_old_2_{N}".format(N=j)], self.EQ["K_old_2_{N}".format(N=j)])
consumption = lambdify(self.EQ["su_old_2_{N}".format(N=j)], self.EQ["X_old_2_{N}".format(N=j)])
balance = lambdify([self.EQ["su_old_{i}_{N}".format(N=j, i=i)] for i in range(0, 3)],
self.COND["balance_{N}".format(N=j)])
f_min = 1000
for S_phase_1 in generators[j]:
if K_old_0(S_phase_1[0]) > 0 and K_old_1(S_phase_1[1]) > 0 and K_old_2(S_phase_1[2]) > 0:
b = balance(*S_phase_1)
if lb <= b <= rb and consumption(S_phase_1[2]) >= self.C:
f = sum(map(lambda x: x ** 2, np.subtract(S_phase_1, prev_s_state[j]))) + abs(b)
if f < f_min:
s = S_phase_1
f_min = f
log.debug("f_min = {}", f_min)
if f_min <= 1:
break
if not s:
log.info("nothing was found")
is_complete = False
break
values_3 = dict([(self.EQ["su_old_{i}_{N}".format(N=j, i=i)], s[i]) for i in range(0, 3)])
values_2 = dict([(self.EQ["su_old_{i}_{N}".format(N=j, i=i)], s[i]) for i in range(1, 3)])
for k in self.xfrange(j + self.dt, self.tau + self.dt, self.dt):
self.EQ["K_old_0_{N}".format(N=k)] = self.EQ["K_old_0_{N}".format(N=k)].xreplace(values_3)
self.EQ["K_old_1_{N}".format(N=k)] = self.EQ["K_old_1_{N}".format(N=k)].xreplace(values_3)
self.EQ["K_old_2_{N}".format(N=k)] = self.EQ["K_old_2_{N}".format(N=k)].xreplace(values_3)
self.EQ["X_old_2_{N}".format(N=k)] = self.EQ["X_old_2_{N}".format(N=k)].xreplace(values_2)
self.COND["balance_{N}".format(N=k)] = self.COND["balance_{N}".format(N=k)].xreplace(values_3)
log.info("step {} s: {}", j, s)
self.results_next[0].update({self.EQ["su_old_{i}_{N}".format(N=j, i=i)]: s[i] for i in range(0, 3)})
s_state[j] = round(sum(s), 2)
if not is_complete:
log.info("Phase 1 isn't completed")
return
log.info("Phase 1 is completed")
log.info("Phase 2 is started")
generators = {}
is_complete = True
lb = -128.0
rb = 128.0
for j in self.xfrange(prev_tau + prev_dt, prev_N + prev_dt, prev_dt):
v = [prev_vector[self.EQ["st_old_{i}_{N}".format(i=i, N=j - self.tau)]] for i in range(0, 3)]
b = round(sum(v), 2)
generators[j - self.dt] = list(self.generate_s_around(self.ds, b, v))
generators[j] = list(self.generate_s_around(self.ds, b, v))
for j in self.xfrange(self.tau + self.dt, self.N + self.dt, self.dt):
_st_new, _st_old, _su_old = None, None, None
K_new_0_subs = self.EQ["K_new_0_{N}".format(N=j)].xreplace(self.results_next[0])
K_new_0 = lambdify([self.EQ["st_old_0_{N}".format(N=j - self.tau)], self.EQ["st_new_0_{N}".format(N=j)]],
K_new_0_subs)
K_new_1_subs = self.EQ["K_new_1_{N}".format(N=j)].xreplace(self.results_next[0])
K_new_1 = lambdify([self.EQ["st_old_1_{N}".format(N=j - self.tau)], self.EQ["st_new_1_{N}".format(N=j)]],
K_new_1_subs)
K_new_2_subs = self.EQ["K_new_2_{N}".format(N=j)].xreplace(self.results_next[0])
K_new_2 = lambdify([self.EQ["st_old_2_{N}".format(N=j - self.tau)], self.EQ["st_new_2_{N}".format(N=j)]],
K_new_2_subs)
L_balance_subs = self.COND["L_balance_{N}".format(N=j)].xreplace(self.results_next[0])
L_balance = lambdify([self.EQ["theta_new_0_{N}".format(N=j)],
self.EQ["psi_01_{N}".format(N=j - getattr(self, "tau_01"))],
self.EQ["psi_02_{N}".format(N=j - getattr(self, "tau_02"))],
self.EQ["theta_new_1_{N}".format(N=j)],
self.EQ["psi_10_{N}".format(N=j - getattr(self, "tau_10"))],
self.EQ["psi_12_{N}".format(N=j - getattr(self, "tau_12"))],
self.EQ["theta_new_2_{N}".format(N=j)],
self.EQ["psi_20_{N}".format(N=j - getattr(self, "tau_20"))],
self.EQ["psi_21_{N}".format(N=j - getattr(self, "tau_21"))]], L_balance_subs)
consumption_subs = self.COND["consuming_bound_{N}".format(N=j)].xreplace(self.results_next[0])
consumption = lambdify((self.EQ["st_new_0_{N}".format(N=j)],
self.EQ["st_new_1_{N}".format(N=j)],
self.EQ["st_new_2_{N}".format(N=j)],
self.EQ["su_old_2_{N}".format(N=j)],
self.EQ["theta_new_2_{N}".format(N=j)],
self.EQ["psi_20_{N}".format(N=j - getattr(self, "tau_20"))],
self.EQ["psi_21_{N}".format(N=j - getattr(self, "tau_21"))],
self.EQ["st_old_0_{N}".format(N=j - self.tau)],
self.EQ["st_old_1_{N}".format(N=j - self.tau)],
self.EQ["st_old_2_{N}".format(N=j - self.tau)]), consumption_subs)
balance_subs = self.COND["balance_new_{N}".format(N=j)].xreplace(self.results_next[0])
balance = lambdify([self.EQ["st_new_0_{N}".format(N=j)],
self.EQ["st_new_1_{N}".format(N=j)],
self.EQ["st_new_2_{N}".format(N=j)],
self.EQ["st_old_0_{N}".format(N=j - self.tau)],
self.EQ["st_old_1_{N}".format(N=j - self.tau)],
self.EQ["st_old_2_{N}".format(N=j - self.tau)],
self.EQ["theta_new_0_{N}".format(N=j)],
self.EQ["psi_01_{N}".format(N=j - getattr(self, "tau_01"))],
self.EQ["psi_02_{N}".format(N=j - getattr(self, "tau_02"))],
self.EQ["theta_new_1_{N}".format(N=j)],
self.EQ["psi_10_{N}".format(N=j - getattr(self, "tau_10"))],
self.EQ["psi_12_{N}".format(N=j - getattr(self, "tau_12"))],
self.EQ["theta_new_2_{N}".format(N=j)],
self.EQ["psi_20_{N}".format(N=j - getattr(self, "tau_20"))],
self.EQ["psi_21_{N}".format(N=j - getattr(self, "tau_21"))]], balance_subs)
try:
st_new_0 = [prev_vector[self.EQ["st_new_{i}_{N}".format(i=i, N=j)]] for i in range(0, 3)]
su_old_0 = [prev_vector[self.EQ["su_old_{i}_{N}".format(i=i, N=j)]] for i in range(0, 3)]
st_old_0 = [prev_vector[self.EQ["st_old_{i}_{N}".format(i=i, N=j - self.tau)]] for i in range(0, 3)]
except Exception as e:
st_new_0 = [prev_vector[self.EQ["st_new_{i}_{N}".format(i=i, N=j + self.dt)]] for i in range(0, 3)]
su_old_0 = [prev_vector[self.EQ["su_old_{i}_{N}".format(i=i, N=j + self.dt)]] for i in range(0, 3)]
st_old_0 = [prev_vector[self.EQ["st_old_{i}_{N}".format(i=i, N=j - self.tau + self.dt)]] for i in
range(0, 3)]
st_new_generator = self.generate_s_around(self.ds / 2, 1.0, st_new_0)
su_old_generator = list(self.generate_s_around(self.ds / 2, 1.0, su_old_0))
# TODO create theta_psi generator around !!!
f_min = 1000
for st_new in st_new_generator:
for st_old in generators[j]:
if K_new_0(st_old[0], st_new[0]) >= 0 and \
K_new_1(st_old[1], st_new[1]) >= 0 and \
K_new_2(st_old[2], st_new[2]) >= 0 and \
L_balance(*chain(st_new, st_old)) >= 0:
b = balance(*chain(st_new, st_old))
if lb <= round(b, 4) <= rb:
for su_old in su_old_generator:
c = consumption(*chain(st_new, [su_old[2]], st_old)) - self.C
if c >= 0:
f_cur = sum(map(lambda x: x ** 2, np.subtract(st_new, st_new_0))) + \
sum(map(lambda x: x ** 2, np.subtract(su_old, su_old_0))) + \
sum(map(lambda x: x ** 2, np.subtract(st_old, st_old_0))) + abs(b)
if f_cur < f_min:
_st_new, _st_old, _su_old = st_new, st_old, su_old
f_min = f_cur
log.debug("f_min = {}", f_min)
if f_min <= 1:
break
if not _su_old:
log.info("nothing was found")
is_complete = False
break
log.info("step {} st_new: {} su_old: {} st_old: {}", j, _st_new, _su_old, _st_old)
for i in range(0, 3):
self.results_next[0].update({self.EQ["st_old_{i}_{N}".format(i=i, N=j - self.tau)]: _st_old[i]})
self.results_next[0].update({self.EQ["su_old_{i}_{N}".format(i=i, N=j)]: _su_old[i]})
self.results_next[0].update({self.EQ["st_new_{i}_{N}".format(i=i, N=j)]: _st_new[i]})
l_old = [self.EQ["L_old_{i}_{N}".format(N=j, i=i)].xreplace(self.results_next[0]) for i in range(0, 3)]
l_new = [self.EQ["L_new_{i}_{N}".format(N=j, i=i)].xreplace(self.results_next[0]) for i in range(0, 3)]
log.info("L_old: {} L_new: {}", l_old, l_new)
target_func = self.EQ["X_new_0_{N}".format(N=j)] / self.EQ["L_new_0_{N}".format(N=j)] + \
self.EQ["X_new_1_{N}".format(N=j)] / self.EQ["L_new_1_{N}".format(N=j)] + \
self.EQ["X_new_2_{N}".format(N=j)] / self.EQ["L_new_2_{N}".format(N=j)]
log.info("F = {}", target_func.xreplace(self.results_next[0]))
log.info("dL = {}", [l_old[i] - l_new[i] for i in range(0, 3)])
log.info("Phase 2 is completed")
return is_complete
def find_min_vector(self, results):
log.info("Start building target_func for minimization")
target_func = -(self.EQ["X_new_0_{N}".format(N=self.N)] / self.EQ["L_new_0_{N}".format(N=self.N)] +
self.EQ["X_new_1_{N}".format(N=self.N)] / self.EQ["L_new_1_{N}".format(N=self.N)] +
self.EQ["X_new_2_{N}".format(N=self.N)] / self.EQ["L_new_2_{N}".format(N=self.N)])
log.debug("Inited target_func")
step = 0
f_prev = -target_func.xreplace(results[0])
log.debug("Subs target_func")
f_current = 0
self.labor = {}
self.capital = {}
log.debug("Start minimization iterations")
while True:
for j in reversed(list(self.xfrange(self.tau + self.dt, self.N + self.dt, self.dt))):
log.debug("step = {step} Minimize st_new_{N} su_old_{N} su_old_{pN} st_old_{pN} theta_psi_{N}",
{"step": step, "N": j, "pN": j - self.tau})
search_vector = [self.EQ["st_new_{i}_{N}".format(i=i, N=j)] for i in range(0, 3)] + \
[self.EQ["su_old_{i}_{N}".format(i=i, N=j)] for i in range(0, 3)] + \
[self.EQ["su_old_{i}_{N}".format(i=i, N=j - self.tau)] for i in range(0, 3)] + \
[self.EQ["st_old_{i}_{N}".format(i=i, N=j - self.tau)] for i in range(0, 3)] + \
[self.EQ["theta_new_0_{N}".format(N=j)],
self.EQ["psi_01_{N}".format(N=j)],
self.EQ["psi_02_{N}".format(N=j)],
self.EQ["theta_new_1_{N}".format(N=j)],
self.EQ["psi_10_{N}".format(N=j)],
self.EQ["psi_12_{N}".format(N=j)],
self.EQ["theta_new_2_{N}".format(N=j)],
self.EQ["psi_20_{N}".format(N=j)],
self.EQ["psi_21_{N}".format(N=j)]]
if not self._part_vector(target_func, search_vector, step, results):
break
step += 1
else:
f_current = -target_func.xreplace(results[step])
log.debug("f_prev = {} f_current = {}", f_prev, f_current)
delta = f_prev - f_current
log.debug("Delta = {}", delta)
if abs(delta) > 0.001:
f_prev = f_current
log.debug("step = {} Go to another one minimization cycle ", step)
continue
elif delta > 0:
log.debug("Optimization on step {} made function worse, return to previous results", step)
step -= 1
break
log.info("Optimization complete. Final results are:")
for k, v in results[step].items():
log.debug("{} = {}", k, v)
target_func_val = target_func.xreplace(results[step])
log.info("F = {}", -target_func_val)
l_old = [self.EQ["L_old_{i}_{N}".format(N=self.N, i=i)].xreplace(self.results[step]) for i in range(0, 3)]
l_new = [self.EQ["L_new_{i}_{N}".format(N=self.N, i=i)].xreplace(self.results[step]) for i in range(0, 3)]
log.info("L_old: {} L_new: {}", l_old, l_new)
# log.info("dL = {}", [l_old[i] - l_new[i] for i in range(0, 3)])
self.target_func.update({self.dt: target_func_val})
self.labor[0] = {}
self.capital[0] = {}
for j in self.xfrange(self.tau + self.dt, self.N + self.dt, self.dt):
self.labor[0].update({"L_{N}".format(N=j): str(self.EQ["L_{N}".format(N=j)])})
self._build_labor_eq(j, results, step, "_new")
self._build_labor_eq(j, results, step, "_old")
self._build_theta_eq(j, results, step, "_new")
# self._build_theta_eq(j, results, step, "_old")
self.capital[0].update({"K_new_{i}_{N}".format(N=j, i=i):
str(self.EQ["K_new_{i}_{N}".format(N=j, i=i)].xreplace(results[step])) for i in
range(0, 3)})
def _part_vector(self, target_func, search_vector, step, results):
subs_vector = {k: v for k, v in results[step].items() if k not in search_vector}
log.debug("Start lambdifing objective")
objective = scipy_f_wrap(lambdify(search_vector, target_func.xreplace(subs_vector)))
log.debug("Finish lambdifing objective")
init_vector = [results[step][s] for s in search_vector]
ieqcons_list = []
eqcons_list = []
COND = {}
bounds_x = []
log.debug("Build X >= 0 conditions")
for i in range(0, len(search_vector)):
ieqcons_list.append(lambda x, i=i: x[i])
COND[" >= 0 X%d" % i] = lambda x, i=i: x[i]
bounds_x.append((0, 1))
log.debug("Build 1th phase conditions")
for j in self.xfrange(self.dt, self.tau + self.dt, self.dt):
cond_list = (
("== 0 invest_M_{N}".format(N=j), self.COND["invest_M_{N}".format(N=j)].xreplace(subs_vector)),
("== 0 balance_{N}".format(N=j), self.COND["balance_{N}".format(N=j)].xreplace(subs_vector)),
)
for name, cond in cond_list:
if len(cond.free_symbols) > 0:
f = scipy_f_wrap(lambdify(search_vector, cond))
eqcons_list.append(f)
COND[name] = f
cond = self.COND["consuming_bound_L_{N}".format(N=j)].xreplace(subs_vector)
if len(cond.free_symbols) > 0:
f = scipy_f_wrap(lambdify(search_vector, cond))
ieqcons_list.append(f)
COND[" >= 0 consuming_bound_L_{N}".format(N=j)] = f
log.debug("Build 2th phase conditions")
for j in self.xfrange(self.tau + self.dt, self.N + self.dt, self.dt):
log.debug("j = {} Build invest and balance cond", j)
cond_list = (
("== 0 invest_old_M_{N}".format(N=j), self.COND["invest_old_M_{N}".format(N=j)].xreplace(subs_vector)),
("== 0 invest_new_M_{N}".format(N=j), self.COND["invest_new_M_{N}".format(N=j)].xreplace(subs_vector)),
("== 0 balance_new_{N}".format(N=j), self.COND["balance_new_{N}".format(N=j)].xreplace(subs_vector))
)
log.debug("j = {} Finish subs invest and balance cond", j)
for name, cond in cond_list:
if len(cond.free_symbols) > 0:
f = scipy_f_wrap(lambdify(search_vector, cond))
eqcons_list.append(f)
COND[name] = f
log.debug("j = {} Build consuming bound cond", j)
cond = self.COND["consuming_bound_L_{N}".format(N=j)].xreplace(subs_vector)
log.debug("j = {} Finish subs consuming bound cond", j)
if len(cond.free_symbols) > 0:
f = scipy_f_wrap(lambdify(search_vector, cond))
ieqcons_list.append(f)
COND[" >= 0 consuming_bound_L_{N}".format(N=j)] = f
log.debug("j = {} Build labor balance cond", j)
cond = self.COND["L_balance_{N}".format(N=j)].xreplace(subs_vector)
log.debug("j = {} Finish subs labor balance cond", j)
if len(cond.free_symbols) > 0:
f = scipy_f_wrap(lambdify(search_vector, cond))
ieqcons_list.append(f)
COND[" >= 0 L_balance_{N}".format(N=j)] = f
for i in range(0, 3):
log.debug("j = {} Theta-Psi-{} bound cond", j, i)
cond = self.COND["theta_psi_bound_{i}_{N}".format(i=i, N=j)].xreplace(subs_vector)
log.debug("j = {} Finish subs theta-Psi-{} bound cond", j, i)
if len(cond.free_symbols) > 0:
f = scipy_f_wrap(lambdify(search_vector, cond))
ieqcons_list.append(f)
COND[" >= 0 theta_psi_bound_{i}_{N}".format(N=j, i=i)] = f
log.debug("Run fmin_slsqp")
min_vector = fmin_slsqp(func=objective,
x0=np.array(init_vector),
eqcons=eqcons_list,
ieqcons=ieqcons_list,
bounds=bounds_x,
iter=1000,
acc=0.1)
if np.isnan(min_vector[0]):
log.debug("fmin_slsqp returned Nan results")
return False
log.debug("fmin_slsqp returned results")
results[step + 1] = {k: v for k, v in results[step].items()}
for i, s in enumerate(search_vector):
results[step + 1].update({s: min_vector[i]})
log.debug("{} = {}", s, min_vector[i])
for name, cond in COND.items():
log.debug("{} {}", cond(min_vector), name)
return True
@staticmethod
def save_pickle(results, f_name):
with open('%s_v2.pickle' % f_name, 'wb') as handle:
pickle.dump(results, handle, protocol=pickle.HIGHEST_PROTOCOL)
log.info("Saved result vector to file %s" % f_name)
@staticmethod
def save_json(results, fname):
with open('%s_v2.json' % fname, 'w') as handle:
json.dump({str(k): {str(nk): nv for nk, nv in v.items()}
for k, v in results.items()}, handle, ensure_ascii=False)
log.info("Saved result vector to file %s" % fname)
@staticmethod
def save_target_f_json(results, f_name):
with open('%s_v2.json' % f_name, 'w') as handle:
json.dump({str(k): str(v) for k, v in results.items()}, handle, ensure_ascii=False)
log.info("Saved target function values to file %s" % f_name)
@staticmethod
def load_pickle(f_name):
with open('%s_v2.pickle' % f_name, 'rb') as handle:
results = pickle.load(handle)
log.info("Loaded result vector from file")
return results