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antonkolotaev committed Sep 10, 2013
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Expand Up @@ -3,68 +3,14 @@ FiQuant Market Microstructure Simulator

The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.

.. contents::
:local:
:depth: 1
:backlinks: none
.. _`Install notes`: doc/install.rst
.. _`Rationale for module design`: doc/rationale.rst
.. _`Simple and compound modules`: doc/modules.rst

Installation
------------

This version of the simulator requires Python 2.7 installed

Following Python packages need to be installed:

- ``blist``: https://pypi.python.org/pypi/blist/
- ``docutils``: https://pypi.python.org/pypi/docutils
- ``numpy``: https://pypi.python.org/pypi/numpy
- ``pandas``: http://pandas.pydata.org/

For running scripts and offline visualisation Veusz package is needed

- ``Veusz``: http://home.gna.org/veusz/

In order to run the web server you need also Flask package installed:

- ``Flask``: http://flask.pocoo.org/

Normally all these packages can be downloaded and installed using ``pip`` (http://www.pip-installer.org/) or ``easy_install`` (https://pypi.python.org/pypi/setuptools)

Offline usage with Veusz
------------------------

After having downloaded simulator and having installed all packages needed ``VEUSZ_EXE`` environment variable should be assigned to the path to the Veusz executable. Afterwards, sample simulations may be launched:

.. code-block :: bash
> cd marketsim/samples
> python try_dependency.py
. . . . . . . . .
. . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . .
75509 events processed in 18.849016855s with rate 4005.99143079 event/s
>
.. image:: doc/Figures/veusz-dependency.png

Running a Web-server with online interface
------------------------------------------

``wsgi/flaskapp.py`` launches the Web server at default port 80:

.. code-block :: bash
> cd wsgi
> python flaskapp.py
* Running on http://127.0.0.1:80/
After that you may open ``localhost`` page in your Web browser:

.. image:: doc/Figures/web-traders.png

Press **Run** button to launch the simulation:

.. image:: doc/Figures/web-volume-levels.png

`Install notes`_
----------------
`Rationale for module design`_
------------------------------
`Simple and compound modules`_
------------------------------

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