Mirror(镜像)

Mirror is the program used in our paper "An identification mechanism of stock price bubble: evidence from Chinese stock market", which is mainly used to simulates stock automatic trading.

How to use Mirror

To drive mirror, you need to provide the following several groups of data:

1. Initial stock price (by modifying data/datarequiredformirror.xlsx/initPrice.sheet)
2. The probability of users purchasing each stock each year (by modifying data/DataRequiredForMirror.xlsx/purchaseProb.sheet, please refer to our paper for the calculation method of purchase probability)
3. Number of trading days per month per year (by modifying data/DataRequiredForMirror.xlsx/trading day and trading year.sheet)
4. The initial capital of each user and the total number of shares of each stock (by modifying data/DataRequiredForMirror.xlsx/initFund.sheet, our suggestion is to give each user the same initial capital, and the total capital is twice the total initial value of all stocks)

We have given the templates of the DataRequiredForMirror.xlsx, you can change the internal data according to your needs, but please do not change the file name, sheet name, column name.

In addition, you also need to give the following three values:

1. Number of users participating by modifying userNeeds.json-USERS_NUM
2. The number of stocks participating in the simulation by modifying userNeeds.json-SHARES_NUM (please keep the same with the number of stocks filled in the DataRequiredForMirror.xlsx)
3. The duration years of the simulation by modifying userNeeds.json-LAST_YEARS (please keep it consistent with the length of the year filled in the DataRequiredForMirror.xlsx)

After given the above data, you can start Mirror by entering the following commands in the terminal, and the simulation results will be stored in the result folder:

cd Mirror\src
python main.py

And you're done! The execution process will be printed in the terminal.

How to install

Make sure that git and python3 (and python3's pip) have been installed on your computer, and you can install Mirror (and its dependencies) by entering the following commands in the terminal:

git clone https://github.com/xf97/Mirror
cd Mirror
pip install -r usedPackage.txt

And you're done!

Supported operating systems

At present, we have only tested Mirror on Windows 10.

License

This program is issued, reproduced or used under the permission of MIT. Please indicate the source when using.