pymarket.statistics.profits module¶
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pymarket.statistics.profits.calculate_profits(bids, transactions, reservation_prices=None, fees=None, **kwargs)[source]¶ Extras from the transactions and the bids the profit of each player and the market maker
Parameters: - bids (pd.DataFrame) – Collections of bids to be used
- transactions (pd.DataFrame) – Collection of transactions to be taken into account
- reservation_prices (dict, (Default value = None)) – Maping between users and their reservation prices. If None, it is assumed that each user bided truthfully and the information is extracted from the bid.
- fees (np.ndarray, (Default value = None)) – List of fees that each user has to pay to trade in the market.
Returns: profit – A dictionary with three values: * player_bid: A list with the profits of each user using their bids as reservation prices * player_reservation: Same as above but using their reservation prices, if none are provided, it is the same as player_bid * market: profit of the market maker
Return type: Examples
>>> tm = pm.TransactionManager() >>> bm = pm.BidManager() >>> bm.add_bid(1, 3, 0) 0 >>> bm.add_bid(1, 2, 1) 1 >>> bm.add_bid(1.5, 1, 2, False) 2 >>> tm.add_transaction(0, 1, 2, 2, False) 0 >>> tm.add_transaction(2, 1, 2, 0, False) 1 >>> rp = {2: 0} >>> profits = calculate_profits(bm.get_df(), tm.get_df(), ... reservation_prices=rp) >>> profits['player_bid'] array([1., 0., 1.]) >>> profits['player_reservation'] array([1., 0., 2.]) >>> profits['market'] 0.0