Merge pull request #71 from masanorihirano/release/0.0.15

Release/0.0.15

pams/order_book.py

@@ -79,7 +79,9 @@ def cancel(self, cancel: Cancel) -> None:
         """
         cancel.order.is_canceled = True
         cancel.placed_at = self.time
-        self._remove(cancel.order)
+        if cancel.order in self.priority_queue:
+            # in case that order is executed before canceling.
+            self._remove(cancel.order)
 
     def get_best_order(self) -> Optional[Order]:
         """get the order with the highest priority.

pams/runners/sequential.py

@@ -457,7 +457,7 @@ def _handle_orders(
                     log_: CancelLog = market._cancel_order(cancel=order)
                     agent = self.simulator.id2agent[order.order.agent_id]
                     agent.canceled_order(log=log_)
-                    self.simulator._trigger_event_after_cancel(cancel_log=order)
+                    self.simulator._trigger_event_after_cancel(cancel_log=log_)
                 else:
                     raise NotImplementedError
                 if session.with_order_execution:
@@ -517,7 +517,7 @@ def _handle_orders(
                             log_ = market._cancel_order(cancel=order)
                             agent = self.simulator.id2agent[order.order.agent_id]
                             agent.canceled_order(log=log_)
-                            self.simulator._trigger_event_after_cancel(cancel_log=order)
+                            self.simulator._trigger_event_after_cancel(cancel_log=log_)
                         else:
                             raise NotImplementedError
                         if session.with_order_execution:

pams/session.py

@@ -119,7 +119,7 @@ def setup(self, settings: Dict[str, Any], *args, **kwargs) -> None:  # type: ign
         # TODO: check malOrders + maxHighFrequencyOrders >= 1
         if "highFrequencySubmitRate" in settings:
             # TODO: check non-negative
-            self.max_high_frequency_orders = settings["highFrequencySubmitRate"]
+            self.high_frequency_submission_rate = settings["highFrequencySubmitRate"]
             if "hifreqSubmitRate" in settings:
                 raise ValueError(
                     "hifreqSubmitRate is replaced to highFrequencySubmitRate in pams. Please delete it."

pams/simulator.py

@@ -347,7 +347,7 @@ def _trigger_event_after_cancel(self, cancel_log: "CancelLog") -> None:  # type:
         Returns:
             None
         """
-        time: int = cancel_log.time
+        time: int = cancel_log.cancel_time
         event_hooks = self.events_dict["cancel_after"]
         target_event_hooks: List[EventHook] = []
         if None in event_hooks:

pams/version.py

@@ -1 +1 @@
-__version__ = "0.0.14"
+__version__ = "0.0.15"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pams"
-version = "0.0.14"
+version = "0.0.15"
 description = "PAMS: Platform for Artificial Market Simulations"
 authors = ["Masanori HIRANO <[email protected]>"]
 license = "MIT"