Untitled

import pandas as pd
import numpy as np

# Load data
bidding_df = pd.read_csv('./players_L1.csv', index_col=0)[['Q_n', 'P_n']]
bidding_df['P_n'] = bidding_df['P_n'] / 100

# Function to calculate market price for order book
def get_orderbook_price(bids, asks):
    if not bids.empty and not asks.empty:
        highest_bid = bids['P_n'].iloc[0]
        lowest_ask = asks['P_n'].iloc[0]
        if highest_bid >= lowest_ask:
            return (highest_bid + lowest_ask) / 2
        else:
            return lowest_ask  # Return the highest bid when there's no overlap
    return None

# Function to calculate market price using price function
def get_function_price(bids, asks):
    Y = asks.Q_n.sum()
    X = np.sum((bids.Q_n.abs() * (bids.P_n)))
    x = Y/X
    return price_function_sigmoid(x, L=0.10, K=0.23, X_0=optimal_theta, B=optimal_B)

# Original market prices
bids = bidding_df[bidding_df['Q_n'] < 0].sort_values(by='P_n', ascending=False)
asks = bidding_df[bidding_df['Q_n'] > 0].sort_values(by='P_n')
bids['Q_n'] = bids['Q_n'].abs()

original_orderbook_price = get_orderbook_price(bids, asks)
original_function_price = get_function_price(bids, asks)

# Introduce a market buy order (e.g., a buy order of volume 100 at a price 10% higher than the highest bid)
market_buy_order_volume = 2
market_buy_order_price = 0.23 #bids['P_n'].iloc[0] * 1.5

new_bid = pd.DataFrame([{'Q_n': market_buy_order_volume, 'P_n': market_buy_order_price}])
bids = pd.concat([bids, new_bid], ignore_index=True)

bids = bids.sort_values(by='P_n', ascending=False)

# New market prices after introducing market buy order
new_orderbook_price = get_orderbook_price(bids, asks)
new_function_price = get_function_price(bids, asks)

# Compare robustness
orderbook_change = new_orderbook_price - original_orderbook_price
function_change = new_function_price - original_function_price

print("Change in Order Book Price:", orderbook_change)
print("Change in Price Function Price:", function_change)