%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % % NatLab changelog % % % % Current version: v1.5 (June 2006) % % % % Project page: http://www.complexity-research.org/natlab % % % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% NatLab is an asynchronous simulation platform for artificial stock markets. This project was initiated by Sorin Solomon and Lev Muchnik, and is currently maintained by Gilles Daniel. Every collaboration is welcome, so please do not hesitate to contact us: * Lev Muchnik levmuchnik [at] gmail.com * Gilles Daniel gilles [at] isi.it In preparation -------------- v1.5, June 2006 --------------- - Core: improved random number generator (power-laws and weibull distributions) - Core: keep track of the order flow and order book - Agents: RiskAversion becomes a general parameter - Agents: InformerTrader improved (record traders state and book state) - Agents: keep track of all orders sent, executed and cancelled v1.4, April 2006 ---------------- - Core: the tick size is now decimal (e.g. 0.01) instead of fractional (e.g. 1/32) - Core: all waiting times and delays are drawn from an exponential distribution by default - Core: check the orders validity when they are issued and just before execution - Agents: add the BookImbalanceTrader and ConsensusMaker - GUI: handle manually exceptions concerning non-integers entered where integers are expected v1.3, March 2006 ---------------- - Core: waiting times between traders wake-up is exponential, and not Gaussian anymore - Agents: new soup of traders (randomCARA, randomCRRA, SelfRef) - GUI: the Market Configurations is stored in MarketConfigurations.ini, independently from the executable name - GUI: the last window state (position and frames) is now stored and restored at startup - GUI: we use Windows XP theme thanks to the manifest.xml - GUI: link to the homepage (http://www.complexity-research.org/natlab) in the Help section v1.2, March 2006 ---------------- - Core: ability to run "and if" scenarii, i.e. come back in time, alter the state of the world, and run forward the simulations - Core: we control completely the random seed (class TRandom), so that simulations can be fully reproduced - Core: we use the Mersenne Twister pseudo-random number generator - Agents: we created the "Empty Agent" as a template to build other agents - GUI: simplifications v1.1, January 2006 ------------------ - GUI: the limit order book can now be displayed and recorded v1.0, June 2004 --------------- - original release