Method and system for operating a computer simulation
The disclosed method and system synchronizes information input into a simulation that is used to test a computer program in real time or simulated real time so that the program under test operates in an independent way. The method and system operates a timing protocol to connect one running computer process, a trading computer program, with another running process, a computer program that executes a market simulation.
1. A computer system for testing an external computer program process interacting with an agent based simulation process across a data network comprising:
computer memory comprised of program data that when executed causes the system to receive from the data network at least one trading instruction order data messages from the external program process and to store the received at least one trading instruction order data messages in a data buffer said data buffer corresponding to a next time step;
computer memory comprised of program data that when executed causes the system to synchronize by determining that the agent based simulation process has completed simulating a current time step and in dependence thereon, incrementing a data value representing the current time step to the next time step;
computer memory comprised of program data that when executed causes the system to broadcast using the data network a result data of the completed agent based simulation of the current time step to the external program process; and
computer memory comprised of program data that when executed causes the system to transmit the trading order data messages stored in the data buffer to the agent based simulation process in order that the agent based simulation process calculate its output for the next time step.
2. The system of claim 1 where the agent simulation process operates asynchronously to the external computer program process.
3. The system of claim 1 further comprising:
computer memory comprised of program data that when executed causes the system to provide a time step signal corresponding to a time step to the external program process and the agent based simulation process, where the agent based simulation process is further adapted to complete the time step referenced by the time step signal and then transmit a message to a time step module in response to the completion of the referenced time step.
4. The system of claim 2 further comprising:
computer memory comprised of program data that further causes the system to determine that the agent based simulation process has entered a steady state.
5. The system of claim 3 further comprising:
computer memory comprised of program data that further causes the system to increment the time step signal upon determining a logical condition that the agent based simulation process has completed processing the current time step.
6. The system of claim 3 further comprising computer memory comprised of program data that when executed causes the system to modify a period of time corresponding to the time step in dependence on the number of trading order data messages stored in the data buffer.
7. The system of claim 3 where a length of the time step signal is as long as a shortest latency period corresponding to a set of trader processes comprising the agent based simulation process.
8. The system of claim 3 where a width of the time step signal encompasses a single order event in the data buffer.
9. The system of claim 3 where an actual time to execute the time step is less than a corresponding simulated width of the time step.