TO DO * set seed to have same price paths across sessions. * Caterina: at beginning of session change seed out of a choice of two. * reinitialize state at beginning of each week * when changing order of week with restrictions, make sure to also change conditions for showing pages with decision possible or not (i.e. if people choose restrictions or not) * when changing order, change "r blocked", and change Alert (switch), Introduction (to say every two periods blocked), Endblock (reverted) * if make a change in soft, make same change in hard * programming robot a) compute Bayesian proba b) derive decisions buy/sell/hold c) add column appraising of decision (for blocked periods) d) implement decision in blocked periods by changing holdings as appropriate * testing random numbers import excel "C:\Users\alescia\Downloads\hard_treatment_automatic_2020-06-19.xlsx", sheet("Sheet1") firstrow gen total_payoff= playerprice_a+ playerprice_b+ playerprice_c+50 twoway (line total_payoff subsessionround_number) (line playerprice_a subsessionround_number) (line playerprice_b subsessionround_number) (line playerprice_c subsessionround_number) if sessioncode=="as40zznm", by(playerid_in_group) xline(23 45, lcolor(green)) yline(0 100, lcolor(red)) DONE * change message "2 consecutive periods of no trading" into just one * change into 3x8 hours periods of trading if cannot solve notifications * advance people manually every 8 hours if did not log in to trade in a period (maybe), or *time everything with reference to the end of the experiment* * send email to people on a regular interval to remind them of the experiment (with personalized link to their id in the experiment) * record if a page was submitted by timeout: def before_next_page(self): if self.timeout_happened: self.player.xyz = True * why are there 65 periods and not 3*21? * stop after 21 periods? --> no, move on. * default to NO if no decision in third treatment * acquisition price should be 100 in period 22, 43 --> show this when announcing new treatment * change 0 previous price to NA * for testing, change all so number of periods is 9 total * make stock prices independent * let people trade each each period * be aware there are "hidden rounds" 1, 22, 43, and real rounds 2-21, 23-42, 44-65 * test still works if not connected FOR CATERINA: * Change Endblock.html to be more specific what the choice of the person is. * Clarify Fin3 in the survey. Spell it out, not obvious it is related to previous question. * REMEMBER THOSE ARE ONLY THE FIRST TWO TREATMENTS; AND WE NEED TO DO THE REVERSE TREATMENTS WHERE RESTRICTIONS ARE IN THE FIRST PHASE * Let's think of a possible "robo-adviser" treatment which always advises to buy if up and sell if down, since this is the best possible strategy. Or does automatic trading unless stopped doing so. COMMAND REMINDERS #to test experiment: otree devserver Then open your browser to http://localhost:8000 to try out the survey. # to run robots In your session config, set use_browser_bots=True. then run server to run on the command line (not on server) then otree test mysession 100 if want to run 100 people add --export if want file with record