net.sourceforge.jasa.agent.strategy
Class BeatTheQuoteStrategy

java.lang.Object
  extended by AbstractStrategy
      extended by net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
          extended by net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl
              extended by net.sourceforge.jasa.agent.strategy.FixedDirectionStrategy
                  extended by net.sourceforge.jasa.agent.strategy.BeatTheQuoteStrategy
All Implemented Interfaces:
java.io.Serializable, java.lang.Cloneable, FixedQuantityStrategy, TradingStrategy, MarketEventListener

public class BeatTheQuoteStrategy
extends FixedDirectionStrategy

 

Field Summary
protected  double perterb
           
protected  RandomEngine prng
           
 
Fields inherited from class net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
auction, tradeDirectionPolicy
 
Constructor Summary
BeatTheQuoteStrategy(AbstractTradingAgent agent, RandomEngine prng)
           
BeatTheQuoteStrategy(RandomEngine prng)
           
 
Method Summary
 boolean modifyShout(Order shout)
           
 void onRoundClosed(Market auction)
           
 
Methods inherited from class net.sourceforge.jasa.agent.strategy.FixedDirectionStrategy
isBuy, isSell, setBuy
 
Methods inherited from class net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl
determineQuantity, getQuantity, setQuantity
 
Methods inherited from class net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
clone, getAgent, getTradeDirectionPolicy, initialise, isBuy, modifyOrder, protoClone, reset, setAgent, setTradeDirectionPolicy
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface net.sourceforge.jasa.agent.TradingStrategy
initialise, isBuy, modifyOrder, setAgent, subscribeToEvents
 

Field Detail

perterb

protected double perterb

prng

protected RandomEngine prng
Constructor Detail

BeatTheQuoteStrategy

public BeatTheQuoteStrategy(RandomEngine prng)

BeatTheQuoteStrategy

public BeatTheQuoteStrategy(AbstractTradingAgent agent,
                            RandomEngine prng)
Method Detail

onRoundClosed

public void onRoundClosed(Market auction)

modifyShout

public boolean modifyShout(Order shout)
Overrides:
modifyShout in class FixedDirectionStrategy