net.sourceforge.jasa.agent.strategy
Class DiscreteLearnerStrategy

java.lang.Object
  AbstractStrategy
      net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
          net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl
              net.sourceforge.jasa.agent.strategy.FixedDirectionStrategy
                  net.sourceforge.jasa.agent.strategy.AdaptiveStrategyImpl
                      net.sourceforge.jasa.agent.strategy.DiscreteLearnerStrategy

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, AdaptiveStrategy, FixedQuantityStrategy, TradingStrategy, MarketEventListener

Direct Known Subclasses:

MDPStrategy, StimuliResponseStrategy

public abstract class DiscreteLearnerStrategy
extends AdaptiveStrategyImpl
implements java.io.Serializable

A class representing a strategy in which we adapt our bids using a discrete learning algorithm.

Field Summary

protected double

markupScale A scaling factor used to multiply-up the output from the learning algorithm.

Fields inherited from class net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy

auction, tradeDirectionPolicy

Constructor Summary

DiscreteLearnerStrategy()

DiscreteLearnerStrategy(AbstractTradingAgent agent)

Method Summary

abstract int	act() Generate an action from the learning algorithm.
void	eventOccurred(SimEvent event)
double	getMarkupScale()
void	initialise()
abstract void	learn(Market auction) Perform learning.
boolean	modifyShout(Order shout)
void	onRoundFinished(RoundFinishedEvent event)
void	setMarkupScale(double markupScale)
void	subscribeToEvents()

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, 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.strategy.AdaptiveStrategy

getLearner, setLearner

Methods inherited from interface net.sourceforge.jasa.agent.TradingStrategy

determineQuantity, isBuy, modifyOrder, setAgent, subscribeToEvents

Field Detail

markupScale

protected double markupScale

A scaling factor used to multiply-up the output from the learning algorithm.

Constructor Detail

DiscreteLearnerStrategy

public DiscreteLearnerStrategy(AbstractTradingAgent agent)

DiscreteLearnerStrategy

public DiscreteLearnerStrategy()

Method Detail

initialise

public void initialise()

Specified by:

initialise in interface TradingStrategy

Overrides:

initialise in class AbstractTradingStrategy

onRoundFinished

public void onRoundFinished(RoundFinishedEvent event)

subscribeToEvents

public void subscribeToEvents()

eventOccurred

public void eventOccurred(SimEvent event)

modifyShout

public boolean modifyShout(Order shout)

Overrides:

modifyShout in class FixedDirectionStrategy

getMarkupScale

public double getMarkupScale()

setMarkupScale

public void setMarkupScale(double markupScale)

act

public abstract int act()

Generate an action from the learning algorithm.

learn

public abstract void learn(Market auction)

Perform learning.