net.sourceforge.jasa.agent.strategy
Class EstimatedEPStrategy

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.EstimatedEPStrategy

All Implemented Interfaces:

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

public class EstimatedEPStrategy
extends FixedDirectionStrategy

Field Summary

protected HistoricalDataReport	historicalDataReport
protected double	perterb
protected boolean	truthTeller
protected double	truthTellingProbability

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

auction, tradeDirectionPolicy

Constructor Summary

EstimatedEPStrategy()

EstimatedEPStrategy(AbstractTradingAgent agent)

Method Summary

protected double	estimatedAskQuote()
protected double	estimatedBidQuote()
void	eventOccurred(MarketEvent event)
HistoricalDataReport	getHistoricalDataReport()
boolean	modifyShout(Order shout)
void	onRoundClosed(Market auction)
void	setHistoricalDataReport(HistoricalDataReport historicalDataReport)

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

historicalDataReport

protected HistoricalDataReport historicalDataReport

perterb

protected double perterb

truthTeller

protected boolean truthTeller

truthTellingProbability

protected double truthTellingProbability

Constructor Detail

EstimatedEPStrategy

public EstimatedEPStrategy(AbstractTradingAgent agent)

EstimatedEPStrategy

public EstimatedEPStrategy()

Method Detail

eventOccurred

public void eventOccurred(MarketEvent event)

modifyShout

public boolean modifyShout(Order shout)

Overrides:

modifyShout in class FixedDirectionStrategy

onRoundClosed

public void onRoundClosed(Market auction)

estimatedBidQuote

protected double estimatedBidQuote()

estimatedAskQuote

protected double estimatedAskQuote()

getHistoricalDataReport

public HistoricalDataReport getHistoricalDataReport()

setHistoricalDataReport

public void setHistoricalDataReport(HistoricalDataReport historicalDataReport)