net.sourceforge.jasa.agent.strategy
Interface FixedQuantityStrategy

All Superinterfaces:

MarketEventListener, TradingStrategy

All Known Implementing Classes:

AdaptiveStrategyImpl, BeatTheQuoteStrategy, DiscreteLearnerStrategy, EquilibriumPriceStrategy, EstimatedEPStrategy, FixedDirectionStrategy, FixedPriceStrategy, FixedQuantityStrategyImpl, GDLStrategy, GDQStrategy, GDStrategy, KaplanStrategy, MarkupStrategyDecorator, MDPStrategy, MomentumStrategy, PriestVanTolStrategy, ProportionalMarkupStrategy, PureSimpleStrategy, RandomConstrainedStrategy, RandomUnconstrainedStrategy, SimpleMarkupStrategy, SimpleMomentumStrategy, StimuliResponseStrategy, TruthTellingStrategy, ZIPStrategy

public interface FixedQuantityStrategy
extends TradingStrategy

Strategies implementing this interface indicate that they bid a constant quantity in each market round.

Method Summary

int	getQuantity()
void	setQuantity(int quantity) Specify the quantity to bid for.

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

determineQuantity, initialise, isBuy, modifyOrder, setAgent, subscribeToEvents

Method Detail

setQuantity

void setQuantity(int quantity)

Specify the quantity to bid for.

getQuantity

int getQuantity()