net.sourceforge.jasa.agent.strategy
Class GDLStrategy

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.GDLStrategy

All Implemented Interfaces:

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

public class GDLStrategy
extends FixedDirectionStrategy
implements java.io.Serializable

A modified implementation of the Gjerstad Dickhaut strategy. Agents using this strategy calculate the probability of any bid being accepted and bid to maximize expected profit. See

"Price Formation in Double Auctions" S. Gjerstad, J. Dickhaut and R. Palmer

The strategy is modified in that instead of a cubic interpolation, a linear one is used.

Note that you must configure a report of type HistoricalDataReport in order to use this strategy.

Parameters

base .maxprice double >= 0	(max price in market)

See Also:

HistoricalDataReport

Field Summary

protected HistoricalDataReport	historicalDataReport
protected double	max
static double	MAX_PRICE
protected double	maxPoint
static java.lang.String	P_DEF_BASE
static java.lang.String	P_MAXPRICE

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

auction, tradeDirectionPolicy

Constructor Summary

GDLStrategy()

Method Summary

void	auctionOpen(MarketOpenEvent event)
void	eventOccurred(MarketEvent event)
TokenTradingAgent	getAgent()
HistoricalDataReport	getHistoricalDataReport()
boolean	modifyShout(Order shout)
void	onRoundClosed(Market auction)
java.lang.Object	protoClone()
void	setHistoricalDataReport(HistoricalDataReport historicalDataReport)
void	subscribeToEvents(EventScheduler scheduler)

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, getTradeDirectionPolicy, initialise, isBuy, modifyOrder, 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

Field Detail

maxPoint

protected double maxPoint

max

protected double max

historicalDataReport

protected HistoricalDataReport historicalDataReport

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

See Also:

Constant Field Values

P_MAXPRICE

public static final java.lang.String P_MAXPRICE

See Also:

Constant Field Values

MAX_PRICE

public static double MAX_PRICE

Constructor Detail

GDLStrategy

public GDLStrategy()

Method Detail

protoClone

public java.lang.Object protoClone()

Overrides:

protoClone in class AbstractTradingStrategy

eventOccurred

public void eventOccurred(MarketEvent event)

subscribeToEvents

public void subscribeToEvents(EventScheduler scheduler)

Specified by:

subscribeToEvents in interface TradingStrategy

auctionOpen

public void auctionOpen(MarketOpenEvent event)

modifyShout

public boolean modifyShout(Order shout)

Overrides:

modifyShout in class FixedDirectionStrategy

getAgent

public TokenTradingAgent getAgent()

Overrides:

getAgent in class AbstractTradingStrategy

onRoundClosed

public void onRoundClosed(Market auction)

getHistoricalDataReport

public HistoricalDataReport getHistoricalDataReport()

setHistoricalDataReport

public void setHistoricalDataReport(HistoricalDataReport historicalDataReport)