net.sourceforge.jasa.agent.strategy
Class GDStrategy

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.GDStrategy

All Implemented Interfaces:

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

public class GDStrategy
extends FixedDirectionStrategy
implements java.io.Serializable

An 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

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

See Also:

HistoricalDataReport

Field Summary

protected HistoricalDataReport	historyStats
protected double	max
static double	MAX_PRICE
protected double	maxPoint

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

auction, tradeDirectionPolicy

Constructor Summary

GDStrategy()

Method Summary

double	calculateProbability(double price)
void	eventOccurred(SimEvent event)
TokenTradingAgent	getAgent()
HistoricalDataReport	getHistoryStats()
boolean	modifyShout(Order shout)
void	onMarketOpen(MarketOpenEvent event)
void	onRoundClosed(Market auction)
java.lang.Object	protoClone()
void	setHistoryStats(HistoricalDataReport historyStats)
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

historyStats

protected HistoricalDataReport historyStats

MAX_PRICE

public static double MAX_PRICE

Constructor Detail

GDStrategy

public GDStrategy()

Method Detail

protoClone

public java.lang.Object protoClone()

Overrides:

protoClone in class AbstractTradingStrategy

subscribeToEvents

public void subscribeToEvents(EventScheduler scheduler)

Specified by:

subscribeToEvents in interface TradingStrategy

eventOccurred

public void eventOccurred(SimEvent event)

onMarketOpen

public void onMarketOpen(MarketOpenEvent event)

getAgent

public TokenTradingAgent getAgent()

Overrides:

getAgent in class AbstractTradingStrategy

modifyShout

public boolean modifyShout(Order shout)

Overrides:

modifyShout in class FixedDirectionStrategy

calculateProbability

public double calculateProbability(double price)

onRoundClosed

public void onRoundClosed(Market auction)

getHistoryStats

public HistoricalDataReport getHistoryStats()

setHistoryStats

public void setHistoryStats(HistoricalDataReport historyStats)