net.sourceforge.jasa.agent.strategy
Class PriestVanTolStrategy

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.MomentumStrategy
                      net.sourceforge.jasa.agent.strategy.PriestVanTolStrategy

All Implemented Interfaces:

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

public class PriestVanTolStrategy
extends MomentumStrategy
implements java.io.Serializable

Field Summary

protected HistoricalDataReport

historicalDataReport

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

absolutePerterbationDistribution, currentPrice, initialMarginDistribution, lastShout, lastShoutAccepted, learner, prng, relativePerterbationDistribution, scaling, trAskPrice, trBidPrice, trPrice

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

auction, tradeDirectionPolicy

Constructor Summary

PriestVanTolStrategy(AbstractTradingAgent agent, RandomEngine prng)

Method Summary

protected void	adjustMargin()
protected double	calculatePrice(double margin)
HistoricalDataReport	getHistoricalDataReport()
void	onMarketOpen(MarketOpenEvent event)
void	setHistoricalDataReport(HistoricalDataReport historicalDataReport)

Methods inherited from class net.sourceforge.jasa.agent.strategy.MomentumStrategy

adjustMargin, afterPropertiesSet, eventOccurred, getCurrentPrice, getInitialMarginDistribution, getLastShout, getLearner, getPrng, getScaling, getTrAskPrice, getTrBidPrice, getTrPrice, initialise, isLastShoutAccepted, modifyShout, onAgentPolled, onOrderPlaced, onRoundClosed, onTransactionExecuted, perterb, setInitialMarginDistribution, setLearner, setLearner, setMargin, setPrng, setScaling, subscribeToEvents, targetMargin

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.TradingStrategy

isBuy, modifyOrder, setAgent

Field Detail

historicalDataReport

protected HistoricalDataReport historicalDataReport

Constructor Detail

PriestVanTolStrategy

public PriestVanTolStrategy(AbstractTradingAgent agent,
                            RandomEngine prng)

Method Detail

onMarketOpen

public void onMarketOpen(MarketOpenEvent event)

Overrides:

onMarketOpen in class MomentumStrategy

adjustMargin

protected void adjustMargin()

Specified by:

adjustMargin in class MomentumStrategy

calculatePrice

protected double calculatePrice(double margin)

Overrides:

calculatePrice in class MomentumStrategy

getHistoricalDataReport

public HistoricalDataReport getHistoricalDataReport()

setHistoricalDataReport

public void setHistoricalDataReport(HistoricalDataReport historicalDataReport)