net.sourceforge.jasa.agent.strategy
Class RandomConstrainedStrategy

java.lang.Object
  extended by AbstractStrategy
      extended by net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
          extended by net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl
              extended by net.sourceforge.jasa.agent.strategy.FixedDirectionStrategy
                  extended by net.sourceforge.jasa.agent.strategy.RandomConstrainedStrategy
All Implemented Interfaces:
java.io.Serializable, java.lang.Cloneable, FixedQuantityStrategy, TradingStrategy, MarketEventListener

public class RandomConstrainedStrategy
extends FixedDirectionStrategy
implements java.io.Serializable

A trading strategy that in which we bid a different random markup on our agent's private value in each market round. This strategy is often referred to as Zero Intelligence Constrained (ZI-C) in the literature.

Parameters

base.maxmarkup
double >= 0
(the maximum markup to bid for)

 

Field Summary
protected  AbstractContinousDistribution markupDistribution
           
 
Fields inherited from class net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
auction, tradeDirectionPolicy
 
Constructor Summary
RandomConstrainedStrategy()
           
RandomConstrainedStrategy(AbstractTradingAgent agent)
           
 
Method Summary
 AbstractContinousDistribution getMarkupDistribution()
           
 boolean modifyShout(Order shout)
           
 void onRoundClosed(Market auction)
           
 void setMarkupDistribution(AbstractContinousDistribution markupDistribution)
           
 java.lang.String toString()
           
 
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, wait, wait, wait
 
Methods inherited from interface net.sourceforge.jasa.agent.TradingStrategy
initialise, isBuy, modifyOrder, setAgent, subscribeToEvents
 

Field Detail

markupDistribution

protected AbstractContinousDistribution markupDistribution
Constructor Detail

RandomConstrainedStrategy

public RandomConstrainedStrategy()

RandomConstrainedStrategy

public RandomConstrainedStrategy(AbstractTradingAgent agent)
Method Detail

modifyShout

public boolean modifyShout(Order shout)
Overrides:
modifyShout in class FixedDirectionStrategy

onRoundClosed

public void onRoundClosed(Market auction)

toString

public java.lang.String toString()

getMarkupDistribution

public AbstractContinousDistribution getMarkupDistribution()

setMarkupDistribution

public void setMarkupDistribution(AbstractContinousDistribution markupDistribution)