net.sourceforge.jasa.agent.strategy
Class SimpleMarkupStrategy

java.lang.Object
  AbstractStrategy
      net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy
          net.sourceforge.jasa.agent.strategy.FixedQuantityStrategyImpl
              net.sourceforge.jasa.agent.strategy.SimpleMarkupStrategy

All Implemented Interfaces:

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

public class SimpleMarkupStrategy
extends FixedQuantityStrategyImpl

A strategy which sets the current price and direction of the agent's order based on a forecast of the next period price, as specified by the agent's valuation policy.

See Also:

ReturnForecastValuationPolicy

Field Summary

protected double	markup
protected AbstractContinousDistribution	markupDistribution
protected RandomEngine	prng

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

auction, tradeDirectionPolicy

Constructor Summary

SimpleMarkupStrategy()

Method Summary

AbstractContinousDistribution	getMarkupDistribution()
RandomEngine	getPrng()
void	initialiseMarkup()
boolean	modifyShout(Order shout)
void	setMarkupDistribution(AbstractContinousDistribution markupDistribution)
void	setPrng(RandomEngine prng)

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, toString, wait, wait, wait

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

initialise, isBuy, modifyOrder, setAgent, subscribeToEvents

Field Detail

prng

protected RandomEngine prng

markup

protected double markup

markupDistribution

protected AbstractContinousDistribution markupDistribution

Constructor Detail

SimpleMarkupStrategy

public SimpleMarkupStrategy()

Method Detail

modifyShout

public boolean modifyShout(Order shout)

Overrides:

modifyShout in class FixedQuantityStrategyImpl

getPrng

public RandomEngine getPrng()

setPrng

public void setPrng(RandomEngine prng)

getMarkupDistribution

public AbstractContinousDistribution getMarkupDistribution()

setMarkupDistribution

public void setMarkupDistribution(AbstractContinousDistribution markupDistribution)

initialiseMarkup

public void initialiseMarkup()