net.sourceforge.jasa.agent.strategy
Class ZIPStrategy

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.ZIPStrategy

All Implemented Interfaces:

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

public class ZIPStrategy
extends MomentumStrategy

An implementation of the Zero-Intelligence-Plus (ZIP) strategy. See:

"Minimal Intelligence Agents for Bargaining Behaviours in Market-based Environments" Dave Cliff 1997.

Field Summary

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

ZIPStrategy()

ZIPStrategy(AbstractTradingAgent agent, RandomEngine prng)

ZIPStrategy(RandomEngine prng)

Method Summary

protected void	adjustMargin()
protected void	buyerStrategy()
java.lang.Object	protoClone()
protected void	sellerStrategy()

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

adjustMargin, afterPropertiesSet, calculatePrice, eventOccurred, getCurrentPrice, getInitialMarginDistribution, getLastShout, getLearner, getPrng, getScaling, getTrAskPrice, getTrBidPrice, getTrPrice, initialise, isLastShoutAccepted, modifyShout, onAgentPolled, onMarketOpen, 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, 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

Constructor Detail

ZIPStrategy

public ZIPStrategy()

ZIPStrategy

public ZIPStrategy(AbstractTradingAgent agent,
                   RandomEngine prng)

ZIPStrategy

public ZIPStrategy(RandomEngine prng)

Method Detail

protoClone

public java.lang.Object protoClone()

Overrides:

protoClone in class AbstractTradingStrategy

adjustMargin

protected void adjustMargin()

Specified by:

adjustMargin in class MomentumStrategy

sellerStrategy

protected void sellerStrategy()

buyerStrategy

protected void buyerStrategy()