net.sourceforge.jasa.agent.valuation
Class ChartistForecaster

java.lang.Object
  net.sourceforge.jasa.agent.valuation.AbstractReturnForecaster
      net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon
          net.sourceforge.jasa.agent.valuation.ChartistForecaster

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, ReturnForecaster

public class ChartistForecaster
extends ReturnForecasterWithTimeHorizon
implements java.io.Serializable

See Also:

Serialized Form

Field Summary

protected TimeSeriesWindow	history
protected int	sampleInterval
protected AbstractContinousDistribution	windowSizeDistribution

Fields inherited from class net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon

alpha, currentPrediction, historicalPredictions, historicalPrices, market, timeHorizon, totalSquaredError

Constructor Summary

ChartistForecaster()

ChartistForecaster(AbstractContinousDistribution windowSizeDistribution)

Method Summary

double	calculateHistoricalMeanReturn()
void	eventOccurred(SimEvent event)
double	getNextPeriodReturnForecast(Market market)
int	getSampleInterval()
AbstractContinousDistribution	getWindowSizeDistribution()
void	initialiseWindowSize()
void	onRoundClosedEvent(RoundFinishedEvent event)
void	onSimulationStarting(SimulationStartingEvent event)
void	setSampleInterval(int sampleInterval)
void	setWindowSize(int windowSize)
void	setWindowSizeDistribution(AbstractContinousDistribution windowSizeDistribution)
void	subscribeToEvents(EventScheduler scheduler)
void	updatePriceHistory(RoundFinishedEvent event)

Methods inherited from class net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon

afterPropertiesSet, clone, dispose, getAlpha, getForecastError, getReturnForecast, getTimeHorizon, onRoundFinished, setAlpha, setTimeHorizon

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

history

protected TimeSeriesWindow history

windowSizeDistribution

protected AbstractContinousDistribution windowSizeDistribution

sampleInterval

protected int sampleInterval

Constructor Detail

ChartistForecaster

public ChartistForecaster(AbstractContinousDistribution windowSizeDistribution)

ChartistForecaster

public ChartistForecaster()

Method Detail

getNextPeriodReturnForecast

public double getNextPeriodReturnForecast(Market market)

Specified by:

getNextPeriodReturnForecast in class ReturnForecasterWithTimeHorizon

calculateHistoricalMeanReturn

public double calculateHistoricalMeanReturn()

updatePriceHistory

public void updatePriceHistory(RoundFinishedEvent event)

eventOccurred

public void eventOccurred(SimEvent event)

Overrides:

eventOccurred in class ReturnForecasterWithTimeHorizon

onSimulationStarting

public void onSimulationStarting(SimulationStartingEvent event)

Overrides:

onSimulationStarting in class ReturnForecasterWithTimeHorizon

onRoundClosedEvent

public void onRoundClosedEvent(RoundFinishedEvent event)

initialiseWindowSize

public void initialiseWindowSize()

subscribeToEvents

public void subscribeToEvents(EventScheduler scheduler)

Overrides:

subscribeToEvents in class ReturnForecasterWithTimeHorizon

getWindowSizeDistribution

public AbstractContinousDistribution getWindowSizeDistribution()

setWindowSizeDistribution

public void setWindowSizeDistribution(AbstractContinousDistribution windowSizeDistribution)

getSampleInterval

public int getSampleInterval()

setSampleInterval

public void setSampleInterval(int sampleInterval)

setWindowSize

public void setWindowSize(int windowSize)