net.sourceforge.jasa.market.auctioneer
Class ContinuousDoubleAuctioneerEE

java.lang.Object
  net.sourceforge.jasa.market.auctioneer.AbstractAuctioneer
      net.sourceforge.jasa.market.auctioneer.TransparentAuctioneer
          net.sourceforge.jasa.market.auctioneer.ContinuousDoubleAuctioneer
              net.sourceforge.jasa.market.auctioneer.ContinuousDoubleAuctioneerEE

All Implemented Interfaces:

java.io.Serializable, java.lang.Cloneable, MarketEventListener, Auctioneer, QuoteProvider

Deprecated. GenericDoubleAuctioneer with EquilibriumBeatingAcceptingPolicy should be used.

An auctioneer for a double market with continuous clearing and equlibrium price estimation.

The clearing operation is performed every time a shout arrives. Shouts must beat the current quote and be at the right side of the estimated equilibrium price in order to be accepted.

Parameters

base .memorysize int >=1	(how many recent transaction prices memorized to get the average as the esimated equilibrium)	base .delta 0 <=double <=1	(relaxing the restriction put by the estimated equilibrium price )

public class ContinuousDoubleAuctioneerEE
extends ContinuousDoubleAuctioneer
implements java.io.Serializable, MarketEventListener

See Also:

Serialized Form

Field Summary

protected double	delta Deprecated. A parameter used to adjust the equilibrium price estimate so as to relax the restriction.
static java.lang.String	EST_EQUILIBRIUM_PRICE Deprecated.
protected FixedLengthQueue	memory Deprecated.
protected int	memorySize Deprecated. A parameter used to adjust the number of recent transaction prices to be memorized so as to compute the average as the equilibrium price estimate
static java.lang.String	P_DEF_BASE Deprecated.
static java.lang.String	P_DELTA Deprecated.
static java.lang.String	P_MEMORYSIZE Deprecated.

Fields inherited from class net.sourceforge.jasa.market.auctioneer.ContinuousDoubleAuctioneer

account, askException, bidException, DISCLAIMER

Fields inherited from class net.sourceforge.jasa.market.auctioneer.TransparentAuctioneer

acceptedShouts, lastAsk, lastBid, lastShout

Fields inherited from class net.sourceforge.jasa.market.auctioneer.AbstractAuctioneer

clearingPolicy, clearingQuote, currentQuote, market, orderBook, pricingPolicy

Constructor Summary

ContinuousDoubleAuctioneerEE()
Deprecated.

ContinuousDoubleAuctioneerEE(Market auction)
Deprecated.

Method Summary

void	checkImprovement(Order shout) Deprecated.
void	eventOccurred(MarketEvent event) Deprecated.
protected void	initialise() Deprecated.
void	reset() Deprecated.

Methods inherited from class net.sourceforge.jasa.market.auctioneer.ContinuousDoubleAuctioneer

askNotAnImprovementException, bidNotAnImprovementException, checkShoutValidity, clone, generateQuote, getAccount, newShoutInternal, onEndOfDay, onRoundClosed, shoutsVisible

Methods inherited from class net.sourceforge.jasa.market.auctioneer.TransparentAuctioneer

getLastAsk, getLastBid, getLastShout, orderFilled, recordMatch, transactionsOccurred

Methods inherited from class net.sourceforge.jasa.market.auctioneer.AbstractAuctioneer

askIterator, askQuote, bidIterator, bidQuote, clear, clear, clear, determineClearingPrice, getClearingPolicy, getClearingQuote, getMarket, getOrderBook, getPricingPolicy, getQuote, getUnmatchedAsks, getUnmatchedBids, newOrder, printState, protoClone, removeOrder, setClearingPolicy, setClearingQuote, setMarket, setOrderBook, setPricingPolicy, toString

Methods inherited from class java.lang.Object

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

Field Detail

delta

protected double delta

Deprecated.

A parameter used to adjust the equilibrium price estimate so as to relax the restriction.

P_DELTA

public static final java.lang.String P_DELTA

Deprecated.

See Also:

Constant Field Values

memorySize

protected int memorySize

Deprecated.

A parameter used to adjust the number of recent transaction prices to be memorized so as to compute the average as the equilibrium price estimate

P_MEMORYSIZE

public static final java.lang.String P_MEMORYSIZE

Deprecated.

See Also:

Constant Field Values

EST_EQUILIBRIUM_PRICE

public static final java.lang.String EST_EQUILIBRIUM_PRICE

Deprecated.

See Also:

Constant Field Values

memory

protected FixedLengthQueue memory

Deprecated.

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

Deprecated.

See Also:

Constant Field Values

Constructor Detail

ContinuousDoubleAuctioneerEE

public ContinuousDoubleAuctioneerEE()

Deprecated.

ContinuousDoubleAuctioneerEE

public ContinuousDoubleAuctioneerEE(Market auction)

Deprecated.

Method Detail

initialise

protected void initialise()

Deprecated.

Overrides:

initialise in class AbstractAuctioneer

reset

public void reset()

Deprecated.

Overrides:

reset in class TransparentAuctioneer

checkImprovement

public void checkImprovement(Order shout)
                      throws IllegalOrderException

Deprecated.

Overrides:

checkImprovement in class ContinuousDoubleAuctioneer

Throws:

IllegalOrderException

eventOccurred

public void eventOccurred(MarketEvent event)

Deprecated.

Overrides:

eventOccurred in class AbstractAuctioneer