net.sourceforge.jasa.market.rules
Class EquilibriumBeatingAcceptingPolicy

java.lang.Object
  net.sourceforge.jasa.market.rules.OrderAcceptancePolicy
      net.sourceforge.jasa.market.rules.QuoteBeatingAcceptingPolicy
          net.sourceforge.jasa.market.rules.EquilibriumBeatingAcceptingPolicy

All Implemented Interfaces:

MarketEventListener

public class EquilibriumBeatingAcceptingPolicy
extends QuoteBeatingAcceptingPolicy

implements the shout-accepting rule under which a shout must be more competitive than an estimated equilibrium. The equilibrium is estimated through some learning algorithm, e.g. sliding-window-average learning and widrowhoff learning, by training with transaction prices.

Field Summary

protected static IllegalOrderException	askException
protected static IllegalOrderException	bidException Reusable exceptions for performance
protected double	delta A parameter used to adjust the equilibrium price estimate so as to relax the restriction.
static java.lang.String	EST_EQUILIBRIUM_PRICE
protected MimicryLearner	learner
static java.lang.String	P_DEF_BASE
static java.lang.String	P_DELTA
static java.lang.String	P_LEARNER

Fields inherited from class net.sourceforge.jasa.market.rules.QuoteBeatingAcceptingPolicy

DISCLAIMER

Fields inherited from class net.sourceforge.jasa.market.rules.OrderAcceptancePolicy

auctioneer

Constructor Summary

EquilibriumBeatingAcceptingPolicy()

Method Summary

protected void	askNotAnImprovementException()
protected void	bidNotAnImprovementException()
void	check(Order shout) checks whether
void	eventOccurred(MarketEvent event)
double	getDelta()
MimicryLearner	getLearner()
void	initialise()
void	reset()
void	setDelta(double delta)
void	setLearner(MimicryLearner learner)
java.lang.String	toString()

Methods inherited from class net.sourceforge.jasa.market.rules.OrderAcceptancePolicy

getAuctioneer, setAuctioneer

Methods inherited from class java.lang.Object

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

Field Detail

bidException

protected static IllegalOrderException bidException

Reusable exceptions for performance

askException

protected static IllegalOrderException askException

delta

protected double delta

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

See Also:

Constant Field Values

learner

protected MimicryLearner learner

P_LEARNER

public static final java.lang.String P_LEARNER

See Also:

Constant Field Values

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

See Also:

Constant Field Values

EST_EQUILIBRIUM_PRICE

public static final java.lang.String EST_EQUILIBRIUM_PRICE

See Also:

Constant Field Values

Constructor Detail

EquilibriumBeatingAcceptingPolicy

public EquilibriumBeatingAcceptingPolicy()

Method Detail

initialise

public void initialise()

Overrides:

initialise in class OrderAcceptancePolicy

reset

public void reset()

Overrides:

reset in class OrderAcceptancePolicy

check

public void check(Order shout)
           throws IllegalOrderException

checks whether

shout

can beat the estimated equilibrium.

Overrides:

check in class QuoteBeatingAcceptingPolicy

Throws:

IllegalOrderException

bidNotAnImprovementException

protected void bidNotAnImprovementException()
                                     throws IllegalOrderException

Throws:

IllegalOrderException

askNotAnImprovementException

protected void askNotAnImprovementException()
                                     throws IllegalOrderException

Throws:

IllegalOrderException

eventOccurred

public void eventOccurred(MarketEvent event)

Overrides:

eventOccurred in class OrderAcceptancePolicy

setDelta

public void setDelta(double delta)

getDelta

public double getDelta()

getLearner

public MimicryLearner getLearner()

setLearner

public void setLearner(MimicryLearner learner)

toString

public java.lang.String toString()

Overrides:

toString in class OrderAcceptancePolicy