net.sourceforge.jasa.report
Class HistoricalDataReport

java.lang.Object
  net.sourceforge.jasa.report.AbstractAuctionReport
      net.sourceforge.jasa.report.HistoricalDataReport

All Implemented Interfaces:

java.io.Serializable, AuctionReport

Deprecated.

@Deprecated
public class HistoricalDataReport
extends AbstractAuctionReport
implements java.io.Serializable

A historicalDataReport that keeps a historical record of the shouts in the market that lead to the last N transactions. This report is used to keep historical data that is used by various different trading strategies.

Since GDStrategy uses this historicalDataReport to compute the number of shouts above or below a certain price, which leads to slow simulation, SortedView and IncreasingQueryAccelerator are introduced to speed up GDStrategy's queries based on the pattern of prices of concern.

See Also:

Serialized Form

Nested Class Summary

class	HistoricalDataReport.IncreasingQueryAccelerator Deprecated. a class to speed up queries from GDStrategy regarding the number of shouts above or below a certain price.
class	HistoricalDataReport.SortedView Deprecated. a class providing sorted lists of shouts.

Field Summary

protected HistoricalDataReport.IncreasingQueryAccelerator	accelerator Deprecated.
protected java.util.HashSet<Order>	acceptedShouts Deprecated.
protected java.util.LinkedList<Order>	asks Deprecated.
protected java.util.LinkedList<Order>	bids Deprecated.
protected int	currentMemoryCell Deprecated.
protected double	highestBidPrice Deprecated.
protected Order	highestUnacceptedBid Deprecated.
protected double	lowestAskPrice Deprecated.
protected Order	lowestUnacceptedAsk Deprecated.
protected int[]	memoryAsks Deprecated.
protected int[]	memoryBids Deprecated.
protected int	memorySize Deprecated.
protected java.util.Observable	observableProxy Deprecated.
protected java.util.TreeSet<Order>	sortedShouts Deprecated.
protected HistoricalDataReport.SortedView	view Deprecated.

Fields inherited from class net.sourceforge.jasa.report.AbstractAuctionReport

auction

Constructor Summary

HistoricalDataReport()
Deprecated.

Method Summary

boolean	accepted(Order shout) Deprecated.
void	addObserver(java.util.Observer o) Deprecated.
void	addToSortedShouts(Order shout) Deprecated.
void	checkConsistency() Deprecated.
void	deleteObserver(java.util.Observer o) Deprecated.
void	disableIncreasingQueryAccelerator() Deprecated.
void	disableSortedView() Deprecated.
void	eventOccurred(SimEvent event) Deprecated.
void	finalReport() Deprecated.
java.util.List<Order>	getAsks() Deprecated.
java.util.List<Order>	getBids() Deprecated.
double	getHighestAcceptedAskPrice() Deprecated.
double	getHighestBidPrice() Deprecated.
double	getHighestUnacceptedBidPrice() Deprecated.
HistoricalDataReport.IncreasingQueryAccelerator	getIncreasingQueryAccelerator() Deprecated.
double	getLowestAcceptedBidPrice() Deprecated.
double	getLowestAskPrice() Deprecated.
double	getLowestUnacceptedAskPrice() Deprecated.
int	getNumberOfAsks(double price, boolean accepted) Deprecated.
int	getNumberOfBids(double price, boolean accepted) Deprecated.
int	getNumberOfShouts(java.util.List<Order> shouts, double price, boolean accepted) Deprecated.
int	getNumberOfTrades() Deprecated.
HistoricalDataReport.SortedView	getSortedView() Deprecated.
void	initialise() Deprecated.
protected void	initialisePriceRanges() Deprecated.
protected void	markMatched(java.util.List<Order> shouts) Deprecated.
void	produceUserOutput() Deprecated.
protected void	removeNShouts(int n, java.util.LinkedList<Order> shouts) Deprecated.
void	reset() Deprecated.
void	roundClosed(RoundFinishedEvent event) Deprecated.
java.util.Iterator	sortedShoutIterator() Deprecated.
java.lang.String	toString() Deprecated.
void	updateShoutLog(OrderPlacedEvent event) Deprecated.
void	updateTransPriceLog(TransactionExecutedEvent event) Deprecated.

Methods inherited from class net.sourceforge.jasa.report.AbstractAuctionReport

getAuction, getName, getVariableBindings, setAuction

Methods inherited from class java.lang.Object

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

Field Detail

asks

protected java.util.LinkedList<Order> asks

Deprecated.

bids

protected java.util.LinkedList<Order> bids

Deprecated.

sortedShouts

protected java.util.TreeSet<Order> sortedShouts

Deprecated.

acceptedShouts

protected java.util.HashSet<Order> acceptedShouts

Deprecated.

memorySize

protected int memorySize

Deprecated.

currentMemoryCell

protected int currentMemoryCell

Deprecated.

memoryBids

protected int[] memoryBids

Deprecated.

memoryAsks

protected int[] memoryAsks

Deprecated.

lowestAskPrice

protected double lowestAskPrice

Deprecated.

highestBidPrice

protected double highestBidPrice

Deprecated.

highestUnacceptedBid

protected Order highestUnacceptedBid

Deprecated.

lowestUnacceptedAsk

protected Order lowestUnacceptedAsk

Deprecated.

accelerator

protected HistoricalDataReport.IncreasingQueryAccelerator accelerator

Deprecated.

view

protected HistoricalDataReport.SortedView view

Deprecated.

observableProxy

protected java.util.Observable observableProxy

Deprecated.

Constructor Detail

HistoricalDataReport

public HistoricalDataReport()

Deprecated.

Method Detail

addObserver

public void addObserver(java.util.Observer o)

Deprecated.

deleteObserver

public void deleteObserver(java.util.Observer o)

Deprecated.

checkConsistency

public void checkConsistency()

Deprecated.

removeNShouts

protected void removeNShouts(int n,
                             java.util.LinkedList<Order> shouts)

Deprecated.

updateTransPriceLog

public void updateTransPriceLog(TransactionExecutedEvent event)

Deprecated.

initialise

public void initialise()

Deprecated.

reset

public void reset()

Deprecated.

updateShoutLog

public void updateShoutLog(OrderPlacedEvent event)

Deprecated.

roundClosed

public void roundClosed(RoundFinishedEvent event)

Deprecated.

eventOccurred

public void eventOccurred(SimEvent event)

Deprecated.

Overrides:

eventOccurred in class AbstractAuctionReport

getNumberOfTrades

public int getNumberOfTrades()

Deprecated.

getHighestBidPrice

public double getHighestBidPrice()

Deprecated.

getLowestAskPrice

public double getLowestAskPrice()

Deprecated.

getHighestUnacceptedBidPrice

public double getHighestUnacceptedBidPrice()

Deprecated.

getLowestAcceptedBidPrice

public double getLowestAcceptedBidPrice()

Deprecated.

getLowestUnacceptedAskPrice

public double getLowestUnacceptedAskPrice()

Deprecated.

getHighestAcceptedAskPrice

public double getHighestAcceptedAskPrice()

Deprecated.

getBids

public java.util.List<Order> getBids()

Deprecated.

getAsks

public java.util.List<Order> getAsks()

Deprecated.

accepted

public boolean accepted(Order shout)

Deprecated.

getNumberOfAsks

public int getNumberOfAsks(double price,
                           boolean accepted)

Deprecated.

getNumberOfBids

public int getNumberOfBids(double price,
                           boolean accepted)

Deprecated.

sortedShoutIterator

public java.util.Iterator sortedShoutIterator()

Deprecated.

addToSortedShouts

public void addToSortedShouts(Order shout)

Deprecated.

getNumberOfShouts

public int getNumberOfShouts(java.util.List<Order> shouts,
                             double price,
                             boolean accepted)

Deprecated.

Parameters:

shouts -

price - the sign of price controls whether higher shouts or lower shouts are needed

accepted -

Returns:

the number of shouts that meet the specified condition

produceUserOutput

public void produceUserOutput()

Deprecated.

Overrides:

produceUserOutput in class AbstractAuctionReport

initialisePriceRanges

protected void initialisePriceRanges()

Deprecated.

markMatched

protected void markMatched(java.util.List<Order> shouts)

Deprecated.

finalReport

public void finalReport()

Deprecated.

toString

public java.lang.String toString()

Deprecated.

Overrides:

toString in class java.lang.Object

getSortedView

public HistoricalDataReport.SortedView getSortedView()

Deprecated.

disableSortedView

public void disableSortedView()

Deprecated.

getIncreasingQueryAccelerator

public HistoricalDataReport.IncreasingQueryAccelerator getIncreasingQueryAccelerator()

Deprecated.

disableIncreasingQueryAccelerator

public void disableIncreasingQueryAccelerator()

Deprecated.