Serialized Form

Package net.sourceforge.jasa.agent

Class net.sourceforge.jasa.agent.AgentGroup extends java.lang.Object implements Serializable

Serialized Fields

description

java.lang.String description

Class net.sourceforge.jasa.agent.Inventory extends java.lang.Object implements Serializable

Serialized Fields

quantity

int quantity

The number of shares held by the agent.

owner

TradingAgent owner

The agent whose inventory we are tracking.

Package net.sourceforge.jasa.agent.valuation

Class net.sourceforge.jasa.agent.valuation.AbstractRandomValuer extends AbstractValuationPolicy implements Serializable

Serialized Fields

value

double value

The current valuation.

distribution

AbstractContinousDistribution distribution

The probability distribution to use for drawing valuations.

Class net.sourceforge.jasa.agent.valuation.AbstractReturnForecaster extends java.lang.Object implements Serializable

Class net.sourceforge.jasa.agent.valuation.AbstractValuationPolicy extends java.lang.Object implements Serializable

Serialized Fields

agent

TradingAgent agent

Class net.sourceforge.jasa.agent.valuation.BuyerIntervalValuer extends IntervalValuer implements Serializable

Class net.sourceforge.jasa.agent.valuation.ChartistForecaster extends ReturnForecasterWithTimeHorizon implements Serializable

Serialized Fields

history

TimeSeriesWindow history

windowSizeDistribution

AbstractContinousDistribution windowSizeDistribution

sampleInterval

int sampleInterval

Class net.sourceforge.jasa.agent.valuation.DailyRandomValuer extends RandomValuer implements Serializable

Class net.sourceforge.jasa.agent.valuation.DistinctDistributionValuer extends AbstractRandomValuer implements Serializable

Serialized Fields

minValueMin

double minValueMin

minValueMax

double minValueMax

rangeMin

double rangeMin

rangeMax

double rangeMax

prng

RandomEngine prng

Class net.sourceforge.jasa.agent.valuation.FixedValuer extends AbstractValuationPolicy implements Serializable

Serialized Fields

value

double value

Class net.sourceforge.jasa.agent.valuation.FundamentalistForecaster extends ReturnForecasterWithTimeHorizon implements Serializable

Serialized Fields

fundamentalPrice

java.lang.Number fundamentalPrice

Class net.sourceforge.jasa.agent.valuation.GeometricBrownianMotionPriceProcess extends MarketPriceReportVariables implements Serializable

Serialized Fields

currentPrice

double currentPrice

initialPrice

double initialPrice

wienerProcess

double wienerProcess

drift

double drift

volatility

double volatility

dt

double dt

priceWrapper

MutableDoubleWrapper priceWrapper

prng

RandomEngine prng

noiseDistribution

Normal noiseDistribution

Class net.sourceforge.jasa.agent.valuation.IntervalValuer extends FixedValuer implements Serializable

Class net.sourceforge.jasa.agent.valuation.LinearWeightedReturnForecaster extends ReturnForecasterWithTimeHorizon implements Serializable

Serialized Fields

forecasters

ReturnForecasterWithTimeHorizon[] forecasters

weights

double[] weights

distributions

AbstractContinousDistribution[] distributions

scaling

double scaling

Class net.sourceforge.jasa.agent.valuation.NoiseTraderForecaster extends ReturnForecasterWithTimeHorizon implements Serializable

Serialized Fields

noiseDistribution

AbstractContinousDistribution noiseDistribution

prng

RandomEngine prng

Class net.sourceforge.jasa.agent.valuation.RandomScheduleValuer extends RandomValuer implements Serializable

Class net.sourceforge.jasa.agent.valuation.RandomValuer extends AbstractRandomValuer implements Serializable

Class net.sourceforge.jasa.agent.valuation.ReturnForecasterWithTimeHorizon extends AbstractReturnForecaster implements Serializable

Serialized Fields

timeHorizon

double timeHorizon

historicalPredictions

TimeSeriesWindow historicalPredictions

historicalPrices

TimeSeriesWindow historicalPrices

currentPrediction

double currentPrediction

totalSquaredError

double totalSquaredError

alpha

double alpha

market

Market market

Class net.sourceforge.jasa.agent.valuation.ReturnForecastValuationPolicy extends AbstractValuationPolicy implements Serializable

Serialized Fields

forecaster

ReturnForecaster forecaster

Class net.sourceforge.jasa.agent.valuation.SellerIntervalValuer extends IntervalValuer implements Serializable

Package net.sourceforge.jasa.market

Class net.sourceforge.jasa.market.Account extends java.lang.Object implements Serializable

Serialized Fields

funds

double funds

owner

java.lang.Object owner

Class net.sourceforge.jasa.market.AscendingOrderComparator extends java.lang.Object implements Serializable

Class net.sourceforge.jasa.market.AuctionClosedException extends AuctionRuntimeException implements Serializable

Class net.sourceforge.jasa.market.AuctionException extends java.lang.Exception implements Serializable

Class net.sourceforge.jasa.market.AuctionRuntimeException extends java.lang.RuntimeException implements Serializable

Class net.sourceforge.jasa.market.DataUnavailableException extends AuctionException implements Serializable

Class net.sourceforge.jasa.market.DescendingOrderComparator extends java.lang.Object implements Serializable

Class net.sourceforge.jasa.market.DuplicateShoutException extends IllegalOrderException implements Serializable

Class net.sourceforge.jasa.market.FourHeapOrderBook extends java.lang.Object implements Serializable

Serialized Fields

bIn

java.util.PriorityQueue<E> bIn

Matched bids in ascending order

bOut

java.util.PriorityQueue<E> bOut

Unmatched bids in descending order

sIn

java.util.PriorityQueue<E> sIn

Matched asks in descending order

sOut

java.util.PriorityQueue<E> sOut

Unmatched asks in ascending order

Class net.sourceforge.jasa.market.IllegalOrderException extends AuctionException implements Serializable

Class net.sourceforge.jasa.market.MarketQuote extends java.lang.Object implements Serializable

Serialized Fields

ask

java.lang.Double ask

The current ask-quote. Buyers need to beat this in order for their offers to get matched.

bid

java.lang.Double bid

The current bid-quote. Sellers need to ask less than this in order for their offers to get matched.

Class net.sourceforge.jasa.market.NotAnImprovementOverQuoteException extends IllegalOrderException implements Serializable

Class net.sourceforge.jasa.market.Order extends java.lang.Object implements Serializable

Serialized Fields

quantity

int quantity

The volume of this order.

price

double price

The price of this offer.

agent

TradingAgent agent

The agent placing this order.

isBid

boolean isBid

True if this order is a bid. False if this order is an ask.

timeStamp

SimulationTime timeStamp

The time that this order was placed.

child

Order child

The child of this order.

Class net.sourceforge.jasa.market.ShoutsNotVisibleException extends DataUnavailableException implements Serializable

Class net.sourceforge.jasa.market.ZeroCreditAccount extends Account implements Serializable

Class net.sourceforge.jasa.market.ZeroFundsAccount extends Account implements Serializable

Package net.sourceforge.jasa.market.auctioneer

Class net.sourceforge.jasa.market.auctioneer.AbstractAuctioneer extends java.lang.Object implements Serializable

Serialized Fields

market

Market market

orderBook

OrderBook orderBook

currentQuote

MarketQuote currentQuote

clearingQuote

MarketQuote clearingQuote

pricingPolicy

PricingPolicy pricingPolicy

clearingPolicy

ClearingPolicy clearingPolicy

Class net.sourceforge.jasa.market.auctioneer.AscendingAuctioneer extends TransparentAuctioneer implements Serializable

Serialized Fields

reservePrice

double reservePrice

The reservation price.

seller

TradingAgent seller

The seller.

account

Account account

quantity

int quantity

The number of items for sale.

Class net.sourceforge.jasa.market.auctioneer.ClearingHouseAuctioneer extends TransparentAuctioneer implements Serializable

Serialized Fields

account

ZeroFundsAccount account

Class net.sourceforge.jasa.market.auctioneer.ContinuousDoubleAuctioneer extends TransparentAuctioneer implements Serializable

Serialized Fields

account

ZeroFundsAccount account

Class net.sourceforge.jasa.market.auctioneer.ContinuousDoubleAuctioneerEE extends ContinuousDoubleAuctioneer implements Serializable

Serialized Fields

expectedHighestAsk

double expectedHighestAsk

Deprecated.

expectedLowestBid

double expectedLowestBid

Deprecated.

delta

double delta

Deprecated.

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

memorySize

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

memory

FixedLengthQueue memory

Deprecated.

Class net.sourceforge.jasa.market.auctioneer.GenericAuctioneer extends TransparentAuctioneer implements Serializable

Serialized Fields

account

ZeroFundsAccount account

clearingCondition

MarketClearingCondition clearingCondition

acceptingPolicy

OrderAcceptancePolicy acceptingPolicy

Class net.sourceforge.jasa.market.auctioneer.PeriodicClearingHouseAuctioneer extends ClearingHouseAuctioneer implements Serializable

Serialized Fields

shoutNumEachPeriod

int shoutNumEachPeriod

Deprecated.

shoutNum

int shoutNum

Deprecated.

Class net.sourceforge.jasa.market.auctioneer.SealedBidAuctioneer extends AbstractAuctioneer implements Serializable

Class net.sourceforge.jasa.market.auctioneer.TransparentAuctioneer extends AbstractAuctioneer implements Serializable

Serialized Fields

acceptedShouts

java.util.HashSet<E> acceptedShouts

The set of shouts that have been matched in the current round.

lastAsk

Order lastAsk

lastBid

Order lastBid

lastShout

Order lastShout

Package net.sourceforge.jasa.market.rules

Class net.sourceforge.jasa.market.rules.DiscriminatoryPricingPolicy extends KPricingPolicy implements Serializable

Class net.sourceforge.jasa.market.rules.EquilibriumClearingPolicy extends java.lang.Object implements Serializable

Serialized Fields

auctioneer

AbstractAuctioneer auctioneer

Class net.sourceforge.jasa.market.rules.KPricingPolicy extends java.lang.Object implements Serializable

Serialized Fields

k

double k

Class net.sourceforge.jasa.market.rules.NPricingPolicy extends java.lang.Object implements Serializable

Serialized Fields

n

int n

queue

FixedLengthQueue queue

Class net.sourceforge.jasa.market.rules.NullAuctionClosingCondition extends TimingCondition implements Serializable

Class net.sourceforge.jasa.market.rules.TimePriorityPricingPolicy extends DiscriminatoryPricingPolicy implements Serializable

Class net.sourceforge.jasa.market.rules.UniformPricingPolicy extends KPricingPolicy implements Serializable

Package net.sourceforge.jasa.report

Class net.sourceforge.jasa.report.AbstractAuctionReport extends java.lang.Object implements Serializable

Serialized Fields

auction

Market auction

The market we are keeping statistics on.

Class net.sourceforge.jasa.report.AbstractMarketStatsReport extends AbstractAuctionReport implements Serializable

Class net.sourceforge.jasa.report.AgentPayoffReport extends PayoffReport implements Serializable

Class net.sourceforge.jasa.report.BidPriceReport extends AbstractAuctionReport implements Serializable

Serialized Fields

stats

SummaryStats stats

Class net.sourceforge.jasa.report.CSVReport extends DataWriterReport implements Serializable

Class net.sourceforge.jasa.report.CurrentPriceReportVariables extends MarketPriceReportVariables implements Serializable

Class net.sourceforge.jasa.report.DailyStatsReport extends PriceStatisticsReport implements Serializable

Serialized Fields

dailyStats

java.util.Vector<E> dailyStats

Class net.sourceforge.jasa.report.DataWriterReport extends AbstractAuctionReport implements Serializable

Serialized Fields

askQuoteLog

DataWriter askQuoteLog

output for the ask component of market quotes as time series.

bidQuoteLog

DataWriter bidQuoteLog

output for the bid component of market quotes as time series.

bidLog

DataWriter bidLog

output for bid data as time series.

askLog

DataWriter askLog

output for ask data as time series.

transPriceLog

DataWriter transPriceLog

output for transaction price time series.

Class net.sourceforge.jasa.report.DynamicConvergenceReport extends AbstractMarketStatsReport implements Serializable

Serialized Fields

equilibriaStats

EquilibriumReportVariables equilibriaStats

The historicalDataReport used to calculate the equilibrium price.

quantity

int quantity

The quantity that each agent can theoretically trade per day. This should normally be set equal to agents' trade entitlement.

alpha

double alpha

equilibriumPrice

double equilibriumPrice

devSquareSum

double devSquareSum

Class net.sourceforge.jasa.report.DynamicSurplusReport extends AbstractMarketStatsReport implements Serializable

Serialized Fields

equilibriaStats

EquilibriumReportVariables equilibriaStats

The historicalDataReport used to calculate the equilibrium price.

surplusTable

gnu.trove.map.hash.TObjectDoubleHashMap<K> surplusTable

Total theoretically available profits per agent. This table maps AbstractTradingAgent keys onto double values.

quantity

int quantity

The quantity that each agent can theoretically trade per day. This should normally be set equal to agents' trade entitlement.

efficiency

double efficiency

Class net.sourceforge.jasa.report.EventReport extends AbstractAuctionReport implements Serializable

Class net.sourceforge.jasa.report.GroupPayoffReport extends PayoffReport implements Serializable

Class net.sourceforge.jasa.report.HistoricalDataReport extends AbstractAuctionReport implements Serializable

Serialized Fields

asks

java.util.LinkedList<E> asks

Deprecated.

bids

java.util.LinkedList<E> bids

Deprecated.

sortedShouts

java.util.TreeSet<E> sortedShouts

Deprecated.

acceptedShouts

java.util.HashSet<E> acceptedShouts

Deprecated.

memorySize

int memorySize

Deprecated.

currentMemoryCell

int currentMemoryCell

Deprecated.

memoryBids

int[] memoryBids

Deprecated.

memoryAsks

int[] memoryAsks

Deprecated.

lowestAskPrice

double lowestAskPrice

Deprecated.

highestBidPrice

double highestBidPrice

Deprecated.

highestUnacceptedBid

Order highestUnacceptedBid

Deprecated.

lowestUnacceptedAsk

Order lowestUnacceptedAsk

Deprecated.

accelerator

HistoricalDataReport.IncreasingQueryAccelerator accelerator

Deprecated.

view

HistoricalDataReport.SortedView view

Deprecated.

observableProxy

java.util.Observable observableProxy

Deprecated.

Class net.sourceforge.jasa.report.MarketPriceReportVariables extends java.lang.Object implements Serializable

Serialized Fields

price

double price

time

int time

Class net.sourceforge.jasa.report.MeanValueDataWriterReport extends DataWriterReport implements Serializable

Serialized Fields

askQuoteStats

SummaryStats askQuoteStats

bidQuoteStats

SummaryStats bidQuoteStats

bidStats

SummaryStats bidStats

askStats

SummaryStats askStats

transPriceStats

SummaryStats transPriceStats

allStats

SummaryStats[] allStats

round

int round

Class net.sourceforge.jasa.report.MidPriceReportVariables extends MarketPriceReportVariables implements Serializable

Class net.sourceforge.jasa.report.PayoffReport extends DynamicSurplusReport implements Serializable

Serialized Fields

table

java.util.HashMap<K,V> table

Maps keys representing groups onto the PayoffStats for that group.

Class net.sourceforge.jasa.report.PriceStatisticsReport extends AbstractAuctionReport implements Serializable

Serialized Fields

stats

SummaryStats[] stats

Class net.sourceforge.jasa.report.ReportVariableBoardUpdater extends AbstractAuctionReport implements Serializable

Serialized Fields

equilPrice

double equilPrice

Deprecated.

transPriceMemory

FixedLengthQueue transPriceMemory

Deprecated.

transPriceDay

net.sourceforge.jasa.report.ReportVariableBoardUpdater.TransactionPriceTracker transPriceDay

Deprecated.

transPriceAuction

net.sourceforge.jasa.report.ReportVariableBoardUpdater.TransactionPriceTracker transPriceAuction

Deprecated.

pCE

double pCE

Deprecated.

eA

double eA

Deprecated.

alpha

double alpha

Deprecated.

Class net.sourceforge.jasa.report.SpreadReportVariables extends MarketPriceReportVariables implements Serializable

Class net.sourceforge.jasa.report.StrategyPayoffReport extends PayoffReport implements Serializable

Class net.sourceforge.jasa.report.TimeSeriesReport extends AbstractAuctionReport implements Serializable

Serialized Fields

csvWriter

CSVWriter csvWriter

baseFilename

java.lang.String baseFilename

n

int n

Class net.sourceforge.jasa.report.TransactionPriceTimeSeriesReport extends TimeSeriesReport implements Serializable

Class net.sourceforge.jasa.report.VeracityReport extends AbstractAuctionReport implements Serializable

Serialized Fields

veracity

SummaryStats veracity

Package net.sourceforge.jasa.view

Class net.sourceforge.jasa.view.OrderBookView extends javax.swing.JTable implements Serializable

Serialized Fields

listeners

java.util.LinkedList<E> listeners

auctioneer

Auctioneer auctioneer

currentDepth

int currentDepth

bids

java.util.List<E> bids

asks

java.util.List<E> asks

maxDepth

int maxDepth

priceFormat

java.text.DecimalFormat priceFormat

qtyFormat

java.text.DecimalFormat qtyFormat

Class net.sourceforge.jasa.view.TradeNetworkView extends java.lang.Object implements Serializable

Serialized Fields

tradeNetwork

TradeNetworkReport tradeNetwork

viewer

 viewer

layout

 layout

updates

int updates

dyadsCheckBox

javax.swing.JCheckBox dyadsCheckBox

dyadsOnly

boolean dyadsOnly

interactions

int interactions

updateFrequency

int updateFrequency

myGraph

 myGraph

fileName

java.lang.String fileName