edu.cuny.cat.stat
Class HistoricalReport

java.lang.Object
  edu.cuny.cat.stat.HistoricalReport

All Implemented Interfaces:

AuctionEventListener, GameReport, edu.cuny.obj.Resetable, edu.cuny.stat.Report<AuctionEvent>, java.io.Serializable, java.util.EventListener

public class HistoricalReport
extends java.lang.Object
implements GameReport, java.io.Serializable, edu.cuny.obj.Resetable

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

Since GDStrategy uses this report 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.

Parameters

base .memorysize int > 0 (5 by default)	(the length of most recent history to be recorded)

Default Base

historical_report

Version:

$Revision: 1.32 $

Author:

Steve Phelps

See Also:

GDStrategy, Serialized Form

Nested Class Summary

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

Field Summary

protected HistoricalReport.IncreasingQueryAccelerator	accelerator the object that helps to save time in querying about shouts in the history.
protected java.util.LinkedList<Shout>	asks asks in the order they arrive.
protected java.util.LinkedList<Shout>	bids bids in the order they arrive.
protected int	currentMemoryCell
static int	DEFAULT_MEMORYSIZE the default size of the memory to contain shouts in terms of the number of transactions covered.
protected double	highestBidPrice
protected Shout	highestUnmatchedBid
protected boolean	isDebugging flag used to control whether to do additional debugging.
protected static org.apache.log4j.Logger	logger
protected double	lowestAskPrice
protected Shout	lowestUnmatchedAsk
protected java.util.Set<Shout>	matchedShouts shouts in the memory that have been matched.
protected int[]	memoryAsks records the numbers of asks placed between transactions in the memory, each entry for the interval between two subsequent transactions.
protected int[]	memoryBids records the numbers of bids placed between transactions in the memory, each entry for the interval between two subsequent transactions.
protected int	memorySize the size of the memory to contain shouts in terms of the number of transactions covered.
protected java.util.Observable	observableProxy used to make this report observable so that accelerator can reset.
static java.lang.String	P_DEBUG
static java.lang.String	P_DEF_BASE
static java.lang.String	P_MEMORYSIZE
static java.lang.String	P_ROUNDRESET
protected boolean	roundReset flag used to control whether to clear the record of matched shouts each round
protected java.util.Map<java.lang.String,Shout>	shoutMap a mapping from shout IDs to those shouts in the memory.
protected org.apache.commons.collections15.bag.TreeBag<Shout>	sortedShouts shouts sorted based on price and id if prices are equal.
protected java.lang.String	traderId the ID of the GD trader that uses this report; for debugging purpose only

Fields inherited from interface edu.cuny.cat.stat.GameReport

ACCEPTED, ASK, BID, CONVERGENCE_COEFFICIENT, EFFICIENCY, EQUILIBRIUM, FEE, Formatter, GLOBAL, MARKETSHARE, MAX, MEAN, MIN, PLACED, PRICE, PROFIT, PROFIT_DISPERSION, QUANTITY, SCORE, SHOUT, SPECIALIST, STDEV, TOTAL, TRADER, TRANSACTION, TRANSACTIONRATE, VALUE

Constructor Summary

HistoricalReport()

Method Summary

void	addObserver(java.util.Observer o)
protected void	addToSortedShouts(Shout shout)
void	checkConsistency()
void	deleteObserver(java.util.Observer o)
void	disableIncreasingQueryAccelerator()
void	eventOccurred(AuctionEvent event)
java.util.List<Shout>	getAsks()
java.util.List<Shout>	getBids()
double	getHighestAcceptedAskPrice()
double	getHighestBidPrice()
double	getHighestUnacceptedBidPrice()
HistoricalReport.IncreasingQueryAccelerator	getIncreasingQueryAccelerator()
double	getLowestAcceptedBidPrice()
double	getLowestAskPrice()
double	getLowestUnacceptedAskPrice()
protected Shout	getMappedShout(java.lang.String shoutId)
java.util.Set<Shout>	getMatchedShouts()
int	getMemorySize()
int	getNumberOfAsks(double price, boolean matched)
int	getNumberOfBids(double price, boolean matched)
int	getNumberOfShouts(java.util.List<Shout> shouts, double price, boolean matched)
org.apache.commons.collections15.bag.TreeBag<Shout>	getSortedShouts()
java.util.Map<edu.cuny.stat.ReportVariable,?>	getVariables()
void	initialize()
boolean	isDebugging()
protected boolean	isMatched(Shout shout)
protected void	markMatchedShout(Shout matched)
protected java.lang.String	prettyString(java.util.LinkedList<Shout> shouts, int[] counts)
protected java.lang.String	prettyString(java.util.LinkedList<Shout> shouts, int index, int length)
protected java.lang.String	prettyString(Shout shout)
protected void	printShortState() prints out the current state of this report in a concise way.
protected void	printState() prints out the current state of this report.
void	produceUserOutput()
protected void	removeNShouts(int n, java.util.LinkedList<Shout> shouts)
void	reset()
protected void	roundClosed(RoundClosedEvent event)
void	setDebugging(boolean isDebugging)
void	setMemorySize(int memorySize)
void	setup(edu.cuny.config.param.ParameterDatabase parameters, edu.cuny.config.param.Parameter base)
java.util.Iterator<Shout>	sortedShoutIterator()
java.lang.String	toString()
protected void	updateShoutLog(ShoutPostedEvent event) updates the log of shouts when a shout is posted in the market.
protected void	updateTransPriceLog(TransactionPostedEvent event) updates the log of transactions and shouts when a transaction is made in the market.

Methods inherited from class java.lang.Object

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

Field Detail

logger

protected static org.apache.log4j.Logger logger

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

See Also:

Constant Field Values

P_MEMORYSIZE

public static final java.lang.String P_MEMORYSIZE

See Also:

Constant Field Values

P_ROUNDRESET

public static final java.lang.String P_ROUNDRESET

See Also:

Constant Field Values

P_DEBUG

public static final java.lang.String P_DEBUG

See Also:

Constant Field Values

DEFAULT_MEMORYSIZE

public static final int DEFAULT_MEMORYSIZE

the default size of the memory to contain shouts in terms of the number of transactions covered.

See Also:

Constant Field Values

asks

protected java.util.LinkedList<Shout> asks

asks in the order they arrive.

bids

protected java.util.LinkedList<Shout> bids

bids in the order they arrive.

sortedShouts

protected org.apache.commons.collections15.bag.TreeBag<Shout> sortedShouts

shouts sorted based on price and id if prices are equal.

matchedShouts

protected java.util.Set<Shout> matchedShouts

shouts in the memory that have been matched.

shoutMap

protected java.util.Map<java.lang.String,Shout> shoutMap

a mapping from shout IDs to those shouts in the memory.

memorySize

protected int memorySize

the size of the memory to contain shouts in terms of the number of transactions covered.

currentMemoryCell

protected int currentMemoryCell

memoryBids

protected int[] memoryBids

records the numbers of bids placed between transactions in the memory, each entry for the interval between two subsequent transactions.

memoryAsks

protected int[] memoryAsks

records the numbers of asks placed between transactions in the memory, each entry for the interval between two subsequent transactions.

lowestAskPrice

protected double lowestAskPrice

highestBidPrice

protected double highestBidPrice

highestUnmatchedBid

protected Shout highestUnmatchedBid

lowestUnmatchedAsk

protected Shout lowestUnmatchedAsk

accelerator

protected HistoricalReport.IncreasingQueryAccelerator accelerator

the object that helps to save time in querying about shouts in the history.

observableProxy

protected java.util.Observable observableProxy

used to make this report observable so that accelerator can reset.

roundReset

protected boolean roundReset

flag used to control whether to clear the record of matched shouts each round

isDebugging

protected boolean isDebugging

flag used to control whether to do additional debugging.

traderId

protected java.lang.String traderId

the ID of the GD trader that uses this report; for debugging purpose only

Constructor Detail

HistoricalReport

public HistoricalReport()

Method Detail

addObserver

public void addObserver(java.util.Observer o)

deleteObserver

public void deleteObserver(java.util.Observer o)

setup

public void setup(edu.cuny.config.param.ParameterDatabase parameters,
                  edu.cuny.config.param.Parameter base)

initialize

public void initialize()

reset

public void reset()

Specified by:

reset in interface edu.cuny.obj.Resetable

setMemorySize

public void setMemorySize(int memorySize)

getMemorySize

public int getMemorySize()

isDebugging

public boolean isDebugging()

setDebugging

public void setDebugging(boolean isDebugging)

checkConsistency

public void checkConsistency()

removeNShouts

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

markMatchedShout

protected void markMatchedShout(Shout matched)

prettyString

protected java.lang.String prettyString(java.util.LinkedList<Shout> shouts,
                                        int index,
                                        int length)

Parameters:

shouts -

index -

length -

Returns:

a string that prints out the specified shouts in the list in a pretty way.

prettyString

protected java.lang.String prettyString(java.util.LinkedList<Shout> shouts,
                                        int[] counts)

Parameters:

shouts -

counts -

Returns:

a string that prints out the shouts in the list and grouped according to the counts array in a pretty way.

prettyString

protected java.lang.String prettyString(Shout shout)

Parameters:

shout -

Returns:

a string that prints out the shout info in a pretty way.

printState

protected void printState()

prints out the current state of this report.

printShortState

protected void printShortState()

prints out the current state of this report in a concise way.

updateTransPriceLog

protected void updateTransPriceLog(TransactionPostedEvent event)

updates the log of transactions and shouts when a transaction is made in the market.

Parameters:

event -

updateShoutLog

protected void updateShoutLog(ShoutPostedEvent event)

updates the log of shouts when a shout is posted in the market.

Parameters:

event -

roundClosed

protected void roundClosed(RoundClosedEvent event)

getMappedShout

protected Shout getMappedShout(java.lang.String shoutId)

isMatched

protected boolean isMatched(Shout shout)

addToSortedShouts

protected void addToSortedShouts(Shout shout)

eventOccurred

public void eventOccurred(AuctionEvent event)

Specified by:

eventOccurred in interface AuctionEventListener

getHighestBidPrice

public double getHighestBidPrice()

getLowestAskPrice

public double getLowestAskPrice()

getHighestUnacceptedBidPrice

public double getHighestUnacceptedBidPrice()

getLowestAcceptedBidPrice

public double getLowestAcceptedBidPrice()

getLowestUnacceptedAskPrice

public double getLowestUnacceptedAskPrice()

getHighestAcceptedAskPrice

public double getHighestAcceptedAskPrice()

getBids

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

getAsks

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

getMatchedShouts

public java.util.Set<Shout> getMatchedShouts()

getSortedShouts

public org.apache.commons.collections15.bag.TreeBag<Shout> getSortedShouts()

getNumberOfAsks

public int getNumberOfAsks(double price,
                           boolean matched)

getNumberOfBids

public int getNumberOfBids(double price,
                           boolean matched)

sortedShoutIterator

public java.util.Iterator<Shout> sortedShoutIterator()

getNumberOfShouts

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

Parameters:

shouts - the list of shouts to be considered for the counting

price - the sign of price controls whether higher shouts or lower shouts are needed; if it is positive, higher shouts are counted; otherwise lower shouts.

matched - whether only matched shouts are counted or not

Returns:

the number of shouts that meet the specified condition

produceUserOutput

public void produceUserOutput()

Specified by:

produceUserOutput in interface edu.cuny.stat.Report<AuctionEvent>

getVariables

public java.util.Map<edu.cuny.stat.ReportVariable,?> getVariables()

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getIncreasingQueryAccelerator

public HistoricalReport.IncreasingQueryAccelerator getIncreasingQueryAccelerator()

disableIncreasingQueryAccelerator

public void disableIncreasingQueryAccelerator()