edu.cuny.cat.trader.strategy
Class RandomConstrainedStrategy

java.lang.Object
  java.util.Observable
      edu.cuny.cat.trader.strategy.AbstractStrategy
          edu.cuny.cat.trader.strategy.FixedQuantityStrategyImpl
              edu.cuny.cat.trader.strategy.RandomConstrainedStrategy

All Implemented Interfaces:

AuctionEventListener, FixedQuantityStrategy, Strategy, edu.cuny.config.param.Parameterizable, edu.cuny.obj.Prototypeable, edu.cuny.obj.Resetable, java.io.Serializable, java.lang.Cloneable

public class RandomConstrainedStrategy
extends FixedQuantityStrategyImpl
implements java.io.Serializable

A trading strategy that in which we bid a different random markup on our agent's private value in each auction round. This strategy is often referred to as Zero Intelligence Constrained (ZI-C) in the literature.

Parameters

base.maxmarkup double >= 0

(the maximum markup to bid for)

Default Base

random_constrained_strategy

Version:

$Revision: 1.14 $

Author:

Steve Phelps

See Also:

Serialized Form

Field Summary

static double	DEFAULT_MARKUP
protected cern.jet.random.AbstractContinousDistribution	markupDistribution
protected double	maxMarkup
static java.lang.String	P_DEF_BASE
static java.lang.String	P_MAX_MARKUP

Fields inherited from class edu.cuny.cat.trader.strategy.FixedQuantityStrategyImpl

quantity

Fields inherited from class edu.cuny.cat.trader.strategy.AbstractStrategy

agent, currentShout, MIN_PRICE_DIFFERENCE

Constructor Summary

RandomConstrainedStrategy()

RandomConstrainedStrategy(AbstractTradingAgent agent, double maxMarkup)

Method Summary

double	getMaxMarkup()
void	initialize()
boolean	modifyShout(Shout.MutableShout shout) Modify the price and quantity of the given shout according to this strategy.
void	setMaxMarkup(double maxMarkup)
void	setup(edu.cuny.config.param.ParameterDatabase parameters, edu.cuny.config.param.Parameter base)
java.lang.String	toString()

Methods inherited from class edu.cuny.cat.trader.strategy.FixedQuantityStrategyImpl

determineQuantity, getQuantity, setQuantity

Methods inherited from class edu.cuny.cat.trader.strategy.AbstractStrategy

eventOccurred, getAgent, modifyShout, protoClone, requiresAuctionHistory, reset, setAgent

Methods inherited from class java.util.Observable

addObserver, clearChanged, countObservers, deleteObserver, deleteObservers, hasChanged, notifyObservers, notifyObservers, setChanged

Methods inherited from class java.lang.Object

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

Methods inherited from interface edu.cuny.cat.trader.strategy.Strategy

modifyShout, requiresAuctionHistory, setAgent

Methods inherited from interface edu.cuny.obj.Prototypeable

protoClone

Methods inherited from interface edu.cuny.obj.Resetable

reset

Methods inherited from interface edu.cuny.cat.event.AuctionEventListener

eventOccurred

Field Detail

maxMarkup

protected double maxMarkup

markupDistribution

protected cern.jet.random.AbstractContinousDistribution markupDistribution

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

See Also:

Constant Field Values

P_MAX_MARKUP

public static final java.lang.String P_MAX_MARKUP

See Also:

Constant Field Values

DEFAULT_MARKUP

public static final double DEFAULT_MARKUP

See Also:

Constant Field Values

Constructor Detail

RandomConstrainedStrategy

public RandomConstrainedStrategy()

RandomConstrainedStrategy

public RandomConstrainedStrategy(AbstractTradingAgent agent,
                                 double maxMarkup)

Method Detail

setup

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

Specified by:

setup in interface edu.cuny.config.param.Parameterizable

Overrides:

setup in class FixedQuantityStrategyImpl

initialize

public void initialize()

Overrides:

initialize in class AbstractStrategy

modifyShout

public boolean modifyShout(Shout.MutableShout shout)

Description copied from class: AbstractStrategy

Modify the price and quantity of the given shout according to this strategy.

Overrides:

modifyShout in class FixedQuantityStrategyImpl

Returns:

false if no shout is to be placed at this time

getMaxMarkup

public double getMaxMarkup()

setMaxMarkup

public void setMaxMarkup(double maxMarkup)

toString

public java.lang.String toString()

Overrides:

toString in class FixedQuantityStrategyImpl