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See:
Description
Class Summary | |
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AlwaysAcceptingPolicy | the loosest accepting policy under which all shouts are allowed. |
CombiAcceptingPolicy | An accepting policy that combines several different accepting policies. |
EquilibriumBeatingAcceptingPolicy | implements the shout-accepting rule under which a shout must be more competitive than an estimated equilibrium. |
HistoryBasedAcceptingPolicy |
This accepting policy calculates the probability of a shout to be matched as
GDStrategy does based on
HistoricalReport , and compares it against a
specified threshold. |
LooserCombiAcceptingPolicy | A compound accepting policy that will accept a shout as long as one of its sub accepting policies accept the shout. |
NeverAcceptingPolicy | the tightest accepting policy under which all shouts are rejected. |
OnlyNewShoutDecidingAcceptingPolicy | The class of accepting policy that makes decision based on the new shout only, having nothing to do with the old (standing) shout. |
QuoteBeatingAcceptingPolicy | implements the NYSE rule under which a shout must improve the market quote to be placeable. |
SelfBeatingAcceptingPolicy | An accepting policy with which a new shout must beat its trader's standing shout to be acceptable. |
ShoutAcceptingPolicy | A shout-accepting policy determines whether a shout should be accepted or not. |
ShoutTypeBasedAcceptingPolicy | controls how relatively shouts are accepted based merely on their type, i.e. |
SlidingAverageBeatingAcceptingPolicy | Deprecated. renamed to SlidingMatchedAverageBeatingAcceptingPolicy. |
SlidingMatchedAverageBeatingAcceptingPolicy |
A variant of EquilibriumBeatingAcceptingPolicy , which was used by
PSUCAT in CAT 2007 competition. |
StandingAverageBeatingAcceptingPolicy | This accepting policy compares a shout with the average price of the existing shouts on the same side and allows the shout to place only if it is no less competitive than the average. |
TighterCombiAcceptingPolicy | A compound accepting policy that will only accept a shout if and only if all its sub accepting policies accept the shout. |
TransactionBasedAcceptingPolicy | the accepting policy that tracks matched asks and bids and uses lowest matched bid and highest matched ask to restrict the shouts to be accepted. |
Exception Summary | |
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NotAnImprovementOverQuoteException | This exception is thrown by an auctioneer implementing the NYSE rule if a trader agent attempts to place a shout that is not an improvement over the current best bid. |
NotAnImprovementOverSelfException | This exception is thrown by an auctioneer if a trader attempts to place a shout that is not an improvement over its current shout. |
Policies for specialists to judge whether to allow a shout to place in their markets.
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