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java.lang.Objectedu.cuny.cat.market.AuctioneerPolicy
edu.cuny.cat.market.matching.ShoutEngine
edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine
edu.cuny.cat.market.matching.ThetaShoutEngine
edu.cuny.cat.market.matching.AdaptiveThetaShoutEngine
public class AdaptiveThetaShoutEngine
An adaptive version of ThetaShoutEngine
in which theta
starts at 0 and increases in the later rounds of a day so as to increase
transaction volume and avoid making intra-marginal traders extremely unhappy
at the same time.
Field Summary | |
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protected int |
dayLen
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static int |
START_DAY
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protected int |
startRound
|
Fields inherited from class edu.cuny.cat.market.matching.ThetaShoutEngine |
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DEFAULT_THETA, orderly, P_DEF_BASE, P_ORDERLY, P_THETA, theta |
Fields inherited from class edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine |
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asks, bids, bIn, bOut, matchingVolume, sIn, sOut, uniform |
Fields inherited from class edu.cuny.cat.market.matching.ShoutEngine |
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AscendingOrder, DescendingOrder |
Fields inherited from class edu.cuny.cat.market.AuctioneerPolicy |
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auctioneer |
Constructor Summary | |
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AdaptiveThetaShoutEngine()
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Method Summary | |
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void |
eventOccurred(AuctionEvent event)
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Methods inherited from class edu.cuny.cat.market.matching.ThetaShoutEngine |
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calculateEquilibriumQuantity, calculateMatchingQuantity, calculateUnorderlyQuantity, getDemandAboveLowestAsk, getOrderly, getTheta, matchShouts, setOrderly, setTheta, setup, toString, validateTheta |
Methods inherited from class edu.cuny.cat.market.matching.ShoutEngine |
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getMatchedShouts |
Methods inherited from class edu.cuny.cat.market.AuctioneerPolicy |
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getAuctioneer, initialize, setAuctioneer |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Field Detail |
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public static final int START_DAY
protected int dayLen
protected int startRound
Constructor Detail |
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public AdaptiveThetaShoutEngine()
Method Detail |
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public void eventOccurred(AuctionEvent event)
eventOccurred
in interface AuctionEventListener
eventOccurred
in class AuctioneerPolicy
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