edu.cuny.cat.market.matching
Class SplineThetaShoutEngineWithStringParam

java.lang.Object
  edu.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.SplineThetaShoutEngine
                      edu.cuny.cat.market.matching.SplineThetaShoutEngineWithStringParam

All Implemented Interfaces:

AuctionEventListener, edu.cuny.config.param.Parameterizable, edu.cuny.obj.Resetable

public class SplineThetaShoutEngineWithStringParam
extends SplineThetaShoutEngine

An parameterized version of SplineThetaShoutEngine where thetas are specified in a string in the parameter database and thetas are separated by comma.

Parameters

base .thetas a list of comma-separated double values in [-1,1]("-0.5,-0.4,-0.3,0.0,0.0,0.0" by default)	(the matching quantity coefficients that evenly span across a trading day, based on which the actual matching quantity coefficient will be calculated.)

Version:

$Revision: 1.4 $

Author:

Jinzhong Niu

Field Summary

static java.lang.String	DEFAULT_THETAS_TEXT default thetas in the format of comma-separated string.
static java.lang.String	P_THETAS
protected java.lang.String	thetasText string of thetas read from parameter database.

Fields inherited from class edu.cuny.cat.market.matching.SplineThetaShoutEngine

spline, thetas

Fields inherited from class edu.cuny.cat.market.matching.ThetaShoutEngine

DEFAULT_THETA, orderly, P_DEF_BASE, P_ORDERLY, P_THETA, theta

Fields inherited from class edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine

asks, bids, bIn, bOut, matchingVolume, sIn, sOut, uniform

Fields inherited from class edu.cuny.cat.market.matching.ShoutEngine

AscendingOrder, DescendingOrder

Fields inherited from class edu.cuny.cat.market.AuctioneerPolicy

auctioneer

Constructor Summary

SplineThetaShoutEngineWithStringParam()

Method Summary

void	initialize() initializes after parameters are set via either setters, constructors, or parameter files.
protected void	setDefaultThetas()
void	setThetasText(java.lang.String thetasText)
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.market.matching.SplineThetaShoutEngine

eventOccurred, setThetas, setupSpline

Methods inherited from class edu.cuny.cat.market.matching.ThetaShoutEngine

calculateEquilibriumQuantity, calculateMatchingQuantity, calculateUnorderlyQuantity, getDemandAboveLowestAsk, getOrderly, getTheta, matchShouts, setOrderly, setTheta, validateTheta

Methods inherited from class edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine

ascendingAskIterator, askIterator, bidIterator, descendingBidIterator, distributeShouts, distributeShoutsFromHead, distributeShoutsFromTail, getHighestMatchedAsk, getHighestUnmatchedBid, getLowestMatchedBid, getLowestUnmatchedAsk, getMatchedAsks, getMatchedBids, getMatchedVolume, getNumOfMatchedAsks, getNumOfMatchedBids, getNumOfUnmatchedAsks, getNumOfUnmatchedBids, getUnmatchedAsks, getUnmatchedBids, getUnmatchedDemand, getUnmatchedSupply, matchedAskIterator, matchedBidIterator, newShout, prettyPrint, printState, randomizeMatches, removeShout, reset, updateMatchedShouts

Methods inherited from class edu.cuny.cat.market.matching.ShoutEngine

getMatchedShouts

Methods inherited from class edu.cuny.cat.market.AuctioneerPolicy

getAuctioneer, setAuctioneer

Methods inherited from class java.lang.Object

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

Field Detail

P_THETAS

public static final java.lang.String P_THETAS

See Also:

Constant Field Values

DEFAULT_THETAS_TEXT

public static final java.lang.String DEFAULT_THETAS_TEXT

default thetas in the format of comma-separated string.

See Also:

Constant Field Values

thetasText

protected java.lang.String thetasText

string of thetas read from parameter database.

Constructor Detail

SplineThetaShoutEngineWithStringParam

public SplineThetaShoutEngineWithStringParam()

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 ThetaShoutEngine

initialize

public void initialize()

Description copied from class: AuctioneerPolicy

initializes after parameters are set via either setters, constructors, or parameter files.

Overrides:

initialize in class AuctioneerPolicy

setThetasText

public void setThetasText(java.lang.String thetasText)

setDefaultThetas

protected void setDefaultThetas()

toString

public java.lang.String toString()

Overrides:

toString in class SplineThetaShoutEngine