edu.cuny.cat.market.pricing
Class NPricingPolicy

java.lang.Object
  edu.cuny.cat.market.AuctioneerPolicy
      edu.cuny.cat.market.pricing.PricingPolicy
          edu.cuny.cat.market.pricing.NPricingPolicy

All Implemented Interfaces:

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

public class NPricingPolicy
extends PricingPolicy

A discriminatory pricing policy that uses the average of the last n pair of bid and ask prices leading to transactions as the clearing price. In case of the price falls out of the range between the current bid and ask, the nearest boundary is used.

Parameters

base .n int >= 1 (10 by default)	(the number of latest successful shout pairs used to determine next clearing price)

Default Base

n_pricing

Version:

$Revision: 1.8 $

Author:

Jinzhong Niu

Field Summary

static int	DEFAULT_N
protected int	n
static java.lang.String	P_DEF_BASE
static java.lang.String	P_N
protected edu.cuny.struct.FixedLengthQueue	queue

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

auctioneer

Constructor Summary

NPricingPolicy()

NPricingPolicy(int n)

Method Summary

double	determineClearingPrice(Shout bid, Shout ask, MarketQuote clearingQuote)
void	initialize() initializes after parameters are set via either setters, constructors, or parameter files.
void	reset() resets the state to be the same as the policy is created and initialized.
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.AuctioneerPolicy

eventOccurred, getAuctioneer, setAuctioneer

Methods inherited from class java.lang.Object

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

Field Detail

P_N

public static final java.lang.String P_N

See Also:

Constant Field Values

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

See Also:

Constant Field Values

DEFAULT_N

public static final int DEFAULT_N

See Also:

Constant Field Values

n

protected int n

queue

protected edu.cuny.struct.FixedLengthQueue queue

Constructor Detail

NPricingPolicy

public NPricingPolicy()

NPricingPolicy

public NPricingPolicy(int n)

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 AuctioneerPolicy

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

reset

public void reset()

Description copied from class: AuctioneerPolicy

resets the state to be the same as the policy is created and initialized.

Specified by:

reset in interface edu.cuny.obj.Resetable

Overrides:

reset in class AuctioneerPolicy

determineClearingPrice

public double determineClearingPrice(Shout bid,
                                     Shout ask,
                                     MarketQuote clearingQuote)

Specified by:

determineClearingPrice in class PricingPolicy

toString

public java.lang.String toString()

Overrides:

toString in class AuctioneerPolicy