edu.cuny.cat.trader.strategy
Class ZIQStrategy

java.lang.Object
  java.util.Observable
      edu.cuny.cat.trader.strategy.AbstractStrategy
          edu.cuny.cat.trader.strategy.FixedQuantityStrategyImpl
              edu.cuny.cat.trader.strategy.AdaptiveStrategyImpl
                  edu.cuny.cat.trader.strategy.MomentumStrategy
                      edu.cuny.cat.trader.strategy.ZIQStrategy

All Implemented Interfaces:

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

public class ZIQStrategy
extends MomentumStrategy
implements edu.cuny.obj.Prototypeable

A simplified implementation of the Zero-Intelligence-Plus (ZIP) strategy, which works well in CDAs. It is named ZIQ because it follows ZIP and keeps trying to beat the market quotes. See:

"Minimal Intelligence Agents for Bargaining Behaviours in Market-based Environments" Dave Cliff 1997.

Version:

$Revision: 1.7 $

Author:

Jinzhong Niu

See Also:

ZIPStrategy, Serialized Form

Field Summary

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

absolutePerterbationDistribution, currentPrice, initialMarginDistribution, lastShout, lastShoutAccepted, lastShoutPrice, learner, P_DEF_BASE, P_LEARNER, P_SCALING, relativePerterbationDistribution, scaling

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

ZIQStrategy()

ZIQStrategy(AbstractTradingAgent agent)

Method Summary

protected void	adjustMargin()
protected void	buyerStrategy()
java.lang.Object	protoClone()
protected void	sellerStrategy()
protected void	shoutPosted(ShoutPostedEvent event)
protected void	transactionPosted(TransactionPostedEvent event)

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

adjustMargin, calculatePrice, eventOccurred, getCurrentPrice, getLastShout, getLearner, getScaling, initMargin, isLastShoutAccepted, modifyShout, perterb, processDayClosed, processLastShout, requiresAuctionHistory, setLearner, setMargin, setScaling, setup, targetMargin, toString

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

determineQuantity, getQuantity, setQuantity

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

getAgent, initialize, modifyShout, 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.obj.Resetable

reset

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

determineQuantity, modifyShout, setAgent

Constructor Detail

ZIQStrategy

public ZIQStrategy()

ZIQStrategy

public ZIQStrategy(AbstractTradingAgent agent)

Method Detail

protoClone

public java.lang.Object protoClone()

Specified by:

protoClone in interface edu.cuny.obj.Prototypeable

Overrides:

protoClone in class AbstractStrategy

shoutPosted

protected void shoutPosted(ShoutPostedEvent event)

Overrides:

shoutPosted in class MomentumStrategy

transactionPosted

protected void transactionPosted(TransactionPostedEvent event)

Overrides:

transactionPosted in class MomentumStrategy

adjustMargin

protected void adjustMargin()

Specified by:

adjustMargin in class MomentumStrategy

sellerStrategy

protected void sellerStrategy()

buyerStrategy

protected void buyerStrategy()