uk.ac.liv.auction.stats
Class HistoricalDataReport

java.lang.Object
  uk.ac.liv.auction.stats.AbstractAuctionReport
      uk.ac.liv.auction.stats.HistoricalDataReport

All Implemented Interfaces:

AuctionEventListener, AuctionReport, Parameterizable, Resetable, java.io.Serializable

public class HistoricalDataReport

extends AbstractAuctionReport

implements java.io.Serializable, Resetable

A report that keeps a historical record of the shouts in the market that lead to the last N transactions. This logger is used to keep historical data that is used by various different trading strategies.

Version:

$Revision: 1.6 $

Author:

Steve Phelps

See Also:

Serialized Form

Field Summary

protected java.util.HashSet	acceptedShouts
protected java.util.LinkedList	asks
protected java.util.LinkedList	bids
protected int	currentMemoryCell
protected double	highestBidPrice
protected double	lowestAskPrice
protected int[]	memoryAsks
protected int[]	memoryBids
protected int	memorySize
protected org.apache.commons.collections.bag.TreeBag	sortedShouts

Fields inherited from class uk.ac.liv.auction.stats.AbstractAuctionReport

auction

Constructor Summary

HistoricalDataReport()

Method Summary

boolean	accepted(Shout shout)
void	addToSortedShouts(Shout shout)
void	eventOccurred(AuctionEvent event)
void	finalReport()
java.util.List	getAsks()
java.util.List	getBids()
double	getHighestBidPrice()
double	getLowestAskPrice()
int	getNumberOfAsks(double price, boolean accepted)
int	getNumberOfBids(double price, boolean accepted)
int	getNumberOfShouts(java.util.List shouts, double price, boolean accepted)
int	getNumberOfTrades()
java.util.Map	getVariables() Returns a Map of all of the variables that are produced in the report.
void	initialise()
protected void	initialisePriceRanges()
protected void	markMatched(java.util.List shouts)
void	produceUserOutput() Produce the final report for the user.
void	reset() Reinitialise our state to the original settings.
void	roundClosed(AuctionEvent event)
void	setup(ec.util.ParameterDatabase parameters, ec.util.Parameter base) Initialise this object from a parameter database.
java.util.Iterator	sortedShoutIterator()
java.lang.String	toString()
void	updateShoutLog(ShoutPlacedEvent event)
void	updateTransPriceLog(TransactionExecutedEvent event)

Methods inherited from class uk.ac.liv.auction.stats.AbstractAuctionReport

setAuction

Methods inherited from class java.lang.Object

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

Field Detail

asks

protected java.util.LinkedList asks

bids

protected java.util.LinkedList bids

sortedShouts

protected org.apache.commons.collections.bag.TreeBag sortedShouts

acceptedShouts

protected java.util.HashSet acceptedShouts

memorySize

protected int memorySize

currentMemoryCell

protected int currentMemoryCell

memoryBids

protected int[] memoryBids

memoryAsks

protected int[] memoryAsks

lowestAskPrice

protected double lowestAskPrice

highestBidPrice

protected double highestBidPrice

Constructor Detail

HistoricalDataReport

public HistoricalDataReport()

Method Detail

setup

public void setup(ec.util.ParameterDatabase parameters,
                  ec.util.Parameter base)

Description copied from interface: Parameterizable

Initialise this object from a parameter database.

Specified by:

setup in interface Parameterizable

updateTransPriceLog

public void updateTransPriceLog(TransactionExecutedEvent event)

initialise

public void initialise()

reset

public void reset()

Description copied from interface: Resetable

Reinitialise our state to the original settings.

Specified by:

reset in interface Resetable

updateShoutLog

public void updateShoutLog(ShoutPlacedEvent event)

roundClosed

public void roundClosed(AuctionEvent event)

eventOccurred

public void eventOccurred(AuctionEvent event)

Specified by:

eventOccurred in interface AuctionEventListener

getNumberOfTrades

public int getNumberOfTrades()

getHighestBidPrice

public double getHighestBidPrice()

getLowestAskPrice

public double getLowestAskPrice()

getBids

public java.util.List getBids()

getAsks

public java.util.List getAsks()

accepted

public boolean accepted(Shout shout)

getNumberOfAsks

public int getNumberOfAsks(double price,
                           boolean accepted)

getNumberOfBids

public int getNumberOfBids(double price,
                           boolean accepted)

sortedShoutIterator

public java.util.Iterator sortedShoutIterator()

addToSortedShouts

public void addToSortedShouts(Shout shout)

getNumberOfShouts

public int getNumberOfShouts(java.util.List shouts,
                             double price,
                             boolean accepted)

produceUserOutput

public void produceUserOutput()

Description copied from interface: AuctionReport

Produce the final report for the user. Implementors can do whatever they see fit, for example by writing a report on stdout, or they may choose to do nothing.

Specified by:

produceUserOutput in interface AuctionReport

getVariables

public java.util.Map getVariables()

Description copied from interface: AuctionReport

Returns a Map of all of the variables that are produced in the report. The Map maps variables, represented by objects of type ReportVariable, onto values, which may be of any class. If no variables are produced by this report then an empty Map is returned.

Specified by:

getVariables in interface AuctionReport

See Also:

ReportVariable

initialisePriceRanges

protected void initialisePriceRanges()

markMatched

protected void markMatched(java.util.List shouts)

finalReport

public void finalReport()

toString

public java.lang.String toString()