asm_java人工股市.zip_股市

package asm; import java.util.Vector; /** * Title: Artificial Stock Market * Description: 人工模拟股市（来源：SFI的Swarm版本）的Java版本 * Copyright: Copyright (c) 2003 * Company: http://agents.yeah.net * @author jake * @version 1.0 */ public class Agent { static double minstrength;//最小的规则适应度 public double demand; /*对股票的需求量" bid or -offer"*/ public double profit; /*当期赢得的利润" exp-weighted moving average "*/ public double wealth; /*总财富" total agent wealth "*/ public double position;/*股票的持有量" total shares of stock "*/ public double cash;/*当期的现金量" total agent cash position "*/ public double initialcash;//初始时刻的现金 public double minholding;//最小的持股量 public double mincash;//最小现金量 public double intrate;//利率 public double intratep1;//利率+1 public double price;//当前的股票价格 price is maintained by World public double dividend;//当前的股息 dividend is maintained by World public int myID; int currentTime; /*当前时间"The agent regularly checks with Swarm to see what time it is"*/ int lastgatime; /*上一次运行遗传算法的时间" last time period when the GeneticAlgorithm was run"*/ double avspecificity; /*平均特异性'average specificity of active forecasts"*/ double forecast; /*对price+dividend的预测值"prediction of stock price: (trialprice+dividend)*pdcoeff + offset."*/ double lforecast; /*上一次的预测值"lagged forecast: forecast value from previous period"*/ double global_mean; /*"price+dividend"*/ double realDeviation; /*预测与现实的差" ftarget-lforecast: how far off was the agent's forecast?"*/ double variance; /*一个加权平均数公式：bv*variance + av*deviation*deviation"an Exp.Weighted MA of the agent's historical variance: Combine the old variance with deviation^squared, as in: bv*variance + av*deviation*deviation"*/ double pdcoeff; /*预测系数" coefficient used in predicting stock price, recalculated each period in prepareForTrading"*/ double offset; /*预测系数" coefficient used in predicting stock price, recalculated each period in prepareForTrading"*/ double divisor; /*计算股票需求量的一个系数" a coefficient used to calculate demand for stock. It is a proportion (lambda) of forecastvar (basically, accuracy of forecasts)"*/ int gacount; /*运行过遗传算法的次数" how many times has the Genetic Algorithm been used?"*/ AgentParam privateParams; /*关于agent参数的一个集合"BFParams object holds parameters of this object"*/ Vector fcastList; /*预测规则的列表"A Swarm Array, holding the forecasts that the agent might use"*/ Vector activeList; /*激活的预测规则列表"A Swarm list containing a subset of all forecasts"*/ Vector oldActiveList; /*激活的预测规则列表的拷贝"A copy of the activeList from the previous time step"*/ Vector History; //关于agent的历史纪录 World worldForAgent; //当前的世界状态和编码 AsmModel local; //对于AsmModel的一个拷贝 /*"This tells BFagents where they should look to get the default parameters. it should give the agent an object from the BFParams class."*/ void setBFParameterObject(AgentParam x){ privateParams=x; } /*" Sets a world for an agent. It is a class method as it is used in both class and instance methods in BFagent."*/ void setWorld(World aWorld){ worldForAgent = aWorld; } /*" Sets the IVAR intrate and uses that to calculate intratep1 (intrate + 1)."*/ void setintrate(double rate){ //设定利率 intrate = rate; intratep1 = intrate + 1.0; } /*" Sets the borrowing and short selling constraints, i.e., the // values can be negative. It sets values of the IVARS minholding and mincash"*/ void setminHolding(double holding,double minimumcash){ minholding = holding; mincash = minimumcash; } /*" Sets the initial stock holdings of each agent. It is the * designated initializer. Most agent classes will have additional * initialization, but should do [super setInitialHoldings] to run * this first. It will initialize instance variables common to all * agents, setting profit,wealth, and position equal to 0, and it sets * the variable cash equal to initialcash "*/ void setInitialHoldings(){ //几个参数的初始化 profit = 0.0; wealth = 0.0; cash = initialcash; position = 0.0; } /*" Sets an instance variable of agent, price, to the current price which is controlled by the object known as "world". Please note this assumes world is already set. "*/ void getPriceFromWorld(){ price = worldForAgent.getPrice(); } /*"Sets an instance variable of agent, dividend, to the current dividend. That information is retrieved from the object known as "world"."*/ void getDividendFromWorld(){ dividend = worldForAgent.getDividend(); } void creditEarningsAndPayTaxes() /*"Sent to each agent after a dividend is declared. The agents * receive the dividend for each unit of stock they hold. Their cash" * in the fixed asset account also receives its interest. Then taxes * are charged on the previous total wealth, at a rate that balances * the interest on cash -- so if the agent had everything in cash it * would end up at the same place. * This is done in each period after the new dividend is declared. It is * not normally overridden by subclases. The taxes are assessed on the * previous wealth at a rate so that there's no net effect on an agent * with position = 0. * * In principle we do: * wealth = cash + price*position; // previous wealth * cash += intrate * cash + position*dividend; // earnings * cash -= wealth*intrate; // taxes * but we cut directly to the cash: * cash -= (price*intrate - dividend)*position " */ { //对每个agent进行征税和分红 getPriceFromWorld(); getDividendFromWorld(); // Update cash cash -= (price*intrate - dividend)*position; if (cash < mincash)cash = mincash; // Update wealth wealth = cash + price*position; } double constrainDemand(double slope[],double trialprice) /*" Method used by agents to constrain their demand according to the * mincash and minholding constraints. * It checks "demand" against the * mincash and minholding constraints and clips it if necessary, then * also setting *slope. For use within subclass implementations of * getDemandAndSlope: forPrice:. Used only by agents that work with * the Slope Specialist."*/ { //检查交宜人的需求量是否过量。如果是买入，则察看他的现金是否还够，否则察看他能否卖出那么多股票。 // If buying, we check to see if we're within borrowing limits, // remembering to handle the problem of negative dividends - // cash might already be less than the min. In that case we // freeze the trader. if (demand > 0.0) { if (demand*trialprice > (cash - mincash)) { if (cash - mincash > 0.0) { demand = (cash - mincash)/trialprice; slope[0] = -demand/trialprice; } else { demand = 0.0; slope[0] = 0.0; } } } // If selling, we check to make sure we have enough stock to sell else if (demand < 0.0 && demand + position < minholding) { demand = minholding - position; slope[0] = 0.0; } return demand; } /*"initForecasts. Creates BFCast objects (forecasts) and puts them into an array called fCastList. These are the "meat" of this agent's functionality, as they are repeatedly updated, improved, and tested in the remainder of the class. Please note each BFagent has a copy of the default params object called privateParams. It can be used to set individualized values of settings in BFParams for each agent. That would allow true diversity! I don't see how that diversity would be allowed for in the ASM-2.0."*/ void initForecasts(){ //初始化自己所有的预测规则 int sumspecificity = 0; int i; Forecast aForecast=new Forecast(privateParams.condbits); int numfcasts; // Initialize our instance variables //all instances of BFagent can use the same BFParams object. //ASM-2.0 was written that way, something like: // privateParams= params; // That