net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy.java Source code

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Here is the source code for net.sourceforge.jasa.agent.strategy.AbstractTradingStrategy.java

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/*
 * JASA Java Auction Simulator API
 * Copyright (C) 2013 Steve Phelps
 *
 * This program is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License as
 * published by the Free Software Foundation; either version 2 of
 * the License, or (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 * See the GNU General Public License for more details.
 */

package net.sourceforge.jasa.agent.strategy;

import java.io.Serializable;

import net.sourceforge.jabm.strategy.AbstractStrategy;
import net.sourceforge.jabm.util.Resetable;
import net.sourceforge.jasa.agent.AbstractTradingAgent;
import net.sourceforge.jasa.agent.TradingStrategy;
import net.sourceforge.jasa.market.Market;
import net.sourceforge.jasa.market.Order;

import org.springframework.beans.factory.annotation.Required;

/**
 * <p>
 * An abstract implementation of the Strategy interface that provides skeleton
 * functionality for making trading decisions.
 * </p>
 * 
 * @author Steve Phelps
 * @version $Revision$
 */
public abstract class AbstractTradingStrategy extends AbstractStrategy
        implements Serializable, TradingStrategy, Resetable, Cloneable {

    protected Market auction;

    protected TradeDirectionPolicy tradeDirectionPolicy;

    public AbstractTradingStrategy() {
        initialise();
    }

    public AbstractTradingStrategy(AbstractTradingAgent agent) {
        this();
        this.agent = agent;
    }

    public void reset() {
        initialise();
    }

    public Object protoClone() {
        try {
            AbstractTradingStrategy copy = (AbstractTradingStrategy) clone();
            copy.reset();
            return copy;
        } catch (CloneNotSupportedException e) {
            throw new Error(e);
        }
    }

    /**
     * Modify the price and quantity of the given shout according to this
     * strategy.
     * 
     * @return false if no shout is to be placed at this time
     */
    @Override
    public Order modifyOrder(Order currentShout, Market auction) {
        this.auction = auction;
        if (currentShout == null) {
            currentShout = new Order();
        }
        if (modifyShout(currentShout)) {
            return new Order(currentShout.getAgent(), currentShout.getQuantity(), currentShout.getPriceAsDouble(),
                    currentShout.isBid());
        } else {
            return null;
        }
    }

    public boolean modifyShout(Order shout) {
        shout.setAgent(getAgent());
        shout.setIsBid(this.isBuy(this.auction));
        return true;
    }

    public void initialise() {
    }

    @Override
    public AbstractTradingAgent getAgent() {
        return (AbstractTradingAgent) agent;
    }

    @Override
    public void setAgent(AbstractTradingAgent agent) {
        this.agent = agent;
    }

    @Override
    public Object clone() throws CloneNotSupportedException {
        return super.clone();
    }

    @Override
    public boolean isBuy(Market market) {
        return tradeDirectionPolicy.isBuy(market, getAgent());
    }

    public TradeDirectionPolicy getTradeDirectionPolicy() {
        return tradeDirectionPolicy;
    }

    @Required
    public void setTradeDirectionPolicy(TradeDirectionPolicy tradeDirectionPolicy) {
        this.tradeDirectionPolicy = tradeDirectionPolicy;
    }

}