fangzhengushi.m

对股票走势的仿真

agent=struct( 'pf',[0],'stock',[0],'stocksell',[0],'g',[-1],'capital0',[0],'capital1',[0],'pb',[],'ps',[]);
% 定义一个构架变量；
 n0=100;
 z0=1200;
 k0=5000;
 stock0=100000;
 a=abs(normrnd(0,1,n0,1));
 p=zeros(z0,1); 
 count7=0;
 count8=0;
 s=zeros(n0,1);
 p(1)=20; % 初始价格 
 for t=2:z0
 for i=1:n0
     agent(i).capital0=(a(i)/sum(a))*k0;
 end   
   b=abs(normrnd(0,1,n0,1));
 %给每个投资者随机分配资金；  
 for i=1:n0
  agent(i).stock=round((b(i)/sum(b))*stock0);
end 
%    给每个投资者随机分配股票；
  count1=0; 
  count2=0; 
  count5=0;
  count6=0;
for i=1:n0  
    q=unifrnd(-0.5,0.5,1,1);
    if t>4
       n=t;
for m=(n-4):n
         count6=count6+p(m);
         if count6<=100
             q=0.01;
         end
     end
      count5=0;
 end
   if t>4
       n=t;
for m=(n-4):n
         count5=count5+p(m);
         if count5>180
             q=-0.01;
         end
     end
      count5=0;
 end
 r1=unifrnd(-0.1,0,1,1);  
     if q>0.0
  agent(i).pf=unifrnd(p(t-1),p(t-1)*1.3,1,1);  
  if ((agent(i).pf-p(t-1))/(p(t-1)))>=0.1
      agent(i).g=1; 
      count1=count1+1;   
      agent(i).pb=((p(t-1)+agent(i).pf)/2)+unifrnd(r1,0,1,1);
  elseif ((agent(i).pf-p(t-1))/(p(t-1)))<0.1
      agent(i).g=0;
       count2=count2+1;
      agent(i).ps=((p(t-1)+agent(i).pf)/2)+unifrnd(0,-r1,1,1);
  end
end
if q<=0.0
       agent(i).pf=unifrnd((p(t-1)*0.7),p(t-1),1,1); 
       if ((p(t-1)-agent(i).pf)/p(t-1))>=0.2
           agent(i).g=0;
           count2=count2+1;
           agent(i).ps=((p(t-1)+agent(i).pf)/2)+unifrnd(0,-r1,1,1);
        elseif ((p(t-1)-agent(i).pf)/p(t-1))<0.2
            agent(i).g=1;
            count1=count1+1;
           agent(i).pb=((p(t-1)+agent(i).pf)/2);
       end
   end
end 
% 分别产生投资者的买卖价格；  
 j=1;
 l=1;
 e=zeros(count1,1);
 f=zeros(count2,1);
 for i=1:n0
     if agent(i).g==1
         e(j)=agent(i).pb;
          j=j+1;
      end    
  end
  for i=1:n0   
     if agent(i).g==0
          f(l)=agent(i).ps;
          l=l+1;
      end  
  end
% 分别利用数组存储买卖双方投资者的出价策略；  
  for i=1:(j-1)
      for x=1:(j-2)
      if e(x)>e(x+1)
          h=e(x);
          e(x)=e(x+1);
          e(x+1)=h;
      end
     end
  end
 for i=1:(l-1)
      for x=1:(l-2)
      if f(x)>f(x+1)
          h=f(x);
          f(x)=f(x+1);
          f(x+1)=h;
      end 
     end
  end
%  将买卖双方的价格升序排列； 
count3=0;
count4=0;
  for i=1:(j-1)
      if e(i)<=max(f)
          count3=count3+1;
      end
  end
  for i=1:(l-1)
      if f(i)>=min(e)
          count4=l-i;
       break;
      end
  end
  
% 找出买卖双方出价的交集；  
  sum1=0;
  sum2=0;
   s=(mean(f))*sum(f)/(sum(f)+sum(e))+mean(e)*sum(e)/(sum(f)+sum(e));
   if (s-p(t-1))/p(t-1)>=0.5
       p(t)=p(t-1)*1.5;
   elseif ((s-p(t-1))/p(t-1)<=-0.2)&((s-p(t-1))/p(t-1)>=-0.5)
        p(t)=p(t-1)*0.65;
   elseif (s-p(t-1))/p(t-1)<=-0.5
       p(t)=p(t-1)*0.5;
    else
        p(t)=s;
    end
    
%  if (count3~=0&count4~=0)
%   for i=count4:(l-1)
%       sum1=sum1+f(i);
%   end
%    for i=1:count3
%       sum2=sum2+e(i);
%   end
%   p(t)=(sum1+sum2)/(count3+l-count4-1);
% else
     
%   end 
% 确定成交价格；  
  sum3=0;
  sum4=0;
  v=rand(n0,1)/3;
  for i=1:(l-1)
      if agent(i).g==0
          if agent(i).ps<p(t)
              agent(i).stocksell=fix(agent(i).stock*v(i));
          elseif agent(i).ps==p(t)
               agent(i).stocksell=fix(agent(i).stock*0.6*v(i));
           end
           sum3=sum3+agent(i).stocksell;
       end
   end
%  卖方的卖出策略  ； 
w=rand(n0,1)/3;
   for i=1:(j-1)
       if agent(i).g==1
           if agent(i).pb>p(t)
               agent(i).capital1=agent(i).capital0*w(i);
           elseif  agent(i).pb==p(t)
                 agent(i).capital1=agent(i).capital0*0.6*w(i);
             end
             sum4=sum4+agent(i).capital1;
         end
     end    
%    买方的买进策略；  
         
         if sum3>round(sum4/p(t))
             r=round(sum4/p(t));                                                                                                     
           for i=1:(l-1)
               if agent(i).g==0
                   if agent(i).ps<=p(t)
                      agent(i).stock=agent(i).stock -fix((agent(i).stocksell/sum3)*r);
                      agent(i).capital0=agent(i).capital0+p(t)*(fix((agent(i).stocksell/sum3)*r));
                  end
               end
           end
           for i=1:(j-1)
               if agent(i).g==1
                   if agent(i).pb>=p(t)
                       agent(i).stock=agent(i).stock+fix(r*(agent(i).capital1/sum4));
                       agent(i).capital0=agent(i).capital0-fix(r*(agent(i).capital1/sum4))*p(t);
                   end
               end
               end
           end
%      供给大于需求时的买卖双方成交的情况；  
       if sum3<round(sum4/p(t))
           for i=1:(l-1)
               if agent(i).g==0
                   if agent(i).ps<p(t)
                       agent(i).stock=fix(agent(i).stock*(1-v(i)));
                       agent(i).capital0=agent(i).capital0+p(t)*(fix(agent(i).stock*v(i)));
                   elseif agent(i).ps==p(t)
                       agent(i).stock=fix(agent(i).stock(1-0.6*v(i)));
                       agent(i).capital0=agent(i).capital0+p(t)*(fix(agent(i).stock*0.6*v(i)));
                   end
               end
           end
           for i=1:(j-1)
               if agent(i).g==1
                   if agent(i).pb>p(t)
                       agent(i).stock=fix(agent(i).stock+sum3*(agent(i).capital1/sum4));
                       agent(i).capital0=agent(i).capital0-(fix(sum3*(agent(i).capital1/sum4)))*p(t);
                   elseif agent(i).pb==p(t)
                       agent(i).stock=fix(agent(i).stock+sum3*(agent(i).capital1/sum4));
                       agent(i).capital0=agent(i).capital0-(fix(sum3*(agent(i).capital1/sum4)))*p(t);
                   end
               end
           end 
       end
%        供给小于需求时的买卖双方成交的情况；

if sum3>round(sum4/p(t))
 count7=count7+1;
elseif sum3<round(sum4/p(t))
    count8=count8+1;
end
if ((count7-count8)>0)&(rem((count7-count8),8)==0)
   p(t)=p(t)*(1-0.015);
elseif ((count8-count7)>0)&(rem((count8-count7),5)==0)
         p(t)=p(t)*(1+0.15);
     end
 end   
plot(p);
xlabel('迭代周期数');
ylabel('成交价格');
title('股市价格变动');
legend('股票价格');
e=zeros(n0,1);
f=zeros(n0,1);
for i=1:n0
    e(i)=agent(i).capital0;
    f(i)=agent(i).stock;
end
figure;
plot(e,'-o');
figure;
plot(f,'-*');
hold off;