buyholdrebalance.m

仿真人工金融市场Jackson代码

//  BuyHoldRebalance.m
//  This file defines the method of investing for a BuyHold investor
//  that prefers to re-balance when risky/riskless holdings differ
//  too far from 50%/50%.
//
//

#import "BuyHoldRebalance.h"

// Implementation of a rebalancing BuyHold trader ..

@implementation BuyHoldRebalance

-balancePort {
  double riskyFraction;
  ShareRequest * aRequest;

  wealth = [self getWealth];

  riskyFraction = (riskyUnits*[mktStats getRiskyPrice])/
		  wealth;

  // just want "close" to 50%, so between 25% and 75% is OK
  if (riskyFraction > 0.75) {
    optRiskyUnits = (wealth * 0.50) /
		    [mktStats getRiskyPrice];

    aRequest = [ShareRequest create: [self getZone]];
    [aRequest setUnitPrice: -1];
    [aRequest setGrossUnits: riskyUnits - optRiskyUnits];
    [aRequest setNetUnits: riskyUnits - optRiskyUnits];
    [aRequest setTrader: (id *) self];

    [mktMaker addRiskySupply: aRequest];

  } else if (riskyFraction < 0.25) {
    optRiskyUnits = (wealth * 0.50) /
		    [mktStats getRiskyPrice];

    aRequest = [ShareRequest create: [self getZone]];
    [aRequest setUnitPrice: -1];
    [aRequest setGrossUnits: optRiskyUnits - riskyUnits];
    [aRequest setNetUnits: optRiskyUnits - riskyUnits];
    [aRequest setTrader: (id *) self];

    [mktMaker addRiskyDemand: aRequest];
  }

  return self;

}