mktstats.h

仿真人工金融市场Jackson代码

//  Tim Jares -- MktStats.h 
//  This include file defines the characteristics of the MktStats
//   in this market simulation. This is where mkt stats are collected
//   and traders who care can ask for reports. 

#import <objectbase/SwarmObject.h>
#import <analysis/EZBin.h>
#import <collections.h>
#import "MktData.h"
#import "Define.h"

@interface MktStats: SwarmObject {
  double riskyPrice;
  double riskLessPrice;
  int	 periods;		// number of periods so far
  int    numEarningsRpts;
  int    numRiskLessCFs;
  double riskyPTotal;		// grand total of risky prices over time
  double riskLessPTotal;	// total of riskless prices over time
  double riskyCFTotal;
  double earningsTotal;
  double riskLessCFTotal;

  double riskyPrices[HISTORYMAX];  	// history of risky prices
  double riskyVol[HISTORYMAX];  	// history of risky price volume
  double fundPrices[HISTORYMAX];  	// history of risky prices (fund)
  double riskyCFs[HISTORYMAX];		// history of earnings (daily entries)
  double earnings[HISTORYMAX];		// history of earnings (qtly entries)
  double riskLessPrices[HISTORYMAX];  	// history of riskLess prices
  double riskLessCFs[HISTORYMAX];	// history of dividends

  double avgRiskyPrice;		// average risky price (forever)
  double avgRiskLessPrice;	// avg riskless price (forever)
  double avgRiskyCF;
  double avgEarnings;
  double avgRiskLessCF;

  int 	 diagLevel;
  id	 mktDataList;		// collection of past risky prices, CFs
  id	 priceBin;		// risky price histogram
  id	 riskyRetBin;		// risky return histogram
  id	 riskyVolBin;		// risky volume histogram

}

//  MktStats methods

-initHistory;
//-addRiskyPrice: (int) riskyP RiskLessPrice: (int) riskLessP;
-addPrices: (double) riskyP : (double) riskLessP; 
-addEarnings: (double) e;
-addRiskLessCF: (double) riskLessCF : (double) riskyCF;
-addVol: (double) v;
-addFundPrice: (double) p;
-(double) getRiskyMovingAvg: (int) periods;
-(double) getRiskLessMovingAvg: (int) periods;
-(double) getRiskyLagPrice: (int) lags;
-(double) getRiskyRetVar;
-(double) getRiskyLagCF: (int) lags;
-(double) getEarningsLag: (int) lags;
-(double) getRiskyPrice;
-(double) getRiskyVol;
-(double) getRiskyCF;
-(double) getFundPrice;
-(double) getRiskLessLagPrice: (int) lags;
-(double) getRiskLessLagCF: (int) lags;
-(int) getPeriod;
-setDiagLevel: (int) l;
-step;
-collectRiskyVolStats;
-(double) getRiskyVolAvg;
-(double) getRiskyVolStd;
-collectRiskyRetStats;
-(double) getRiskyRetAvg;
-(double) getRiskyRetStd;
-print;

@end