mktmodelswarm.h

仿真人工金融市场Jackson代码

// Tim Jares -- MktModelSwarm.h
//   This is a modification of the Swarm template.
// 
// For now, the mktMaker will be subsumed in the mktModelSwarm.
// Eventually, it may make more sense to implement it as a subswarm.
//

#import <analysis.h>
#import <simtools.h>
#import <simtoolsgui.h>
#import <objectbase/Swarm.h>
#import <objectbase.h>
#import <stdlib.h>
#import "Define.h"

#import "Trader.h"
#import "MktMaker.h"
#import "MktStats.h"
#import "Reporter.h"


// MktModelSwarm - This info is that which is necessary for the mkt
// maker to track the risky and riskless assets, and the market
// participants over time.

@interface MktModelSwarm : Swarm {
  // MODIFY: add your own simulation parameters
  int    riskySupply;           // supply of risky asset
  int    riskLessSupply;        // supply of riskless asset
  // specialist's inventory
  double riskyInventory;	
  double riskLessInventory;
  int	 numFundTraders;        // number of fund traders to start with
  int	 numNoiseTraders;       // number of noise traders to start with
  int	 numTraders;            // number of traders overall 
  int	 numClasses;            // number of trader classes overall 
  double riskyEndow;		// number of initial risky shares/each
  double riskLessEndow;		// number of init riskless units/each
  double riskyClearPrice;       // current period mkt clearing
                                //   price for risky asset
  double riskyVol;		// number of shares changing hands in period
  double riskLessClearPrice;    // current clearing price for riskless
  double riskLessRate;		// riskless coupon rate
  double risky1LagPrice;        // last period risky price
  double riskLess1LagPrice;     // last period riskless price
  double riskyCF;               // current periodic risky cash flow
  double riskyGrowthRate;       // TRUE growth rate of risky dividend
  double riskyNoiseMean;        // mean of noise in growth rate
  double riskyNoiseVar;         // var of noise in growth rate
  double riskLessCF;            // coupon pmt from riskless asset

  float  shortMarginFactor;     // limit short selling as % of wealth
  float  longMarginFactor;      // limit buying on margin as % of wealth
  float  pauperFactor;          // poor people aren't allowed to trade
                                //   until they re-accumulate some wealth
  long int	 randomNumSeed;		// seed for number generator
  double liqMean;		// mean of liquidity needs for traders
  double liqVar;		// var of liq. needs

  // MODIFY: add your own model objects.  
  id modelActions;
  id modelSchedule;
  id     traderList;            // List of mkt participants
  id	 classList;		// List of trader classes

  // lists for compiling statistics
  id     bankruptList;
  id     nvrBankruptList;

  id mktMaker;
  id mktStats;
  id reporter;

  id <Histogram> useHisto;
  id    wealthAvg;
  id    bRWealthAvg;
  id    nvrBRWealthAvg;

  id  <Graph>  	wealthGraph;
  id  <GraphElement>	traderElement, BHElement, EMHFElement,
			UEMHFElement, BullElement, BearElement,
			TChaserElement;
  id  <ActiveGraph>	traderGrapher, BHGrapher, EMHFGrapher,
			UEMHFGrapher, BullGrapher, BearGrapher,
			TChaserGrapher;

  int diagLevel;		// for debugging convenience and for
				//   time-series tracking, etc.
}

// MODIFY: add access methods for what agents are visible.
+createBegin: (id) aZone;
-createEnd;
-buildObjects;
-buildActions;
-activateIn: (id) swarmContext;
-(double) getRiskyPrice;
-(double) getRiskyVol;
-(double) getRiskyCF;
-(double) getRiskyCFNoiseLag;
-(double) getFundPrice;
-dumpStatistics;
-updateHisto;
-(double) getBHWealth;
-(double) getEMHFWealth;
-(double) getUEMHFWealth;
-(double) getBullWealth;
-(double) getBearWealth;
-(double) getTChaserWealth;
-(double) getIndClassWealth: (char *) s;
-(double) getTotalWealth;
-(double) getTotalWealthPercent;
-(long int) getRNGSeed;

@end