股市模拟swarm源程序.doc

B: 股市模拟SWARM JAVA程序1. 交易者类import swarm.objectbase.SwarmObjectImpl;import swarm.Globals;import swarm.defobj.Zone;import swarm.gui.Raster;import swarm.space.Grid2dImpl;/* Title: Agent.java* Description: 定义交易者市场行为规则.* Copyright:YuTongkui (c) 2005* Company:CQU CEBA* author YuTongkui* version 1.0*/public class Agent extends SwarmObjectImpl public int strategy;public byte color;public int x;public int y;public int agentID;public Market market;public Grid2dImpl world;public Agent(Zone aZone,Market market,Grid2dImpl world,int x,int y,int agentID) super(aZone); this.market=market; this.world=world; this.x=x; this.y=y; this.agentID=agentID; market.N+; double temp=Math.random();if(temp0.8&temp=0.9) strategy=1; market.numOptimistic+; setColor(byte)1); else strategy=2; market.numPessimistic+; setColor(byte)2); public void setColor(byte i) color=i;public void decide() if(this.strategy=0) if(market.numFundamental=market.numLimit) return; if(Math.random()=market.pftoo) this.strategy=1; setColor(byte)1); market.numFundamental-; market.numOptimistic+; else if(Math.random()=(market.pftop/(1-market.pftoo) this.strategy=2; setColor(byte)2); market.numFundamental-; market.numPessimistic+; else if(this.strategy=1) if(market.numOptimistic+market.numPessimistic)=market.numLimit) return; if(Math.random()=market.potof) this.strategy=0; setColor(byte)0); market.numFundamental+; market.numOptimistic-; else if(Math.random()=market.potop/(1-market.potof) this.strategy=2; setColor(byte)2); market.numOptimistic-; market.numPessimistic+; else if(market.numOptimistic+market.numPessimistic)=market.numLimit) return; if(Math.random()=market.pptof) this.strategy=0; setColor(byte)0); market.numFundamental+; market.numPessimistic-; else if(Math.random()=market.pptoo/(1-market.pptof) this.strategy=1; setColor(byte)1); market.numOptimistic+; market.numPessimistic-; public void drawSelfOn(Raster r) r.drawPointX$Y$Color(x,y,color);2. 市场类import swarm.Globals;import swarm.objectbase.SwarmObjectImpl;import swarm.defobj.Zone;import swarm.collections.ListImpl;import swarm.objectbase.EmptyProbeMapImpl;import java.io.*;import java.util.*;import java.text.*;/* Title: Market.java* Description: 设置市场环境，保存市场状态，制定交易规则.* Copyright: YuTongkui(c) 2005* Company: CQU CEBA* author YuTongkui* version 1.0*/public class Market extends SwarmObjectImpl public int N=0;public double v1=0.5;public double v2=0.75;public double tc=0.001;public double r=0.001;public double a1=0.25;public double a2=0.15;public double a3=0.8;public double pf=10;public double R=0.1;public double beta=0.5;public double a=0.01;public double b=0.05;public double s=0.8;public int intervals=500;public double dt=0.002;public int numLimit=0;public int numFundamental=0;public int numOptimistic=0;public int numPessimistic=0;public double pftoo;public double pftop;public double potof;public double potop;public double pptof;public double pptoo;public double ppup;public double ppdown;public int currentTime;public double dp;public double price;public PrintWriter out;public Market(Zone aZone,PrintWriter out) super(aZone); this.out=out; currentTime=0;public void calculate() double u1=a1*(double)(numOptimistic-numPessimistic)/(double)(numOptimistic+numPessimistic)+a2*dp/v1; double u21=a3*(R*pf+dp/v2)/price-R-s*Math.abs(pf-price)/price); double u22=a3*(R-(R*pf+dp/v2)/price-s*Math.abs(pf-price)/price); pftoo=(1-a)*v2*(double)numOptimistic/(double)N)*Math.exp(u21)+a*(1-b)*(double)numOptimistic/(double)(numOptimistic+numPessimistic); pftop=(1-a)*v2*(double)numPessimistic/(double)N)*Math.exp(u22)+a*(1-b)*(double)numPessimistic/(double)(numOptimistic+numPessimistic); potof=(1-a)*v2*(double)numFundamental/(double)N*Math.exp(-1*u21)+a*b; potop=(1-a)*v1*(double)(numOptimistic+numPessimistic)/(double)N*Math.exp(-1*u1)+a*(1-b)*(double)numPessimistic/(double)(numOptimistic+numPessimistic); pptof=(1-a)*v2*(double)numFundamental/(double)N*Math.exp(-1*u22)+a*b; pptoo=(1-a)*v1*(double)(numOptimistic+numPessimistic)/(double)N*Math.exp(u1)+a*(1-b)*(double)numOptimistic/(double)(numOptimistic+numPessimistic); pftoo=dt*pftoo; pftop=dt*pftop; potof=dt*potof; potop=dt*potop; pptof=dt*pptof; pptoo=dt*pptoo;public void clear() double ed=(this.numOptimistic-this.numPessimistic)*tc+this.numFundamental*r*(pf-price); price=price+beta*ed*dt; dp=beta*ed; this.currentTime+; if(currentTime%intervals=0) out.println(price + + (double) (numOptimistic - numPessimistic) / (double) (numOptimistic + numPessimistic) + + (1 - (double) (numOptimistic + numPessimistic) / (double) N); if(currentTime%(50000)=0) out.close(); try out= new PrintWriter(new BufferedWriter(new FileWriter(v1 +v1+; v2 +v2+;a1 +a1+; a2 +a2+; a3 +a3+; pf +pf+; R +R+; beta +beta+; a +a+; b +b+; s +s+; intervals +intervals+; limitRatio+(double)numLimit/(double)N+ +DateFormat.getDateTimeInstance().format(new Date().replace(:,-)+ +currentTime/50000+.out); catch(Exception e) 3. 模型SWARM类import swarm.objectbase.SwarmImpl;import swarm.collections.ListImpl;import swarm.space.Grid2dImpl;import swarm.defobj.Zone;import swarm.Globals;import swarm.objectbase.EmptyProbeMapImpl;import swarm.activity.ScheduleImpl;import swarm.activity.ActionGroupImpl;import swarm.activity.Activity;import swarm.Selector;import swarm.objectbase.Swarm;import java.io.*;import java.util.*;import java.text.*;/* Title: ModelSWARM.java* Description: 模型SWARM，管理所有agent并实现程序调度.* Copyright:YuTongkui (c) 2005* Company:CQU CEBA* author YuTongkui* version 1.0*/public class ModelSwarm extends SwarmImpl public int worldX=50;public int worldY=50;public int endTime=2000000;public int periods=4000;public double agentDensity=0.2;public double v1=0.5;public double v2=0.75;public double Tc=5;public double Tf=5;public double a1=1.5;public double a2=0.25;public double a3=1.5;public double pf=10;public double R=0.1;public double beta=0.5;public double a=0.01;public double b=0.05;public double s=0.8;public int intervals=500;public double limitRatio=0.0;public Market market;public ListImpl agentList;public Grid2dImpl world;public ScheduleImpl modelSchedule;public PrintWriter out;public ModelSwarm(Zone aZone) super(aZone); EmptyProbeMapImpl modelProbeMap=new EmptyProbeMapImpl(aZone,this.getClass(); modelProbeMap.addProbe(this.getProbeForVariable(worldX); modelProbeMap.addProbe(this.getProbeForVariable(worldY); modelProbeMap.addProbe(this.getProbeForVariable(agentDensity); modelProbeMap.addProbe(this.getProbeForVariable(periods); modelProbeMap.addProbe(this.getProbeForVariable(v1); modelProbeMap.addProbe(this.getProbeForVariable(v2); modelProbeMap.addProbe(this.getProbeForVariable(a1); modelProbeMap.addProbe(this.getProbeForVariable(a2); modelProbeMap.addProbe(this.getProbeForVariable(a3); modelProbeMap.addProbe(this.getProbeForVariable(pf); modelProbeMap.addProbe(this.getProbeForVariable(R); modelProbeMap.addProbe(this.getProbeForVariable(s); modelProbeMap.addProbe(this.getProbeForVariable(beta); modelProbeMap.addProbe(this.getProbeForVariable(b); modelProbeMap.addProbe(this.getProbeForVariable(a); modelProbeMap.addProbe(this.getProbeForVariable(intervals); modelProbeMap.addProbe(this.getProbeForVariable(limitRatio); GbeLibrary.setProbeMap$For(modelProbeMap,this.getClass();public Object buildObjects() super.buildObjects(); Agent agent; try out= new PrintWriter(new BufferedWriter(new FileWriter(v1 +v1+; v2 +v2+;a1 +a1+; a2 +a2+; a3 +a3+; pf +pf+; R +R+; beta +beta+; a +a+; b +b+; s +s+; intervals +intervals+; limitRatio+limitRatio+ +DateFormat.getDateTimeInstance().format(new Date().replace(:,-)+ +0+.out); catch(Exception e) market=new Market(getZone(),out); world=new Grid2dImpl(getZone(),worldX,worldY); world.fastFillWithObject(null); agentList=new ListImpl(getZone(); for(int i=0;iworld.getSizeX();i+) for(int j=0;jworld.getSizeY();j+) if(Globals.env.uniformDblRand.getDoubleWithMin$withMax(0.0,1.0)=endTime) this.getActivity().terminate(); market.out.close(); public double getPrice() return market.price;public double getX() return (double)(market.numOptimistic-market.numPessimistic)/(double)(market.numOptimistic+market.numPessimistic);public double getY() return (double)market.numFundamental/(double)market.N;public void setMarketParameters() market.v1=v1; market.v2=v2; market.a1=a1; market.a2=a2; market.a3=a3; market.pf=pf; market.R=R; market.beta=beta; market.s=s; market.b=b; market.a=a; ervals=intervals; market.numLimit=(int)(this.limitRatio*market.N); market.dt=1.0/(double)intervals; market.tc=Tc/(double)market.N; market.r=Tf/(double)market.N; market.price=pf;4. 观察SWARM类import swarm.simtoolsgui.GUISwarmImpl;import swarm.space.Object2dDisplay;import swarm.space.Object2dDisplayImpl;import swarm.gui.Raster;import swarm.gui.ZoomRaster;import swarm.gui.ZoomRasterImpl;import swarm.defobj.Zone;import swarm.gui.Colormap;import swarm.gui.ColormapImpl;import swarm.Selector;import swarm.activity.ActionGroupImpl;import swarm.activity.ScheduleImpl;import swarm.activity.Activity;import swarm.objectbase.Swarm;import swarm.Globals;import swarm.analysis.EZGraphImpl;import swarm.analysis.EZDistributionImpl;import swarm.analysis.EZDistributionCImpl;import swarm.analysis.EZDistribution;import swarm.analysis.EZDistributionC;import java.io.*;import swarm.objectbase.EmptyProbeMapImpl;/* Title: ObserverSWARM.java* Description: 观察者SWARM，提供图形用户界面.* Copyright:YuTongkui (c) 2005* Company:CQU CEBA* author YuTongkui* version 1.0*/public class ObserverSwarm extends GUISwarmImpl public int displayFrequency=1;public int zoomFactor=5;public boolean simulationFinished=false;public ModelSwarm modelSwarm;public ZoomRaster worldRaster;public Object2dDisplay agentDisplay;public EZGraphImpl priceGraph;public EZGraphImpl xGraph;public EZGraphImpl yGraph;public ScheduleImpl displaySchedule;public ObserverSwarm(Zone aZone) super(aZone); EmptyProbeMapImpl displayProbeMap=new EmptyProbeMapImpl(aZone,this.getClass(); displayProbeMap.addProbe(this.getProbeForVariable(displayFrequency); displayProbeMap.addProbe(this.getProbeForVariable(zoomFactor); GbeLibrary.setProbeMap$For(displayProbeMap,this.getClass();public Object buildObjects() super.buildObjects(); Selector sel; modelSwarm=new ModelSwarm(getZone(); Globals.env.createArchivedProbeDisplay(this,DisplaySwarm); Globals.env.createArchivedProbeDisplay(modelSwarm,ModelSwarm); this.getControlPanel().setStateStopped(); priceGraph=new EZGraphImpl(getZone(),price,time,price,priceGraph); sel=SwarmUtils.getSelector(modelSwarm,getPrice); priceGraph.createSequence$withFeedFrom$andSelector(price,modelSwarm,sel); xGraph=new EZGraphImpl(getZone(),confidence index,time,confidence index,xGraph); sel=SwarmUtils.getSelector(modelSwarm,getX); xGraph.createSequence$withFeedFrom$andSelector(x,modelSwarm,sel); yGraph=new EZGraphImpl(getZone(),rationality index,time,rationality index,yGraph); sel=SwarmUtils.getSelector(modelSwarm,getY); yGraph.createSequence$withFeedFrom$andSelector(y,modelSwarm,sel); modelSwarm.buildObjects(); Colormap colormap=new ColormapImpl(getZone(); colormap.setColor$ToName(byte)0,red); colormap.setColor$ToName(byte)1,yellow); colormap.setColor$ToName(byte)2,blue); colormap.setColor$ToName(byte)3,black); this.worldRaster=new ZoomRasterImpl(getZone(),worldRaster); sel=SwarmUtils.getSelector(this,_worldRasterDeath_); this.worldRaster.enableDestroyNotification$notificationMethod(this,sel); this.worldRaster.setZoomFactor(this.zoomFactor); this.worldRaster.setColormap(colormap); this.worldRaster.setWidth$Height(modelSwarm.worldX,this.modelSwarm.worldY); this.worldRaster.setWindowTitle(Stock Market); this.worldRaster.pack(); sel=SwarmUtils.getSelector(Agent,drawSelfOn); agentDisplay=new Object2dDisplayImpl(getZone(),this.worldRaster,this.modelSwarm.world,sel); agentDisplay.setObjectCollection(this.modelSwarm.agentList); return this;public Object buildActions() super.buildActions(); modelSwarm.buildActions(); Selector sel; ActionGroupImpl displayActions=new ActionGroupImpl(getZone(); sel=SwarmUtils.getSelector(agentDisplay,display); displayActions.createActionTo$message(agentDisplay,sel); sel=SwarmUtils.getSelector(priceGraph,step); displayActions.createActionTo$message(priceGraph,sel); sel=SwarmUtils.getSelector(xGraph,step); displayActions.createActionTo$message(xGraph,sel); sel=SwarmUtils.getSelector(yGraph,step); displayActions.createActionTo$message(yGraph,sel); sel=SwarmUtils.getSelector(worldRaster,drawSelf); displayActions.createActionTo$message(this.worldRaster,sel); sel=SwarmUtils.getSelector(this.getActionCache(),doTkEvents); displayActions.createActionTo$message(this.getActionCache(),sel); sel=SwarmUtils.getSelector(this,checkForDone); displayActions.createActionTo$message(this,sel); this.displaySchedule=new ScheduleImpl(getZone(),1); this.displaySchedule.at$createAction(0,displayActions); return this;public Activity activateIn(Swarm swarmContext) super.activateIn(swarmContext); this.modelSwarm.activateIn(this); this.displaySchedule.activateIn(this); return this.getActivity();public void checkForDone() if(simulationFinished) System.out.println(I said to QUIT); modelSwarm.getActivity().terminate(); modelSwarm.out.close(); this.modelSwarm.drop(); this.getControlPanel().setStateQuit(); else if(this.modelSwarm.getActivity().getStatus()=Globals.env.Completed) this.simulationFinished=true; System.out.println(The simulation stopped after +Globals.env.getCurrentTime()+ periods.); System.out.println(Press QUIT when ready!); this.getControlPanel().setStateStopped(); public Object _worldRasterDeath_(Object caller) this.worldRaster.drop(); this.worldRaster=null; return this;5. 主运行程序类import swarm.Globals;/* Title: StartASM.java* Description: 主运行程序，程序入口.* Copyright:YuTongkui (c) 2005* Company:CQU CEBA* author YuTongkui* version 1.0*/public class StartASM public StartASM() public static void main(String args) ObserverSwarm displaySwarm; Globals.env.initSwarm(ASM,2.2,yy,args); displaySwarm=new ObserverSwarm(Globals.env.globalZone); displaySwarm.buildObjects(); displaySwarm.buildActions(); displaySwarm.activateIn(n