package asm;import java.util.Vector;/** * Title:        Artificial Stock Market * Description:  人工模擬股市（來源：SFI的Swarm版本）的Java版本 * Copyright:    Copyright (c) 2003 * Company:      http://agents.yeah.net * @author jake * @version 1.0 *///該類負(fù)責(zé)對世界的狀態(tài)進(jìn)行紀(jì)錄并編碼public class World {  public double intrate; /*利率" interest rate"*/  public double dividendscale; /*股息的基本值" The baseline dividend that is set by initWithBaseline: "*/  public int pupdown[];	       /*一個數(shù)組記錄價格的升降情況" array, dimension UPDOWNLOOKBACK "*/  public int dupdown[];	       /*一個數(shù)組記錄股息的升降情況" array, dimension UPDOWNLOOKBACK "*/  public int history_top;      /*價格、股息數(shù)組的歷史紀(jì)錄指標(biāo)" index value of current input into history arrays "*/  public int updown_top;     /*pupdown和dupdown兩個數(shù)組的指標(biāo)"number of time steps to look back to form pupdown and dupdown bits"*/  public double price;     /*股票的市場價格"market clearning price"*/  public double oldprice;  /*上一期的市場價格" previous price "*/  public double dividend;   /*當(dāng)前的股息" dividend "*/  public double olddividend; /*上一期的股息"previous dividend"*/  public double saveddividend; /* copy of olddividend, used for some                           double-checking on object integrity"*/  public double savedprice; /* copy of oldprice, used for some                        double-checking on object integrity"*/  public double riskNeutral;   /*"dividend/intrate"*/;  public double profitperunit; /*沒支股票的靜收益=price - oldprice + dividend"*/  public double returnratio;   /*回報率=profitperunit/oldprice"*/  public int malength[];     /*" For each MA, we must specify the length over which the average is calculated. This array has one integer for each of the moving averages we plan to keep, and it is used to set the widths covered by the moving averages."*/  public int nworldbits; /*世界信息編碼的長度"The number of aspects of the world that are recorded as bits"*/  public int realworld[]; /*真實世界的編碼，每個索引對應(yīng)的值為0~2"An array (dynamically allocated, sorry) of ints, one for each bit being monitored. This is kept up-to-date. There's a lot of pointer math going on with this and I don't feel so glad about it (PJ: 2001-11-01)"*/  public boolean exponentialMAs; /*是否用指數(shù)加權(quán)的方法計算移動平均數(shù)值"Indicator variable, YES if the World is supposed to report back exponentially weighted moving averages"*/  public MovingAverage priceMA[];  /*價格的移動平均" MovingAverage objects which hold price information. There are NMAS of these, and have various widths for the moving averages "*/  public MovingAverage divMA[];   /*股息的移動平均"  MovingAverage objects which hold dividend moving averages. "*/  public MovingAverage oldpriceMA[]; /*上期價格的移動平均" MovingAverage objects which hold lagged price moving averages "*/  public MovingAverage olddivMA[];/*上期股息的移動平均" MovingAverage objects which hold lagged dividend moving averages "*/  public Vector Histories;   //記錄世界的歷史信息 double divhistory[];       /*股息歷史數(shù)組" dividend history array, goes back MAXHISTORY points"*/ double pricehistory[];     /*價格歷史數(shù)組" price history array "*/  static int NULLBIT=-1;  static int PUPDOWNBITNUM=42;  static int NWORLDBITS=61;  static int NRATIOS=10;  static int EQ=0;  static int UPDOWNLOOKBACK=5;  static int NMAS=4;  static int MAXHISTORY=500;  //定義世界編碼對應(yīng)位的名稱  String bitnamelist[][]={{"on", "dummy bit -- always on"},			// 0{"off", "dummy bit -- always off"},{"random", "random on or off"},{"dup", "dividend went up this period"},		// 3{"dup1", "dividend went up one period ago"},{"dup2", "dividend went up two periods ago"},{"dup3", "dividend went up three periods ago"},{"dup4", "dividend went up four periods ago"},{"d5up", "5-period MA of dividend went up"},		// 8{"d20up", "20-period MA of dividend went up"},{"d100up", "100-period MA of dividend went up"},{"d500up", "500-period MA of dividend went up"},{"d>d5",   "dividend > 5-period MA"},			// 12{"d>d20",  "dividend > 20-period MA"},{"d>d100", "dividend > 100-period MA"},{"d>d500", "dividend > 500-period MA"},{"d5>d20", "dividend: 5-period MA > 20-period MA"},	// 16{"d5>d100", "dividend: 5-period MA > 100-period MA"},{"d5>d500", "dividend: 5-period MA > 500-period MA"},{"d20>d100", "dividend: 20-period MA > 100-period MA"},{"d20>d500", "dividend: 20-period MA > 500-period MA"},{"d100>d500", "dividend: 100-period MA > 500-period MA"},{"d/md>1/4", "dividend/mean dividend > 1/4"},		// 22{"d/md>1/2", "dividend/mean dividend > 1/2"},{"d/md>3/4", "dividend/mean dividend > 3/4"},{"d/md>7/8", "dividend/mean dividend > 7/8"},{"d/md>1",   "dividend/mean dividend > 1  "},{"d/md>9/8", "dividend/mean dividend > 9/8"},{"d/md>5/4", "dividend/mean dividend > 5/4"},{"d/md>3/2", "dividend/mean dividend > 3/2"},{"d/md>2", "dividend/mean dividend > 2"},{"d/md>4", "dividend/mean dividend > 4"},{"pr/d>1/4", "price*interest/dividend > 1/4"},		// 32{"pr/d>1/2", "price*interest/dividend > 1/2"},{"pr/d>3/4", "price*interest/dividend > 3/4"},{"pr/d>7/8", "price*interest/dividend > 7/8"},{"pr/d>1",   "price*interest/dividend > 1"},{"pr/d>9/8", "price*interest/dividend > 9/8"},{"pr/d>5/4", "price*interest/dividend > 5/4"},{"pr/d>3/2", "price*interest/dividend > 3/2"},{"pr/d>2",   "price*interest/dividend > 2"},{"pr/d>4",   "price*interest/dividend > 4"},{"pup", "price went up this period"},			// 42{"pup1", "price went up one period ago"},{"pup2", "price went up two periods ago"},{"pup3", "price went up three periods ago"},{"pup4", "price went up four periods ago"},{"p5up", "5-period MA of price went up"},		// 47{"p20up", "20-period MA of price went up"},{"p100up", "100-period MA of price went up"},{"p500up", "500-period MA of price went up"},{"p>p5", "price > 5-period MA"},			// 51{"p>p20", "price > 20-period MA"},{"p>p100", "price > 100-period MA"},{"p>p500", "price > 500-period MA"},{"p5>p20", "price: 5-period MA > 20-period MA"},	// 55{"p5>p100", "price: 5-period MA > 100-period MA"},{"p5>p500", "price: 5-period MA > 500-period MA"},{"p20>p100", "price: 20-period MA > 100-period MA"},{"p20>p500", "price: 20-period MA > 500-period MA"},{"p100>p500", "price: 100-period MA > 500-period MA"}};double ratios[] ={0.25, 0.5, 0.75, 0.875, 1.0, 1.125, 1.25, 1.5, 2.0, 4.0};//比例數(shù)值數(shù)組public World() {  //構(gòu)建函數(shù)，初始化各個變量  pupdown=new int[UPDOWNLOOKBACK];	       /*" array, dimension UPDOWNLOOKBACK "*/  dupdown=new int[UPDOWNLOOKBACK];  malength=new int[NMAS];  priceMA=new MovingAverage[NMAS];  /*" MovingAverage objects which hold price information. There are NMAS of these, and have various widths for the moving averages "*/  divMA=new MovingAverage[NMAS];   /*"  MovingAverage objects which hold dividend moving averages. "*/  oldpriceMA=new MovingAverage[NMAS]; /*" MovingAverage objects which hold lagged price moving averages "*/  olddivMA=new MovingAverage[NMAS];  Histories=new Vector();}String descriptionOfBit(int n){  //獲得指定位的描述  if (n == NULLBIT)    return "(Unused bit for spacing)";  else if (n < 0 || n >= NWORLDBITS)    return "(Invalid world bit)";  return bitnamelist[n][1];}String nameOfBit(int n){  //獲得指定位的名稱  if (n == NULLBIT)    return "null";  else if (n < 0 || n >= NWORLDBITS)    return "";  return bitnamelist[n][0];}int bitNumberOf(String name)/*" Converts a bit name to a bit number. Supplies the number of a bit * given its name.  Unknown names return NULLBIT.  Relatively slow * (linear search). Could be made faster with a hash table etc, but * that's not worth it for the intended usage.  "*/{  //根據(jù)位的名稱獲得位的值  int n;  for (n = 0; n < NWORLDBITS; n++)    if (bitnamelist[n][0].equals(name))      break;  if (n >= NWORLDBITS) n = NULLBIT;  return n;}void setintrate(double rate)  /*" Interest rate set in ASMModelSwarm."*/{  intrate = rate;}void setExponentialMAs(boolean aBool)  /*" Turns on the use of exponential MAs in calculations.  Can be    turned on in GUI or ASMModelSwarm.m. If not, simple averages of    the last N periods."*/{  exponentialMAs = aBool;}int getNumWorldBits()  /*" Returns numworldbits; used by the BFagent."*/{  return nworldbits;}void initWithBaseline(double baseline)/*"Initializes moving averages, using initial values based ona price scale of "baseline" for the dividend.  The baseline isset in ASMModelSwarm. " */{  int i;  double initprice, initdividend;// Check pup index  //if (!nameOfBit(PUPDOWNBITNUM).equals("pup"))    //system.out("PUPDOWNBITNUM is incorrect");// Set price and dividend etc from baseline  dividendscale = baseline;  initprice = baseline/intrate;//初始化價格  initdividend = baseline;//初始化股息  saveddividend = dividend = initdividend;  setDividend(initdividend);  savedprice = price = initprice;  setPrice(initprice);// Initialize profit measures  returnratio = intrate;//初始化回報率  profitperunit = 0.0;// Initialize miscellaneous variables  nworldbits = NWORLDBITS;  //各個移動平均數(shù)組的記錄長度  malength[0] = 5;  malength[1] = 20;  malength[2] = 100;  malength[3] = MAXHISTORY;  history_top = 0;  updown_top = 0;  divhistory=new double[MAXHISTORY];       /*" dividend history array, goes back MAXHISTORY points"*/  pricehistory=new double[MAXHISTORY];  realworld = new int[NWORLDBITS];  // Initialize arrays  for (i = 0; i < UPDOWNLOOKBACK; i++)    {    pupdown[i] = 0;    dupdown[i] = 0;    }  for (i = 0; i < MAXHISTORY; i++)    {    pricehistory[i] = initprice;    divhistory[i] = initdividend;    }  //初始化各種移動平均數(shù)組  for (i = 0; i < NMAS; i++)    {      priceMA[i] = new MovingAverage();      priceMA[i].initWidth(malength[i],initprice);      divMA[i] =new MovingAverage();      divMA[i].initWidth(malength[i],initdividend);      oldpriceMA[i] = new MovingAverage();      oldpriceMA[i].initWidth(malength[i],initprice);      olddivMA[i] =new MovingAverage();      olddivMA[i].initWidth(malength[i],initdividend);    }// Initialize bits//初始化世界的信息編碼  makebitvector();}/*設(shè)置價格p，并計算回報率" Sets the market price to "p".  All price changes (besides trialprices) should use this method.  Also computes profitperunit andreturnratio.  Checks internally for illegal changes of "price", giving us theeffective benefit of encapsulation with the simplicity of use ofa global variable. "*/void setPrice(double p){  //if (price != savedprice)    //system.Out("Price was changed illegally");  oldprice = price;  price = p;  //計算每股的收益  profitperunit = price - oldprice + dividend;  //計算回報率  if (oldprice <= 0.0)    returnratio = profitperunit*1000.0;	/* Arbitrarily large */  else    returnratio = profitperunit/oldprice;  savedprice = price;}/*"Returns the price, used by many classes."*/double getPrice(){  return price;}/*"Returns profitperunit, used by Specialist."*/double getProfitPerUnit(){  return profitperunit;}/*"Sets the global value of "dividend".  All dividend changes should	use this method.  It checks for illegal changes, as does	-setPrice:."*/void setDividend(double d){  //if (dividend != saveddividend)    //system.Out("Dividend was changed illegally.");  //設(shè)置股息，并計算風(fēng)險中性價格  olddividend = dividend;  dividend = d;  saveddividend = dividend;  riskNeutral = dividend/intrate;}/*"Returns the most recent dividend, used by many."*/double getDividend(){  return dividend;}/*"Returns the risk neutral price.  It is just dividend/intrate."*/double getRiskNeutral(){  return riskNeutral;}/*" Updates the history records, moving averages, and world bits to * reflect the current price and dividend.  Note that this is called * in each period after a new dividend has been declared but before * the bidding and price adjustment.  The bits seen by the agents thus * do NOT reflect the trial price.  The "price" here becomes the * "oldprice" by the end of the period. It is called once per period. * (This could be done automatically as part of -setDividend:). * * The dividend used here is at present the latest value, though it * could be argued that it should be the one before, to match price. * For the p*r/d bits we do use the old one. "*///對世界當(dāng)前的狀況進(jìn)行編碼，每個運行周期內(nèi)，先進(jìn)行該動作然后才讓每個agent進(jìn)行報價、交易void updateWorld(){  int i;/* Update the binary up/down indicators for price and dividend *///紀(jì)錄當(dāng)前的價格和股息是升還是降  updown_top = (updown_top + 1) % UPDOWNLOOKBACK;  if(price>oldprice){    pupdown[updown_top] = 1;  }else{    pupdown[updown_top] = 0;  }