public class RandomDirection extends java.lang.Object implements Signal
Signal.Direction
Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_HOLDPROBABILITY |
protected double |
holdProbability |
Constructor and Description |
---|
RandomDirection() |
RandomDirection(double holdProbability) |
Modifier and Type | Method and Description |
---|---|
Signal.Direction |
update(OrderBook asset,
Day day)
Choisit aleatoirement la direction avec
holdProbability la probablilite de ne rien faire
achete ou vend aleatoirement sinon
|
public static final double DEFAULT_HOLDPROBABILITY
protected double holdProbability
public RandomDirection()
public RandomDirection(double holdProbability)
public Signal.Direction update(OrderBook asset, Day day)