A B C D E F G H I L M N O P Q R S T U V W Y Z 

A

acceptNegativeValues - Static variable in class v13.MarketPlace
 
action - Variable in class v13.lcs.agent.LcsRule
 
activated - Variable in class v13.lcs.agent.LcsRule
 
add(E) - Method in class v13.LimitedLinkedList
 
addAgentFamilyChooser() - Method in class v13.web.dhtml.Form
 
addCss(String) - Method in class v13.web.HTML
 
addDayStructureChooser() - Method in class v13.web.dhtml.Form
 
addFamily(AgentFamily...) - Method in class v13.eval.Evaluation
 
addFirst(E) - Method in class v13.LimitedLinkedList
 
addHeader(String, String) - Method in class v13.web.NanoHTTPD.Response
Adds given line to the header.
addLiquidityAgent(Agent, int) - Method in class v13.eval.test.CompetitionEcologique
Add some agents that act as liquidity providers (ie. the number of these agents do not evolve during the ecological competition
addLogChooser() - Method in class v13.web.dhtml.Form
 
addNewAgent(Agent) - Method in class v13.MultithreadedSimulation
 
addNewAgent(Agent) - Method in class v13.Simulation
 
addNewInfoAgent(Agent) - Method in class v13.Simulation
 
addNewMarketMaker(String) - Method in class v13.Simulation
 
addNewMicrostructure(OrderBook) - Method in class v13.Simulation
 
addNewOrder(LimitOrder) - Method in class v13.agents.HumanAgent
 
addNewOrderBook(String) - Method in class v13.Simulation
 
addScorer(EvaluationScorer...) - Method in class v13.eval.Evaluation
 
addScriptLibrary(String) - Method in class v13.web.HTML
 
addScriptOnLoad(String) - Method in class v13.web.HTML
 
addSimulationChooser(boolean) - Method in class v13.web.dhtml.Form
 
addTradingAgent(Agent, int) - Method in class v13.eval.test.CompetitionEcologique
Ajoute une famille d'agents avec le constructeur par defaut
addTradingAgent(Agent) - Method in class v13.eval.test.CompetitionEcologique
 
afterDecide(String, Day, Order) - Method in class v13.agents.Agent
 
afterDecide(String, Day, Order) - Method in class v13.agents.ModerateAgent
 
Agent - Class in v13.agents
 
Agent(String, long) - Constructor for class v13.agents.Agent
 
Agent(String) - Constructor for class v13.agents.Agent
 
agent(Agent, Order, PriceRecord) - Method in class v13.Logger
 
agentFamilies - Variable in class v13.eval.test.CompetitionEcologique
 
AgentFamily - Class in v13.eval
An AgentFamily represents a set of agents.
AgentFamily(String, int, Agent) - Constructor for class v13.eval.AgentFamily
Constructeur d'une famille d'agents
AgentFamily(String, List<Agent>, int) - Constructor for class v13.eval.AgentFamily
 
agentList - Variable in class v13.Simulation
 
agentName - Variable in class v13.eval.AgentScore
 
agents - Variable in class v13.FilteredLogger
 
AgentScore - Class in v13.eval
Comparator based on the comparison of a score.
AgentScore(String) - Constructor for class v13.eval.AgentScore
 
AgentTemplates - Class in v13.agents
 
AgentTemplates() - Constructor for class v13.agents.AgentTemplates
 
aggregate(List<Signal.Direction>, Agent) - Method in class v13.agents.chartist.strategy.Majority
 
aggregate(List<Signal.Direction>, Agent) - Method in class v13.agents.chartist.strategy.SingleSignalStrategy
 
aggregate(List<Signal.Direction>, Agent) - Method in interface v13.agents.chartist.strategy.Strategy
 
agreggateOnFamilies() - Method in class v13.eval.Evaluation
 
agreggateOnFamilies(Collection<AgentScore>) - Static method in class v13.eval.Evaluation
 
alive - Variable in class v13.Simulation
 
AllDescriptors - Class in v13.lcs.descriptor
Base d'exemples d'indicateurs de march�
AllDescriptors() - Constructor for class v13.lcs.descriptor.AllDescriptors
 
allSeries - Variable in class v13.web.dhtml.PriceHistoryGraph
 
append(String, String) - Method in class v13.web.HTML
 
ascending - Variable in class v13.web.dhtml.RankBasedOnPropertyTable
 
ASK - Static variable in class v13.LimitOrder
 
ask - Variable in class v13.OrderBook
 
askRules - Variable in class v13.lcs.agent.LcsClassifierSystem
 
ASSET - Variable in class v13.test.TestTouchOrExecutedOrder
 
ATOMProperties - Class in v13.gui
 
ATOMProperties() - Constructor for class v13.gui.ATOMProperties
 
Automata - Class in v13.agents
 
Automata(String, String, boolean) - Constructor for class v13.agents.Automata
 
Automata(String, List<Order>, boolean) - Constructor for class v13.agents.Automata
 
average(String, BigInteger) - Method in class v13.eval.AgentScore
 
averageSimulationTime() - Method in class v13.eval.Evaluation
 

B

bank - Static variable in class v13.MarketPlace
 
beforeDecide(String, Day) - Method in class v13.agents.Agent
 
BestBidAsk - Class in v13.agents.chartist.policy
Politique utilisée pour l'envoi d'ordres Quantité constante Prix fixé de manière a ce que les ordres se retrouvent toujours en tête de liste (= toujours faire de l'ordre envoyé le plus intéressant du carnet) strictement (meilleur prix du carnet) ou non (meilleur prix du carnet strictement ou ex-aequo)
BestBidAsk() - Constructor for class v13.agents.chartist.policy.BestBidAsk
Constructeur par defaut
BestBidAsk(long, int, double, boolean) - Constructor for class v13.agents.chartist.policy.BestBidAsk
Constructeur detaille
bestLimit - Variable in class v13.agents.chartist.policy.MarketOrderPolicy
 
bestSimulationTime() - Method in class v13.eval.Evaluation
 
BID - Static variable in class v13.LimitOrder
 
bid - Variable in class v13.OrderBook
 
bidRules - Variable in class v13.lcs.agent.LcsClassifierSystem
 
BLACK - Static variable in interface v13.web.DynamicHTML
 
BLUE - Static variable in interface v13.web.DynamicHTML
 
broadcastNews(Day, Map<String, Agent>) - Method in class v13.agents.Agent
 
BUFSIZE - Static variable in class v13.web.NanoHTTPD.HTTPSession
 
build(Signal.Direction, OrderBook, Agent, int) - Method in class v13.agents.chartist.policy.BestBidAsk
Construit un ordre Quantite constante Prix fixe de maniere a ce que les ordres se retrouve toujours en tete de liste (=toujours faire de l'ordre envoye le plus interessant du carnet) strictement (meilleur prix du carnet) ou non (meilleur prix du carnet strictement ou ex-aequo)
build(Signal.Direction, OrderBook, Agent, int) - Method in class v13.agents.chartist.policy.LastPrice
Construit un ordre Quantite constante Prix determine en se basant sur le dernier prix fixe
build(Signal.Direction, OrderBook, Agent, int) - Method in class v13.agents.chartist.policy.MarketOrderPolicy
Construit un ordre Quantite constante Echanger a la meilleur limite si bestLimit==true Echanger a tout prix si bestLimit==false
build(Signal.Direction, OrderBook, Agent, int) - Method in interface v13.agents.chartist.policy.OrderPolicy
 
build(Signal.Direction, OrderBook, Agent, int) - Method in class v13.agents.chartist.policy.RandomPolicy
Construit un ordre quantite aleatoire entre minQuant et maxQuant prix aleatoire entre minPrice et maxPrice
bw - Variable in class v13.eval.test.CompetitionEcologique
 

C

CancelOrder - Class in v13
 
CancelOrder(String, String, String) - Constructor for class v13.CancelOrder
 
cash - Variable in class v13.agents.Agent
 
checkMemory(MemoryClassifier) - Method in interface v13.lcs.descriptor.Descriptor
 
checkMemory(MemoryClassifier) - Method in class v13.lcs.descriptor.DescriptorA
 
checkMemory(MemoryClassifier) - Method in class v13.lcs.descriptor.DescriptorB
 
checkMemory(MemoryClassifier) - Method in class v13.lcs.descriptor.DescriptorC
 
checkMemory(MemoryClassifier) - Method in class v13.lcs.descriptor.SignalDecorator
 
checkParameters() - Method in class v13.agents.chartist.signal.Indicator
 
checkParameters() - Method in class v13.agents.chartist.signal.MixedMovingAverage
 
checkParameters() - Method in class v13.agents.chartist.signal.Momentum
 
checkParameters() - Method in class v13.agents.chartist.signal.Rsi
 
classifier - Variable in class v13.lcs.agent.LcsClassifierSystem
 
classifierSystem - Variable in class v13.lcs.agent.LcsAgent
 
clear() - Method in class v13.agents.Agent
 
clear() - Method in class v13.MarketPlace
 
clear() - Method in class v13.OrderBook
 
clear() - Method in class v13.Simulation
 
clear() - Method in class v13.test.TestTouchOrExecutedOrder
 
clear() - Method in class v13.web.NanoHTTPD.DefaultTempFileManager
 
clear() - Method in interface v13.web.NanoHTTPD.TempFileManager
 
clone() - Method in class v13.eval.AgentScore
 
close() - Method in class v13.MarketPlace
 
CLOSE - Static variable in class v13.StringOrderParser
 
CLOSE_TICKS - Static variable in class v13.gui.ATOMProperties
 
closeOutput() - Method in class v13.eval.test.CompetitionEcologique
 
CLOSING - Static variable in class v13.web.dhtml.Form
 
coEvolution(List<Agent>, int, int) - Static method in class v13.eval.SubClasses
 
COLORS - Static variable in interface v13.web.DynamicHTML
 
command(char) - Method in class v13.Logger
 
commands - Variable in class v13.FilteredLogger
 
compareTo(LcsRule) - Method in class v13.lcs.agent.LcsRule
compare les scores de deux r�gles de mani�re � ce qu'une liste triee ait les meilleurs scores en premier
compet(String) - Static method in class v13.eval.test.Test_EcologicalCompetition
 
competition - Variable in class v13.web.Experimentation
 
COMPETITION_TYPE - Static variable in class v13.web.dhtml.Form
 
CompetitionEcologique - Class in v13.eval.test
 
CompetitionEcologique() - Constructor for class v13.eval.test.CompetitionEcologique
 
computePriceVariation(OrderBook) - Method in class v13.lcs.agent.LcsAgent
Affecte la valeur de lcs.reward en fonction de l'évolution des prix
ConfigurationUI - Class in v13.gui
 
ConfigurationUI(JFrame) - Constructor for class v13.gui.ConfigurationUI
Creates new form GUI
containsRule(LcsRule[], LcsRule, int, int) - Static method in class v13.lcs.agent.GeneticAlgorithm
 
containsRule(ArrayList<LcsRule>, LcsRule) - Static method in class v13.lcs.agent.GeneticAlgorithm
 
containsRule(LcsRule[], LcsRule, int, int) - Static method in class v13.lcs.agent.LcsClassifierSystem
 
CONTINUOUS - Static variable in class v13.MarketPlace
 
CONTINUOUS - Static variable in class v13.StringOrderParser
 
CONTINUOUS - Static variable in class v13.web.dhtml.Form
 
CONTINUOUS_TICKS - Static variable in class v13.gui.ATOMProperties
 
cost - Static variable in class v13.MarketPlace
 
counter - Variable in class v13.eval.termination.FixedIteration
 
cpt - Variable in class v13.agents.chartist.signal.Periodic
 
cpt - Variable in class v13.agents.chartist.signal.Variation
 
create() - Method in interface v13.web.NanoHTTPD.TempFileManagerFactory
 
createEuroNEXT(int, int, int) - Static method in class v13.Day
 
createSinglePeriod(int, int) - Static method in class v13.Day
 
createTempFile() - Method in class v13.web.NanoHTTPD.DefaultTempFileManager
 
createTempFile() - Method in interface v13.web.NanoHTTPD.TempFileManager
 
crossingOver(LcsRule, LcsRule) - Static method in class v13.lcs.agent.GeneticAlgorithm
 
CSVUtility - Class in v13.eval
Some static methods to deal with CSV input/output linked to Evaluation.
CSVUtility() - Constructor for class v13.eval.CSVUtility
 
curPrice - Variable in class v13.lcs.agent.LcsAgent
 
currentDay - Variable in class v13.Simulation
 
currentPeriod - Variable in class v13.Day
 
currentPeriod() - Method in class v13.Day
 
currentTick() - Method in class v13.Day
 
currentTick - Variable in class v13.Period
 
currentTick() - Method in class v13.Period
 

D

Day - Class in v13
A day represent the structure of a day in a simulation.
Day(Period[]) - Constructor for class v13.Day
 
Day(List<Period>) - Constructor for class v13.Day
 
day(int, Collection<OrderBook>) - Method in class v13.Logger
 
day - Variable in class v13.Simulation
 
DAY_NUMBER - Static variable in class v13.gui.ATOMProperties
 
days - Variable in class v13.FilteredLogger
 
dayStructure - Variable in class v13.eval.Evaluation
 
dayStructure - Variable in class v13.web.Experimentation
 
decide(String, Day) - Method in class v13.agents.Agent
 
decide(String, Day) - Method in class v13.agents.Automata
 
decide(String, Day) - Method in class v13.agents.chartist.StrategicAgent
 
decide(String, Day) - Method in class v13.agents.DumbAgent
 
decide(String, Day) - Method in class v13.agents.HumanAgent
 
decide(String, Day) - Method in class v13.agents.IntelligentAgent
 
decide(String, Day) - Method in class v13.agents.ModerateAgent
 
decide(String, Day) - Method in class v13.agents.multiasset.MarketPortfolio
 
decide(String, Day) - Method in class v13.agents.multiasset.NaiveLimit
 
decide(String, Day) - Method in class v13.agents.multiasset.NaiveMarket
 
decide(String, Day) - Method in class v13.agents.ZIT
 
decide(String, Day) - Method in class v13.agents.ZIT_MO
 
decide(String, Day) - Method in class v13.agents.ZITimproved
 
decide(String, Day) - Method in class v13.eval.YannSimpleTrader
 
decide(String, Day) - Method in class v13.lcs.agent.LcsAgent
La fonction decide retourne l'ordre à exécuter en s'appuyant sur le CS de l'agent
decide(OrderBook, Day, long) - Method in class v13.lcs.agent.LcsClassifierSystem
 
decodeParameters(Map<String, String>) - Method in class v13.web.NanoHTTPD
Decode parameters from a URL, handing the case where a single parameter name might have been supplied several times, by return lists of values.
decodeParameters(String) - Method in class v13.web.NanoHTTPD
Decode parameters from a URL, handing the case where a single parameter name might have been supplied several times, by return lists of values.
decodePercent(String) - Method in class v13.web.NanoHTTPD
Decode percent encoded String values.
decreaseAndDeleteUnvalid() - Method in class v13.OrderBook
 
DEFAULT_HOLDPROBABILITY - Static variable in class v13.agents.chartist.signal.RandomDirection
 
DEFAULT_MAXPRICE - Static variable in class v13.agents.chartist.policy.RandomPolicy
 
DEFAULT_MAXQUANT - Static variable in class v13.agents.chartist.policy.RandomPolicy
 
DEFAULT_MINPRICE - Static variable in class v13.agents.chartist.policy.RandomPolicy
 
DEFAULT_MINQUANT - Static variable in class v13.agents.chartist.policy.RandomPolicy
 
DEFAULT_PRICE - Static variable in class v13.agents.chartist.policy.BestBidAsk
 
DEFAULT_PRICE - Static variable in class v13.agents.chartist.policy.LastPrice
 
DEFAULT_PRICE - Static variable in class v13.agents.chartist.policy.MarketOrderPolicy
 
DEFAULT_PROPERTY_FILENAME - Static variable in class v13.gui.ATOMProperties
 
DEFAULT_QUANTITY - Static variable in class v13.agents.chartist.policy.BestBidAsk
 
DEFAULT_QUANTITY - Static variable in class v13.agents.chartist.policy.LastPrice
 
DEFAULT_QUANTITY - Static variable in class v13.agents.chartist.policy.MarketOrderPolicy
 
DEFAULT_RATE - Static variable in class v13.agents.chartist.policy.BestBidAsk
 
DEFAULT_RATE - Static variable in class v13.agents.chartist.policy.LastPrice
 
DEFAULT_SEUIL - Static variable in class v13.agents.chartist.signal.Indicator
 
DEFAULT_SEUIL - Static variable in class v13.agents.chartist.signal.MixedMovingAverage
 
DEFAULT_SEUIL - Static variable in class v13.agents.chartist.signal.Momentum
 
DEFAULT_SEUIL - Static variable in class v13.agents.chartist.signal.Rsi
 
defaultFitness - Static variable in class v13.lcs.agent.LcsRule
 
delete() - Method in class v13.web.NanoHTTPD.DefaultTempFile
 
delete() - Method in interface v13.web.NanoHTTPD.TempFile
 
demo0() - Static method in class v13.lcs.TestLcs
 
DepthMemory - Class in v13.lcs.memory
 
DepthMemory() - Constructor for class v13.lcs.memory.DepthMemory
 
Descriptor - Interface in v13.lcs.descriptor
un indicateur de march� doit �tre dot� d'une fonction permettant de v�rifier que le LCS m�morise les donn�es n�cessaires � l'indicateur, et le dot� du module m�moire manquant si n�cessaire
DescriptorA - Class in v13.lcs.descriptor
Observe si une valeur (par exemple le prix ou la profondeur) a augment� ou diminu� entre l'instant t-nbTics et t.
DescriptorA(int, MemoryModule) - Constructor for class v13.lcs.descriptor.DescriptorA
 
DescriptorB - Class in v13.lcs.descriptor
V�rifie si une valeur (par exemple le prix ou la profondeur) est sup�rieure � la moyenne de ses nbTics derni�res valeurs
DescriptorB(int, MemoryModule) - Constructor for class v13.lcs.descriptor.DescriptorB
 
DescriptorC - Class in v13.lcs.descriptor
V�rifie si une valeur (par exemple le prix ou la profondeur) est sup�rieure ou inf�rieure � la moyenne de ses deux valeurs extr�mes sur les nbTics derni�res valeurs
DescriptorC(int, MemoryModule) - Constructor for class v13.lcs.descriptor.DescriptorC
 
descriptors - Variable in class v13.lcs.agent.LcsClassifierSystem
 
dir - Variable in class v13.PriceRecord
 
direction - Variable in class v13.LimitOrder
 
divide(String, BigInteger) - Method in class v13.eval.AgentScore
 
doc - Variable in class v13.web.HTML
 
DumbAgent - Class in v13.agents
 
DumbAgent(String, long) - Constructor for class v13.agents.DumbAgent
 
DumbAgent(String) - Constructor for class v13.agents.DumbAgent
 
dump() - Method in class v13.eval.scorer.PopulationScorer
 
DynamicHTML - Interface in v13.web
An HTML document can have several parts that are generated dynamically (typically graphs with ATOM).

E

ECOLOGICAL_COMPETITION - Static variable in class v13.web.dhtml.Form
 
EcologicalPopulationUpdateWithFixedSoup - Class in v13.eval.update
 
EcologicalPopulationUpdateWithFixedSoup(String, List<AgentFamily>) - Constructor for class v13.eval.update.EcologicalPopulationUpdateWithFixedSoup
 
EcologicalPopulationUpdateWithPropertyShifting - Class in v13.eval.update
This class update the agent population by changing the number of agents of each families but depending on a given criteria (generally wealth, but can be rank !)
EcologicalPopulationUpdateWithPropertyShifting(String) - Constructor for class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
EcologicalTermination - Class in v13.eval.termination
 
EcologicalTermination(int) - Constructor for class v13.eval.termination.EcologicalTermination
 
error(Exception) - Method in class v13.Logger
 
error(OutputStream, NanoHTTPD.Response.Status, String) - Static method in class v13.web.NanoHTTPD.Response
 
Evaluate - Class in v13.web.handlers
 
Evaluate() - Constructor for class v13.web.handlers.Evaluate
 
Evaluation - Class in v13.eval
 
Evaluation() - Constructor for class v13.eval.Evaluation
 
EvaluationScorer - Interface in v13.eval
 
Event - Enum in v13
This class represent events that can be generated when the state of an order change.
everyPolicyWithFixedZIT() - Method in class v13.web.test.TestPolicies
 
exec - Variable in class v13.FilteredLogger
 
exec(Order) - Method in class v13.Logger
 
exec(Runnable) - Method in interface v13.web.NanoHTTPD.AsyncRunner
 
exec(Runnable) - Method in class v13.web.NanoHTTPD.DefaultAsyncRunner
 
execute(OrderBook) - Method in class v13.CancelOrder
 
execute(Termination) - Method in class v13.eval.Evaluation
 
execute(Termination, PopulationUpdate) - Method in class v13.eval.Evaluation
 
execute(OrderBook) - Method in class v13.UpdateOrder
 
EXECUTION_MODEL - Static variable in class v13.gui.ATOMProperties
 
exemple0(String) - Static method in class v13.lcs.TestLcs
 
exemple1(String) - Static method in class v13.lcs.TestLcs
 
exemple2(String) - Static method in class v13.lcs.TestLcs
 
exemple3(String) - Static method in class v13.lcs.TestLcs
 
Experimentation - Class in v13.web
 
Experimentation() - Constructor for class v13.web.Experimentation
 
Experimentation.CompetitionType - Enum in v13.web
 
extId - Variable in class v13.Order
 
extId1 - Variable in class v13.PriceRecord
 
extId2 - Variable in class v13.PriceRecord
 
extIdToKill - Variable in class v13.CancelOrder
 
extLastPrices - Variable in class v13.OrderBook
 

F

families - Variable in class v13.eval.Evaluation
 
family - Variable in class v13.agents.Agent
 
FAMILY_EXCLUDED - Static variable in class v13.web.dhtml.Form
 
FAMILY_NAME - Static variable in class v13.web.dhtml.Form
 
FAMILY_POPULATION - Static variable in class v13.web.dhtml.Form
 
FAMILY_SPEED - Static variable in class v13.web.dhtml.Form
 
FamilyScoreTable - Class in v13.web.dhtml
 
FamilyScoreTable(List<AgentScore>, String) - Constructor for class v13.web.dhtml.FamilyScoreTable
 
file - Variable in class v13.web.dhtml.FileContent
 
file - Variable in class v13.web.UploadedFile
 
FileContent - Class in v13.web.dhtml
Insert the content of a given file, parametrized by the number of lines of the extract (or no parameter for the whole file).
FileContent(File, int) - Constructor for class v13.web.dhtml.FileContent
 
FileContent(File) - Constructor for class v13.web.dhtml.FileContent
 
fileContent(File, int) - Method in class v13.web.dhtml.FileContent
 
FilteredLogger - Class in v13
 
FilteredLogger() - Constructor for class v13.FilteredLogger
 
FilteredLogger(PrintStream) - Constructor for class v13.FilteredLogger
 
FilteredLogger(String) - Constructor for class v13.FilteredLogger
 
find(String, List<AgentFamily>) - Method in class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
firstGA - Static variable in class v13.lcs.agent.LcsClassifierSystem
 
firstPriceOfDay - Variable in class v13.OrderBook
 
fitness - Variable in class v13.lcs.agent.LcsRule
 
FIX - Static variable in class v13.MarketPlace
 
FIX - Static variable in class v13.StringOrderParser
 
FixedIteration - Class in v13.eval.termination
 
FixedIteration(int) - Constructor for class v13.eval.termination.FixedIteration
 
fixing - Static variable in class v13.MarketPlace
 
fixingEach() - Method in class v13.OrderBook
 
fixingEach() - Method in class v13.YuriOrderBook
 
fixingEachContinuous() - Method in class v13.MarketMaker
 
fixingEachContinuous() - Method in class v13.OrderBook
 
fixingEnd() - Method in class v13.OrderBook
 
fixingEndPreopening() - Method in class v13.MarketMaker
 
fixingEndPreopening() - Method in class v13.OrderBook
used only at the end of the opening procedure, to fix the price see http://www.asx.com.au/resources/education/basics/open_Close.htm .
fixingMechanism - Variable in class v13.Period
 
Form - Class in v13.web.dhtml
A really basic form generator ... just to factor duplicate constants in Generate and evaluate.
Form(String) - Constructor for class v13.web.dhtml.Form
 
FortuneWheel - Class in v13
ATOM : ArTificial Open Market Author : Y.
FortuneWheel(String[]) - Constructor for class v13.FortuneWheel
Ce constructeur repose sur une répartition équi-probable.
fortuneWheel(ArrayList<LcsRule>) - Static method in class v13.lcs.agent.GeneticAlgorithm
 
frac - Variable in class v13.agents.ZIT
 
frozenCash - Variable in class v13.agents.IntelligentAgent
 
frozenCash - Variable in class v13.agents.ModerateAgent
 
frozenInvest - Variable in class v13.agents.IntelligentAgent
 
frozenInvest - Variable in class v13.agents.ModerateAgent
 

G

Generate - Class in v13
 
Generate() - Constructor for class v13.Generate
 
Generate - Class in v13.web.handlers
 
Generate() - Constructor for class v13.web.handlers.Generate
 
generate() - Method in class v13.web.test.jre.Index
 
generateData(PopulationScorer) - Static method in class v13.eval.test.RickshawGenerator
 
generateData(PopulationScorer) - Method in class v13.web.dhtml.PopulationScorerGraph
 
generateData(Map<String, List<Long>>) - Method in class v13.web.dhtml.PriceHistoryGraph
This method take as input a dictionnary whose key is a serie's name and whose value is a list of numbers (points to be plotted).
GeneratedFile - Class in v13.test
 
GeneratedFile() - Constructor for class v13.test.GeneratedFile
 
generateHTML() - Method in class v13.eval.scorer.PopulationScorer
 
generateHTML(PopulationScorer) - Static method in class v13.eval.test.RickshawGenerator
 
generateJSON() - Method in class v13.eval.scorer.PopulationScorer
 
generateRank(Map<String, AgentScore>) - Static method in class v13.eval.test.RickshawGenerator
 
generateRank(Map<String, AgentScore>) - Method in class v13.web.dhtml.PopulationScorerGraph
 
generation(int) - Method in class v13.eval.scorer.PopulationScorer
 
GeneticAlgorithm - Class in v13.lcs.agent
 
GeneticAlgorithm() - Constructor for class v13.lcs.agent.GeneticAlgorithm
 
geneticAlgorithm(LcsRule[]) - Static method in class v13.lcs.agent.GeneticAlgorithm
 
geneticAlgorithmPeriod - Static variable in class v13.lcs.agent.LcsClassifierSystem
 
get(String) - Method in class v13.eval.AgentScore
 
get(String) - Static method in class v13.gui.ATOMProperties
 
getAgentBase(int) - Static method in class v13.eval.test.Test_SubClasses
Retourne une liste d'agents de divers types
getBoundaryPositions(ByteBuffer, byte[]) - Method in class v13.web.NanoHTTPD.HTTPSession
Find the byte positions where multipart boundaries start.
getData() - Method in class v13.web.NanoHTTPD.Response
 
getDescription() - Method in enum v13.web.NanoHTTPD.Response.Status
 
getDescriptor(int) - Static method in class v13.lcs.descriptor.AllDescriptors
retourne un indicateur en fonction de l'entier pass� en param�tre
getFamilyName(String) - Static method in class v13.eval.AgentFamily
 
getFixing() - Method in class v13.Period
 
getFrozenInvest(String) - Method in class v13.agents.IntelligentAgent
 
getFrozenInvest(String) - Method in class v13.agents.ModerateAgent
 
getGoodDescriptorSet(int) - Static method in class v13.lcs.descriptor.AllDescriptors
 
getIntradayMeanReturn(int) - Method in class v13.OrderBook
 
getIntradayVariance(int) - Method in class v13.OrderBook
 
getInvest(String) - Method in class v13.agents.Agent
 
getLogger() - Static method in class v13.Logger
 
getLogger() - Method in class v13.Simulation
 
getMemory() - Method in class v13.lcs.agent.LcsClassifierSystem
 
getMemory() - Method in interface v13.lcs.agent.MemoryClassifier
 
getMemory() - Method in class v13.lcs.memory.DepthMemory
 
getMemory() - Method in interface v13.lcs.memory.MemoryModule
 
getMemory() - Method in class v13.lcs.memory.PriceMemory
 
getMemory() - Method in class v13.lcs.memory.SpreadMemory
 
getMimeType() - Method in class v13.web.NanoHTTPD.Response
 
getName() - Method in class v13.eval.AgentScore
 
getName() - Method in class v13.lcs.memory.DepthMemory
 
getName() - Method in interface v13.lcs.memory.MemoryModule
 
getName() - Method in class v13.lcs.memory.PriceMemory
 
getName() - Method in class v13.lcs.memory.SpreadMemory
 
getName() - Method in class v13.web.NanoHTTPD.DefaultTempFile
 
getName() - Method in interface v13.web.NanoHTTPD.TempFile
 
getNext() - Method in class v13.PermutationGenerator
 
getNumLeft() - Method in class v13.PermutationGenerator
 
getPopulationScorer() - Method in class v13.eval.Evaluation
 
getRequestMethod() - Method in class v13.web.NanoHTTPD.Response
 
getRequestStatus() - Method in enum v13.web.NanoHTTPD.Response.Status
 
getResults() - Method in class v13.eval.Evaluation
 
getRootDir() - Method in class v13.web.SimpleWebServer
 
getSoup() - Static method in class v13.agents.chartist.StrategicAgent
 
getState() - Method in class v13.agents.Agent
 
getStatus() - Method in class v13.web.NanoHTTPD.Response
 
getTotal() - Method in class v13.PermutationGenerator
 
getTotalScore(Collection<AgentScore>) - Method in class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
getWealth() - Method in class v13.agents.Agent
 
getWorstScore(Map<String, AgentScore>) - Method in class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
go() - Method in class v13.Replay
 
GREEN - Static variable in interface v13.web.DynamicHTML
 
GREY - Static variable in interface v13.web.DynamicHTML
 

H

handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.handlers.Evaluate
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.handlers.Generate
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.handlers.Replay
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.handlers.Root
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.handlers.StaticContent
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in interface v13.web.HTTPHandler
 
handle(HttpExchange) - Method in class v13.web.test.jre.Index
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.test.TestJSoup
 
handle(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.test.TestPolicies
 
handleException(HTTPHandler, Exception) - Method in class v13.web.SimpleWebServer
 
handleOneLine(String) - Method in class v13.Replay
 
handlers - Variable in class v13.web.SimpleWebServer
 
hasMore() - Method in class v13.PermutationGenerator
 
hasNextPeriod() - Method in class v13.Day
 
hasPopulationScorer() - Method in class v13.eval.Evaluation
 
highestPriceOfDay - Variable in class v13.OrderBook
 
holdProbability - Variable in class v13.agents.chartist.signal.RandomDirection
 
HTML - Class in v13.web
 
HTML(String) - Constructor for class v13.web.HTML
 
HTTPHandler - Interface in v13.web
 
HumanAgent - Class in v13.agents
 
HumanAgent(String, long) - Constructor for class v13.agents.HumanAgent
 

I

IcebergOrder - Class in v13
 
IcebergOrder(String, String, char, int, int, long, int) - Constructor for class v13.IcebergOrder
 
IcebergOrder(String, String, char, int, int, long) - Constructor for class v13.IcebergOrder
 
id - Variable in class v13.Order
 
id - Variable in class v13.web.UploadedFile
 
increment(String, BigInteger) - Method in class v13.eval.AgentScore
 
Index - Class in v13.web.test.jre
 
Index() - Constructor for class v13.web.test.jre.Index
 
index() - Method in class v13.web.test.jre.Index
 
Indicator - Class in v13.agents.chartist.signal
Compare le prix courant au prix a t-n1, puis au prix a t-n2 (0 < n1 < n2) Si ce sont 2 hausses de prix (d'au moins seuil %), on achete Si ce sont 2 baisses de prix (d'au moins seuil %), on vend
Indicator(int, int) - Constructor for class v13.agents.chartist.signal.Indicator
 
Indicator(int, int, double) - Constructor for class v13.agents.chartist.signal.Indicator
 
info(String) - Method in class v13.Logger
 
InformantAgentExample - Class in v13.test
 
InformantAgentExample() - Constructor for class v13.test.InformantAgentExample
 
infos - Variable in class v13.FilteredLogger
 
init() - Method in class v13.agents.Agent
 
init() - Method in class v13.Day
 
init(long) - Method in class v13.eval.AgentFamily
regénère une population de nbAgents agents
initClassifier(int) - Method in class v13.lcs.agent.LcsClassifierSystem
 
initDayStructure(Day) - Method in class v13.eval.Evaluation
 
initialNumberOfAgents - Variable in class v13.eval.AgentFamily
 
initNumberOfDays(int) - Method in class v13.eval.Evaluation
 
initOrderbooks(int, String) - Method in class v13.eval.Evaluation
 
initOrderbooks(int) - Method in class v13.eval.Evaluation
 
initQuty - Variable in class v13.LimitOrder
 
instantiate(Class<? extends Agent>, Map<String, Object>) - Method in class v13.eval.AgentFamily
 
instantiate(String, Object[]) - Method in class v13.web.Experimentation
 
instantiateSimulation(Map<String, String>) - Method in class v13.web.Experimentation
 
IntelligentAgent - Class in v13.agents
Passe un seul ordre à la fois et ne se ruine JAMAIS !
IntelligentAgent(String, long, long, long, int, int) - Constructor for class v13.agents.IntelligentAgent
 
IntelligentAgent(String, long) - Constructor for class v13.agents.IntelligentAgent
 
IntelligentAgent(String) - Constructor for class v13.agents.IntelligentAgent
 
invest - Variable in class v13.agents.Agent
 
isAgent(String) - Static method in class v13.StringOrderParser
 
isCommand(String) - Static method in class v13.StringOrderParser
 
isCommentOrEmpty(String) - Static method in class v13.StringOrderParser
 
isContinuous() - Method in class v13.Period
 
isDay(String) - Static method in class v13.StringOrderParser
 
isFinished(Evaluation) - Method in class v13.eval.termination.EcologicalTermination
 
isFinished(Evaluation) - Method in class v13.eval.termination.FixedIteration
 
isFinished(Evaluation) - Method in interface v13.eval.Termination
 
isFix() - Method in class v13.Period
 
isIceberg() - Method in class v13.IcebergOrder
 
isInfo(String) - Static method in class v13.StringOrderParser
 
isOrder(String) - Static method in class v13.StringOrderParser
 
isPrice(String) - Static method in class v13.StringOrderParser
 
isTick(String) - Static method in class v13.StringOrderParser
 
ITERATED_COMPETITION - Static variable in class v13.web.dhtml.Form
 
iterator() - Method in class v13.Day
 

L

lastExecutionTime - Variable in class v13.eval.Evaluation
 
lastFixedPrice - Variable in class v13.OrderBook
 
lastPrice - Variable in class v13.agents.chartist.policy.BestBidAsk
 
LastPrice - Class in v13.agents.chartist.policy
Politique utilisee pour l'envoi d'ordre Quantite constante Prix determine en se basant sur le dernier prix fixe
LastPrice() - Constructor for class v13.agents.chartist.policy.LastPrice
Constructeur par defaut
LastPrice(long, int, double, boolean) - Constructor for class v13.agents.chartist.policy.LastPrice
Constructeur detaille
lastPrice - Variable in class v13.agents.chartist.policy.LastPrice
 
lastPrice - Variable in class v13.agents.chartist.policy.MarketOrderPolicy
 
lastPriceOfDay - Variable in class v13.OrderBook
 
lastPrices - Variable in class v13.OrderBook
 
launchScript() - Method in class v13.gui.ConfigurationUI
 
launchScript() - Method in class v13.gui.ReplayUI
 
LcsAgent - Class in v13.lcs.agent
Un LcsAgent est un agent qui repose sur une politique de fixation de prix et de quantité et qui exploite un mécanisme d'apprentissage basé sur un Learning Classifier System qui permet de déterminer la direction du prochain ordre.
LcsAgent(String, long) - Constructor for class v13.lcs.agent.LcsAgent
Permet de construire un agent LCS utilisant par défaut
LcsAgent(String, long, List<Descriptor>) - Constructor for class v13.lcs.agent.LcsAgent
Permet de construire un agent LCS utilisant par défaut une best bid ask policy
LcsAgent(String, long, ArrayList<Descriptor>, OrderPolicy) - Constructor for class v13.lcs.agent.LcsAgent
Permet de construire un agent LCS utilisant par défaut une best bid ask policy
LcsClassifierSystem - Class in v13.lcs.agent
Syst�me d'apprentissage LCS permettant de d�cider de l'action � r�aliser � chaque instant (acheter, vendre, ne rien faire) en fonction de l'�tat du march�
LcsClassifierSystem(Descriptor[]) - Constructor for class v13.lcs.agent.LcsClassifierSystem
Constructeur du LCS, n�cessitant un tableau d'indicateurs en entr�e
LcsDemo() - Static method in class v13.lcs.TestLcs
 
LcsRule - Class in v13.lcs.agent
classe d�crivant une r�gle
LcsRule(Trit[], Signal.Direction, double) - Constructor for class v13.lcs.agent.LcsRule
 
LIGHT_GREY - Static variable in interface v13.web.DynamicHTML
 
LimitedLinkedList<E> - Class in v13
 
LimitedLinkedList(int) - Constructor for class v13.LimitedLinkedList
 
LimitOrder - Class in v13
 
LimitOrder(String, String, char, int, long, int) - Constructor for class v13.LimitOrder
 
LimitOrder(String, String, char, int, long) - Constructor for class v13.LimitOrder
 
liquidityProvidersFamilies - Variable in class v13.eval.test.CompetitionEcologique
 
load(String) - Static method in class v13.gui.ATOMProperties
 
loadProperties(String) - Method in class v13.gui.ConfigurationUI
 
loadTemplate(String) - Method in class v13.web.HTML
 
LOCAL_EXECUTION - Static variable in class v13.gui.ATOMProperties
 
log - Variable in class v13.MarketPlace
 
log - Variable in class v13.OrderBook
 
log - Variable in class v13.Simulation
 
LOG_AGENTS - Static variable in class v13.gui.ATOMProperties
 
LOG_AGENTS - Static variable in class v13.web.dhtml.Form
 
LOG_DAYS - Static variable in class v13.web.dhtml.Form
 
LOG_FILENAME - Static variable in class v13.gui.ATOMProperties
 
LOG_INFOS - Static variable in class v13.web.dhtml.Form
 
LOG_ORDERS - Static variable in class v13.gui.ATOMProperties
 
LOG_ORDERS - Static variable in class v13.web.dhtml.Form
 
LOG_PERIOD - Static variable in class v13.gui.ATOMProperties
 
LOG_PRICES - Static variable in class v13.gui.ATOMProperties
 
LOG_PRICES - Static variable in class v13.web.dhtml.Form
 
LOG_TICKS - Static variable in class v13.web.dhtml.Form
 
logfile - Variable in class v13.eval.Evaluation
 
logFile - Variable in class v13.web.Experimentation
 
logger - Variable in class v13.eval.Evaluation
 
Logger - Class in v13
 
Logger() - Constructor for class v13.Logger
 
Logger(PrintStream) - Constructor for class v13.Logger
 
Logger(String) - Constructor for class v13.Logger
 
logger() - Method in class v13.web.Experimentation
 
logs - Variable in class v13.eval.test.CompetitionEcologique
 
logType - Static variable in class v13.MarketPlace
 
LONG - Static variable in class v13.MarketPlace
 
LONG - Static variable in class v13.StringOrderParser
 
lowestPriceOfDay - Variable in class v13.OrderBook
 

M

main(String[]) - Static method in class v13.agents.Automata
 
main(String[]) - Static method in class v13.agents.chartist.State_Test
 
main(String[]) - Static method in class v13.agents.chartist.StrategicAgent_Test
 
main(String[]) - Static method in class v13.agents.multiasset.TestNaive
 
main(String[]) - Static method in class v13.agents.ZIT
 
main(String[]) - Static method in class v13.eval.AgentFamily
 
main(String[]) - Static method in class v13.eval.AgentScore
 
main(String[]) - Static method in class v13.eval.test.Test_EcologicalCompetition
 
main(String[]) - Static method in class v13.eval.test.Test_SubClasses
 
main(String[]) - Static method in class v13.eval.test.TestIteratedEvaluation
 
main(String[]) - Static method in class v13.FortuneWheel
 
main(String[]) - Static method in class v13.Generate
 
main(String[]) - Static method in class v13.gui.MenuScreen
 
main(String[]) - Static method in class v13.lcs.TestLcs
 
main(String[]) - Static method in class v13.PermutationGenerator
 
main(String[]) - Static method in class v13.Random
 
main(String[]) - Static method in class v13.Replay
 
main(String[]) - Static method in class v13.Simulation
 
main(String[]) - Static method in class v13.test.GeneratedFile
 
main(String[]) - Static method in class v13.test.InformantAgentExample
 
main(String[]) - Static method in class v13.test.Test8Threads
code permettant de lancer simultanément 8 simulations, pour voir l'efficacité d'une archi multi-coeurs 1 -> 10 sec 2 -> 16 sec 4 -> 35 sec 8 -> 99 sec
main(String[]) - Static method in class v13.test.TestATOMv13
 
main(String[]) - Static method in class v13.test.TestATOMv13b
 
main(String[]) - Static method in class v13.test.TestCancelWealth
 
main(String[]) - Static method in class v13.test.TestCost
 
main(String[]) - Static method in class v13.test.TestExtraday
 
main(String[]) - Static method in class v13.test.TestHuman
 
main(String[]) - Static method in class v13.test.TestInformedAgent
 
main(String[]) - Static method in class v13.test.TestObserverAgent
 
main(String[]) - Static method in class v13.test.TestReinitSimu
 
main(String[]) - Static method in class v13.test.TestRentability
 
main(String[]) - Static method in class v13.test.TestSimplePeriod
 
main(String[]) - Static method in class v13.test.TestSinusoide
 
main(String[]) - Static method in class v13.test.TestSpeedMillion
 
main(String[]) - Static method in class v13.test.TestSpeedNbAgents
 
main(String[]) - Static method in class v13.test.TestSpeedNbOrders
 
main(String[]) - Static method in class v13.test.TestThreads
 
main(String[]) - Static method in class v13.test.TestTimeAwareAgent
 
main(String[]) - Static method in class v13.test.TestTouchOrExecutedOrder
 
main(String[]) - Static method in class v13.test.TestTwoLoggers
 
main(String[]) - Static method in class v13.web.HTML
 
main(String[]) - Static method in class v13.web.SimpleWebServer
Starts as a standalone file server and waits for Enter.
main(String[]) - Static method in class v13.web.test.jre.WebServer
 
mainExperiment() - Static method in class v13.eval.test.Test_SubClasses
Cette m�thode permet de reproduire les exp�rience �voqu�es dans les papiers
Majority - Class in v13.agents.chartist.strategy
Returns the direction that has majority within the directions list
Majority() - Constructor for class v13.agents.chartist.strategy.Majority
 
Majority(boolean) - Constructor for class v13.agents.chartist.strategy.Majority
 
market - Variable in class v13.agents.Agent
 
market - Variable in class v13.Simulation
 
MarketMaker - Class in v13
Fonctionnement du MarketMaker : Ne fonctionne qu'en quotation continue. le marketmaker se fixe au depart une meilleure limite ask et une meilleure limite bid qu'il concrétise par deux ordres placés en tête des carnets d'ordres.
MarketMaker(String, long, int) - Constructor for class v13.MarketMaker
 
MarketMaker(String) - Constructor for class v13.MarketMaker
 
marketMakerReasoning() - Method in class v13.MarketMaker
 
marketMakerStampAndLog(Order) - Method in class v13.MarketMaker
Pour éviter le problème du MarketMaker qui n'arrive pas à se mettre en tête car la fourchette est trop petite (écart de 1 entre le prix du meilleur ASK et du meilleur BID), on trafique le timestamp.
MarketOrder - Class in v13
 
MarketOrder(String, String, char, int, int) - Constructor for class v13.MarketOrder
 
MarketOrder(String, String, char, int) - Constructor for class v13.MarketOrder
 
MarketOrderPolicy - Class in v13.agents.chartist.policy
Construit un ordre Quantite constante Echanger a la meilleur limite si bestLimit==true Echanger a tout prix si bestLimit==false
MarketOrderPolicy() - Constructor for class v13.agents.chartist.policy.MarketOrderPolicy
Constructeur par defaut
MarketOrderPolicy(long, int, boolean) - Constructor for class v13.agents.chartist.policy.MarketOrderPolicy
Constructeur detaille
MarketPlace - Class in v13
 
MarketPlace() - Constructor for class v13.MarketPlace
 
MarketPortfolio - Class in v13.agents.multiasset
 
MarketPortfolio(String, long, int) - Constructor for class v13.agents.multiasset.MarketPortfolio
 
maxPrice - Variable in class v13.agents.chartist.policy.RandomPolicy
 
maxPrice - Variable in class v13.agents.ZIT
 
maxPrice - Variable in class v13.agents.ZITimproved
 
maxQuant - Variable in class v13.agents.chartist.policy.RandomPolicy
 
maxQuty - Variable in class v13.agents.ZIT
 
maxQuty - Variable in class v13.agents.ZITimproved
 
memory - Variable in class v13.lcs.agent.LcsClassifierSystem
 
memory - Variable in class v13.lcs.descriptor.DescriptorA
 
memory - Variable in class v13.lcs.descriptor.DescriptorB
 
memory - Variable in class v13.lcs.descriptor.DescriptorC
 
MemoryClassifier - Interface in v13.lcs.agent
interface permettant au LCS de m�moriser des informations sur le march� pour les besoins des indicateurs
MemoryModule - Interface in v13.lcs.memory
 
memPop(String, Map<String, Integer[]>, int) - Static method in class v13.eval.SubClasses
 
MenuScreen - Class in v13.gui
 
MenuScreen() - Constructor for class v13.gui.MenuScreen
Creates new form SplashScreen
mime(String) - Static method in class v13.web.SimpleWebServer
 
MIME_DEFAULT_BINARY - Static variable in class v13.web.NanoHTTPD
Common mime type for dynamic content: binary
MIME_HTML - Static variable in class v13.web.NanoHTTPD
Common mime type for dynamic content: html
MIME_PLAINTEXT - Static variable in class v13.web.NanoHTTPD
Common mime type for dynamic content: plain text
MIME_TYPES - Static variable in class v13.web.SimpleWebServer
Hashtable mapping (String)FILENAME_EXTENSION -> (String)MIME_TYPE
minPrice - Variable in class v13.agents.chartist.policy.RandomPolicy
 
minPrice - Variable in class v13.agents.ZIT
 
minPrice - Variable in class v13.agents.ZITimproved
 
minQuant - Variable in class v13.agents.chartist.policy.RandomPolicy
 
minQuty - Variable in class v13.agents.ZIT
 
minQuty - Variable in class v13.agents.ZITimproved
 
MixedMovingAverage - Class in v13.agents.chartist.signal
Compare la moyenne des n1 derniers prix (moyenne courte) a la moyenne des n2 derniers prix (moyenne longue) (n1
MixedMovingAverage(int, int) - Constructor for class v13.agents.chartist.signal.MixedMovingAverage
 
MixedMovingAverage(int, int, double) - Constructor for class v13.agents.chartist.signal.MixedMovingAverage
 
mm - Variable in class v13.MarketMaker
 
model - Variable in class v13.eval.AgentFamily
 
ModerateAgent - Class in v13.agents
Passe un seul ordre ZIT à la fois Gère ses frozen !
ModerateAgent(String, long, long, long, int, int) - Constructor for class v13.agents.ModerateAgent
 
ModerateAgent(String, long) - Constructor for class v13.agents.ModerateAgent
 
ModerateAgent(String) - Constructor for class v13.agents.ModerateAgent
 
Momentum - Class in v13.agents.chartist.signal
Calcule le momentum du prix (difference entre le prix courant et le prix a t-n) Si celui-ci est superieur au momentum precedent (avec un seuil de seuil %), on achete Si celui-ci est inferieur au momentum precedent (avec un seuil de seuil %), on vend
Momentum(int) - Constructor for class v13.agents.chartist.signal.Momentum
 
Momentum(int, double) - Constructor for class v13.agents.chartist.signal.Momentum
 
MonothreadedSimulation - Class in v13
This simulation is monothreaded.
MonothreadedSimulation(Logger, boolean) - Constructor for class v13.MonothreadedSimulation
 
MonothreadedSimulation() - Constructor for class v13.MonothreadedSimulation
 
MonothreadedSimulation(boolean) - Constructor for class v13.MonothreadedSimulation
 
MonothreadedSimulation(Logger) - Constructor for class v13.MonothreadedSimulation
 
MovingAverage - Class in v13.agents.chartist.signal
Compare le prix a la moyenne des n derniers prix Si ce prix coupe cette moyenne vers le haut, on achete Si ce prix coupe cette moyenne vers le bas, on vend
MovingAverage(int) - Constructor for class v13.agents.chartist.signal.MovingAverage
 
MultithreadedSimulation - Class in v13
This simulation is multithreaded.
MultithreadedSimulation() - Constructor for class v13.MultithreadedSimulation
 
MultithreadedSimulation(Logger) - Constructor for class v13.MultithreadedSimulation
 
mutate(Trit) - Static method in enum v13.lcs.agent.Trit
retourne un trit al�atoire diff�rent de cur
mutation(LcsRule, double) - Static method in class v13.lcs.agent.GeneticAlgorithm
 
myId - Variable in class v13.agents.Agent
 

N

n - Variable in class v13.agents.chartist.signal.Momentum
 
n - Variable in class v13.agents.chartist.signal.Rsi
 
n - Variable in class v13.agents.chartist.signal.Variation
 
n1 - Variable in class v13.agents.chartist.signal.Indicator
 
n1 - Variable in class v13.agents.chartist.signal.MixedMovingAverage
 
n2 - Variable in class v13.agents.chartist.signal.Indicator
 
n2 - Variable in class v13.agents.chartist.signal.MixedMovingAverage
 
NaiveLimit - Class in v13.agents.multiasset
 
NaiveLimit(String, long, long, int) - Constructor for class v13.agents.multiasset.NaiveLimit
 
NaiveMarket - Class in v13.agents.multiasset
 
NaiveMarket(String, long, long, int) - Constructor for class v13.agents.multiasset.NaiveMarket
 
name - Variable in class v13.agents.Agent
 
name - Variable in class v13.eval.AgentFamily
 
name - Variable in class v13.lcs.descriptor.DescriptorA
 
name - Variable in class v13.lcs.descriptor.DescriptorB
 
name - Variable in class v13.lcs.descriptor.DescriptorC
 
NanoHTTPD - Class in v13.web
A simple, tiny, nicely embeddable HTTP server in Java

< p/> NanoHTTPD Copyright (c) 2012-2013 by Paul S.

NanoHTTPD(int) - Constructor for class v13.web.NanoHTTPD
Constructs an HTTP server on given port.
NanoHTTPD(String, int) - Constructor for class v13.web.NanoHTTPD
Constructs an HTTP server on given hostname andport.
NanoHTTPD.AsyncRunner - Interface in v13.web
Pluggable strategy for asynchronously executing requests.
NanoHTTPD.DefaultAsyncRunner - Class in v13.web
Default threading strategy for NanoHttpd.
NanoHTTPD.DefaultAsyncRunner() - Constructor for class v13.web.NanoHTTPD.DefaultAsyncRunner
 
NanoHTTPD.DefaultTempFile - Class in v13.web
Default strategy for creating and cleaning up temporary files.
NanoHTTPD.DefaultTempFile(String) - Constructor for class v13.web.NanoHTTPD.DefaultTempFile
 
NanoHTTPD.DefaultTempFileManager - Class in v13.web
Default strategy for creating and cleaning up temporary files.
NanoHTTPD.DefaultTempFileManager() - Constructor for class v13.web.NanoHTTPD.DefaultTempFileManager
 
NanoHTTPD.HTTPSession - Class in v13.web
Handles one session, i.e. parses the HTTP request and returns the response.
NanoHTTPD.HTTPSession(NanoHTTPD.TempFileManager, InputStream, OutputStream) - Constructor for class v13.web.NanoHTTPD.HTTPSession
 
NanoHTTPD.Method - Enum in v13.web
HTTP Request methods, with the ability to decode a String back to its enum value.
NanoHTTPD.Response - Class in v13.web
HTTP response.
NanoHTTPD.Response(String) - Constructor for class v13.web.NanoHTTPD.Response
Default constructor: response = HTTP_OK, mime = MIME_HTML and your supplied message
NanoHTTPD.Response(NanoHTTPD.Response.Status, String, InputStream) - Constructor for class v13.web.NanoHTTPD.Response
Basic constructor.
NanoHTTPD.Response(NanoHTTPD.Response.Status, String, String) - Constructor for class v13.web.NanoHTTPD.Response
Convenience method that makes an InputStream out of given text.
NanoHTTPD.Response.Status - Enum in v13.web
Some HTTP response status codes
NanoHTTPD.TempFile - Interface in v13.web
A temp file.
NanoHTTPD.TempFileManager - Interface in v13.web
Temp file manager.
NanoHTTPD.TempFileManagerFactory - Interface in v13.web
Factory to create temp file managers.
NB_AGENTS - Variable in class v13.YuriOrderBook
 
NB_DAYS - Static variable in class v13.web.dhtml.Form
 
NB_SIMULATIONS - Static variable in class v13.web.dhtml.Form
 
nbAgents - Variable in class v13.eval.AgentFamily
 
nbBaisses - Variable in class v13.agents.chartist.signal.Variation
 
nbDays - Variable in class v13.eval.Evaluation
 
nbGen - Static variable in class v13.eval.SubClasses
 
nbHausses - Variable in class v13.agents.chartist.signal.Variation
 
nbIter - Variable in class v13.eval.termination.EcologicalTermination
 
nbIterations - Variable in class v13.eval.termination.FixedIteration
 
nbLines - Variable in class v13.web.dhtml.FileContent
 
nbOrderbooks - Variable in class v13.eval.Evaluation
 
nbOrders - Variable in class v13.YuriOrderBook
 
nbRules - Static variable in class v13.lcs.agent.LcsClassifierSystem
 
nbTics - Variable in class v13.lcs.descriptor.DescriptorA
 
nbTics - Variable in class v13.lcs.descriptor.DescriptorB
 
nbTics - Variable in class v13.lcs.descriptor.DescriptorC
 
newOrderAgent(String) - Static method in class v13.lcs.agent.LcsAgent
 
newPriceAgent(String) - Static method in class v13.lcs.agent.LcsAgent
 
news(Day, Object) - Method in class v13.agents.Agent
 
newTempFile(String, String) - Method in class v13.web.Experimentation
 
nextDouble() - Static method in class v13.Random
 
nextGaussian() - Static method in class v13.Random
 
nextGaussian(double, double) - Static method in class v13.Random
 
nextInt(int) - Static method in class v13.Random
 
nextPeriod() - Method in class v13.Day
 
nextTick() - Method in class v13.Day
 
none() - Method in class v13.FilteredLogger
 
nonTradingAgentList - Variable in class v13.Simulation
 
NoPopulationUpdate - Class in v13.eval.update
Pretty clear: no change in population composition with this class :)
NoPopulationUpdate() - Constructor for class v13.eval.update.NoPopulationUpdate
 
normalize(Collection<AgentScore>, BigInteger) - Method in class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
number - Variable in class v13.Day
 
numberOfOrdersReceived - Variable in class v13.OrderBook
 
numberOfOrdersSent - Variable in class v13.agents.Agent
 
numberOfPricesFixed - Variable in class v13.OrderBook
 

O

obName - Variable in class v13.Order
 
obName - Variable in class v13.OrderBook
 
obName - Variable in class v13.PriceRecord
 
oldPrice - Variable in class v13.lcs.agent.LcsAgent
 
oneAtAtimeAgainstZIT() - Method in class v13.web.test.TestPolicies
 
open() - Method in class v13.web.NanoHTTPD.DefaultTempFile
 
open() - Method in interface v13.web.NanoHTTPD.TempFile
 
OPEN_TICKS - Static variable in class v13.gui.ATOMProperties
 
OPENING - Static variable in class v13.web.dhtml.Form
 
openOutput() - Method in class v13.eval.test.CompetitionEcologique
 
openWebpage(URI) - Static method in class v13.web.SimpleWebServer
 
ORANGE - Static variable in interface v13.web.DynamicHTML
 
order(Order) - Method in class v13.Logger
 
Order - Class in v13
 
Order(String, String) - Constructor for class v13.Order
 
OrderBook - Class in v13
 
OrderBook(String) - Constructor for class v13.OrderBook
 
ORDERBOOK_FIXING - Static variable in class v13.gui.ATOMProperties
 
ORDERBOOK_NUMBER - Static variable in class v13.gui.ATOMProperties
 
ORDERBOOK_PREFIX - Static variable in class v13.gui.ATOMProperties
 
orderbookPrefix - Variable in class v13.eval.Evaluation
 
orderBooks - Variable in class v13.MarketPlace
 
OrderPolicy - Interface in v13.agents.chartist.policy
An OrderPolicy has the responsability to create a complete order in function of a given direction (coming from the Strategy), a given asset, and constraints that can rely on the agent or market state.
orders - Variable in class v13.FilteredLogger
 
outputPath - Variable in class v13.eval.test.CompetitionEcologique
 
outputWrite(String) - Method in class v13.eval.test.CompetitionEcologique
 

P

pachat - Variable in class v13.agents.chartist.signal.Periodic
 
PARALLEL_EXECUTION - Static variable in class v13.gui.ATOMProperties
 
parseAndexecuteCommand(String, Simulation) - Static method in class v13.StringOrderParser
 
parseOrder(String, Simulation) - Static method in class v13.StringOrderParser
 
part - Variable in class v13.IcebergOrder
 
pattern() - Method in class v13.web.handlers.Evaluate
 
pattern() - Method in class v13.web.handlers.Generate
 
pattern() - Method in class v13.web.handlers.Replay
 
pattern() - Method in class v13.web.handlers.Root
 
pattern() - Method in class v13.web.handlers.StaticContent
 
pattern() - Method in interface v13.web.HTTPHandler
 
pattern() - Method in class v13.web.test.TestJSoup
 
pattern() - Method in class v13.web.test.TestPolicies
 
pendings - Variable in class v13.agents.IntelligentAgent
 
pendings - Variable in class v13.agents.ModerateAgent
 
Period - Class in v13
A period represents a market period within a simulation.
Period(int, int) - Constructor for class v13.Period
 
Periodic - Class in v13.agents.chartist.signal
Achete pendant pachat tours et vend pendant pvente tours
Periodic(int, int) - Constructor for class v13.agents.chartist.signal.Periodic
 
periods - Variable in class v13.Day
 
PermutationGenerator - Class in v13
 
PermutationGenerator(int) - Constructor for class v13.PermutationGenerator
 
play() - Method in class v13.web.test.jre.Index
 
policy - Variable in class v13.agents.chartist.StrategicAgent
 
policy - Variable in class v13.lcs.agent.LcsAgent
 
population - Variable in class v13.eval.AgentFamily
 
PopulationScorer - Class in v13.eval.scorer
 
PopulationScorer() - Constructor for class v13.eval.scorer.PopulationScorer
 
PopulationScorerGraph - Class in v13.web.dhtml
This class produces an HTML file that contains simulation results.
PopulationScorerGraph(PopulationScorer) - Constructor for class v13.web.dhtml.PopulationScorerGraph
 
PopulationUpdate - Interface in v13.eval
This interface allows the evolution of the population at the end of a simulation.
previousPopulationRepartion - Variable in class v13.eval.termination.EcologicalTermination
 
price - Variable in class v13.LimitOrder
 
price(PriceRecord, long, long) - Method in class v13.Logger
 
price - Variable in class v13.PriceRecord
 
PriceHistoryGraph - Class in v13.web.dhtml
This class generates a graph of prices history (by relying on Rickshaw.js).
PriceHistoryGraph(Map<String, List<Long>>) - Constructor for class v13.web.dhtml.PriceHistoryGraph
 
PriceMemory - Class in v13.lcs.memory
Module de m�morisation des prix
PriceMemory() - Constructor for class v13.lcs.memory.PriceMemory
 
PriceRecord - Class in v13
 
PriceRecord(String, long, int, char, String, String) - Constructor for class v13.PriceRecord
 
prices - Variable in class v13.FilteredLogger
 
pricesHistory - Variable in class v13.eval.Evaluation
 
print(String) - Method in class v13.FilteredLogger
 
print(String) - Method in class v13.Logger
 
PRINT - Static variable in class v13.StringOrderParser
 
printFile(String, String, Integer[], int, int) - Static method in class v13.eval.SubClasses
Permet d'écrire dans un fichier afin de produire des courbeset faire des moyennes pour les competitions écolos
println(String) - Method in class v13.FilteredLogger
 
println(String) - Method in class v13.Logger
 
println() - Method in class v13.Logger
 
printState() - Method in class v13.MarketPlace
 
proba - Variable in class v13.agents.ZIT
 
properties() - Method in class v13.eval.AgentScore
 
PROPERTIES_FILENAME - Static variable in class v13.gui.ATOMProperties
 
property - Variable in class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
property - Variable in class v13.web.dhtml.FamilyScoreTable
 
property - Variable in class v13.web.dhtml.RankBasedOnPropertyTable
 
ps - Variable in class v13.web.dhtml.PopulationScorerGraph
 
PURPLE - Static variable in interface v13.web.DynamicHTML
 
pvente - Variable in class v13.agents.chartist.signal.Periodic
 

Q

quantity - Variable in class v13.agents.chartist.policy.BestBidAsk
 
quantity - Variable in class v13.agents.chartist.policy.LastPrice
 
quantity - Variable in class v13.agents.chartist.policy.MarketOrderPolicy
 
quantity - Variable in class v13.LimitOrder
 
quantity - Variable in class v13.PriceRecord
 
queryAllAgents() - Method in class v13.MonothreadedSimulation
 
queryAllAgents() - Method in class v13.MultithreadedSimulation
 
queryAllAgents() - Method in class v13.Simulation
 
queryAllNonTradingAgents() - Method in class v13.Simulation
 

R

raiseIceberg() - Method in class v13.IcebergOrder
 
random() - Static method in enum v13.lcs.agent.Trit
Produit un trit al�atoirement # : 50% 0 : 25% 1 : 25%
Random - Class in v13
ATOM : ArTificial Open Market Author : P Mathieu, O Brandouy, Univ Lille1, France Email : philippe.mathieu@lifl.fr Address : Philippe MATHIEU, LIFL, UMR CNRS 8022, Lille 1 University 59655 Villeneuve d'Ascq Cedex, france Date : 14/12/2008
randomDir() - Static method in class v13.lcs.agent.LcsRule
 
RandomDirection - Class in v13.agents.chartist.signal
Choisit aleatoirement la direction
RandomDirection() - Constructor for class v13.agents.chartist.signal.RandomDirection
 
RandomDirection(double) - Constructor for class v13.agents.chartist.signal.RandomDirection
 
RandomPolicy - Class in v13.agents.chartist.policy
Politique utilisee pour l'envoi d'ordre Quantite aleatoire Prix aleatoire
RandomPolicy() - Constructor for class v13.agents.chartist.policy.RandomPolicy
Constructeur par defaut
RandomPolicy(int, int, long, long) - Constructor for class v13.agents.chartist.policy.RandomPolicy
Constructeur detaille
randomRule(int) - Static method in class v13.lcs.agent.LcsRule
 
RankBasedOnPropertyTable - Class in v13.web.dhtml
 
RankBasedOnPropertyTable(List<AgentScore>, String, boolean) - Constructor for class v13.web.dhtml.RankBasedOnPropertyTable
 
RankBasedOnPropertyTable(List<AgentScore>, String) - Constructor for class v13.web.dhtml.RankBasedOnPropertyTable
 
RankScorer - Class in v13.eval.scorer
 
RankScorer() - Constructor for class v13.eval.scorer.RankScorer
 
rate - Variable in class v13.agents.chartist.policy.BestBidAsk
 
rate - Variable in class v13.agents.chartist.policy.LastPrice
 
readConfigurationCSV(File) - Static method in class v13.eval.CSVUtility
This function reads the file given in parameter and treats it as a CSV file (with ';' as separator !)
RED - Static variable in interface v13.web.DynamicHTML
 
register(Agent) - Static method in class v13.agents.AgentTemplates
 
register(HTTPHandler) - Method in class v13.web.SimpleWebServer
 
regular - Variable in class v13.agents.chartist.strategy.Majority
 
reinit() - Method in class v13.lcs.agent.LcsRule
 
REMOTE_EXECUTION - Static variable in class v13.gui.ATOMProperties
 
REMOTE_LOCATION - Static variable in class v13.gui.ATOMProperties
 
removeWhiteSpaces(String) - Static method in class v13.eval.CSVUtility
As it names implies, just an alias to remove all white spaces from a string
Replay - Class in v13
 
Replay(String, PrintStream) - Constructor for class v13.Replay
 
Replay(String) - Constructor for class v13.Replay
 
Replay - Class in v13.web.handlers
 
Replay() - Constructor for class v13.web.handlers.Replay
 
ReplayUI - Class in v13.gui
 
ReplayUI(JFrame) - Constructor for class v13.gui.ReplayUI
Creates new form ReplayUI
reset() - Method in class v13.PermutationGenerator
 
resultPage(Map<String, String>, Map<String, String>) - Method in class v13.web.handlers.Evaluate
 
resultPage(Map<String, String>, Map<String, String>, Set<UploadedFile>) - Method in class v13.web.handlers.Replay
 
results - Variable in class v13.eval.Evaluation
 
reverse() - Method in enum v13.agents.chartist.signal.Signal.Direction
 
reward - Variable in class v13.lcs.agent.LcsClassifierSystem
 
RickshawGenerator - Class in v13.eval.test
This class produces an HTML file that contains simulation results.
RickshawGenerator() - Constructor for class v13.eval.test.RickshawGenerator
 
roll() - Method in class v13.FortuneWheel
 
Root - Class in v13.web.handlers
This page is the root page of the embedded ATOM HTTP server.
Root() - Constructor for class v13.web.handlers.Root
 
Rsi - Class in v13.agents.chartist.signal
Calcule le RSI sur les n derniers tours mH etant la valeur moyenne d'une hausse de prix, mB etant la valeur moyenne d'une baisse de prix, RSI = (mH/mB) / (1 + (mH/mB)) Si celui-ci est superieur a (50 + seuil)%, on achete Si celui-ci est inferieur a (50 - seuil)%, on vend
Rsi(int) - Constructor for class v13.agents.chartist.signal.Rsi
 
Rsi(int, double) - Constructor for class v13.agents.chartist.signal.Rsi
 
run(Day, int, int, EvaluationScorer...) - Method in class v13.eval.test.CompetitionEcologique
Joue la competition ecologique
run(Day, int) - Method in class v13.Simulation
 
run() - Method in class v13.web.NanoHTTPD.HTTPSession
 
runEvaluation(Map<String, String>) - Static method in class v13.eval.Evaluation
 
runSimulation() - Method in class v13.gui.ConfigurationUI
 

S

save(String) - Static method in class v13.gui.ATOMProperties
 
saveProperties() - Method in class v13.gui.ConfigurationUI
 
score - Variable in class v13.eval.AgentScore
 
scorers - Variable in class v13.eval.Evaluation
 
scores - Variable in class v13.web.dhtml.FamilyScoreTable
 
scores - Variable in class v13.web.dhtml.RankBasedOnPropertyTable
 
SCRIPT_FILENAME - Static variable in class v13.gui.ATOMProperties
 
seeds - Static variable in class v13.agents.AgentTemplates
 
selectAgents(List<Agent>) - Method in class v13.eval.AgentFamily
 
selectRule(ArrayList<LcsRule>) - Method in class v13.lcs.agent.LcsClassifierSystem
 
send(Agent, Order) - Method in class v13.MarketPlace
 
sender - Variable in class v13.Order
 
SEQUENTIAL_EXECUTION - Static variable in class v13.gui.ATOMProperties
 
serve(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>) - Method in class v13.web.NanoHTTPD
Override this to customize the server.
serve(String, NanoHTTPD.Method, Map<String, String>, Map<String, String>, Map<String, String>) - Method in class v13.web.SimpleWebServer
 
serveFile(String, Map<String, String>, File) - Method in class v13.web.handlers.StaticContent
Serves file from homeDir and its' subdirectories (only).
serveFile(String, Map<String, String>, File) - Method in class v13.web.SimpleWebServer
Serves file from homeDir and its' subdirectories (only).
set(String, BigInteger) - Method in class v13.eval.AgentScore
 
set(String, String) - Static method in class v13.gui.ATOMProperties
 
setAsyncRunner(NanoHTTPD.AsyncRunner) - Method in class v13.web.NanoHTTPD
Pluggable strategy for asynchronously executing requests.
setCurrentTick(int) - Method in class v13.Period
 
setData(InputStream) - Method in class v13.web.NanoHTTPD.Response
 
setFixingPeriod(int) - Method in class v13.MarketPlace
 
setInvest(String, int) - Method in class v13.agents.Agent
 
setLogger(Logger) - Method in class v13.eval.Evaluation
 
setLogger(Logger) - Method in class v13.MarketPlace
 
setLogger(Logger) - Method in class v13.Simulation
 
setMimeType(String) - Method in class v13.web.NanoHTTPD.Response
 
setName(String) - Method in class v13.eval.AgentScore
 
setNewPrice(PriceRecord) - Method in class v13.OrderBook
 
setOutputFile(String) - Method in class v13.eval.test.CompetitionEcologique
 
setRequestMethod(NanoHTTPD.Method) - Method in class v13.web.NanoHTTPD.Response
 
setSeed(int) - Static method in class v13.Random
 
setState(Map<String, Object>) - Method in class v13.agents.Agent
 
setStatus(NanoHTTPD.Response.Status) - Method in class v13.web.NanoHTTPD.Response
 
setTempFileManagerFactory(NanoHTTPD.TempFileManagerFactory) - Method in class v13.web.NanoHTTPD
Pluggable strategy for creating and cleaning up temporary files.
seuil - Variable in class v13.agents.chartist.signal.Indicator
 
seuil - Variable in class v13.agents.chartist.signal.MixedMovingAverage
 
seuil - Variable in class v13.agents.chartist.signal.Momentum
 
seuil - Variable in class v13.agents.chartist.signal.Rsi
 
SHORT - Static variable in class v13.MarketPlace
 
SHORT - Static variable in class v13.StringOrderParser
 
shortName() - Method in class v13.eval.AgentFamily
 
shouldSpeak() - Method in class v13.agents.HumanAgent
 
shuffleAgentList - Variable in class v13.Simulation
 
Signal - Interface in v13.agents.chartist.signal
A signal has the responsability to define a direction for a given asset in the current context (given day and tick).
Signal.Direction - Enum in v13.agents.chartist.signal
A Direction represents an action on a given asset: BUY, HOLD or SELL.
SignalDecorator - Class in v13.lcs.descriptor
Permet de faire un indicateur de march� � partir d'un signal
SignalDecorator(Signal) - Constructor for class v13.lcs.descriptor.SignalDecorator
 
signals - Variable in class v13.agents.chartist.StrategicAgent
 
sim - Variable in class v13.Replay
 
sim - Variable in class v13.test.TestTouchOrExecutedOrder
 
similarTo(LcsRule) - Method in class v13.lcs.agent.LcsRule
 
SimpleWebServer - Class in v13.web
 
SimpleWebServer(String, int, File) - Constructor for class v13.web.SimpleWebServer
 
simulate() - Method in class v13.web.test.jre.Index
 
Simulation - Class in v13
Simulation represents a stock market simulation.
Simulation() - Constructor for class v13.Simulation
 
Simulation(Logger) - Constructor for class v13.Simulation
 
simulation - Variable in class v13.web.Experimentation
 
SingleSignalStrategy - Class in v13.agents.chartist.strategy
Strategy made for simple agents that only use 1 strategy Allows to reverse the direction of this strategy
SingleSignalStrategy() - Constructor for class v13.agents.chartist.strategy.SingleSignalStrategy
 
SingleSignalStrategy(boolean) - Constructor for class v13.agents.chartist.strategy.SingleSignalStrategy
 
size() - Method in class v13.eval.AgentFamily
 
sortOnProperty(List<AgentScore>, String, boolean) - Method in class v13.eval.Evaluation
 
sortOnProperty(List<AgentScore>, String) - Method in class v13.eval.Evaluation
 
sortOnProperty(Map<String, AgentScore>, String, boolean) - Method in class v13.eval.Evaluation
 
sortOnProperty(Map<String, AgentScore>, String) - Method in class v13.eval.Evaluation
 
sortOnProperty(String, boolean) - Method in class v13.eval.Evaluation
 
sortOnProperty(String) - Method in class v13.eval.Evaluation
 
SOURCE_FILENAME - Static variable in class v13.gui.ATOMProperties
 
speed - Variable in class v13.agents.Agent
 
SpreadMemory - Class in v13.lcs.memory
Module de m�morisation de la largeur du bid-ask spread
SpreadMemory() - Constructor for class v13.lcs.memory.SpreadMemory
 
stampAndLog(Order) - Method in class v13.OrderBook
 
start() - Method in class v13.web.NanoHTTPD
Start the server.
state - Variable in class v13.lcs.agent.LcsRule
 
State_Test - Class in v13.agents.chartist
 
State_Test() - Constructor for class v13.agents.chartist.State_Test
 
StaticContent - Class in v13.web.handlers
 
StaticContent() - Constructor for class v13.web.handlers.StaticContent
 
stop() - Method in class v13.web.NanoHTTPD
Stop the server.
StrategicAgent - Class in v13.agents.chartist
A Strategic Agent is a trading agent whose behaviour is organized around the notion of signals, strategy and order creation policy.
StrategicAgent(String) - Constructor for class v13.agents.chartist.StrategicAgent
 
StrategicAgent(String, long) - Constructor for class v13.agents.chartist.StrategicAgent
 
StrategicAgent(String, long, Signal, OrderPolicy) - Constructor for class v13.agents.chartist.StrategicAgent
 
StrategicAgent(String, long, Signal, Strategy, OrderPolicy) - Constructor for class v13.agents.chartist.StrategicAgent
 
StrategicAgent(String, long, List<Signal>, Strategy, OrderPolicy) - Constructor for class v13.agents.chartist.StrategicAgent
 
StrategicAgent_Test - Class in v13.agents.chartist
 
StrategicAgent_Test() - Constructor for class v13.agents.chartist.StrategicAgent_Test
 
strategy - Variable in class v13.agents.chartist.StrategicAgent
 
Strategy - Interface in v13.agents.chartist.strategy
A strategy has the responsability to aggregate a set of signals on a given asset to a single direction (BUY, HOLD, SELL).
strictlyBest - Variable in class v13.agents.chartist.policy.BestBidAsk
 
strictlyBest - Variable in class v13.agents.chartist.policy.LastPrice
 
StringOrderParser - Class in v13
A simple order parser that transform a string representing an order in its corresponding Object.
StringOrderParser() - Constructor for class v13.StringOrderParser
 
SubClasses - Class in v13.eval
 
SubClasses() - Constructor for class v13.eval.SubClasses
 
subSetClassic(List<Agent>, List<Agent>, int, int, int, boolean, int) - Static method in class v13.eval.SubClasses
Version classique de l'expérience des sous-ensembles
subSetClassic(List<Agent>, List<Agent>, int, int, int, boolean, int, boolean, boolean) - Static method in class v13.eval.SubClasses
 
subSetEcolo(List<Agent>, List<Agent>, int, int, int, boolean, int) - Static method in class v13.eval.SubClasses
 

T

tempo - Variable in class v13.Simulation
 
Termination - Interface in v13.eval
This interface defines a termination criteria for an Evalution execution.
test() - Method in class v13.test.TestCancelWealth
 
test() - Method in class v13.test.TestInformedAgent
 
test() - Method in class v13.test.TestTouchOrExecutedOrder
 
test0(boolean, boolean, int, int, int, int) - Static method in class v13.eval.test.Test_SubClasses
Compare 2 agents testA et testB
test1(int, int) - Static method in class v13.eval.test.Test_SubClasses
Plonge 3 agents testA, testB et testC dans une soupe commune
Test8Threads - Class in v13.test
 
Test8Threads() - Constructor for class v13.test.Test8Threads
 
Test_EcologicalCompetition - Class in v13.eval.test
 
Test_EcologicalCompetition() - Constructor for class v13.eval.test.Test_EcologicalCompetition
 
Test_SubClasses - Class in v13.eval.test
 
Test_SubClasses() - Constructor for class v13.eval.test.Test_SubClasses
 
TestATOMv13 - Class in v13.test
 
TestATOMv13() - Constructor for class v13.test.TestATOMv13
 
TestATOMv13b - Class in v13.test
 
TestATOMv13b() - Constructor for class v13.test.TestATOMv13b
 
testCancel() - Method in class v13.test.TestTouchOrExecutedOrder
 
TestCancelWealth - Class in v13.test
 
TestCancelWealth() - Constructor for class v13.test.TestCancelWealth
 
TestCost - Class in v13.test
 
TestCost() - Constructor for class v13.test.TestCost
 
testExecute() - Method in class v13.test.TestTouchOrExecutedOrder
 
TestExtraday - Class in v13.test
 
TestExtraday() - Constructor for class v13.test.TestExtraday
 
TestHuman - Class in v13.test
 
TestHuman() - Constructor for class v13.test.TestHuman
 
TestInformedAgent - Class in v13.test
 
TestInformedAgent() - Constructor for class v13.test.TestInformedAgent
 
TestIteratedEvaluation - Class in v13.eval.test
 
TestIteratedEvaluation() - Constructor for class v13.eval.test.TestIteratedEvaluation
 
TestJSoup - Class in v13.web.test
 
TestJSoup() - Constructor for class v13.web.test.TestJSoup
 
TestLcs - Class in v13.lcs
 
TestLcs() - Constructor for class v13.lcs.TestLcs
 
TestNaive - Class in v13.agents.multiasset
 
TestNaive() - Constructor for class v13.agents.multiasset.TestNaive
 
TestObserverAgent - Class in v13.test
 
TestObserverAgent() - Constructor for class v13.test.TestObserverAgent
 
TestPolicies - Class in v13.web.test
 
TestPolicies() - Constructor for class v13.web.test.TestPolicies
 
TestReinitSimu - Class in v13.test
 
TestReinitSimu() - Constructor for class v13.test.TestReinitSimu
 
TestRentability - Class in v13.test
 
TestRentability() - Constructor for class v13.test.TestRentability
 
TestSimplePeriod - Class in v13.test
 
TestSimplePeriod() - Constructor for class v13.test.TestSimplePeriod
 
TestSinusoide - Class in v13.test
 
TestSinusoide() - Constructor for class v13.test.TestSinusoide
 
TestSpeedMillion - Class in v13.test
 
TestSpeedMillion() - Constructor for class v13.test.TestSpeedMillion
 
TestSpeedNbAgents - Class in v13.test
 
TestSpeedNbAgents() - Constructor for class v13.test.TestSpeedNbAgents
 
TestSpeedNbOrders - Class in v13.test
 
TestSpeedNbOrders() - Constructor for class v13.test.TestSpeedNbOrders
 
TestThreads - Class in v13.test
 
TestThreads() - Constructor for class v13.test.TestThreads
 
TestTimeAwareAgent - Class in v13.test
 
TestTimeAwareAgent() - Constructor for class v13.test.TestTimeAwareAgent
 
TestTouchOrExecutedOrder - Class in v13.test
Cheking that the new notification scheme using Event and PriceRecord works
TestTouchOrExecutedOrder() - Constructor for class v13.test.TestTouchOrExecutedOrder
 
TestTwoLoggers - Class in v13.test
 
TestTwoLoggers() - Constructor for class v13.test.TestTwoLoggers
 
testUpdate() - Method in class v13.test.TestTouchOrExecutedOrder
 
tick(Day, Collection<OrderBook>) - Method in class v13.Logger
 
ticks - Variable in class v13.FilteredLogger
 
timestamp - Variable in class v13.Order
 
timestamp - Variable in class v13.PriceRecord
 
timing - Variable in class v13.eval.Evaluation
 
title(String) - Method in class v13.web.HTML
 
toChar() - Method in enum v13.agents.chartist.signal.Signal.Direction
 
toString() - Method in class v13.agents.Agent
 
toString() - Method in class v13.CancelOrder
 
toString() - Method in class v13.Day
 
toString() - Method in class v13.eval.AgentFamily
 
toString() - Method in class v13.eval.AgentScore
 
toString() - Method in class v13.FortuneWheel
 
toString() - Method in class v13.IcebergOrder
 
toString() - Method in class v13.LimitOrder
 
toString() - Method in class v13.MarketOrder
 
toString() - Method in class v13.Order
 
toString() - Method in class v13.OrderBook
 
toString() - Method in class v13.Period
 
toString() - Method in class v13.PriceRecord
 
toString() - Method in class v13.UpdateOrder
 
toString() - Method in class v13.web.HTML
 
toString() - Method in class v13.web.NanoHTTPD.Response
 
toString() - Method in class v13.web.UploadedFile
 
total - Variable in class v13.IcebergOrder
 
totalDays - Variable in class v13.Simulation
 
totalTicks - Variable in class v13.Period
 
totalTicks() - Method in class v13.Period
 
toTrit(Signal.Direction) - Static method in enum v13.lcs.agent.Trit
retourne le trit correspondant � la direction d
touchedOrExecutedOrder(Event, Order, PriceRecord) - Method in class v13.agents.Agent
 
touchedOrExecutedOrder(Event, Order, PriceRecord) - Method in class v13.agents.Automata
 
touchedOrExecutedOrder(Event, Order, PriceRecord) - Method in class v13.agents.IntelligentAgent
 
touchedOrExecutedOrder(Event, Order, PriceRecord) - Method in class v13.agents.ModerateAgent
 
Trit - Enum in v13.lcs.agent
TRIT=TRinary digIT
type - Variable in class v13.Order
 

U

unchanged - Variable in class v13.eval.update.EcologicalPopulationUpdateWithFixedSoup
 
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.Indicator
Compare le prix courant au prix a t-n1, puis au prix a t-n2 (0 < n1 < n2) Si ce sont 2 hausses de prix (d'au moins seuil %), on achete Si ce sont 2 baisses de prix (d'au moins seuil %), on vend
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.MixedMovingAverage
Compare la moyenne des n1 derniers prix (moyenne courte) a la moyenne des n2 derniers prix (moyenne longue) (n1
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.Momentum
Calcule le momentum du prix (difference entre le prix courant et le prix a t-n) Si celui-ci est superieur au momentum precedent (avec un seuil de seuil %), on achete Si celui-ci est inferieur au momentum precedent (avec un seuil de seuil %), on vend
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.MovingAverage
Compare le prix a la moyenne des n derniers prix Si ce prix coupe cette moyenne vers le haut, on achete Si ce prix coupe cette moyenne vers le bas, on vend
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.Periodic
Achete pendant pachat tours et vend pendant pvente tours
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.RandomDirection
Choisit aleatoirement la direction avec holdProbability la probablilite de ne rien faire achete ou vend aleatoirement sinon
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.Rsi
Calcule le RSI sur les n derniers tours mH etant la valeur moyenne d'une hausse de prix, mB etant la valeur moyenne d'une baisse de prix, RSI = (mH/mB) / (1 + (mH/mB)) Si celui-ci est superieur a (50 + seuil)%, on achete Si celui-ci est inferieur a (50 - seuil)%, on vend
update(OrderBook, Day) - Method in interface v13.agents.chartist.signal.Signal
 
update(OrderBook, Day) - Method in class v13.agents.chartist.signal.Variation
Compte le nombre de variations successives de la somme des n derniers prix Si cette somme a connu nbHausses hausses successives, on achete Si cette somme a connu nbBaisses baisses successives, on vend
update(Collection<Agent>, MarketPlace, Map<String, AgentScore>) - Method in interface v13.eval.EvaluationScorer
 
update(Simulation, Map<String, AgentScore>, List<AgentFamily>) - Method in interface v13.eval.PopulationUpdate
 
update(Collection<Agent>, MarketPlace, Map<String, AgentScore>) - Method in class v13.eval.scorer.PopulationScorer
 
update(Collection<Agent>, MarketPlace, Map<String, AgentScore>) - Method in class v13.eval.scorer.RankScorer
 
update(Collection<Agent>, MarketPlace, Map<String, AgentScore>) - Method in class v13.eval.scorer.WealthScorer
 
update(Simulation, Map<String, AgentScore>, List<AgentFamily>) - Method in class v13.eval.update.EcologicalPopulationUpdateWithFixedSoup
 
update(Simulation, Map<String, AgentScore>, List<AgentFamily>) - Method in class v13.eval.update.EcologicalPopulationUpdateWithPropertyShifting
 
update(Simulation, Map<String, AgentScore>, List<AgentFamily>) - Method in class v13.eval.update.NoPopulationUpdate
 
update(OrderBook, Day) - Method in class v13.lcs.descriptor.DescriptorA
 
update(OrderBook, Day) - Method in class v13.lcs.descriptor.DescriptorB
 
update(OrderBook, Day) - Method in class v13.lcs.descriptor.DescriptorC
 
update(OrderBook, Day) - Method in class v13.lcs.descriptor.SignalDecorator
 
update(Object) - Method in class v13.lcs.memory.DepthMemory
 
update(Object) - Method in interface v13.lcs.memory.MemoryModule
 
update(Object) - Method in class v13.lcs.memory.PriceMemory
 
update(Object) - Method in class v13.lcs.memory.SpreadMemory
 
update(HTML, String) - Method in class v13.web.dhtml.FamilyScoreTable
 
update(HTML, String) - Method in class v13.web.dhtml.FileContent
 
update(HTML, String) - Method in class v13.web.dhtml.Form
 
update(HTML, String) - Method in class v13.web.dhtml.PopulationScorerGraph
 
update(HTML, String) - Method in class v13.web.dhtml.PriceHistoryGraph
 
update(HTML, String) - Method in class v13.web.dhtml.RankBasedOnPropertyTable
 
update(HTML, String) - Method in interface v13.web.DynamicHTML
 
UpdateOrder - Class in v13
 
UpdateOrder(String, String, String, int) - Constructor for class v13.UpdateOrder
 
UploadedFile - Class in v13.web
 
UploadedFile(String, File, int) - Constructor for class v13.web.UploadedFile
 
uploadedFiles - Variable in class v13.web.SimpleWebServer
 
userFilename - Variable in class v13.web.UploadedFile
 

V

v13 - package v13
 
v13.agents - package v13.agents
 
v13.agents.chartist - package v13.agents.chartist
 
v13.agents.chartist.policy - package v13.agents.chartist.policy
 
v13.agents.chartist.signal - package v13.agents.chartist.signal
 
v13.agents.chartist.strategy - package v13.agents.chartist.strategy
 
v13.agents.multiasset - package v13.agents.multiasset
 
v13.eval - package v13.eval
 
v13.eval.scorer - package v13.eval.scorer
 
v13.eval.termination - package v13.eval.termination
 
v13.eval.test - package v13.eval.test
 
v13.eval.update - package v13.eval.update
 
v13.gui - package v13.gui
 
v13.lcs - package v13.lcs
 
v13.lcs.agent - package v13.lcs.agent
 
v13.lcs.descriptor - package v13.lcs.descriptor
 
v13.lcs.memory - package v13.lcs.memory
 
v13.test - package v13.test
 
v13.web - package v13.web
 
v13.web.dhtml - package v13.web.dhtml
 
v13.web.handlers - package v13.web.handlers
 
v13.web.test - package v13.web.test
 
v13.web.test.jre - package v13.web.test.jre
 
valid(Trit[], OrderBook, Day) - Method in class v13.lcs.agent.LcsClassifierSystem
V�rifie que l'�tat courant du march� correspond � la description produite parla cha�ne de trits d'une r�gle
validity - Variable in class v13.LimitOrder
 
valueOf(String) - Static method in enum v13.agents.chartist.signal.Signal.Direction
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum v13.Event
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum v13.lcs.agent.Trit
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum v13.web.Experimentation.CompetitionType
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum v13.web.NanoHTTPD.Method
Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum v13.web.NanoHTTPD.Response.Status
Returns the enum constant of this type with the specified name.
values() - Static method in enum v13.agents.chartist.signal.Signal.Direction
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Method in class v13.eval.scorer.PopulationScorer
 
values() - Static method in enum v13.Event
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum v13.lcs.agent.Trit
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum v13.web.Experimentation.CompetitionType
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum v13.web.NanoHTTPD.Method
Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum v13.web.NanoHTTPD.Response.Status
Returns an array containing the constants of this enum type, in the order they are declared.
Variation - Class in v13.agents.chartist.signal
Compte le nombre de variations successives de la somme des n derniers prix Si cette somme a connu nbHausses hausses successives, on achete Si cette somme a connu nbBaisses baisses successives, on vend
Variation(int, int, int) - Constructor for class v13.agents.chartist.signal.Variation
 

W

WealthScorer - Class in v13.eval.scorer
 
WealthScorer() - Constructor for class v13.eval.scorer.WealthScorer
 
WebServer - Class in v13.web.test.jre
 
WebServer() - Constructor for class v13.web.test.jre.WebServer
 
welcomePage() - Method in class v13.web.handlers.Evaluate
 
welcomePage() - Method in class v13.web.handlers.Replay
 
WHITE - Static variable in interface v13.web.DynamicHTML
 
window - Variable in class v13.gui.MenuScreen
 
worstSimulationTime() - Method in class v13.eval.Evaluation
 

Y

YannSimpleTrader - Class in v13.eval
 
YannSimpleTrader(String) - Constructor for class v13.eval.YannSimpleTrader
 
YannSimpleTrader(String, long) - Constructor for class v13.eval.YannSimpleTrader
 
YELLOW - Static variable in interface v13.web.DynamicHTML
 
YuriOrderBook - Class in v13
 
YuriOrderBook(String, int) - Constructor for class v13.YuriOrderBook
 
yuriPriceFixing() - Method in class v13.YuriOrderBook
 

Z

ZIT - Class in v13.agents
 
ZIT(String, long, long, long, int, int, double[], double) - Constructor for class v13.agents.ZIT
 
ZIT(String, long, long, long, int, int, double[]) - Constructor for class v13.agents.ZIT
 
ZIT(String, long, long, long, int, int) - Constructor for class v13.agents.ZIT
 
ZIT(String, long) - Constructor for class v13.agents.ZIT
 
ZIT(String) - Constructor for class v13.agents.ZIT
 
ZIT_CASH - Static variable in class v13.gui.ATOMProperties
 
ZIT_MAX_PRICE - Static variable in class v13.gui.ATOMProperties
 
ZIT_MAX_QTY - Static variable in class v13.gui.ATOMProperties
 
ZIT_MIN_PRICE - Static variable in class v13.gui.ATOMProperties
 
ZIT_MIN_QTY - Static variable in class v13.gui.ATOMProperties
 
ZIT_MO - Class in v13.agents
 
ZIT_MO(String, long, long, long, int, int) - Constructor for class v13.agents.ZIT_MO
 
ZIT_MO(String, long) - Constructor for class v13.agents.ZIT_MO
 
ZIT_MO(String) - Constructor for class v13.agents.ZIT_MO
 
ZIT_NUMBER - Static variable in class v13.gui.ATOMProperties
 
ZIT_SPEED - Static variable in class v13.gui.ATOMProperties
 
ZITimproved - Class in v13.agents
 
ZITimproved(String, long, long, long, int, int) - Constructor for class v13.agents.ZITimproved
 
ZITimproved(String, long) - Constructor for class v13.agents.ZITimproved
 
ZITimproved(String) - Constructor for class v13.agents.ZITimproved
 
ZITINT_CASH - Static variable in class v13.gui.ATOMProperties
 
ZITINT_MAX_PRICE - Static variable in class v13.gui.ATOMProperties
 
ZITINT_MAX_QTY - Static variable in class v13.gui.ATOMProperties
 
ZITINT_MIN_PRICE - Static variable in class v13.gui.ATOMProperties
 
ZITINT_MIN_QTY - Static variable in class v13.gui.ATOMProperties
 
ZITINT_NUMBER - Static variable in class v13.gui.ATOMProperties
 
ZITINT_SPEED - Static variable in class v13.gui.ATOMProperties
 
ZITMO_CASH - Static variable in class v13.gui.ATOMProperties
 
ZITMO_MAX_PRICE - Static variable in class v13.gui.ATOMProperties
 
ZITMO_MAX_QTY - Static variable in class v13.gui.ATOMProperties
 
ZITMO_MIN_PRICE - Static variable in class v13.gui.ATOMProperties
 
ZITMO_MIN_QTY - Static variable in class v13.gui.ATOMProperties
 
ZITMO_NUMBER - Static variable in class v13.gui.ATOMProperties
 
ZITMO_SPEED - Static variable in class v13.gui.ATOMProperties
 
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