/* * JABM - Java Agent-Based Modeling Toolkit * Copyright (C) 2013 Steve Phelps * * This program is free software; you can redistribute it and/or * modify it under the terms of the GNU General Public License as * published by the Free Software Foundation; either version 3 of * the License, or (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * See the GNU General Public License for more details. */ package net.sourceforge.jabm.examples.elfarolbar; /** * A prediction strategy that uses a simple moving average. * * @author Steve Phelps * */ public class MovingAveragePredictionStrategy extends AbstractPredictionStrategy { /** * The window size. */ protected int windowSize; @Override public void makePrediction() { currentPrediction += (double) barTender.getAttendanceAtLag(1) / (double) windowSize; currentPrediction -= (double) barTender.getAttendanceAtLag(windowSize + 1) / (double) windowSize; if (logger.isDebugEnabled()) { logger.debug("currentPrediction = " + currentPrediction); logger.debug("windowSize = " + windowSize); } } public int getWindowSize() { return windowSize; } /** * Configure the window size. * * @param windowSize The size of the window used to calculate the MA. */ public void setWindowSize(int windowSize) { this.windowSize = windowSize; } @Override public String toString() { return "MovingAveragePredictionStrategy [windowSize=" + windowSize + " currentPrediction=" + currentPrediction + "]"; } }