org.mov.analyser.gp
Class GeneticProgramme

java.lang.Object
  org.mov.analyser.gp.GeneticProgramme

public class GeneticProgramme
extends java.lang.Object

The Genetic Programme creates and breeds random paper trading individuals. This class runs the GP.

Author:

Andrew Leppard

See Also:

Individual, Mutator

Constructor Summary

GeneticProgramme(GPQuoteBundle quoteBundle, GPGondolaSelection GPGondolaSelection, OrderCache orderCache, TradingDate startDate, TradingDate endDate, Money initialCapital, Money stockValue, int numberStocks, Money tradeCost, int breedingPopulationSize, java.lang.String tradeValueBuy, java.lang.String tradeValueSell)
Get ready to run the GP.

Method Summary

Individual	getBreedingIndividual(int index) Get one of the current generation's breeding individual.
int	getBreedingPopulationSize() Get the size of the current breeding population.
int	getNextBreedingPopulationSize() Get the size of the next generation's breeding population.
int	nextGeneration() Enter the next generation.
void	nextIndividual(Expression buyRule, Expression sellRule, int mutations) Run one iteration of the GP.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GeneticProgramme

public GeneticProgramme(GPQuoteBundle quoteBundle,
                        GPGondolaSelection GPGondolaSelection,
                        OrderCache orderCache,
                        TradingDate startDate,
                        TradingDate endDate,
                        Money initialCapital,
                        Money stockValue,
                        int numberStocks,
                        Money tradeCost,
                        int breedingPopulationSize,
                        java.lang.String tradeValueBuy,
                        java.lang.String tradeValueSell)

Get ready to run the GP.

Parameters:

quoteBundle - the historical quote data

GPGondolaSelection - UI containing user's desired expression probabilities

orderCache - cache of ordered symbols

startDate - start date of trading

endDate - last date of trading

initialCapital - initial capital in the portfolio

stockValue - the rough value of each stock holding

numberStocks - number of stocks in the portfolio

tradeCost - the cost of a trade

breedingPopulationSize - number of individuals that can breed

tradeValueBuy - value for buying a stock

tradeValueSell - value for selling a stock

Method Detail

nextIndividual

public void nextIndividual(Expression buyRule,
                           Expression sellRule,
                           int mutations)

Run one iteration of the GP. This will create a single valid individual.

nextGeneration

public int nextGeneration()

Enter the next generation.

getBreedingIndividual

public Individual getBreedingIndividual(int index)

Get one of the current generation's breeding individual.

Parameters:

index - of the breeding individual

Returns:

the breeding individual

getBreedingPopulationSize

public int getBreedingPopulationSize()

Get the size of the current breeding population.

Returns:

current breeding population size

getNextBreedingPopulationSize

public int getNextBreedingPopulationSize()

Get the size of the next generation's breeding population.

Returns:

future breeding population size