from
Order book simulation
by Dimitri Shvorob
(a naive artificial stock market)
|
| OrderBookDemo.m |
%% initialize agents
a = Trader.getInstance('A',RandomOrderStrategy());
b = Trader.getInstance('B',RandomOrderStrategy());
e = Exchange.getInstance;
v = DataVendor.getInstance;
t = TickerTape.getInstance;
%% activate agents
a.start
b.start
e.start
v.start
t.start
%% examine a trader's trade history
a.ArchivedOrders
a.ArchivedTradeConfirmations
a.ArchivedTradeAnnouncements
%% examine data vendor's trade history
v.ArchivedTradeAnnouncements
|
|
Contact us at files@mathworks.com