PLearn 0.1
PricingTransactionPairProfitFunction.cc
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00001 // -*- C++ -*-
00002 
00003 // PLearn (A C++ Machine Learning Library)
00004 // Copyright (C) 1998 Pascal Vincent
00005 // Copyright (C) 1999-2002 Pascal Vincent, Yoshua Bengio, Rejean Ducharme and University of Montreal
00006 // Copyright (C) 2001-2002 Nicolas Chapados, Ichiro Takeuchi, Jean-Sebastien Senecal
00007 // Copyright (C) 2002 Xiangdong Wang, Christian Dorion
00008 
00009 // Redistribution and use in source and binary forms, with or without
00010 // modification, are permitted provided that the following conditions are met:
00011 // 
00012 //  1. Redistributions of source code must retain the above copyright
00013 //     notice, this list of conditions and the following disclaimer.
00014 // 
00015 //  2. Redistributions in binary form must reproduce the above copyright
00016 //     notice, this list of conditions and the following disclaimer in the
00017 //     documentation and/or other materials provided with the distribution.
00018 // 
00019 //  3. The name of the authors may not be used to endorse or promote
00020 //     products derived from this software without specific prior written
00021 //     permission.
00022 // 
00023 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00024 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00025 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00026 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00027 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00028 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00029 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00030 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00031 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00032 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00033 // 
00034 // This file is part of the PLearn library. For more information on the PLearn
00035 // library, go to the PLearn Web site at www.plearn.org
00036 
00037 
00038 /* *******************************************************      
00039  * $Id: PricingTransactionPairProfitFunction.cc 3994 2005-08-25 13:35:03Z chapados $
00040  * This file is part of the PLearn library.
00041  ******************************************************* */
00042 
00043 #include "PricingTransactionPairProfitFunction.h"
00044 
00045 namespace PLearn {
00046 using namespace std;
00047 
00048 PLEARN_IMPLEMENT_OBJECT(PricingTransactionPairProfitFunction, "ONE LINE DESCR", "NO HELP");
00049 
00050 
00051 real PricingTransactionPairProfitFunction::evaluate(const Vec& output, const Vec& target) const
00052 {
00053     real nb_units_transaction = output[0];
00054     real cash_earned_at_t1 = output[1];
00055     real price_t2 = target[0];
00056     real transaction_loss_t2 = nb_units_transaction>0 ? additive_cost + 
00057         fabs(nb_units_transaction) * (price_t2 * multiplicative_cost + per_unit_cost) : 0;
00058     real profit = cash_earned_at_t1 + nb_units_transaction * price_t2 - transaction_loss_t2;
00059     return profit;
00060 }
00061 
00062 
00063 void PricingTransactionPairProfitFunction::declareOptions(OptionList &ol)
00064 {
00065     declareOption(ol, "multiplicative_cost", &PricingTransactionPairProfitFunction::multiplicative_cost, OptionBase::buildoption,
00066                   "TODO: Some comments");
00067     declareOption(ol, "additive_cost", &PricingTransactionPairProfitFunction::additive_cost, OptionBase::buildoption,
00068                   "TODO: Some comments");
00069     declareOption(ol, "per_unit_cost", &PricingTransactionPairProfitFunction::per_unit_cost, OptionBase::buildoption,
00070                   "TODO: Some comments");
00071     inherited::declareOptions(ol);
00072 }
00073 
00074 
00075 
00076 } // end of namespace PLearn
00077 
00078 
00079 /*
00080   Local Variables:
00081   mode:c++
00082   c-basic-offset:4
00083   c-file-style:"stroustrup"
00084   c-file-offsets:((innamespace . 0)(inline-open . 0))
00085   indent-tabs-mode:nil
00086   fill-column:79
00087   End:
00088 */
00089 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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