An MAS Framework for Speculative Trading Research in Stock Index Futures Market

摘要

In this paper,we develop a futures trading simulation systemto determine how speculative behavior affects the futures mar-ket.A configurable client is designed to simulate traders,andusers can define trade strategies using different programminglanguages.A lightweight server is designed to handle large-scale and highly concurrent access requests from clients.HBase is chosen as the database to grantee scalability of thesystem.As HBase only supports single-row transaction,atransaction support mechanism is developed to improve dataconsistency for HBase.The HBase transaction support mecha-nism supports multi-row and multi-table by using two phasecommit protocol.The experiments indicate that our systemshows high efficiency in the face of the large scale and highconcurrency access request,and the read/write performanceloss of HBase introduced by the transaction support mecha-nisms is also acceptable.