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1、AbstractInthemarketofdoubleauction,duetotheasymmetryofinformation,boththebuyersandsellersarefacedwithaverycomplexofferinganddecisionakingprocess.Eveninsuchanenvironment,adoubleauctionmarketwillgenerallyproducemorethan90%ofthemarketefficiency,butthecharacterist
2、icsofefficientallocationofresourcesarenotalwaysexisting.Insomesupplyanddemandcurves,theefficiencyofadoubleauctionmarketwillbeverylow.Thispaperputsthemarkupdimensionandtimedimensionoftradingstrategiesasthebreakthroughpoint,andexploreshowtoeliminatetheinfluenceo
3、ftheshapeofsupplyanddemandcurvesonthemarketallocationofresources.Thispaperfirstlyanalyzesthecharacteristicsofthetraditionaldoubleauctionexperiment,onlinedoubleauctionexperimentanddoubleauctionsimulationexperimentindetailandexplainsthenecessityofchoosingacomput
4、ersimulatioflOnthebasisofdeeplyanalyzingthemodelofclassicquotationstrategy,Clanguageisusedtodesignandimplementrelatedalgorithms,andthespeedofsimulationisfastsothatalargenumberofsimulationexperimentscanbefinishedinashorttime.Inordertofullydigthecharacteristicso
5、feachtradingstrategies,thispaperconductsacorrespondingoptimizationanddesignfromtheaspectofmarkupandtimedimension.Intheaspectofmarkupdimension,consideringtheintelligenttradingstrategiesneedaperiodoflearningtoachievetheoptimalstate,thusthecontinuousexperimentper
6、iodenvironmentisconstructed.Intheaspectoftimedimension,amodelofquotationtimeisdesigned,whichcanbeusedtodescribethequotationtimeofdifferenttradingstrategies,andwiththeaidofthismodel,wecanaddthemechanismofquotationtimeintothesimulationalgorithm.Theresultsofexper
7、imentshowsthatGDstrategycaneliminatetheinfluenceoftheshapeofsupplyanddemandcurvesonthemarketallocationofresources,andsodotheGDstrategywithnoquotationtime.ButZIPstrategywithquotationtimecannotcompletelyeliminatetheinfluenceoftheshapeofsupplyanddemandcurvesonthe
8、marketallocationofresources.Finallyfrommicroscopicangleofthemarket,thequalitativeexplanationofhowthemarkupplaysakeyroleisgiven,andatthesametime,thesignificanteffectofquotationtimeo
