should be it

external/duckdb/third_party/tpce-tool/include/main/MEEPriceBoard.h

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+/*
+ * Legal Notice
+ *
+ * This document and associated source code (the "Work") is a part of a
+ * benchmark specification maintained by the TPC.
+ *
+ * The TPC reserves all right, title, and interest to the Work as provided
+ * under U.S. and international laws, including without limitation all patent
+ * and trademark rights therein.
+ *
+ * No Warranty
+ *
+ * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION
+ *     CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE
+ *     AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER
+ *     WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY,
+ *     INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES,
+ *     DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR
+ *     PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF
+ *     WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE.
+ *     ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
+ *     QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
+ *     WITH REGARD TO THE WORK.
+ * 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO
+ *     ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE
+ *     COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS
+ *     OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT,
+ *     INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY,
+ *     OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
+ *     RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD
+ *     ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES.
+ *
+ * Contributors
+ * - Doug Johnson
+ */
+
+/******************************************************************************
+ *   Description:        This class provides price board functionality for the
+ *                       MEE. This allows for the lookup of any security's price
+ *                       at any point in time.
+ ******************************************************************************/
+
+#ifndef MEE_PRICE_BOARD_H
+#define MEE_PRICE_BOARD_H
+
+#include "utilities/EGenUtilities_stdafx.h"
+#include "EGenTables_stdafx.h"
+#include "MEESecurity.h"
+
+#include "input/DataFileManager.h"
+
+namespace TPCE {
+
+class CMEEPriceBoard {
+
+private:
+	// Mean delay between Pending and Submission times
+	// for an immediatelly triggered (in-the-money) limit order.
+	//
+	double m_fMeanInTheMoneySubmissionDelay;
+	CMEESecurity m_Security;
+	const CSecurityFile &m_SecurityFile;
+
+public:
+	TIdent m_iNumberOfSecurities;
+
+	CMEEPriceBoard(INT32 TradingTimeSoFar, CDateTime *pBaseTime, CDateTime *pCurrentTime, const DataFileManager &dfm);
+	~CMEEPriceBoard(void);
+
+	void GetSymbol(TIdent SecurityIndex,
+	               char *szOutput,     // output buffer
+	               size_t iOutputLen); // size of the output buffer (including null));
+
+	CMoney GetMinPrice();
+
+	CMoney GetMaxPrice();
+
+	CMoney GetCurrentPrice(TIdent SecurityIndex);
+	CMoney GetCurrentPrice(char *pSecuritySymbol);
+
+	CMoney CalculatePrice(char *pSecuritySymbol, double fTime);
+
+	double GetSubmissionTime(char *pSecuritySymbol, double fPendingTime, CMoney fLimitPrice, eTradeTypeID TradeType);
+	double GetSubmissionTime(TIdent SecurityIndex, double fPendingTime, CMoney fLimitPrice, eTradeTypeID TradeType);
+	double GetCompletionTime(TIdent SecurityIndex, double fSubmissionTime,
+	                         CMoney *pCompletionPrice // output param
+	);
+};
+
+} // namespace TPCE
+
+#endif // MEE_PRICE_BOARD_H