should be it

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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
* - Sergey Vasilevskiy
*/
/*
* Class representing the securities table.
*/
#ifndef SECURITY_TABLE_H
#define SECURITY_TABLE_H
#include <stdio.h> // for snprintf which is not part of the C++ headers
#include "EGenTables_common.h"
#include "SecurityPriceRange.h"
#include "input/DataFileManager.h"
namespace TPCE {
const INT64 iS_NUM_OUTMin = INT64_CONST(4000000);
const INT64 iS_NUM_OUTMax = INT64_CONST(9500000000);
const double fS_PEMin = 1.0;
const double fS_PEMax = 120.0;
const double fS_DIVIDNonZeroMin = 0.01;
const double fS_DIVIDMax = 10.0;
const double fS_YIELDNonZeroMin = 0.01;
const double fS_YIELDMax = 120.0;
const int iWeeksPerYear = 52;
const int iDaysPerWeek = 7;
const int iPercentCompaniesWithNonZeroDividend = 60;
const int iRNGSkipOneRowSecurity = 11; // number of RNG calls for one row
class CSecurityTable : public TableTemplate<SECURITY_ROW> {
TIdent m_iSecurityCount;
TIdent m_iStartFromSecurity;
const CCompanyFile &m_CompanyFile;
const CSecurityFile &m_SecurityFile;
CDateTime m_date;
int m_iCurrentDayNo;
int m_iJan1_1900DayNo;
int m_iJan2_2000DayNo;
TIdent m_iSecurityCountForOneLoadUnit;
/*
* SECURITY table row generation
*/
void GenerateSecurityRow() {
int iStartDayNo, iExchangeDayNo, i52HighDayNo, i52LowDayNo;
strncpy(m_row.S_ST_ID, m_SecurityFile.GetRecord(m_iLastRowNumber).S_ST_ID_CSTR(), sizeof(m_row.S_ST_ID));
strncpy(m_row.S_ISSUE, m_SecurityFile.GetRecord(m_iLastRowNumber).S_ISSUE_CSTR(), sizeof(m_row.S_ISSUE));
CreateName(m_iLastRowNumber, m_row.S_NAME, static_cast<int>(sizeof(m_row.S_NAME)));
m_SecurityFile.CreateSymbol(m_iLastRowNumber, m_row.S_SYMB, static_cast<int>(sizeof(m_row.S_SYMB)));
strncpy(m_row.S_EX_ID, m_SecurityFile.GetRecord(m_iLastRowNumber).S_EX_ID_CSTR(), sizeof(m_row.S_EX_ID));
m_row.S_CO_ID = m_SecurityFile.GetCompanyId(m_iLastRowNumber);
m_row.S_NUM_OUT = m_rnd.RndInt64Range(iS_NUM_OUTMin, iS_NUM_OUTMax);
iStartDayNo = m_rnd.RndIntRange(m_iJan1_1900DayNo, m_iJan2_2000DayNo); // generate random date
m_row.S_START_DATE.Set(iStartDayNo);
iExchangeDayNo = m_rnd.RndIntRange(iStartDayNo, m_iJan2_2000DayNo);
m_row.S_EXCH_DATE.Set(iExchangeDayNo);
m_row.S_PE = m_rnd.RndDoubleIncrRange(fS_PEMin, fS_PEMax, 0.01);
// iExchangeDayNo contains S_EXCH_DATE date in days.
// 52 week high - selected from upper half of security price range
m_row.S_52WK_HIGH =
(float)m_rnd.RndDoubleIncrRange(fMinSecPrice + ((fMaxSecPrice - fMinSecPrice) / 2), fMaxSecPrice, 0.01);
i52HighDayNo = m_rnd.RndIntRange(m_iCurrentDayNo - iDaysPerWeek * iWeeksPerYear, m_iCurrentDayNo);
m_row.S_52WK_HIGH_DATE.Set(i52HighDayNo);
// 52 week low - selected from the minimum security price up to the 52wk
// high
m_row.S_52WK_LOW = (float)m_rnd.RndDoubleIncrRange(fMinSecPrice, m_row.S_52WK_HIGH, 0.01);
i52LowDayNo = m_rnd.RndIntRange(m_iCurrentDayNo - iDaysPerWeek * iWeeksPerYear, m_iCurrentDayNo);
m_row.S_52WK_LOW_DATE.Set(i52LowDayNo);
if (m_rnd.RndPercent(iPercentCompaniesWithNonZeroDividend)) {
m_row.S_YIELD = m_rnd.RndDoubleIncrRange(fS_YIELDNonZeroMin, fS_YIELDMax, 0.01);
m_row.S_DIVIDEND = m_rnd.RndDoubleIncrRange((m_row.S_YIELD * 0.20), (m_row.S_YIELD * 0.30), 0.01);
} else {
m_row.S_DIVIDEND = 0.0;
m_row.S_YIELD = 0.0;
}
}
/*
* Reset the state for the next load unit.
*
* PARAMETERS:
* none.
*
* RETURNS:
* none.
*/
void InitNextLoadUnit() {
m_rnd.SetSeed(m_rnd.RndNthElement(RNGSeedTableDefault, (RNGSEED)m_iLastRowNumber * iRNGSkipOneRowSecurity));
ClearRecord(); // this is needed for EGenTest to work
}
public:
CSecurityTable(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer)
: TableTemplate<SECURITY_ROW>(), m_CompanyFile(dfm.CompanyFile()), m_SecurityFile(dfm.SecurityFile()) {
m_iCurrentDayNo = CDateTime::YMDtoDayno(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth,
InitialTradePopulationBaseDay); // last initial trading date
m_iJan1_1900DayNo = CDateTime::YMDtoDayno(1900, 1, 1); // find out number of days for Jan-1-1900
m_iJan2_2000DayNo = CDateTime::YMDtoDayno(2000, 1, 2); // find out number of days for Jan-2-2000
m_iSecurityCount = m_SecurityFile.CalculateSecurityCount(iCustomerCount);
m_iStartFromSecurity = m_SecurityFile.CalculateStartFromSecurity(iStartFromCustomer);
m_iSecurityCountForOneLoadUnit = m_SecurityFile.CalculateSecurityCount(iDefaultLoadUnitSize);
m_iLastRowNumber = m_iStartFromSecurity;
};
bool GenerateNextRecord() {
// Reset RNG at Load Unit boundary, so that all data is repeatable.
//
if (m_iLastRowNumber % m_iSecurityCountForOneLoadUnit == 0) {
InitNextLoadUnit();
}
GenerateSecurityRow();
++m_iLastRowNumber;
// Update state info
m_bMoreRecords = m_iLastRowNumber < (m_iStartFromSecurity + m_iSecurityCount);
return (MoreRecords());
}
void CreateName(TIdent iIndex, // row number
char *szOutput, // output buffer
size_t iOutputLen) // size of the output buffer (including null)
{
char CompanyName[cCO_NAME_len + 1];
m_CompanyFile.CreateName(m_SecurityFile.GetCompanyIndex(iIndex), CompanyName,
static_cast<int>(sizeof(CompanyName)));
snprintf(szOutput, iOutputLen, "%s of %s", m_SecurityFile.GetRecord(iIndex).S_ISSUE_CSTR(), CompanyName);
}
};
} // namespace TPCE
#endif // SECURITY_TABLE_H