137 lines
4.5 KiB
C++
137 lines
4.5 KiB
C++
/*
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* Legal Notice
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*
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* This document and associated source code (the "Work") is a part of a
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* benchmark specification maintained by the TPC.
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*
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* The TPC reserves all right, title, and interest to the Work as provided
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* under U.S. and international laws, including without limitation all patent
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* and trademark rights therein.
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*
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* No Warranty
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*
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* 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION
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* CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE
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* AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER
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* WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY,
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* INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES,
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* DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR
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* PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF
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* WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE.
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* ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT,
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* QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT
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* WITH REGARD TO THE WORK.
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* 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO
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* ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE
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* COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS
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* OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT,
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* INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY,
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* OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT
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* RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD
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* ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES.
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*
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* Contributors
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* - Sergey Vasilevskiy
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* - Doug Johnson
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*/
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/*
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* Class representing the LAST_TRADE table.
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*/
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#ifndef LAST_TRADE_TABLE_H
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#define LAST_TRADE_TABLE_H
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#include "EGenTables_common.h"
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#include "MEESecurity.h"
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#include "input/DataFileManager.h"
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namespace TPCE {
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class CLastTradeTable : public TableTemplate<LAST_TRADE_ROW> {
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TIdent m_iSecurityCount;
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TIdent m_iStartFromSecurity;
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const CSecurityFile &m_SecurityFile;
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CDateTime m_date;
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CMEESecurity m_MEESecurity;
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int m_iHoursOfInitialTrades;
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TIdent m_iSecurityCountForOneLoadUnit;
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/*
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* LAST_TRADE table row generation
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*/
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void GenerateLastTradeRow() {
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m_SecurityFile.CreateSymbol(m_iLastRowNumber, m_row.LT_S_SYMB, static_cast<int>(sizeof(m_row.LT_S_SYMB)));
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m_row.LT_DTS = m_date;
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m_MEESecurity.Init(m_iHoursOfInitialTrades * SecondsPerHour, NULL, NULL, 0);
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m_row.LT_PRICE = m_MEESecurity.CalculatePrice(m_iLastRowNumber, 0).DollarAmount();
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m_row.LT_OPEN_PRICE = m_MEESecurity.CalculatePrice(m_iLastRowNumber, 0).DollarAmount();
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// LT_VOL tracks the trading volume for the current day. Initial
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// population ends on a day boundary, so set LT_VOL to 0 for the start
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// of the next day.
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m_row.LT_VOL = 0;
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}
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/*
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* Reset the state for the next load unit.
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*
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* PARAMETERS:
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* none.
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*
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* RETURNS:
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* none.
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*/
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void InitNextLoadUnit() {
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// No RNG calls in this class, so don't need to reset the RNG.
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ClearRecord(); // this is needed for EGenTest to work
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}
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public:
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/*
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* Constructor.
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*/
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CLastTradeTable(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer,
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INT32 iHoursOfInitialTrades)
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: TableTemplate<LAST_TRADE_ROW>(), m_SecurityFile(dfm.SecurityFile()),
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m_iHoursOfInitialTrades(iHoursOfInitialTrades) {
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m_iSecurityCount = m_SecurityFile.CalculateSecurityCount(iCustomerCount);
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m_iStartFromSecurity = m_SecurityFile.CalculateStartFromSecurity(iStartFromCustomer);
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m_iLastRowNumber = m_iStartFromSecurity;
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// Go to the last day of initial trades.
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//
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m_date.Set(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth, InitialTradePopulationBaseDay,
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InitialTradePopulationBaseHour, InitialTradePopulationBaseMinute, InitialTradePopulationBaseSecond,
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InitialTradePopulationBaseFraction);
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m_date.Add(m_iHoursOfInitialTrades / HoursPerWorkDay, 0, true);
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m_iSecurityCountForOneLoadUnit = m_SecurityFile.CalculateSecurityCount(iDefaultLoadUnitSize);
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};
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bool GenerateNextRecord() {
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if (m_iLastRowNumber % m_iSecurityCountForOneLoadUnit == 0) {
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InitNextLoadUnit();
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}
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GenerateLastTradeRow();
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++m_iLastRowNumber;
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// Update state info
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m_bMoreRecords = m_iLastRowNumber < (m_iStartFromSecurity + m_iSecurityCount);
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return (MoreRecords());
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}
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};
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} // namespace TPCE
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#endif // LAST_TRADE_TABLE_H
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