188 lines
7.0 KiB
C++
188 lines
7.0 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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*/
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/*
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* Class representing the securities table.
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*/
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#ifndef SECURITY_TABLE_H
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#define SECURITY_TABLE_H
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#include <stdio.h> // for snprintf which is not part of the C++ headers
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#include "EGenTables_common.h"
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#include "SecurityPriceRange.h"
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#include "input/DataFileManager.h"
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namespace TPCE {
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const INT64 iS_NUM_OUTMin = INT64_CONST(4000000);
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const INT64 iS_NUM_OUTMax = INT64_CONST(9500000000);
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const double fS_PEMin = 1.0;
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const double fS_PEMax = 120.0;
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const double fS_DIVIDNonZeroMin = 0.01;
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const double fS_DIVIDMax = 10.0;
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const double fS_YIELDNonZeroMin = 0.01;
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const double fS_YIELDMax = 120.0;
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const int iWeeksPerYear = 52;
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const int iDaysPerWeek = 7;
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const int iPercentCompaniesWithNonZeroDividend = 60;
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const int iRNGSkipOneRowSecurity = 11; // number of RNG calls for one row
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class CSecurityTable : public TableTemplate<SECURITY_ROW> {
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TIdent m_iSecurityCount;
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TIdent m_iStartFromSecurity;
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const CCompanyFile &m_CompanyFile;
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const CSecurityFile &m_SecurityFile;
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CDateTime m_date;
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int m_iCurrentDayNo;
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int m_iJan1_1900DayNo;
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int m_iJan2_2000DayNo;
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TIdent m_iSecurityCountForOneLoadUnit;
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/*
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* SECURITY table row generation
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*/
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void GenerateSecurityRow() {
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int iStartDayNo, iExchangeDayNo, i52HighDayNo, i52LowDayNo;
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strncpy(m_row.S_ST_ID, m_SecurityFile.GetRecord(m_iLastRowNumber).S_ST_ID_CSTR(), sizeof(m_row.S_ST_ID));
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strncpy(m_row.S_ISSUE, m_SecurityFile.GetRecord(m_iLastRowNumber).S_ISSUE_CSTR(), sizeof(m_row.S_ISSUE));
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CreateName(m_iLastRowNumber, m_row.S_NAME, static_cast<int>(sizeof(m_row.S_NAME)));
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m_SecurityFile.CreateSymbol(m_iLastRowNumber, m_row.S_SYMB, static_cast<int>(sizeof(m_row.S_SYMB)));
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strncpy(m_row.S_EX_ID, m_SecurityFile.GetRecord(m_iLastRowNumber).S_EX_ID_CSTR(), sizeof(m_row.S_EX_ID));
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m_row.S_CO_ID = m_SecurityFile.GetCompanyId(m_iLastRowNumber);
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m_row.S_NUM_OUT = m_rnd.RndInt64Range(iS_NUM_OUTMin, iS_NUM_OUTMax);
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iStartDayNo = m_rnd.RndIntRange(m_iJan1_1900DayNo, m_iJan2_2000DayNo); // generate random date
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m_row.S_START_DATE.Set(iStartDayNo);
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iExchangeDayNo = m_rnd.RndIntRange(iStartDayNo, m_iJan2_2000DayNo);
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m_row.S_EXCH_DATE.Set(iExchangeDayNo);
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m_row.S_PE = m_rnd.RndDoubleIncrRange(fS_PEMin, fS_PEMax, 0.01);
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// iExchangeDayNo contains S_EXCH_DATE date in days.
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// 52 week high - selected from upper half of security price range
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m_row.S_52WK_HIGH =
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(float)m_rnd.RndDoubleIncrRange(fMinSecPrice + ((fMaxSecPrice - fMinSecPrice) / 2), fMaxSecPrice, 0.01);
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i52HighDayNo = m_rnd.RndIntRange(m_iCurrentDayNo - iDaysPerWeek * iWeeksPerYear, m_iCurrentDayNo);
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m_row.S_52WK_HIGH_DATE.Set(i52HighDayNo);
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// 52 week low - selected from the minimum security price up to the 52wk
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// high
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m_row.S_52WK_LOW = (float)m_rnd.RndDoubleIncrRange(fMinSecPrice, m_row.S_52WK_HIGH, 0.01);
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i52LowDayNo = m_rnd.RndIntRange(m_iCurrentDayNo - iDaysPerWeek * iWeeksPerYear, m_iCurrentDayNo);
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m_row.S_52WK_LOW_DATE.Set(i52LowDayNo);
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if (m_rnd.RndPercent(iPercentCompaniesWithNonZeroDividend)) {
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m_row.S_YIELD = m_rnd.RndDoubleIncrRange(fS_YIELDNonZeroMin, fS_YIELDMax, 0.01);
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m_row.S_DIVIDEND = m_rnd.RndDoubleIncrRange((m_row.S_YIELD * 0.20), (m_row.S_YIELD * 0.30), 0.01);
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} else {
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m_row.S_DIVIDEND = 0.0;
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m_row.S_YIELD = 0.0;
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}
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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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m_rnd.SetSeed(m_rnd.RndNthElement(RNGSeedTableDefault, (RNGSEED)m_iLastRowNumber * iRNGSkipOneRowSecurity));
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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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CSecurityTable(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer)
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: TableTemplate<SECURITY_ROW>(), m_CompanyFile(dfm.CompanyFile()), m_SecurityFile(dfm.SecurityFile()) {
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m_iCurrentDayNo = CDateTime::YMDtoDayno(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth,
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InitialTradePopulationBaseDay); // last initial trading date
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m_iJan1_1900DayNo = CDateTime::YMDtoDayno(1900, 1, 1); // find out number of days for Jan-1-1900
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m_iJan2_2000DayNo = CDateTime::YMDtoDayno(2000, 1, 2); // find out number of days for Jan-2-2000
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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_iSecurityCountForOneLoadUnit = m_SecurityFile.CalculateSecurityCount(iDefaultLoadUnitSize);
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m_iLastRowNumber = m_iStartFromSecurity;
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};
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bool GenerateNextRecord() {
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// Reset RNG at Load Unit boundary, so that all data is repeatable.
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//
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if (m_iLastRowNumber % m_iSecurityCountForOneLoadUnit == 0) {
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InitNextLoadUnit();
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}
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GenerateSecurityRow();
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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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void CreateName(TIdent iIndex, // row number
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char *szOutput, // output buffer
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size_t iOutputLen) // size of the output buffer (including null)
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{
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char CompanyName[cCO_NAME_len + 1];
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m_CompanyFile.CreateName(m_SecurityFile.GetCompanyIndex(iIndex), CompanyName,
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static_cast<int>(sizeof(CompanyName)));
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snprintf(szOutput, iOutputLen, "%s of %s", m_SecurityFile.GetRecord(iIndex).S_ISSUE_CSTR(), CompanyName);
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}
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};
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} // namespace TPCE
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#endif // SECURITY_TABLE_H
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