182 lines
6.7 KiB
C++
182 lines
6.7 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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* - Doug Johnson, Matt Emmerton
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*/
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/******************************************************************************
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* Description: Implementation of the MEE class.
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* See MEE.h for a description.
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******************************************************************************/
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#include "main/MEE.h"
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using namespace TPCE;
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// Automatically generate unique RNG seeds.
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// The CRandom class uses an unsigned 64-bit value for the seed.
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// This routine automatically generates two unique seeds. One is used for
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// the TxnInput generator RNG, and the other is for the TxnMixGenerator RNG.
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// The 64 bits are used as follows.
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//
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// Bits 0 - 31 Caller provided unique unsigned 32-bit id.
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// Bit 32 0 for TxnInputGenerator, 1 for TxnMixGenerator
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// Bits 33 - 43 Number of days since the base time. The base time
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// is set to be January 1 of the most recent year that is
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// a multiple of 5. This allows enough space for the last
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// field, and it makes the algorithm "timeless" by resetting
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// the generated values every 5 years.
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// Bits 44 - 63 Current time of day measured in 1/10's of a second.
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//
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void CMEE::AutoSetRNGSeeds(UINT32 UniqueId) {
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CDateTime Now;
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INT32 BaseYear;
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INT32 Tmp1, Tmp2;
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Now.GetYMD(&BaseYear, &Tmp1, &Tmp2);
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// Set the base year to be the most recent year that was a multiple of 5.
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BaseYear -= (BaseYear % 5);
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CDateTime Base(BaseYear, 1, 1); // January 1st in the BaseYear
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// Initialize the seed with the current time of day measured in 1/10's of a
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// second. This will use up to 20 bits.
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RNGSEED Seed;
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Seed = Now.MSec() / 100;
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// Now add in the number of days since the base time.
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// The number of days in the 5 year period requires 11 bits.
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// So shift up by that much to make room in the "lower" bits.
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Seed <<= 11;
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Seed += (RNGSEED)((INT64)Now.DayNo() - (INT64)Base.DayNo());
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// So far, we've used up 31 bits.
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// Save the "last" bit of the "upper" 32 for the RNG id.
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// In addition, make room for the caller's 32-bit unique id.
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// So shift a total of 33 bits.
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Seed <<= 33;
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// Now the "upper" 32-bits have been set with a value for RNG 0.
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// Add in the sponsor's unique id for the "lower" 32-bits.
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Seed += UniqueId;
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// Set the Ticker Tape RNG to the unique seed.
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m_TickerTape.SetRNGSeed(Seed);
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m_DriverMEESettings.cur.TickerTapeRNGSeed = Seed;
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// Set the RNG Id to 1 for the Trading Floor.
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Seed |= UINT64_CONST(0x0000000100000000);
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m_TradingFloor.SetRNGSeed(Seed);
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m_DriverMEESettings.cur.TradingFloorRNGSeed = Seed;
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}
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// Constructor - automatic RNG seed generation
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CMEE::CMEE(INT32 TradingTimeSoFar, CMEESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &dfm,
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UINT32 UniqueId)
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: m_DriverMEESettings(UniqueId, 0, 0, 0), m_pSUT(pSUT), m_pLogger(pLogger),
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m_PriceBoard(TradingTimeSoFar, &m_BaseTime, &m_CurrentTime, dfm),
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m_TickerTape(pSUT, &m_PriceBoard, &m_BaseTime, &m_CurrentTime, dfm),
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m_TradingFloor(pSUT, &m_PriceBoard, &m_TickerTape, &m_BaseTime, &m_CurrentTime), m_MEELock() {
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m_pLogger->SendToLogger("MEE object constructed using c'tor 1 (valid for publication: YES).");
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AutoSetRNGSeeds(UniqueId);
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m_pLogger->SendToLogger(m_DriverMEESettings);
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}
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// Constructor - RNG seed provided
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CMEE::CMEE(INT32 TradingTimeSoFar, CMEESUTInterface *pSUT, CBaseLogger *pLogger, const DataFileManager &dfm,
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UINT32 UniqueId, RNGSEED TickerTapeRNGSeed, RNGSEED TradingFloorRNGSeed)
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: m_DriverMEESettings(UniqueId, 0, TickerTapeRNGSeed, TradingFloorRNGSeed), m_pSUT(pSUT), m_pLogger(pLogger),
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m_PriceBoard(TradingTimeSoFar, &m_BaseTime, &m_CurrentTime, dfm),
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m_TickerTape(pSUT, &m_PriceBoard, &m_BaseTime, &m_CurrentTime, TickerTapeRNGSeed, dfm),
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m_TradingFloor(pSUT, &m_PriceBoard, &m_TickerTape, &m_BaseTime, &m_CurrentTime, TradingFloorRNGSeed),
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m_MEELock() {
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m_pLogger->SendToLogger("MEE object constructed using c'tor 2 (valid for publication: NO).");
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m_pLogger->SendToLogger(m_DriverMEESettings);
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}
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CMEE::~CMEE(void) {
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m_pLogger->SendToLogger("MEE object destroyed.");
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}
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RNGSEED CMEE::GetTickerTapeRNGSeed(void) {
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return (m_TickerTape.GetRNGSeed());
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}
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RNGSEED CMEE::GetTradingFloorRNGSeed(void) {
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return (m_TradingFloor.GetRNGSeed());
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}
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void CMEE::SetBaseTime(void) {
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m_MEELock.lock();
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m_BaseTime.Set();
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m_MEELock.unlock();
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}
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bool CMEE::DisableTickerTape(void) {
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bool Result;
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m_MEELock.lock();
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Result = m_TickerTape.DisableTicker();
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m_MEELock.unlock();
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return (Result);
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}
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bool CMEE::EnableTickerTape(void) {
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bool Result;
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m_MEELock.lock();
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Result = m_TickerTape.EnableTicker();
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m_MEELock.unlock();
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return (Result);
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}
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INT32 CMEE::GenerateTradeResult(void) {
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INT32 NextTime;
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m_MEELock.lock();
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m_CurrentTime.Set();
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NextTime = m_TradingFloor.GenerateTradeResult();
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m_MEELock.unlock();
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return (NextTime);
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}
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INT32 CMEE::SubmitTradeRequest(PTradeRequest pTradeRequest) {
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INT32 NextTime;
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m_MEELock.lock();
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m_CurrentTime.Set();
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NextTime = m_TradingFloor.SubmitTradeRequest(pTradeRequest);
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m_MEELock.unlock();
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return (NextTime);
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}
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