113 lines
4.9 KiB
C++
113 lines
4.9 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
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*/
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/******************************************************************************
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* Description: Implemenation of the MEEPriceBoard class.
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* See MEEPriceBoad.h for a description.
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******************************************************************************/
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#include "main/MEEPriceBoard.h"
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using namespace TPCE;
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CMEEPriceBoard::CMEEPriceBoard(INT32 TradingTimeSoFar, CDateTime *pBaseTime, CDateTime *pCurrentTime,
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const DataFileManager &dfm)
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: m_fMeanInTheMoneySubmissionDelay(1.0), m_Security(), m_SecurityFile(dfm.SecurityFile()),
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m_iNumberOfSecurities(0) {
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// Number of securities is based on "active" customers, as per sub-committee
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// decision to have a scaled-down database look as much as possible as the
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// smaller database.
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// Note that this decision will ensure that some percentage of Trade-Order
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// transactions will *not* be subject to lock contention when accessing the
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// LAST_TRADE table, since they are "outside" of the active range that is
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// updated by the MEE via the Market-Feed transaction. This may provide an
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// incentive for sponsors to over-build and under-scale at run-time, to the
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// detriment of the benchmark. If this is the case, then we should require
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// the MEE to run using "configured" securities.
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m_iNumberOfSecurities = m_SecurityFile.GetActiveSecurityCount();
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m_Security.Init(TradingTimeSoFar, pBaseTime, pCurrentTime, m_fMeanInTheMoneySubmissionDelay);
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m_SecurityFile.LoadSymbolToIdMap();
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}
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CMEEPriceBoard::~CMEEPriceBoard(void) {
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}
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void CMEEPriceBoard::GetSymbol(TIdent SecurityIndex,
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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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return (m_SecurityFile.CreateSymbol(SecurityIndex, szOutput, iOutputLen));
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}
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CMoney CMEEPriceBoard::GetMinPrice() {
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return (m_Security.GetMinPrice());
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}
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CMoney CMEEPriceBoard::GetMaxPrice() {
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return (m_Security.GetMaxPrice());
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}
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CMoney CMEEPriceBoard::GetCurrentPrice(TIdent SecurityIndex) {
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return (m_Security.GetCurrentPrice(SecurityIndex));
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}
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CMoney CMEEPriceBoard::GetCurrentPrice(char *pSecuritySymbol) {
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return (m_Security.GetCurrentPrice(m_SecurityFile.GetIndex(pSecuritySymbol)));
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}
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CMoney CMEEPriceBoard::CalculatePrice(char *pSecuritySymbol, double fTime) {
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return (m_Security.CalculatePrice(m_SecurityFile.GetIndex(pSecuritySymbol), fTime));
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}
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double CMEEPriceBoard::GetSubmissionTime(char *pSecuritySymbol, double fPendingTime, CMoney fLimitPrice,
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eTradeTypeID TradeType) {
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return (
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m_Security.GetSubmissionTime(m_SecurityFile.GetIndex(pSecuritySymbol), fPendingTime, fLimitPrice, TradeType));
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}
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double CMEEPriceBoard::GetSubmissionTime(TIdent SecurityIndex, double fPendingTime, CMoney fLimitPrice,
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eTradeTypeID TradeType) {
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return (m_Security.GetSubmissionTime(SecurityIndex, fPendingTime, fLimitPrice, TradeType));
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}
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double CMEEPriceBoard::GetCompletionTime(TIdent SecurityIndex, double fSubmissionTime,
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CMoney *pCompletionPrice // output parameter
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) {
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return (m_Security.GetCompletionTime(SecurityIndex, fSubmissionTime, pCompletionPrice));
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}
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