/* * 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 * - Doug Johnson */ /* * Class representing the LAST_TRADE table. */ #ifndef LAST_TRADE_TABLE_H #define LAST_TRADE_TABLE_H #include "EGenTables_common.h" #include "MEESecurity.h" #include "input/DataFileManager.h" namespace TPCE { class CLastTradeTable : public TableTemplate { TIdent m_iSecurityCount; TIdent m_iStartFromSecurity; const CSecurityFile &m_SecurityFile; CDateTime m_date; CMEESecurity m_MEESecurity; int m_iHoursOfInitialTrades; TIdent m_iSecurityCountForOneLoadUnit; /* * LAST_TRADE table row generation */ void GenerateLastTradeRow() { m_SecurityFile.CreateSymbol(m_iLastRowNumber, m_row.LT_S_SYMB, static_cast(sizeof(m_row.LT_S_SYMB))); m_row.LT_DTS = m_date; m_MEESecurity.Init(m_iHoursOfInitialTrades * SecondsPerHour, NULL, NULL, 0); m_row.LT_PRICE = m_MEESecurity.CalculatePrice(m_iLastRowNumber, 0).DollarAmount(); m_row.LT_OPEN_PRICE = m_MEESecurity.CalculatePrice(m_iLastRowNumber, 0).DollarAmount(); // LT_VOL tracks the trading volume for the current day. Initial // population ends on a day boundary, so set LT_VOL to 0 for the start // of the next day. m_row.LT_VOL = 0; } /* * Reset the state for the next load unit. * * PARAMETERS: * none. * * RETURNS: * none. */ void InitNextLoadUnit() { // No RNG calls in this class, so don't need to reset the RNG. ClearRecord(); // this is needed for EGenTest to work } public: /* * Constructor. */ CLastTradeTable(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer, INT32 iHoursOfInitialTrades) : TableTemplate(), m_SecurityFile(dfm.SecurityFile()), m_iHoursOfInitialTrades(iHoursOfInitialTrades) { m_iSecurityCount = m_SecurityFile.CalculateSecurityCount(iCustomerCount); m_iStartFromSecurity = m_SecurityFile.CalculateStartFromSecurity(iStartFromCustomer); m_iLastRowNumber = m_iStartFromSecurity; // Go to the last day of initial trades. // m_date.Set(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth, InitialTradePopulationBaseDay, InitialTradePopulationBaseHour, InitialTradePopulationBaseMinute, InitialTradePopulationBaseSecond, InitialTradePopulationBaseFraction); m_date.Add(m_iHoursOfInitialTrades / HoursPerWorkDay, 0, true); m_iSecurityCountForOneLoadUnit = m_SecurityFile.CalculateSecurityCount(iDefaultLoadUnitSize); }; bool GenerateNextRecord() { if (m_iLastRowNumber % m_iSecurityCountForOneLoadUnit == 0) { InitNextLoadUnit(); } GenerateLastTradeRow(); ++m_iLastRowNumber; // Update state info m_bMoreRecords = m_iLastRowNumber < (m_iStartFromSecurity + m_iSecurityCount); return (MoreRecords()); } }; } // namespace TPCE #endif // LAST_TRADE_TABLE_H