/* * 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 */ /* * Class representing the securities table. */ #ifndef SECURITY_TABLE_H #define SECURITY_TABLE_H #include // for snprintf which is not part of the C++ headers #include "EGenTables_common.h" #include "SecurityPriceRange.h" #include "input/DataFileManager.h" namespace TPCE { const INT64 iS_NUM_OUTMin = INT64_CONST(4000000); const INT64 iS_NUM_OUTMax = INT64_CONST(9500000000); const double fS_PEMin = 1.0; const double fS_PEMax = 120.0; const double fS_DIVIDNonZeroMin = 0.01; const double fS_DIVIDMax = 10.0; const double fS_YIELDNonZeroMin = 0.01; const double fS_YIELDMax = 120.0; const int iWeeksPerYear = 52; const int iDaysPerWeek = 7; const int iPercentCompaniesWithNonZeroDividend = 60; const int iRNGSkipOneRowSecurity = 11; // number of RNG calls for one row class CSecurityTable : public TableTemplate { TIdent m_iSecurityCount; TIdent m_iStartFromSecurity; const CCompanyFile &m_CompanyFile; const CSecurityFile &m_SecurityFile; CDateTime m_date; int m_iCurrentDayNo; int m_iJan1_1900DayNo; int m_iJan2_2000DayNo; TIdent m_iSecurityCountForOneLoadUnit; /* * SECURITY table row generation */ void GenerateSecurityRow() { int iStartDayNo, iExchangeDayNo, i52HighDayNo, i52LowDayNo; strncpy(m_row.S_ST_ID, m_SecurityFile.GetRecord(m_iLastRowNumber).S_ST_ID_CSTR(), sizeof(m_row.S_ST_ID)); strncpy(m_row.S_ISSUE, m_SecurityFile.GetRecord(m_iLastRowNumber).S_ISSUE_CSTR(), sizeof(m_row.S_ISSUE)); CreateName(m_iLastRowNumber, m_row.S_NAME, static_cast(sizeof(m_row.S_NAME))); m_SecurityFile.CreateSymbol(m_iLastRowNumber, m_row.S_SYMB, static_cast(sizeof(m_row.S_SYMB))); strncpy(m_row.S_EX_ID, m_SecurityFile.GetRecord(m_iLastRowNumber).S_EX_ID_CSTR(), sizeof(m_row.S_EX_ID)); m_row.S_CO_ID = m_SecurityFile.GetCompanyId(m_iLastRowNumber); m_row.S_NUM_OUT = m_rnd.RndInt64Range(iS_NUM_OUTMin, iS_NUM_OUTMax); iStartDayNo = m_rnd.RndIntRange(m_iJan1_1900DayNo, m_iJan2_2000DayNo); // generate random date m_row.S_START_DATE.Set(iStartDayNo); iExchangeDayNo = m_rnd.RndIntRange(iStartDayNo, m_iJan2_2000DayNo); m_row.S_EXCH_DATE.Set(iExchangeDayNo); m_row.S_PE = m_rnd.RndDoubleIncrRange(fS_PEMin, fS_PEMax, 0.01); // iExchangeDayNo contains S_EXCH_DATE date in days. // 52 week high - selected from upper half of security price range m_row.S_52WK_HIGH = (float)m_rnd.RndDoubleIncrRange(fMinSecPrice + ((fMaxSecPrice - fMinSecPrice) / 2), fMaxSecPrice, 0.01); i52HighDayNo = m_rnd.RndIntRange(m_iCurrentDayNo - iDaysPerWeek * iWeeksPerYear, m_iCurrentDayNo); m_row.S_52WK_HIGH_DATE.Set(i52HighDayNo); // 52 week low - selected from the minimum security price up to the 52wk // high m_row.S_52WK_LOW = (float)m_rnd.RndDoubleIncrRange(fMinSecPrice, m_row.S_52WK_HIGH, 0.01); i52LowDayNo = m_rnd.RndIntRange(m_iCurrentDayNo - iDaysPerWeek * iWeeksPerYear, m_iCurrentDayNo); m_row.S_52WK_LOW_DATE.Set(i52LowDayNo); if (m_rnd.RndPercent(iPercentCompaniesWithNonZeroDividend)) { m_row.S_YIELD = m_rnd.RndDoubleIncrRange(fS_YIELDNonZeroMin, fS_YIELDMax, 0.01); m_row.S_DIVIDEND = m_rnd.RndDoubleIncrRange((m_row.S_YIELD * 0.20), (m_row.S_YIELD * 0.30), 0.01); } else { m_row.S_DIVIDEND = 0.0; m_row.S_YIELD = 0.0; } } /* * Reset the state for the next load unit. * * PARAMETERS: * none. * * RETURNS: * none. */ void InitNextLoadUnit() { m_rnd.SetSeed(m_rnd.RndNthElement(RNGSeedTableDefault, (RNGSEED)m_iLastRowNumber * iRNGSkipOneRowSecurity)); ClearRecord(); // this is needed for EGenTest to work } public: CSecurityTable(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer) : TableTemplate(), m_CompanyFile(dfm.CompanyFile()), m_SecurityFile(dfm.SecurityFile()) { m_iCurrentDayNo = CDateTime::YMDtoDayno(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth, InitialTradePopulationBaseDay); // last initial trading date m_iJan1_1900DayNo = CDateTime::YMDtoDayno(1900, 1, 1); // find out number of days for Jan-1-1900 m_iJan2_2000DayNo = CDateTime::YMDtoDayno(2000, 1, 2); // find out number of days for Jan-2-2000 m_iSecurityCount = m_SecurityFile.CalculateSecurityCount(iCustomerCount); m_iStartFromSecurity = m_SecurityFile.CalculateStartFromSecurity(iStartFromCustomer); m_iSecurityCountForOneLoadUnit = m_SecurityFile.CalculateSecurityCount(iDefaultLoadUnitSize); m_iLastRowNumber = m_iStartFromSecurity; }; bool GenerateNextRecord() { // Reset RNG at Load Unit boundary, so that all data is repeatable. // if (m_iLastRowNumber % m_iSecurityCountForOneLoadUnit == 0) { InitNextLoadUnit(); } GenerateSecurityRow(); ++m_iLastRowNumber; // Update state info m_bMoreRecords = m_iLastRowNumber < (m_iStartFromSecurity + m_iSecurityCount); return (MoreRecords()); } void CreateName(TIdent iIndex, // row number char *szOutput, // output buffer size_t iOutputLen) // size of the output buffer (including null) { char CompanyName[cCO_NAME_len + 1]; m_CompanyFile.CreateName(m_SecurityFile.GetCompanyIndex(iIndex), CompanyName, static_cast(sizeof(CompanyName))); snprintf(szOutput, iOutputLen, "%s of %s", m_SecurityFile.GetRecord(iIndex).S_ISSUE_CSTR(), CompanyName); } }; } // namespace TPCE #endif // SECURITY_TABLE_H