1 | /* |
2 | * Legal Notice |
3 | * |
4 | * This document and associated source code (the "Work") is a part of a |
5 | * benchmark specification maintained by the TPC. |
6 | * |
7 | * The TPC reserves all right, title, and interest to the Work as provided |
8 | * under U.S. and international laws, including without limitation all patent |
9 | * and trademark rights therein. |
10 | * |
11 | * No Warranty |
12 | * |
13 | * 1.1 TO THE MAXIMUM EXTENT PERMITTED BY APPLICABLE LAW, THE INFORMATION |
14 | * CONTAINED HEREIN IS PROVIDED "AS IS" AND WITH ALL FAULTS, AND THE |
15 | * AUTHORS AND DEVELOPERS OF THE WORK HEREBY DISCLAIM ALL OTHER |
16 | * WARRANTIES AND CONDITIONS, EITHER EXPRESS, IMPLIED OR STATUTORY, |
17 | * INCLUDING, BUT NOT LIMITED TO, ANY (IF ANY) IMPLIED WARRANTIES, |
18 | * DUTIES OR CONDITIONS OF MERCHANTABILITY, OF FITNESS FOR A PARTICULAR |
19 | * PURPOSE, OF ACCURACY OR COMPLETENESS OF RESPONSES, OF RESULTS, OF |
20 | * WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE. |
21 | * ALSO, THERE IS NO WARRANTY OR CONDITION OF TITLE, QUIET ENJOYMENT, |
22 | * QUIET POSSESSION, CORRESPONDENCE TO DESCRIPTION OR NON-INFRINGEMENT |
23 | * WITH REGARD TO THE WORK. |
24 | * 1.2 IN NO EVENT WILL ANY AUTHOR OR DEVELOPER OF THE WORK BE LIABLE TO |
25 | * ANY OTHER PARTY FOR ANY DAMAGES, INCLUDING BUT NOT LIMITED TO THE |
26 | * COST OF PROCURING SUBSTITUTE GOODS OR SERVICES, LOST PROFITS, LOSS |
27 | * OF USE, LOSS OF DATA, OR ANY INCIDENTAL, CONSEQUENTIAL, DIRECT, |
28 | * INDIRECT, OR SPECIAL DAMAGES WHETHER UNDER CONTRACT, TORT, WARRANTY, |
29 | * OR OTHERWISE, ARISING IN ANY WAY OUT OF THIS OR ANY OTHER AGREEMENT |
30 | * RELATING TO THE WORK, WHETHER OR NOT SUCH AUTHOR OR DEVELOPER HAD |
31 | * ADVANCE NOTICE OF THE POSSIBILITY OF SUCH DAMAGES. |
32 | * |
33 | * Contributors |
34 | * - Sergey Vasilevskiy |
35 | * - Doug Johnson |
36 | */ |
37 | |
38 | /* |
39 | * Class that generates transaction input data for the Customer Emulator (CE). |
40 | */ |
41 | |
42 | #ifndef CE_TXN_INPUT_GENERATOR_H |
43 | #define CE_TXN_INPUT_GENERATOR_H |
44 | |
45 | #include "utilities/EGenUtilities_stdafx.h" |
46 | #include "TxnHarnessStructs.h" |
47 | #include "DriverParamSettings.h" |
48 | #include "EGenLogger.h" |
49 | |
50 | #include "input/DataFileManager.h" |
51 | #include "Brokers.h" |
52 | #include "HoldingsAndTradesTable.h" |
53 | |
54 | namespace TPCE { |
55 | |
56 | class CCETxnInputGenerator { |
57 | CRandom m_rnd; // used inside for parameter generation |
58 | CPerson m_Person; |
59 | CCustomerSelection m_CustomerSelection; |
60 | CCustomerAccountsAndPermissionsTable m_AccsAndPerms; |
61 | CHoldingsAndTradesTable m_Holdings; |
62 | CBrokersTable m_Brokers; |
63 | const CCompanyFile &m_pCompanies; |
64 | const CSecurityFile &m_pSecurities; |
65 | const IndustryDataFile_t &m_pIndustries; |
66 | const SectorDataFile_t &m_pSectors; |
67 | const StatusTypeDataFile_t &m_pStatusType; |
68 | const TradeTypeDataFile_t &m_pTradeType; |
69 | PDriverCETxnSettings m_pDriverCETxnSettings; |
70 | CBaseLogger *m_pLogger; |
71 | |
72 | TIdent m_iConfiguredCustomerCount; |
73 | TIdent m_iActiveCustomerCount; |
74 | |
75 | TIdent m_iMyStartingCustomerId; |
76 | TIdent m_iMyCustomerCount; |
77 | INT32 m_iPartitionPercent; |
78 | |
79 | INT32 m_iScaleFactor; |
80 | INT32 m_iHoursOfInitialTrades; |
81 | INT64 m_iMaxActivePrePopulatedTradeID; |
82 | |
83 | INT64 m_iTradeLookupFrame2MaxTimeInMilliSeconds; |
84 | INT64 m_iTradeLookupFrame3MaxTimeInMilliSeconds; |
85 | INT64 m_iTradeLookupFrame4MaxTimeInMilliSeconds; |
86 | |
87 | INT64 m_iTradeUpdateFrame2MaxTimeInMilliSeconds; |
88 | INT64 m_iTradeUpdateFrame3MaxTimeInMilliSeconds; |
89 | |
90 | // number of securities (scaled based on active customers) |
91 | TIdent m_iActiveSecurityCount; |
92 | TIdent m_iActiveCompanyCount; |
93 | // number of industries (from flat file) |
94 | INT32 m_iIndustryCount; |
95 | // number of sector names (from flat file) |
96 | INT32 m_iSectorCount; |
97 | // starting ids |
98 | TIdent m_iStartFromCompany; |
99 | CDateTime m_StartTime; // start time of initial trades |
100 | CDateTime m_EndTime; // end time of initial trades |
101 | |
102 | INT32 m_iTradeOrderRollbackLimit; |
103 | INT32 m_iTradeOrderRollbackLevel; |
104 | |
105 | /* |
106 | * Perform initialization common to all constructors. |
107 | * |
108 | * PARAMETERS: |
109 | * IN pDriverCETxnSettings - initial transaction parameter |
110 | * settings |
111 | * |
112 | * RETURNS: |
113 | * none. |
114 | */ |
115 | void Initialize(); |
116 | |
117 | /* |
118 | * Generate Non-Uniform customer ID. |
119 | * |
120 | * PARAMETERS: |
121 | * OUT iCustomerId - generated C_ID |
122 | * OUT iCustomerTier - generated C_TIER |
123 | * |
124 | * RETURNS: |
125 | * none. |
126 | */ |
127 | void GenerateNonUniformRandomCustomerId(TIdent &iCustomerId, eCustomerTier &iCustomerTier); |
128 | |
129 | /* |
130 | * Generate customer account ID (uniformly distributed). |
131 | * |
132 | * PARAMETERS: |
133 | * none. |
134 | * |
135 | * RETURNS: |
136 | * CA_ID uniformly distributed across all load units. |
137 | */ |
138 | TIdent GenerateRandomCustomerAccountId(void); |
139 | |
140 | /* |
141 | * Generate a trade id to be used in Trade-Lookup / Trade-Update Frame 1. |
142 | * |
143 | * PARAMETERS: |
144 | * IN AValue - parameter to NURAND function |
145 | * IN SValue - parameter to NURAND function |
146 | * |
147 | * RETURNS: |
148 | * T_ID, distributed non-uniformly. |
149 | */ |
150 | TTrade GenerateNonUniformTradeID(INT32 AValue, INT32 SValue); |
151 | |
152 | /* |
153 | * Generate a trade timestamp to be used in Trade-Lookup / Trade-Update. |
154 | * |
155 | * PARAMETERS: |
156 | * OUT dts - returned timestamp |
157 | * IN MaxTimeInMilliSeconds - time interval (from the first |
158 | * initial trade) in which to generate the timestamp IN AValue - parameter |
159 | * to NURAND function IN SValue - parameter to NURAND |
160 | * function |
161 | * |
162 | * RETURNS: |
163 | * none. |
164 | */ |
165 | void GenerateNonUniformTradeDTS(TIMESTAMP_STRUCT &dts, INT64 MaxTimeInMilliSeconds, INT32 AValue, INT32 SValue); |
166 | |
167 | public: |
168 | /* |
169 | * Constructor - no partitioning by C_ID. |
170 | * |
171 | * PARAMETERS: |
172 | * IN dfm - Data file manager |
173 | * IN iConfiguredCustomerCount - number of configured |
174 | * customers in the database IN iActiveCustomerCount - number of |
175 | * active customers in the database IN iScaleFactor - scale |
176 | * factor (number of customers per 1 tpsE) of the database IN |
177 | * iHoursOfInitialTrades - number of hours of the initial trades |
178 | * portion of the database IN pLogger - reference to |
179 | * parameter logging object IN pDriverCETxnSettings - initial |
180 | * transaction parameter settings |
181 | * |
182 | * RETURNS: |
183 | * not applicable. |
184 | */ |
185 | CCETxnInputGenerator(const DataFileManager &dfm, TIdent iConfiguredCustomerCount, TIdent iActiveCustomerCount, |
186 | INT32 iScaleFactor, INT32 iHoursOfInitialTrades, CBaseLogger *pLogger, |
187 | const PDriverCETxnSettings pDriverCETxnTunables); |
188 | |
189 | /* |
190 | * Constructor - no partitioning by C_ID, RNG seed provided. |
191 | * |
192 | * RNG seed is for testing/engineering work allowing repeatable transaction |
193 | * parameter stream. This constructor is NOT legal for a benchmark |
194 | * publication. |
195 | * |
196 | * PARAMETERS: |
197 | * IN dfm - Data file manager |
198 | * IN iConfiguredCustomerCount - number of configured |
199 | * customers in the database IN iActiveCustomerCount - number of |
200 | * active customers in the database IN iScaleFactor - scale |
201 | * factor (number of customers per 1 tpsE) of the database IN |
202 | * iHoursOfInitialTrades - number of hours of the initial trades |
203 | * portion of the database IN RNGSeed - initial seed |
204 | * for random number generator IN pLogger - reference |
205 | * to parameter logging object IN pDriverCETxnSettings - initial |
206 | * transaction parameter settings |
207 | * |
208 | * RETURNS: |
209 | * not applicable. |
210 | */ |
211 | CCETxnInputGenerator(const DataFileManager &dfm, TIdent iConfiguredCustomerCount, TIdent iActiveCustomerCount, |
212 | INT32 iScaleFactor, INT32 iHoursOfInitialTrades, RNGSEED RNGSeed, CBaseLogger *pLogger, |
213 | const PDriverCETxnSettings pDriverCETxnTunables); |
214 | |
215 | /* |
216 | * Constructor - partitioning by C_ID. |
217 | * |
218 | * PARAMETERS: |
219 | * IN dfm - Data file manager |
220 | * IN iConfiguredCustomerCount - number of configured |
221 | * customers in the database IN iActiveCustomerCount - number of |
222 | * active customers in the database IN iScaleFactor - scale |
223 | * factor (number of customers per 1 tpsE) of the database IN |
224 | * iHoursOfInitialTrades - number of hours of the initial trades |
225 | * portion of the database IN iMyStartingCustomerId - first customer |
226 | * id (1-based) of the partition for this instance IN iMyCustomerCount - |
227 | * number of customers in the partition for this instance IN |
228 | * iPartitionPercent - the percentage of C_IDs generated within |
229 | * this instance's partition IN pLogger - reference to |
230 | * parameter logging object IN pDriverCETxnSettings - initial |
231 | * transaction parameter settings |
232 | * |
233 | * RETURNS: |
234 | * not applicable. |
235 | */ |
236 | CCETxnInputGenerator(const DataFileManager &dfm, TIdent iConfiguredCustomerCount, TIdent iActiveCustomerCount, |
237 | INT32 iScaleFactor, INT32 iHoursOfInitialTrades, TIdent iMyStartingCustomerId, |
238 | TIdent iMyCustomerCount, INT32 iPartitionPercent, CBaseLogger *pLogger, |
239 | const PDriverCETxnSettings pDriverCETxnTunables); |
240 | |
241 | /* |
242 | * Constructor - partitioning by C_ID, RNG seed provided. |
243 | * |
244 | * RNG seed is for testing/engineering work allowing repeatable transaction |
245 | * parameter stream. This constructor is NOT legal for a benchmark |
246 | * publication. |
247 | * |
248 | * PARAMETERS: |
249 | * IN dfm - Data file manager |
250 | * IN iConfiguredCustomerCount - number of configured |
251 | * customers in the database IN iActiveCustomerCount - number of |
252 | * active customers in the database IN iScaleFactor - scale |
253 | * factor (number of customers per 1 tpsE) of the database IN |
254 | * iHoursOfInitialTrades - number of hours of the initial trades |
255 | * portion of the database IN iMyStartingCustomerId - first customer |
256 | * id (1-based) of the partition for this instance IN iMyCustomerCount - |
257 | * number of customers in the partition for this instance IN |
258 | * iPartitionPercent - the percentage of C_IDs generated within |
259 | * this instance's partition IN pLogger - reference to |
260 | * parameter logging object IN pDriverCETxnSettings - initial |
261 | * transaction parameter settings |
262 | * |
263 | * RETURNS: |
264 | * not applicable. |
265 | */ |
266 | CCETxnInputGenerator(const DataFileManager &dfm, TIdent iConfiguredCustomerCount, TIdent iActiveCustomerCount, |
267 | INT32 iScaleFactor, INT32 iHoursOfInitialTrades, TIdent iMyStartingCustomerId, |
268 | TIdent iMyCustomerCount, INT32 iPartitionPercent, RNGSEED RNGSeed, CBaseLogger *pLogger, |
269 | const PDriverCETxnSettings pDriverCETxnTunables); |
270 | |
271 | /* |
272 | * Return internal random number generator seed. |
273 | * |
274 | * PARAMETERS: |
275 | * none. |
276 | * |
277 | * RETURNS: |
278 | * current random number generator seed. |
279 | */ |
280 | RNGSEED GetRNGSeed(void); |
281 | |
282 | /* |
283 | * Set internal random number generator seed. |
284 | * |
285 | * PARAMETERS: |
286 | * IN RNGSeed - new random number generator seed |
287 | * |
288 | * RETURNS: |
289 | * none. |
290 | */ |
291 | void SetRNGSeed(RNGSEED RNGSeed); |
292 | |
293 | /* |
294 | * Refresh internal information from the external transaction parameters. |
295 | * This function should be called anytime the external transaction |
296 | * parameter structure changes. |
297 | * |
298 | * PARAMETERS: |
299 | * none. |
300 | * |
301 | * RETURNS: |
302 | * none. |
303 | */ |
304 | void UpdateTunables(); |
305 | |
306 | /* |
307 | * Generate Broker-Volume transaction input. |
308 | * |
309 | * PARAMETERS: |
310 | * OUT TxnReq - input parameter structure filled |
311 | * in for the transaction. |
312 | * |
313 | * RETURNS: |
314 | * the number of brokers generated. |
315 | */ |
316 | void GenerateBrokerVolumeInput(TBrokerVolumeTxnInput &TxnReq); |
317 | |
318 | /* |
319 | * Generate Customer-Position transaction input. |
320 | * |
321 | * PARAMETERS: |
322 | * OUT TxnReq - input parameter structure filled |
323 | * in for the transaction. |
324 | * |
325 | * RETURNS: |
326 | * none. |
327 | */ |
328 | void GenerateCustomerPositionInput(TCustomerPositionTxnInput &TxnReq); |
329 | |
330 | /* |
331 | * Generate Market-Watch transaction input. |
332 | * |
333 | * PARAMETERS: |
334 | * OUT TxnReq - input parameter structure filled |
335 | * in for the transaction. |
336 | * |
337 | * RETURNS: |
338 | * none. |
339 | */ |
340 | void GenerateMarketWatchInput(TMarketWatchTxnInput &TxnReq); |
341 | |
342 | /* |
343 | * Generate Security-Detail transaction input. |
344 | * |
345 | * PARAMETERS: |
346 | * OUT TxnReq - input parameter structure filled |
347 | * in for the transaction. |
348 | * |
349 | * RETURNS: |
350 | * none. |
351 | */ |
352 | void GenerateSecurityDetailInput(TSecurityDetailTxnInput &TxnReq); |
353 | |
354 | /* |
355 | * Generate Trade-Lookup transaction input. |
356 | * |
357 | * PARAMETERS: |
358 | * OUT TxnReq - input parameter structure filled |
359 | * in for the transaction. |
360 | * |
361 | * RETURNS: |
362 | * none. |
363 | */ |
364 | void GenerateTradeLookupInput(TTradeLookupTxnInput &TxnReq); |
365 | |
366 | /* |
367 | * Generate Trade-Order transaction input. |
368 | * |
369 | * PARAMETERS: |
370 | * OUT TxnReq - input parameter structure filled |
371 | * in for the transaction. OUT TradeType - integer |
372 | * representation of generated trade type (as eTradeTypeID enum). OUT |
373 | * bExecutorIsAccountOwner - whether Trade-Order frame 2 should (FALSE) or |
374 | * shouldn't (TRUE) be called. |
375 | * |
376 | * RETURNS: |
377 | * none. |
378 | */ |
379 | void GenerateTradeOrderInput(TTradeOrderTxnInput &TxnReq, INT32 &iTradeType, bool &bExecutorIsAccountOwner); |
380 | |
381 | /* |
382 | * Generate Trade-Status transaction input. |
383 | * |
384 | * PARAMETERS: |
385 | * OUT TxnReq - input parameter structure filled |
386 | * in for the transaction. |
387 | * |
388 | * RETURNS: |
389 | * none. |
390 | */ |
391 | void GenerateTradeStatusInput(TTradeStatusTxnInput &TxnReq); |
392 | |
393 | /* |
394 | * Generate Trade-Update transaction input. |
395 | * |
396 | * PARAMETERS: |
397 | * OUT TxnReq - input parameter structure filled |
398 | * in for the transaction. |
399 | * |
400 | * RETURNS: |
401 | * none. |
402 | */ |
403 | void GenerateTradeUpdateInput(TTradeUpdateTxnInput &TxnReq); |
404 | }; |
405 | |
406 | } // namespace TPCE |
407 | |
408 | #endif // #ifndef CE_TXN_INPUT_GENERATOR_H |
409 | |