| 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 | |