| 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, Doug Johnson, Matt Emmerton, Christopher Chan-Nui |
| 35 | */ |
| 36 | |
| 37 | /****************************************************************************** |
| 38 | * Description: This file is used to "expose" the configurable driver |
| 39 | * parameters. These values may be set by test sponsors |
| 40 | * for testing and prototyping. The default values |
| 41 | * represent those that must be used for a compliant run. |
| 42 | ******************************************************************************/ |
| 43 | |
| 44 | #ifndef DRIVER_PARAM_SETTINGS_H |
| 45 | #define DRIVER_PARAM_SETTINGS_H |
| 46 | |
| 47 | #include <iostream> |
| 48 | #include <iomanip> // for log message formatting |
| 49 | #include <sstream> // for log message construction |
| 50 | |
| 51 | #include "utilities/EGenUtilities_stdafx.h" |
| 52 | |
| 53 | namespace TPCE { |
| 54 | |
| 55 | // CHECK tests for CheckValid and CheckCompliant, use macros so we can get a |
| 56 | // textual representation of the tested values, these tests could be |
| 57 | // significantly condensed but we're trying for readibility here... |
| 58 | #define DRIVERPARAM_CHECK_EQUAL(name, lhs, rhs) \ |
| 59 | if ((lhs) != (rhs)) { \ |
| 60 | std::ostringstream strm; \ |
| 61 | strm << #lhs << "(" << (lhs) << ") != " << #rhs << "(" << (rhs) << ")"; \ |
| 62 | throw CCheckErr(name, strm.str()); \ |
| 63 | } |
| 64 | |
| 65 | #define DRIVERPARAM_CHECK_GE(name, lhs, rhs) \ |
| 66 | if ((lhs) < (rhs)) { \ |
| 67 | std::ostringstream strm; \ |
| 68 | strm << #lhs << "(" << (lhs) << ") < " << #rhs << "(" << (rhs) << ")"; \ |
| 69 | throw CCheckErr(name, strm.str()); \ |
| 70 | } |
| 71 | |
| 72 | #define DRIVERPARAM_CHECK_LE(name, lhs, rhs) \ |
| 73 | if ((lhs) > (rhs)) { \ |
| 74 | std::ostringstream strm; \ |
| 75 | strm << #lhs << "(" << (lhs) << ") > " << #rhs << "(" << (rhs) << ")"; \ |
| 76 | throw CCheckErr(name, strm.str()); \ |
| 77 | } |
| 78 | |
| 79 | #define DRIVERPARAM_CHECK_BETWEEN(name, lhs, minval, maxval) \ |
| 80 | DRIVERPARAM_CHECK_GE(name, lhs, minval) \ |
| 81 | DRIVERPARAM_CHECK_LE(name, lhs, maxval) |
| 82 | |
| 83 | #define DRIVERPARAM_CHECK_DEFAULT(name) \ |
| 84 | if (cur.name != dft.name) { \ |
| 85 | std::ostringstream strm; \ |
| 86 | strm << #name << "(" << cur.name << ") != " << dft.name; \ |
| 87 | throw CCheckErr(#name, strm.str()); \ |
| 88 | } |
| 89 | |
| 90 | /****************************************************************************** |
| 91 | * Parameter Base Class Template |
| 92 | ******************************************************************************/ |
| 93 | template <typename T> class CParametersWithoutDefaults { |
| 94 | public: |
| 95 | T cur; |
| 96 | |
| 97 | CParametersWithoutDefaults() { |
| 98 | } |
| 99 | /* |
| 100 | * Virtual destructor. Provided so that a sponsor-specific |
| 101 | * destructor can be called on destruction from the base-class pointer. |
| 102 | * |
| 103 | * PARAMETERS: |
| 104 | * none. |
| 105 | * |
| 106 | * RETURNS: |
| 107 | * not applicable. |
| 108 | */ |
| 109 | virtual ~CParametersWithoutDefaults(){}; |
| 110 | |
| 111 | virtual void CheckValid(void) = 0; |
| 112 | virtual void CheckCompliant(void) = 0; |
| 113 | bool IsValid(void) { |
| 114 | try { |
| 115 | CheckValid(); |
| 116 | return true; |
| 117 | } catch (CCheckErr) { |
| 118 | throw; |
| 119 | return false; |
| 120 | } |
| 121 | } |
| 122 | |
| 123 | bool IsCompliant(void) { |
| 124 | // This will always return true for the classes defined in this file |
| 125 | try { |
| 126 | CheckCompliant(); |
| 127 | return true; |
| 128 | } catch (CCheckErr) { |
| 129 | throw; |
| 130 | return false; |
| 131 | } |
| 132 | } |
| 133 | }; |
| 134 | |
| 135 | template <typename T, typename T2> class CParametersWithDefaults { |
| 136 | // protected: |
| 137 | public: |
| 138 | T dft; |
| 139 | T2 state; |
| 140 | |
| 141 | public: |
| 142 | T cur; |
| 143 | |
| 144 | CParametersWithDefaults() { |
| 145 | } |
| 146 | /* |
| 147 | * Virtual destructor. Provided so that a sponsor-specific |
| 148 | * destructor can be called on destruction from the base-class pointer. |
| 149 | * |
| 150 | * PARAMETERS: |
| 151 | * none. |
| 152 | * |
| 153 | * RETURNS: |
| 154 | * not applicable. |
| 155 | */ |
| 156 | virtual ~CParametersWithDefaults(){}; |
| 157 | |
| 158 | void Initialize(void) { |
| 159 | InitializeDefaults(); |
| 160 | SetToDefaults(); |
| 161 | } |
| 162 | |
| 163 | void SetToDefaults(void) { |
| 164 | cur = dft; |
| 165 | CheckDefaults(); |
| 166 | } |
| 167 | |
| 168 | virtual void InitializeDefaults(void) { |
| 169 | } |
| 170 | virtual void CheckDefaults(void) { |
| 171 | } |
| 172 | virtual void CheckValid(void) = 0; |
| 173 | virtual void CheckCompliant(void) = 0; |
| 174 | bool IsValid(void) { |
| 175 | try { |
| 176 | CheckValid(); |
| 177 | return true; |
| 178 | } catch (CCheckErr) { |
| 179 | throw; |
| 180 | return false; |
| 181 | } |
| 182 | } |
| 183 | |
| 184 | bool IsCompliant(void) { |
| 185 | try { |
| 186 | CheckCompliant(); |
| 187 | return true; |
| 188 | } catch (CCheckErr) { |
| 189 | throw; |
| 190 | return false; |
| 191 | } |
| 192 | } |
| 193 | }; |
| 194 | |
| 195 | /****************************************************************************** |
| 196 | * Parameter Structures (Data) |
| 197 | ******************************************************************************/ |
| 198 | typedef struct TBrokerVolumeSettings { |
| 199 | } * PBrokerVolumeSettings; |
| 200 | |
| 201 | typedef struct TCustomerPositionSettings { |
| 202 | INT32 by_cust_id; // percentage |
| 203 | INT32 by_tax_id; // percentage |
| 204 | INT32 get_history; // percentage |
| 205 | } * PCustomerPositionSettings; |
| 206 | |
| 207 | typedef struct TMarketWatchSettings { |
| 208 | INT32 by_acct_id; // percentage |
| 209 | INT32 by_industry; // percentage |
| 210 | INT32 by_watch_list; // percentage |
| 211 | } * PMarketWatchSettings; |
| 212 | |
| 213 | typedef struct TSecurityDetailSettings { |
| 214 | INT32 LOBAccessPercentage; |
| 215 | } * PSecurityDetailSettings; |
| 216 | |
| 217 | typedef struct TTradeLookupSettings { |
| 218 | INT32 do_frame1; // percentage |
| 219 | INT32 do_frame2; // percentage |
| 220 | INT32 do_frame3; // percentage |
| 221 | INT32 do_frame4; // percentage |
| 222 | |
| 223 | INT32 MaxRowsFrame1; // Max number of trades for frame |
| 224 | |
| 225 | INT32 BackOffFromEndTimeFrame2; // Used to cap time interval generated. |
| 226 | INT32 MaxRowsFrame2; // Max number of trades for frame |
| 227 | |
| 228 | INT32 BackOffFromEndTimeFrame3; // Used to cap time interval generated. |
| 229 | INT32 MaxRowsFrame3; // Max number of trades for frame |
| 230 | |
| 231 | INT32 BackOffFromEndTimeFrame4; // Used to cap time interval generated. |
| 232 | INT32 MaxRowsFrame4; // Max number of rows for frame |
| 233 | } * PTradeLookupSettings; |
| 234 | |
| 235 | typedef struct TTradeOrderSettings { |
| 236 | INT32 market; |
| 237 | INT32 limit; |
| 238 | INT32 stop_loss; |
| 239 | INT32 security_by_name; |
| 240 | INT32 security_by_symbol; |
| 241 | INT32 buy_orders; |
| 242 | INT32 sell_orders; |
| 243 | INT32 lifo; |
| 244 | INT32 exec_is_owner; |
| 245 | INT32 rollback; |
| 246 | INT32 type_is_margin; |
| 247 | } * PTradeOrderSettings; |
| 248 | |
| 249 | typedef struct TTradeUpdateSettings { |
| 250 | INT32 do_frame1; // percentage |
| 251 | INT32 do_frame2; // percentage |
| 252 | INT32 do_frame3; // percentage |
| 253 | |
| 254 | INT32 MaxRowsFrame1; // Max number of trades for frame |
| 255 | INT32 MaxRowsToUpdateFrame1; // Max number of rows to update |
| 256 | |
| 257 | INT32 BackOffFromEndTimeFrame2; // Used to cap time interval generated. |
| 258 | INT32 MaxRowsFrame2; // Max number of trades for frame |
| 259 | INT32 MaxRowsToUpdateFrame2; // Max number of rows to update |
| 260 | |
| 261 | INT32 BackOffFromEndTimeFrame3; // Used to cap time interval generated. |
| 262 | INT32 MaxRowsFrame3; // Max number of trades for frame |
| 263 | INT32 MaxRowsToUpdateFrame3; // Max number of rows to update |
| 264 | } * PTradeUpdateSettings; |
| 265 | |
| 266 | typedef struct TTxnMixGeneratorSettings { |
| 267 | // Market-Feed and Trade-Result settings don't really alter the mix. |
| 268 | // They are done as a by-product of Trade-Orders. However, the values |
| 269 | // still need to be set correctly because they get used when generating |
| 270 | // the random number for selecting the other transaction types. |
| 271 | INT32 BrokerVolumeMixLevel; |
| 272 | INT32 CustomerPositionMixLevel; |
| 273 | INT32 MarketFeedMixLevel; |
| 274 | INT32 MarketWatchMixLevel; |
| 275 | INT32 SecurityDetailMixLevel; |
| 276 | INT32 TradeLookupMixLevel; |
| 277 | INT32 TradeOrderMixLevel; |
| 278 | INT32 TradeResultMixLevel; |
| 279 | INT32 TradeStatusMixLevel; |
| 280 | INT32 TradeUpdateMixLevel; |
| 281 | |
| 282 | // Transaction mix levels are expressed out of a total of 1000. |
| 283 | INT32 TransactionMixTotal; |
| 284 | } * PTxnMixGeneratorSettings; |
| 285 | |
| 286 | typedef struct TLoaderSettings { |
| 287 | TIdent iConfiguredCustomerCount; |
| 288 | TIdent iActiveCustomerCount; |
| 289 | INT32 iScaleFactor; |
| 290 | INT32 iDaysOfInitialTrades; |
| 291 | TIdent iStartingCustomer; |
| 292 | TIdent iCustomerCount; |
| 293 | } * pLoaderSettings; |
| 294 | |
| 295 | typedef struct TDriverGlobalSettings { |
| 296 | TIdent iConfiguredCustomerCount; |
| 297 | TIdent iActiveCustomerCount; |
| 298 | INT32 iScaleFactor; |
| 299 | INT32 iDaysOfInitialTrades; |
| 300 | } * PDriverGlobalSettings; |
| 301 | |
| 302 | typedef struct TDriverCESettings { |
| 303 | UINT32 UniqueId; |
| 304 | RNGSEED TxnMixRNGSeed; |
| 305 | RNGSEED TxnInputRNGSeed; |
| 306 | } * PDriverCESettings; |
| 307 | |
| 308 | typedef struct TDriverCEPartitionSettings { |
| 309 | TIdent iMyStartingCustomerId; |
| 310 | TIdent iMyCustomerCount; |
| 311 | INT32 iPartitionPercent; |
| 312 | } * PDriverCEPartitionSettings; |
| 313 | |
| 314 | typedef struct TDriverMEESettings { |
| 315 | UINT32 UniqueId; |
| 316 | RNGSEED RNGSeed; |
| 317 | RNGSEED TickerTapeRNGSeed; |
| 318 | RNGSEED TradingFloorRNGSeed; |
| 319 | } * PDriverMEESettings; |
| 320 | |
| 321 | typedef struct TDriverDMSettings { |
| 322 | UINT32 UniqueId; |
| 323 | RNGSEED RNGSeed; |
| 324 | } * PDriverDMSettings; |
| 325 | |
| 326 | /****************************************************************************** |
| 327 | * Parameter Structures (Boolean "Is Default" State) |
| 328 | ******************************************************************************/ |
| 329 | struct TBrokerVolumeSettingsState {}; |
| 330 | |
| 331 | struct TCustomerPositionSettingsState { |
| 332 | bool by_cust_id; // percentage |
| 333 | bool by_tax_id; // percentage |
| 334 | bool get_history; // percentage |
| 335 | }; |
| 336 | |
| 337 | struct TMarketWatchSettingsState { |
| 338 | bool by_acct_id; // percentage |
| 339 | bool by_industry; // percentage |
| 340 | bool by_watch_list; // percentage |
| 341 | }; |
| 342 | |
| 343 | struct TSecurityDetailSettingsState { |
| 344 | bool LOBAccessPercentage; |
| 345 | }; |
| 346 | |
| 347 | struct TTradeLookupSettingsState { |
| 348 | bool do_frame1; // percentage |
| 349 | bool do_frame2; // percentage |
| 350 | bool do_frame3; // percentage |
| 351 | bool do_frame4; // percentage |
| 352 | |
| 353 | bool MaxRowsFrame1; // Max number of trades for frame |
| 354 | |
| 355 | bool BackOffFromEndTimeFrame2; // Used to cap time interval generated. |
| 356 | bool MaxRowsFrame2; // Max number of trades for frame |
| 357 | |
| 358 | bool BackOffFromEndTimeFrame3; // Used to cap time interval generated. |
| 359 | bool MaxRowsFrame3; // Max number of trades for frame |
| 360 | |
| 361 | bool BackOffFromEndTimeFrame4; // Used to cap time interval generated. |
| 362 | bool MaxRowsFrame4; // Max number of rows for frame |
| 363 | }; |
| 364 | |
| 365 | struct TTradeOrderSettingsState { |
| 366 | bool market; |
| 367 | bool limit; |
| 368 | bool stop_loss; |
| 369 | bool security_by_name; |
| 370 | bool security_by_symbol; |
| 371 | bool buy_orders; |
| 372 | bool sell_orders; |
| 373 | bool lifo; |
| 374 | bool exec_is_owner; |
| 375 | bool rollback; |
| 376 | bool type_is_margin; |
| 377 | }; |
| 378 | |
| 379 | struct TTradeUpdateSettingsState { |
| 380 | bool do_frame1; // percentage |
| 381 | bool do_frame2; // percentage |
| 382 | bool do_frame3; // percentage |
| 383 | |
| 384 | bool MaxRowsFrame1; // Max number of trades for frame |
| 385 | bool MaxRowsToUpdateFrame1; // Max number of rows to update |
| 386 | |
| 387 | bool BackOffFromEndTimeFrame2; // Used to cap time interval generated. |
| 388 | bool MaxRowsFrame2; // Max number of trades for frame |
| 389 | bool MaxRowsToUpdateFrame2; // Max number of rows to update |
| 390 | |
| 391 | bool BackOffFromEndTimeFrame3; // Used to cap time interval generated. |
| 392 | bool MaxRowsFrame3; // Max number of trades for frame |
| 393 | bool MaxRowsToUpdateFrame3; // Max number of rows to update |
| 394 | }; |
| 395 | |
| 396 | struct TTxnMixGeneratorSettingsState { |
| 397 | bool BrokerVolumeMixLevel; |
| 398 | bool CustomerPositionMixLevel; |
| 399 | bool MarketWatchMixLevel; |
| 400 | bool SecurityDetailMixLevel; |
| 401 | bool TradeLookupMixLevel; |
| 402 | bool TradeOrderMixLevel; |
| 403 | bool TradeStatusMixLevel; |
| 404 | bool TradeUpdateMixLevel; |
| 405 | bool TransactionMixTotal; |
| 406 | }; |
| 407 | |
| 408 | struct TLoaderSettingsState { |
| 409 | bool iConfiguredCustomerCount; |
| 410 | bool iActiveCustomerCount; |
| 411 | bool iScaleFactor; |
| 412 | bool iDaysOfInitialTrades; |
| 413 | bool iStartingCustomer; |
| 414 | bool iCustomerCount; |
| 415 | }; |
| 416 | |
| 417 | struct TDriverCEPartitionSettingsState { |
| 418 | bool iPartitionPercent; |
| 419 | }; |
| 420 | |
| 421 | struct TDriverGlobalSettingsState { |
| 422 | bool iConfiguredCustomerCount; |
| 423 | bool iActiveCustomerCount; |
| 424 | bool iScaleFactor; |
| 425 | bool iDaysOfInitialTrades; |
| 426 | }; |
| 427 | |
| 428 | /****************************************************************************** |
| 429 | * Parameter Derived Class / Template Instantiation |
| 430 | ******************************************************************************/ |
| 431 | class CBrokerVolumeSettings |
| 432 | : public CParametersWithDefaults<struct TBrokerVolumeSettings, struct TBrokerVolumeSettingsState> { |
| 433 | public: |
| 434 | CBrokerVolumeSettings() { |
| 435 | Initialize(); |
| 436 | } |
| 437 | |
| 438 | void InitializeDefaults(void) { |
| 439 | } |
| 440 | |
| 441 | void CheckDefaults(void) { |
| 442 | } |
| 443 | |
| 444 | void CheckValid(void) { |
| 445 | } |
| 446 | |
| 447 | void CheckCompliant(void) { |
| 448 | } |
| 449 | }; |
| 450 | |
| 451 | class CCustomerPositionSettings |
| 452 | : public CParametersWithDefaults<struct TCustomerPositionSettings, struct TCustomerPositionSettingsState> { |
| 453 | public: |
| 454 | CCustomerPositionSettings() { |
| 455 | Initialize(); |
| 456 | } |
| 457 | |
| 458 | void InitializeDefaults(void) { |
| 459 | dft.by_cust_id = 50; |
| 460 | dft.by_tax_id = 50; |
| 461 | dft.get_history = 50; |
| 462 | } |
| 463 | |
| 464 | void CheckDefaults(void) { |
| 465 | state.by_cust_id = (cur.by_cust_id == dft.by_cust_id); |
| 466 | state.by_tax_id = (cur.by_tax_id == dft.by_tax_id); |
| 467 | state.get_history = (cur.get_history == dft.get_history); |
| 468 | } |
| 469 | |
| 470 | void CheckValid(void) { |
| 471 | DRIVERPARAM_CHECK_BETWEEN("by_cust_id" , cur.by_cust_id, 0, 100); |
| 472 | DRIVERPARAM_CHECK_BETWEEN("by_tax_id" , cur.by_tax_id, 0, 100); |
| 473 | DRIVERPARAM_CHECK_EQUAL("by_*_id total" , cur.by_cust_id + cur.by_tax_id, 100); |
| 474 | DRIVERPARAM_CHECK_BETWEEN("get_history" , cur.get_history, 0, 100); |
| 475 | } |
| 476 | |
| 477 | void CheckCompliant(void) { |
| 478 | CheckValid(); |
| 479 | DRIVERPARAM_CHECK_DEFAULT(by_cust_id); |
| 480 | DRIVERPARAM_CHECK_DEFAULT(by_tax_id); |
| 481 | DRIVERPARAM_CHECK_DEFAULT(get_history); |
| 482 | } |
| 483 | }; |
| 484 | |
| 485 | class CMarketWatchSettings |
| 486 | : public CParametersWithDefaults<struct TMarketWatchSettings, struct TMarketWatchSettingsState> { |
| 487 | public: |
| 488 | CMarketWatchSettings() { |
| 489 | Initialize(); |
| 490 | } |
| 491 | |
| 492 | void InitializeDefaults(void) { |
| 493 | dft.by_acct_id = 35; |
| 494 | dft.by_industry = 5; |
| 495 | dft.by_watch_list = 60; |
| 496 | } |
| 497 | |
| 498 | void CheckDefaults(void) { |
| 499 | state.by_acct_id = (cur.by_acct_id == dft.by_acct_id); |
| 500 | state.by_industry = (cur.by_industry == dft.by_industry); |
| 501 | state.by_watch_list = (cur.by_watch_list == dft.by_watch_list); |
| 502 | } |
| 503 | |
| 504 | void CheckValid(void) { |
| 505 | DRIVERPARAM_CHECK_BETWEEN("by_acct_id" , cur.by_acct_id, 0, 100); |
| 506 | DRIVERPARAM_CHECK_BETWEEN("by_industry" , cur.by_industry, 0, 100); |
| 507 | DRIVERPARAM_CHECK_BETWEEN("by_watch_list" , cur.by_watch_list, 0, 100); |
| 508 | DRIVERPARAM_CHECK_EQUAL("by_* total" , cur.by_acct_id + cur.by_industry + cur.by_watch_list, 100); |
| 509 | } |
| 510 | |
| 511 | void CheckCompliant(void) { |
| 512 | CheckValid(); |
| 513 | DRIVERPARAM_CHECK_DEFAULT(by_acct_id); |
| 514 | DRIVERPARAM_CHECK_DEFAULT(by_industry); |
| 515 | DRIVERPARAM_CHECK_DEFAULT(by_watch_list); |
| 516 | } |
| 517 | }; |
| 518 | |
| 519 | class CSecurityDetailSettings |
| 520 | : public CParametersWithDefaults<struct TSecurityDetailSettings, struct TSecurityDetailSettingsState> { |
| 521 | public: |
| 522 | CSecurityDetailSettings() { |
| 523 | Initialize(); |
| 524 | } |
| 525 | |
| 526 | void InitializeDefaults(void) { |
| 527 | dft.LOBAccessPercentage = 1; |
| 528 | } |
| 529 | |
| 530 | void CheckDefaults(void) { |
| 531 | state.LOBAccessPercentage = (cur.LOBAccessPercentage == dft.LOBAccessPercentage); |
| 532 | } |
| 533 | |
| 534 | void CheckValid(void) { |
| 535 | DRIVERPARAM_CHECK_BETWEEN("LOBAccessPercentage" , cur.LOBAccessPercentage, 0, 100); |
| 536 | } |
| 537 | |
| 538 | void CheckCompliant(void) { |
| 539 | CheckValid(); |
| 540 | DRIVERPARAM_CHECK_DEFAULT(LOBAccessPercentage); |
| 541 | } |
| 542 | }; |
| 543 | |
| 544 | class CTradeLookupSettings |
| 545 | : public CParametersWithDefaults<struct TTradeLookupSettings, struct TTradeLookupSettingsState> { |
| 546 | public: |
| 547 | CTradeLookupSettings() { |
| 548 | Initialize(); |
| 549 | } |
| 550 | |
| 551 | void InitializeDefaults(void) { |
| 552 | dft.do_frame1 = 30; |
| 553 | dft.do_frame2 = 30; |
| 554 | dft.do_frame3 = 30; |
| 555 | dft.do_frame4 = 10; |
| 556 | dft.MaxRowsFrame1 = 20; |
| 557 | dft.BackOffFromEndTimeFrame2 = 4 * 8 * 3600; // four 8-hour days or 32 hours |
| 558 | dft.MaxRowsFrame2 = 20; |
| 559 | dft.BackOffFromEndTimeFrame3 = 200 * 60; // 200 minutes |
| 560 | dft.MaxRowsFrame3 = 20; |
| 561 | dft.BackOffFromEndTimeFrame4 = 500 * 60; // 30,000 seconds |
| 562 | dft.MaxRowsFrame4 = 20; |
| 563 | } |
| 564 | |
| 565 | void CheckDefaults(void) { |
| 566 | state.do_frame1 = (cur.do_frame1 == dft.do_frame1); |
| 567 | state.do_frame2 = (cur.do_frame2 == dft.do_frame2); |
| 568 | state.do_frame3 = (cur.do_frame3 == dft.do_frame3); |
| 569 | state.do_frame4 = (cur.do_frame4 == dft.do_frame4); |
| 570 | state.MaxRowsFrame1 = (cur.MaxRowsFrame1 == dft.MaxRowsFrame1); |
| 571 | state.BackOffFromEndTimeFrame2 = (cur.BackOffFromEndTimeFrame2 == dft.BackOffFromEndTimeFrame2); |
| 572 | state.MaxRowsFrame2 = (cur.MaxRowsFrame2 == dft.MaxRowsFrame2); |
| 573 | state.BackOffFromEndTimeFrame3 = (cur.BackOffFromEndTimeFrame3 == dft.BackOffFromEndTimeFrame3); |
| 574 | state.MaxRowsFrame3 = (cur.MaxRowsFrame3 == dft.MaxRowsFrame3); |
| 575 | state.BackOffFromEndTimeFrame4 = (cur.BackOffFromEndTimeFrame4 == dft.BackOffFromEndTimeFrame4); |
| 576 | state.MaxRowsFrame4 = (cur.MaxRowsFrame4 == dft.MaxRowsFrame4); |
| 577 | } |
| 578 | |
| 579 | void CheckValid(void) { |
| 580 | DRIVERPARAM_CHECK_BETWEEN("do_frame1" , cur.do_frame1, 0, 100); |
| 581 | DRIVERPARAM_CHECK_BETWEEN("do_frame2" , cur.do_frame2, 0, 100); |
| 582 | DRIVERPARAM_CHECK_BETWEEN("do_frame3" , cur.do_frame3, 0, 100); |
| 583 | DRIVERPARAM_CHECK_BETWEEN("do_frame4" , cur.do_frame4, 0, 100); |
| 584 | DRIVERPARAM_CHECK_EQUAL("do_frame* total" , cur.do_frame1 + cur.do_frame2 + cur.do_frame3 + cur.do_frame4, 100); |
| 585 | DRIVERPARAM_CHECK_LE("MaxRowsFrame1" , cur.MaxRowsFrame1, TradeLookupFrame1MaxRows); |
| 586 | DRIVERPARAM_CHECK_LE("MaxRowsFrame2" , cur.MaxRowsFrame2, TradeLookupFrame2MaxRows); |
| 587 | DRIVERPARAM_CHECK_LE("MaxRowsFrame3" , cur.MaxRowsFrame3, TradeLookupFrame3MaxRows); |
| 588 | DRIVERPARAM_CHECK_LE("MaxRowsFrame4" , cur.MaxRowsFrame4, TradeLookupFrame4MaxRows); |
| 589 | } |
| 590 | |
| 591 | void CheckCompliant(void) { |
| 592 | CheckValid(); |
| 593 | DRIVERPARAM_CHECK_DEFAULT(do_frame1); |
| 594 | DRIVERPARAM_CHECK_DEFAULT(do_frame2); |
| 595 | DRIVERPARAM_CHECK_DEFAULT(do_frame3); |
| 596 | DRIVERPARAM_CHECK_DEFAULT(do_frame4); |
| 597 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame1); |
| 598 | DRIVERPARAM_CHECK_DEFAULT(BackOffFromEndTimeFrame2); |
| 599 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame2); |
| 600 | DRIVERPARAM_CHECK_DEFAULT(BackOffFromEndTimeFrame3); |
| 601 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame3); |
| 602 | DRIVERPARAM_CHECK_DEFAULT(BackOffFromEndTimeFrame4); |
| 603 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame4); |
| 604 | } |
| 605 | }; |
| 606 | |
| 607 | class CTradeOrderSettings |
| 608 | : public CParametersWithDefaults<struct TTradeOrderSettings, struct TTradeOrderSettingsState> { |
| 609 | public: |
| 610 | CTradeOrderSettings() { |
| 611 | Initialize(); |
| 612 | } |
| 613 | |
| 614 | void InitializeDefaults(void) { |
| 615 | dft.market = 60; |
| 616 | dft.limit = 40; |
| 617 | dft.stop_loss = 50; |
| 618 | dft.security_by_name = 40; |
| 619 | dft.security_by_symbol = 60; |
| 620 | dft.buy_orders = 50; |
| 621 | dft.sell_orders = 50; |
| 622 | dft.lifo = 35; |
| 623 | dft.exec_is_owner = 90; |
| 624 | dft.rollback = 1; |
| 625 | dft.type_is_margin = 8; |
| 626 | } |
| 627 | |
| 628 | void CheckDefaults(void) { |
| 629 | state.market = (cur.market == dft.market); |
| 630 | state.limit = (cur.limit == dft.limit); |
| 631 | state.stop_loss = (cur.stop_loss == dft.stop_loss); |
| 632 | state.security_by_name = (cur.security_by_name == dft.security_by_name); |
| 633 | state.security_by_symbol = (cur.security_by_symbol == dft.security_by_symbol); |
| 634 | state.buy_orders = (cur.buy_orders == dft.buy_orders); |
| 635 | state.sell_orders = (cur.sell_orders == dft.sell_orders); |
| 636 | state.lifo = (cur.lifo == dft.lifo); |
| 637 | state.exec_is_owner = (cur.exec_is_owner == dft.exec_is_owner); |
| 638 | state.rollback = (cur.rollback == dft.rollback); |
| 639 | state.type_is_margin = (cur.type_is_margin == dft.type_is_margin); |
| 640 | } |
| 641 | |
| 642 | void CheckValid(void) { |
| 643 | DRIVERPARAM_CHECK_BETWEEN("market" , cur.market, 0, 100); |
| 644 | DRIVERPARAM_CHECK_BETWEEN("limit" , cur.limit, 0, 100); |
| 645 | DRIVERPARAM_CHECK_EQUAL("market or limit total" , cur.market + cur.limit, 100); |
| 646 | DRIVERPARAM_CHECK_BETWEEN("stop_loss" , cur.stop_loss, 0, 100); |
| 647 | DRIVERPARAM_CHECK_BETWEEN("security_by_name" , cur.security_by_name, 0, 100); |
| 648 | DRIVERPARAM_CHECK_BETWEEN("security_by_symbol" , cur.security_by_symbol, 0, 100); |
| 649 | DRIVERPARAM_CHECK_EQUAL("security_by_* total" , cur.security_by_name + cur.security_by_symbol, 100); |
| 650 | DRIVERPARAM_CHECK_BETWEEN("buy_orders" , cur.buy_orders, 0, 100); |
| 651 | DRIVERPARAM_CHECK_BETWEEN("sell_orders" , cur.sell_orders, 0, 100); |
| 652 | DRIVERPARAM_CHECK_EQUAL("*_orders total" , cur.buy_orders + cur.sell_orders, 100); |
| 653 | DRIVERPARAM_CHECK_BETWEEN("lifo" , cur.lifo, 0, 100); |
| 654 | DRIVERPARAM_CHECK_BETWEEN("exec_is_owner" , cur.exec_is_owner, 0, 100); |
| 655 | DRIVERPARAM_CHECK_BETWEEN("rollback" , cur.rollback, 0, 100); |
| 656 | DRIVERPARAM_CHECK_BETWEEN("type_is_margin" , cur.type_is_margin, 0, 100); |
| 657 | } |
| 658 | |
| 659 | void CheckCompliant(void) { |
| 660 | CheckValid(); |
| 661 | DRIVERPARAM_CHECK_BETWEEN("exec_is_owner" , cur.exec_is_owner, 60, 100); |
| 662 | DRIVERPARAM_CHECK_DEFAULT(market); |
| 663 | DRIVERPARAM_CHECK_DEFAULT(limit); |
| 664 | DRIVERPARAM_CHECK_DEFAULT(stop_loss); |
| 665 | DRIVERPARAM_CHECK_DEFAULT(security_by_name); |
| 666 | DRIVERPARAM_CHECK_DEFAULT(security_by_symbol); |
| 667 | DRIVERPARAM_CHECK_DEFAULT(buy_orders); |
| 668 | DRIVERPARAM_CHECK_DEFAULT(sell_orders); |
| 669 | DRIVERPARAM_CHECK_DEFAULT(lifo); |
| 670 | DRIVERPARAM_CHECK_DEFAULT(exec_is_owner); |
| 671 | DRIVERPARAM_CHECK_DEFAULT(rollback); |
| 672 | DRIVERPARAM_CHECK_DEFAULT(type_is_margin); |
| 673 | } |
| 674 | }; |
| 675 | |
| 676 | class CTradeUpdateSettings |
| 677 | : public CParametersWithDefaults<struct TTradeUpdateSettings, struct TTradeUpdateSettingsState> { |
| 678 | public: |
| 679 | CTradeUpdateSettings() { |
| 680 | Initialize(); |
| 681 | } |
| 682 | |
| 683 | void InitializeDefaults(void) { |
| 684 | dft.do_frame1 = 33; |
| 685 | dft.do_frame2 = 33; |
| 686 | dft.do_frame3 = 34; |
| 687 | dft.MaxRowsFrame1 = 20; |
| 688 | dft.MaxRowsToUpdateFrame1 = 20; |
| 689 | dft.MaxRowsFrame2 = 20; |
| 690 | dft.MaxRowsToUpdateFrame2 = 20; |
| 691 | dft.BackOffFromEndTimeFrame2 = 4 * 8 * 3600; // four 8-hour days or 32 hours |
| 692 | dft.MaxRowsFrame3 = 20; |
| 693 | dft.MaxRowsToUpdateFrame3 = 20; |
| 694 | dft.BackOffFromEndTimeFrame3 = 200 * 60; // 200 minutes |
| 695 | } |
| 696 | |
| 697 | void CheckDefaults(void) { |
| 698 | state.do_frame1 = (cur.do_frame1 == dft.do_frame1); |
| 699 | state.do_frame2 = (cur.do_frame2 == dft.do_frame2); |
| 700 | state.do_frame3 = (cur.do_frame3 == dft.do_frame3); |
| 701 | state.MaxRowsFrame1 = (cur.MaxRowsFrame1 == dft.MaxRowsFrame1); |
| 702 | state.MaxRowsToUpdateFrame1 = (cur.MaxRowsToUpdateFrame1 == dft.MaxRowsToUpdateFrame1); |
| 703 | state.MaxRowsFrame2 = (cur.MaxRowsFrame2 == dft.MaxRowsFrame2); |
| 704 | state.MaxRowsToUpdateFrame2 = (cur.MaxRowsToUpdateFrame2 == dft.MaxRowsToUpdateFrame2); |
| 705 | state.BackOffFromEndTimeFrame2 = (cur.BackOffFromEndTimeFrame2 == dft.BackOffFromEndTimeFrame2); |
| 706 | state.MaxRowsFrame3 = (cur.MaxRowsFrame3 == dft.MaxRowsFrame3); |
| 707 | state.MaxRowsToUpdateFrame3 = (cur.MaxRowsToUpdateFrame3 == dft.MaxRowsToUpdateFrame3); |
| 708 | state.BackOffFromEndTimeFrame3 = (cur.BackOffFromEndTimeFrame3 == dft.BackOffFromEndTimeFrame3); |
| 709 | } |
| 710 | |
| 711 | void CheckValid(void) { |
| 712 | DRIVERPARAM_CHECK_BETWEEN("do_frame1" , cur.do_frame1, 0, 100); |
| 713 | DRIVERPARAM_CHECK_BETWEEN("do_frame2" , cur.do_frame2, 0, 100); |
| 714 | DRIVERPARAM_CHECK_BETWEEN("do_frame3" , cur.do_frame3, 0, 100); |
| 715 | DRIVERPARAM_CHECK_EQUAL("do_frame* total" , cur.do_frame1 + cur.do_frame2 + cur.do_frame3, 100); |
| 716 | DRIVERPARAM_CHECK_LE("MaxRowsFrame1" , cur.MaxRowsFrame1, TradeUpdateFrame1MaxRows); |
| 717 | DRIVERPARAM_CHECK_LE("MaxRowsFrame2" , cur.MaxRowsFrame2, TradeUpdateFrame2MaxRows); |
| 718 | DRIVERPARAM_CHECK_LE("MaxRowsFrame3" , cur.MaxRowsFrame3, TradeUpdateFrame3MaxRows); |
| 719 | DRIVERPARAM_CHECK_LE("MaxRowsToUpdateFrame1" , cur.MaxRowsToUpdateFrame1, TradeUpdateFrame1MaxRows); |
| 720 | DRIVERPARAM_CHECK_LE("MaxRowsToUpdateFrame2" , cur.MaxRowsToUpdateFrame2, TradeUpdateFrame2MaxRows); |
| 721 | DRIVERPARAM_CHECK_LE("MaxRowsToUpdateFrame3" , cur.MaxRowsToUpdateFrame3, TradeUpdateFrame3MaxRows); |
| 722 | } |
| 723 | |
| 724 | void CheckCompliant(void) { |
| 725 | CheckValid(); |
| 726 | |
| 727 | DRIVERPARAM_CHECK_DEFAULT(do_frame1); |
| 728 | DRIVERPARAM_CHECK_DEFAULT(do_frame2); |
| 729 | DRIVERPARAM_CHECK_DEFAULT(do_frame3); |
| 730 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame1); |
| 731 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsToUpdateFrame1); |
| 732 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame2); |
| 733 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsToUpdateFrame2); |
| 734 | DRIVERPARAM_CHECK_DEFAULT(BackOffFromEndTimeFrame2); |
| 735 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsFrame3); |
| 736 | DRIVERPARAM_CHECK_DEFAULT(MaxRowsToUpdateFrame3); |
| 737 | DRIVERPARAM_CHECK_DEFAULT(BackOffFromEndTimeFrame3); |
| 738 | } |
| 739 | }; |
| 740 | |
| 741 | class CTxnMixGeneratorSettings |
| 742 | : public CParametersWithDefaults<struct TTxnMixGeneratorSettings, struct TTxnMixGeneratorSettingsState> { |
| 743 | public: |
| 744 | CTxnMixGeneratorSettings() { |
| 745 | Initialize(); |
| 746 | } |
| 747 | |
| 748 | void InitializeDefaults(void) { |
| 749 | dft.BrokerVolumeMixLevel = 49; |
| 750 | dft.CustomerPositionMixLevel = 130; |
| 751 | dft.MarketWatchMixLevel = 180; |
| 752 | dft.SecurityDetailMixLevel = 140; |
| 753 | dft.TradeLookupMixLevel = 80; |
| 754 | dft.TradeOrderMixLevel = 101; |
| 755 | dft.TradeStatusMixLevel = 190; |
| 756 | dft.TradeUpdateMixLevel = 20; |
| 757 | } |
| 758 | |
| 759 | void CheckDefaults(void) { |
| 760 | state.BrokerVolumeMixLevel = (cur.BrokerVolumeMixLevel == dft.BrokerVolumeMixLevel); |
| 761 | state.CustomerPositionMixLevel = (cur.CustomerPositionMixLevel == dft.CustomerPositionMixLevel); |
| 762 | state.MarketWatchMixLevel = (cur.MarketWatchMixLevel == dft.MarketWatchMixLevel); |
| 763 | state.SecurityDetailMixLevel = (cur.SecurityDetailMixLevel == dft.SecurityDetailMixLevel); |
| 764 | state.TradeLookupMixLevel = (cur.TradeLookupMixLevel == dft.TradeLookupMixLevel); |
| 765 | state.TradeOrderMixLevel = (cur.TradeOrderMixLevel == dft.TradeOrderMixLevel); |
| 766 | state.TradeStatusMixLevel = (cur.TradeStatusMixLevel == dft.TradeStatusMixLevel); |
| 767 | state.TradeUpdateMixLevel = (cur.TradeUpdateMixLevel == dft.TradeUpdateMixLevel); |
| 768 | } |
| 769 | |
| 770 | void CheckValid(void) { |
| 771 | DRIVERPARAM_CHECK_GE("BrokerVolumeMixLevel" , cur.BrokerVolumeMixLevel, 0); |
| 772 | DRIVERPARAM_CHECK_GE("CustomerPositionMixLevel" , cur.CustomerPositionMixLevel, 0); |
| 773 | DRIVERPARAM_CHECK_GE("MarketWatchMixLevel" , cur.MarketWatchMixLevel, 0); |
| 774 | DRIVERPARAM_CHECK_GE("SecurityDetailMixLevel" , cur.SecurityDetailMixLevel, 0); |
| 775 | DRIVERPARAM_CHECK_GE("TradeLookupMixLevel" , cur.TradeLookupMixLevel, 0); |
| 776 | DRIVERPARAM_CHECK_GE("TradeOrderMixLevel" , cur.TradeOrderMixLevel, 0); |
| 777 | DRIVERPARAM_CHECK_GE("TradeStatusMixLevel" , cur.TradeStatusMixLevel, 0); |
| 778 | DRIVERPARAM_CHECK_GE("TradeUpdateMixLevel" , cur.TradeUpdateMixLevel, 0); |
| 779 | } |
| 780 | |
| 781 | void CheckCompliant(void) { |
| 782 | CheckValid(); |
| 783 | DRIVERPARAM_CHECK_DEFAULT(BrokerVolumeMixLevel); |
| 784 | DRIVERPARAM_CHECK_DEFAULT(CustomerPositionMixLevel); |
| 785 | DRIVERPARAM_CHECK_DEFAULT(MarketWatchMixLevel); |
| 786 | DRIVERPARAM_CHECK_DEFAULT(SecurityDetailMixLevel); |
| 787 | DRIVERPARAM_CHECK_DEFAULT(TradeLookupMixLevel); |
| 788 | DRIVERPARAM_CHECK_DEFAULT(TradeOrderMixLevel); |
| 789 | DRIVERPARAM_CHECK_DEFAULT(TradeStatusMixLevel); |
| 790 | DRIVERPARAM_CHECK_DEFAULT(TradeUpdateMixLevel); |
| 791 | } |
| 792 | }; |
| 793 | |
| 794 | class CLoaderSettings : public CParametersWithDefaults<struct TLoaderSettings, struct TLoaderSettingsState> { |
| 795 | public: |
| 796 | CLoaderSettings(TIdent iConfiguredCustomerCount, TIdent iActiveCustomerCount, TIdent iStartingCustomer, |
| 797 | TIdent iCustomerCount, INT32 iScaleFactor, INT32 iDaysOfInitialTrades) { |
| 798 | Initialize(); |
| 799 | |
| 800 | cur.iConfiguredCustomerCount = iConfiguredCustomerCount; |
| 801 | cur.iActiveCustomerCount = iActiveCustomerCount; |
| 802 | cur.iStartingCustomer = iStartingCustomer; |
| 803 | cur.iCustomerCount = iCustomerCount; |
| 804 | cur.iScaleFactor = iScaleFactor; |
| 805 | cur.iDaysOfInitialTrades = iDaysOfInitialTrades; |
| 806 | |
| 807 | CheckDefaults(); |
| 808 | } |
| 809 | |
| 810 | CLoaderSettings() { |
| 811 | Initialize(); |
| 812 | } |
| 813 | |
| 814 | void InitializeDefaults(void) { |
| 815 | // NOTE: All of these parameters should match the default values hard- |
| 816 | // coded in src/EGenLoader.cpp via the variable names listed below. |
| 817 | dft.iConfiguredCustomerCount = 5000; // iDefaultCustomerCount |
| 818 | dft.iActiveCustomerCount = 5000; // iDefaultCustomerCount |
| 819 | dft.iStartingCustomer = 1; // iDefaultStartFromCustomer |
| 820 | dft.iCustomerCount = 5000; // iDefaultCustomerCount |
| 821 | dft.iScaleFactor = 500; // iScaleFactor |
| 822 | dft.iDaysOfInitialTrades = 300; // iDaysOfInitialTrades |
| 823 | } |
| 824 | |
| 825 | void CheckDefaults(void) { |
| 826 | state.iConfiguredCustomerCount = true; |
| 827 | state.iActiveCustomerCount = true; |
| 828 | state.iStartingCustomer = true; |
| 829 | state.iCustomerCount = true; |
| 830 | state.iScaleFactor = (cur.iScaleFactor == dft.iScaleFactor); |
| 831 | state.iDaysOfInitialTrades = (cur.iDaysOfInitialTrades == dft.iDaysOfInitialTrades); |
| 832 | } |
| 833 | |
| 834 | void CheckValid(void) { |
| 835 | DRIVERPARAM_CHECK_GE("iConfiguredCustomerCount" , cur.iConfiguredCustomerCount, 1000); |
| 836 | DRIVERPARAM_CHECK_GE("iActiveCustomerCount" , cur.iActiveCustomerCount, 1000); |
| 837 | DRIVERPARAM_CHECK_LE("iActiveCustomerCount" , cur.iActiveCustomerCount, cur.iConfiguredCustomerCount); |
| 838 | DRIVERPARAM_CHECK_EQUAL("iConfiguredCustomerCount" , cur.iConfiguredCustomerCount % 1000, 0); |
| 839 | DRIVERPARAM_CHECK_GE("iStartingCustomer" , cur.iStartingCustomer, 1) |
| 840 | DRIVERPARAM_CHECK_EQUAL("iStartingCustomer" , cur.iStartingCustomer % 1000, 1); |
| 841 | DRIVERPARAM_CHECK_EQUAL("iCustomerCount" , cur.iCustomerCount % 1000, 0); |
| 842 | DRIVERPARAM_CHECK_LE("iCustomerCount" , cur.iCustomerCount + cur.iStartingCustomer - 1, |
| 843 | cur.iConfiguredCustomerCount); |
| 844 | } |
| 845 | |
| 846 | void CheckCompliant(void) { |
| 847 | CheckValid(); |
| 848 | DRIVERPARAM_CHECK_GE("iConfiguredCustomerCount" , cur.iConfiguredCustomerCount, 5000); |
| 849 | DRIVERPARAM_CHECK_GE("iActiveCustomerCount" , cur.iActiveCustomerCount, 5000); |
| 850 | DRIVERPARAM_CHECK_EQUAL("iActiveCustomerCount" , cur.iActiveCustomerCount, cur.iConfiguredCustomerCount); |
| 851 | DRIVERPARAM_CHECK_DEFAULT(iScaleFactor); |
| 852 | DRIVERPARAM_CHECK_DEFAULT(iDaysOfInitialTrades); |
| 853 | } |
| 854 | }; |
| 855 | |
| 856 | class CDriverGlobalSettings |
| 857 | : public CParametersWithDefaults<struct TDriverGlobalSettings, struct TDriverGlobalSettingsState> { |
| 858 | public: |
| 859 | CDriverGlobalSettings(TIdent iConfiguredCustomerCount, TIdent iActiveCustomerCount, INT32 iScaleFactor, |
| 860 | INT32 iDaysOfInitialTrades) { |
| 861 | Initialize(); |
| 862 | |
| 863 | cur.iConfiguredCustomerCount = iConfiguredCustomerCount; |
| 864 | cur.iActiveCustomerCount = iActiveCustomerCount; |
| 865 | cur.iScaleFactor = iScaleFactor; |
| 866 | cur.iDaysOfInitialTrades = iDaysOfInitialTrades; |
| 867 | |
| 868 | CheckDefaults(); |
| 869 | } |
| 870 | |
| 871 | CDriverGlobalSettings() { |
| 872 | Initialize(); |
| 873 | } |
| 874 | |
| 875 | void InitializeDefaults(void) { |
| 876 | // NOTE: All of these parameters should match the default values hard- |
| 877 | // coded in src/EGenLoader.cpp via the variable names listed below, |
| 878 | // as these are the minimum build (and therefore run) values. |
| 879 | dft.iConfiguredCustomerCount = 5000; // iDefaultLoadUnitSize |
| 880 | dft.iActiveCustomerCount = 5000; // iDefaultLoadUnitSize |
| 881 | dft.iScaleFactor = 500; // iScaleFactor |
| 882 | dft.iDaysOfInitialTrades = 300; // iDaysOfInitialTrades |
| 883 | } |
| 884 | |
| 885 | void CheckDefaults(void) { |
| 886 | state.iConfiguredCustomerCount = true; |
| 887 | state.iActiveCustomerCount = true; |
| 888 | state.iScaleFactor = (cur.iScaleFactor == dft.iScaleFactor); |
| 889 | state.iDaysOfInitialTrades = (cur.iDaysOfInitialTrades == dft.iDaysOfInitialTrades); |
| 890 | } |
| 891 | |
| 892 | void CheckValid(void) { |
| 893 | DRIVERPARAM_CHECK_GE("iConfiguredCustomerCount" , cur.iConfiguredCustomerCount, 1000); |
| 894 | DRIVERPARAM_CHECK_GE("iActiveCustomerCount" , cur.iActiveCustomerCount, 1000); |
| 895 | DRIVERPARAM_CHECK_LE("iActiveCustomerCount" , cur.iActiveCustomerCount, cur.iConfiguredCustomerCount); |
| 896 | DRIVERPARAM_CHECK_EQUAL("iConfiguredCustomerCount" , cur.iConfiguredCustomerCount % 1000, 0); |
| 897 | } |
| 898 | |
| 899 | void CheckCompliant(void) { |
| 900 | CheckValid(); |
| 901 | DRIVERPARAM_CHECK_GE("iConfiguredCustomerCount" , cur.iConfiguredCustomerCount, 5000); |
| 902 | DRIVERPARAM_CHECK_GE("iActiveCustomerCount" , cur.iActiveCustomerCount, 5000); |
| 903 | DRIVERPARAM_CHECK_EQUAL("iActiveCustomerCount" , cur.iActiveCustomerCount, cur.iConfiguredCustomerCount); |
| 904 | DRIVERPARAM_CHECK_DEFAULT(iScaleFactor); |
| 905 | DRIVERPARAM_CHECK_DEFAULT(iDaysOfInitialTrades); |
| 906 | } |
| 907 | }; |
| 908 | |
| 909 | class CDriverCESettings : public CParametersWithoutDefaults<struct TDriverCESettings> { |
| 910 | public: |
| 911 | CDriverCESettings(UINT32 UniqueId, RNGSEED TxnMixRNGSeed, RNGSEED TxnInputRNGSeed) { |
| 912 | cur.UniqueId = UniqueId; |
| 913 | cur.TxnMixRNGSeed = TxnMixRNGSeed; |
| 914 | cur.TxnInputRNGSeed = TxnInputRNGSeed; |
| 915 | } |
| 916 | |
| 917 | CDriverCESettings(){}; |
| 918 | |
| 919 | void CheckValid(void) { |
| 920 | } |
| 921 | |
| 922 | void CheckCompliant(void) { |
| 923 | } |
| 924 | }; |
| 925 | |
| 926 | class CDriverCEPartitionSettings |
| 927 | : public CParametersWithDefaults<struct TDriverCEPartitionSettings, struct TDriverCEPartitionSettingsState> { |
| 928 | public: |
| 929 | CDriverCEPartitionSettings(TIdent iMyStartingCustomerId, TIdent iMyCustomerCount, INT32 iPartitionPercent) { |
| 930 | Initialize(); |
| 931 | |
| 932 | cur.iMyStartingCustomerId = iMyStartingCustomerId; |
| 933 | cur.iMyCustomerCount = iMyCustomerCount; |
| 934 | cur.iPartitionPercent = iPartitionPercent; |
| 935 | |
| 936 | CheckDefaults(); |
| 937 | } |
| 938 | |
| 939 | // Default constructor neccessary for CE instantiation in the |
| 940 | // non-partitioned case In thise case we set the current values to 0 to |
| 941 | // indicate that they are unused. |
| 942 | CDriverCEPartitionSettings() { |
| 943 | Initialize(); |
| 944 | |
| 945 | cur.iMyStartingCustomerId = 0; |
| 946 | cur.iMyCustomerCount = 0; |
| 947 | cur.iPartitionPercent = 0; |
| 948 | |
| 949 | CheckDefaults(); |
| 950 | } |
| 951 | |
| 952 | void InitializeDefaults(void) { |
| 953 | dft.iMyStartingCustomerId = 1; // Spec 6.4.3.1: Minimum possible starting C_ID |
| 954 | dft.iMyCustomerCount = 5000; // Spec 6.4.3.1: Minimum partition size |
| 955 | dft.iPartitionPercent = 50; // Spec 6.4.3.1: Required partition percentage |
| 956 | } |
| 957 | |
| 958 | void CheckDefaults(void) { |
| 959 | state.iPartitionPercent = (cur.iPartitionPercent == dft.iPartitionPercent); |
| 960 | } |
| 961 | |
| 962 | void CheckValid(void) { |
| 963 | DRIVERPARAM_CHECK_BETWEEN("iPartitionPercent" , cur.iPartitionPercent, 0, 100); |
| 964 | if (cur.iMyStartingCustomerId == 0 && cur.iMyCustomerCount == 0 && cur.iPartitionPercent == 0) { |
| 965 | // Partitioning Disabled: |
| 966 | // - in this case, the default constructor would have been used and |
| 967 | // all values |
| 968 | // are set to 0. This must be considered valid. |
| 969 | } else { |
| 970 | // Partitioning Enabled: |
| 971 | // Spec clause 6.4.3.1 has many requirements, these are the ones |
| 972 | // that we validate here: |
| 973 | // - minimum C_ID in a subrange is the starting C_ID for a LU |
| 974 | // - minimum C_ID size of a subrange is 5000 |
| 975 | // - size of a subrange must be an integral multiple of LU |
| 976 | DRIVERPARAM_CHECK_EQUAL("iMyStartingCustomerId" , cur.iMyStartingCustomerId % 1000, 1); |
| 977 | DRIVERPARAM_CHECK_GE("iMyCustomerCount" , cur.iMyCustomerCount, 1000); |
| 978 | DRIVERPARAM_CHECK_EQUAL("iMyCustomerCount" , cur.iMyCustomerCount % 1000, 0); |
| 979 | } |
| 980 | } |
| 981 | |
| 982 | void CheckCompliant(void) { |
| 983 | CheckValid(); |
| 984 | |
| 985 | if (cur.iMyStartingCustomerId == 0 && cur.iMyCustomerCount == 0 && cur.iPartitionPercent == 0) { |
| 986 | // Partitioning Disabled |
| 987 | } else { |
| 988 | // - CE partition is used 50% of the time |
| 989 | DRIVERPARAM_CHECK_DEFAULT(iPartitionPercent); |
| 990 | } |
| 991 | } |
| 992 | }; |
| 993 | |
| 994 | class CDriverMEESettings : public CParametersWithoutDefaults<struct TDriverMEESettings> { |
| 995 | public: |
| 996 | CDriverMEESettings(UINT32 UniqueId, RNGSEED RNGSeed, RNGSEED TickerTapeRNGSeed, RNGSEED TradingFloorRNGSeed) { |
| 997 | cur.UniqueId = UniqueId; |
| 998 | cur.RNGSeed = RNGSeed; |
| 999 | cur.TickerTapeRNGSeed = TickerTapeRNGSeed; |
| 1000 | cur.TradingFloorRNGSeed = TradingFloorRNGSeed; |
| 1001 | } |
| 1002 | |
| 1003 | CDriverMEESettings(){}; |
| 1004 | |
| 1005 | void CheckValid(void) { |
| 1006 | } |
| 1007 | |
| 1008 | void CheckCompliant(void) { |
| 1009 | } |
| 1010 | }; |
| 1011 | |
| 1012 | class CDriverDMSettings : public CParametersWithoutDefaults<struct TDriverDMSettings> { |
| 1013 | public: |
| 1014 | CDriverDMSettings(UINT32 UniqueId, RNGSEED RNGSeed) { |
| 1015 | cur.UniqueId = UniqueId; |
| 1016 | cur.RNGSeed = RNGSeed; |
| 1017 | } |
| 1018 | |
| 1019 | CDriverDMSettings(){}; |
| 1020 | |
| 1021 | void CheckValid(void) { |
| 1022 | } |
| 1023 | |
| 1024 | void CheckCompliant(void) { |
| 1025 | } |
| 1026 | }; |
| 1027 | |
| 1028 | typedef struct TDriverCETxnSettings { |
| 1029 | CBrokerVolumeSettings BV_settings; |
| 1030 | CCustomerPositionSettings CP_settings; |
| 1031 | CMarketWatchSettings MW_settings; |
| 1032 | CSecurityDetailSettings SD_settings; |
| 1033 | CTradeLookupSettings TL_settings; |
| 1034 | CTradeOrderSettings TO_settings; |
| 1035 | CTradeUpdateSettings TU_settings; |
| 1036 | |
| 1037 | CTxnMixGeneratorSettings TxnMixGenerator_settings; |
| 1038 | |
| 1039 | bool IsValid(void) { |
| 1040 | try { |
| 1041 | CheckValid(); |
| 1042 | return true; |
| 1043 | } catch (CCheckErr) { |
| 1044 | throw; |
| 1045 | return false; |
| 1046 | } |
| 1047 | } |
| 1048 | |
| 1049 | bool IsCompliant(void) { |
| 1050 | try { |
| 1051 | CheckCompliant(); |
| 1052 | return true; |
| 1053 | } catch (CCheckErr) { |
| 1054 | throw; |
| 1055 | return false; |
| 1056 | } |
| 1057 | } |
| 1058 | |
| 1059 | void CheckValid(void) { |
| 1060 | BV_settings.CheckValid(); |
| 1061 | CP_settings.CheckValid(); |
| 1062 | MW_settings.CheckValid(); |
| 1063 | SD_settings.CheckValid(); |
| 1064 | TL_settings.CheckValid(); |
| 1065 | TO_settings.CheckValid(); |
| 1066 | TU_settings.CheckValid(); |
| 1067 | TxnMixGenerator_settings.CheckValid(); |
| 1068 | } |
| 1069 | |
| 1070 | void CheckCompliant(void) { |
| 1071 | BV_settings.CheckCompliant(); |
| 1072 | CP_settings.CheckCompliant(); |
| 1073 | MW_settings.CheckCompliant(); |
| 1074 | SD_settings.CheckCompliant(); |
| 1075 | TL_settings.CheckCompliant(); |
| 1076 | TO_settings.CheckCompliant(); |
| 1077 | TU_settings.CheckCompliant(); |
| 1078 | TxnMixGenerator_settings.CheckCompliant(); |
| 1079 | } |
| 1080 | } * PDriverCETxnSettings; |
| 1081 | |
| 1082 | } // namespace TPCE |
| 1083 | |
| 1084 | #endif //#ifndef DRIVER_PARAM_SETTINGS_H |
| 1085 | |