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 representing the LAST_TRADE table.
40 */
41#ifndef LAST_TRADE_TABLE_H
42#define LAST_TRADE_TABLE_H
43
44#include "EGenTables_common.h"
45#include "MEESecurity.h"
46
47#include "input/DataFileManager.h"
48
49namespace TPCE {
50
51class CLastTradeTable : public TableTemplate<LAST_TRADE_ROW> {
52 TIdent m_iSecurityCount;
53 TIdent m_iStartFromSecurity;
54 const CSecurityFile &m_SecurityFile;
55 CDateTime m_date;
56 CMEESecurity m_MEESecurity;
57 int m_iHoursOfInitialTrades;
58 TIdent m_iSecurityCountForOneLoadUnit;
59
60 /*
61 * LAST_TRADE table row generation
62 */
63 void GenerateLastTradeRow() {
64 m_SecurityFile.CreateSymbol(m_iLastRowNumber, m_row.LT_S_SYMB, static_cast<int>(sizeof(m_row.LT_S_SYMB)));
65
66 m_row.LT_DTS = m_date;
67
68 m_MEESecurity.Init(m_iHoursOfInitialTrades * SecondsPerHour, NULL, NULL, 0);
69
70 m_row.LT_PRICE = m_MEESecurity.CalculatePrice(m_iLastRowNumber, 0).DollarAmount();
71
72 m_row.LT_OPEN_PRICE = m_MEESecurity.CalculatePrice(m_iLastRowNumber, 0).DollarAmount();
73
74 // LT_VOL tracks the trading volume for the current day. Initial
75 // population ends on a day boundary, so set LT_VOL to 0 for the start
76 // of the next day.
77 m_row.LT_VOL = 0;
78 }
79
80 /*
81 * Reset the state for the next load unit.
82 *
83 * PARAMETERS:
84 * none.
85 *
86 * RETURNS:
87 * none.
88 */
89 void InitNextLoadUnit() {
90 // No RNG calls in this class, so don't need to reset the RNG.
91
92 ClearRecord(); // this is needed for EGenTest to work
93 }
94
95public:
96 /*
97 * Constructor.
98 */
99 CLastTradeTable(const DataFileManager &dfm, TIdent iCustomerCount, TIdent iStartFromCustomer,
100 INT32 iHoursOfInitialTrades)
101 : TableTemplate<LAST_TRADE_ROW>(), m_SecurityFile(dfm.SecurityFile()),
102 m_iHoursOfInitialTrades(iHoursOfInitialTrades) {
103 m_iSecurityCount = m_SecurityFile.CalculateSecurityCount(iCustomerCount);
104 m_iStartFromSecurity = m_SecurityFile.CalculateStartFromSecurity(iStartFromCustomer);
105
106 m_iLastRowNumber = m_iStartFromSecurity;
107
108 // Go to the last day of initial trades.
109 //
110 m_date.Set(InitialTradePopulationBaseYear, InitialTradePopulationBaseMonth, InitialTradePopulationBaseDay,
111 InitialTradePopulationBaseHour, InitialTradePopulationBaseMinute, InitialTradePopulationBaseSecond,
112 InitialTradePopulationBaseFraction);
113 m_date.Add(m_iHoursOfInitialTrades / HoursPerWorkDay, 0, true);
114
115 m_iSecurityCountForOneLoadUnit = m_SecurityFile.CalculateSecurityCount(iDefaultLoadUnitSize);
116 };
117
118 bool GenerateNextRecord() {
119 if (m_iLastRowNumber % m_iSecurityCountForOneLoadUnit == 0) {
120 InitNextLoadUnit();
121 }
122
123 GenerateLastTradeRow();
124
125 ++m_iLastRowNumber;
126
127 // Update state info
128 m_bMoreRecords = m_iLastRowNumber < (m_iStartFromSecurity + m_iSecurityCount);
129
130 return (MoreRecords());
131 }
132};
133
134} // namespace TPCE
135
136#endif // LAST_TRADE_TABLE_H
137