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. |
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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 |
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20 | * WORKMANLIKE EFFORT, OF LACK OF VIRUSES, AND OF LACK OF NEGLIGENCE. |
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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 | #include "input/SecurityFile.h" |
39 | |
40 | #include <cstring> |
41 | |
42 | #include "utilities/MiscConsts.h" |
43 | |
44 | using namespace std; |
45 | using namespace TPCE; |
46 | |
47 | namespace TPCE { |
48 | // We use a small set of values for 26 raised to a power, so store them in |
49 | // a constant array to save doing calls to pow( 26.0, ? ) |
50 | static const UINT Power26[] = {1, 26, 676, 17576, 456976, 11881376, 308915776}; |
51 | |
52 | // For index i > 0, this array holds the sum of 26^0 ... 26^(i-1) |
53 | static const UINT64 Power26Sum[] = {0, 1, 27, 703, 18279, 475255, 12356631, 321272407, UINT64_CONST(8353082583)}; |
54 | |
55 | } // namespace TPCE |
56 | |
57 | void CSecurityFile::CreateSuffix(TIdent Multiplier, char *pBuf, size_t BufSize) const { |
58 | size_t CharCount(0); |
59 | INT64 Offset(0); |
60 | INT64 LCLIndex(0); // LowerCaseLetter array index |
61 | |
62 | while ((UINT64)Multiplier >= Power26Sum[CharCount + 1]) { |
63 | CharCount++; |
64 | } |
65 | |
66 | if (CharCount + 2 <= BufSize) // 1 extra for separator and 1 extra for terminating NULL |
67 | { |
68 | *pBuf = m_SUFFIX_SEPARATOR; |
69 | pBuf++; |
70 | // CharCount is the number of letters needed in the suffix |
71 | // The base string is a string of 'a's of length CharCount |
72 | // Find the offset from the base value represented by the string |
73 | // of 'a's to the desired number, and modify the base string |
74 | // accordingly. |
75 | Offset = Multiplier - Power26Sum[CharCount]; |
76 | |
77 | while (CharCount > 0) { |
78 | LCLIndex = Offset / Power26[CharCount - 1]; |
79 | *pBuf = LowerCaseLetters[LCLIndex]; |
80 | pBuf++; |
81 | Offset -= (LCLIndex * Power26[CharCount - 1]); |
82 | CharCount--; |
83 | } |
84 | *pBuf = '\0'; |
85 | } else { |
86 | // Not enough room in the buffer |
87 | CharCount = BufSize - 1; |
88 | while (CharCount > 0) { |
89 | *pBuf = m_SUFFIX_SEPARATOR; |
90 | pBuf++; |
91 | CharCount--; |
92 | } |
93 | *pBuf = '\0'; |
94 | } |
95 | } |
96 | |
97 | INT64 CSecurityFile::ParseSuffix(const char *pSymbol) const { |
98 | int CharCount(0); |
99 | INT64 Multiplier(0); |
100 | |
101 | CharCount = (int)strlen(pSymbol); |
102 | |
103 | Multiplier = Power26Sum[CharCount]; |
104 | |
105 | while (CharCount > 0) { |
106 | Multiplier += (INT64)Power26[CharCount - 1] * m_LowerCaseLetterToIntMap[*pSymbol]; |
107 | CharCount--; |
108 | pSymbol++; |
109 | } |
110 | return (Multiplier); |
111 | } |
112 | |
113 | CSecurityFile::CSecurityFile(const SecurityDataFile_t &dataFile, TIdent iConfiguredCustomerCount, |
114 | TIdent iActiveCustomerCount, UINT baseCompanyCount) |
115 | : m_dataFile(&dataFile), m_iConfiguredSecurityCount(CalculateSecurityCount(iConfiguredCustomerCount)), |
116 | m_iActiveSecurityCount(CalculateSecurityCount(iActiveCustomerCount)), m_iBaseCompanyCount(baseCompanyCount), |
117 | m_SymbolToIdMapIsLoaded(false), m_SUFFIX_SEPARATOR('-') { |
118 | } |
119 | |
120 | // Calculate total security count for the specified number of customers. |
121 | // Sort of a static method. Used in parallel generation of securities related |
122 | // tables. |
123 | // |
124 | TIdent CSecurityFile::CalculateSecurityCount(TIdent iCustomerCount) const { |
125 | return iCustomerCount / iDefaultLoadUnitSize * iOneLoadUnitSecurityCount; |
126 | } |
127 | |
128 | // Calculate the first security id (0-based) for the specified customer id |
129 | // |
130 | TIdent CSecurityFile::CalculateStartFromSecurity(TIdent iStartFromCustomer) const { |
131 | return iStartFromCustomer / iDefaultLoadUnitSize * iOneLoadUnitSecurityCount; |
132 | } |
133 | |
134 | // Create security symbol with mod/div magic. |
135 | // |
136 | // This function is needed to scale unique security |
137 | // symbols with the database size. |
138 | // |
139 | void CSecurityFile::CreateSymbol(TIdent iIndex, // row number |
140 | char *szOutput, // output buffer |
141 | size_t iOutputLen) // size of the output buffer (including null) |
142 | const { |
143 | TIdent iFileIndex = iIndex % m_dataFile->size(); |
144 | TIdent iAdd = iIndex / m_dataFile->size(); |
145 | size_t iNewLen; |
146 | |
147 | // Load the base symbol |
148 | strncpy(szOutput, GetRecord(iFileIndex).S_SYMB_CSTR(), iOutputLen); |
149 | |
150 | szOutput[iOutputLen - 1] = '\0'; // Ensure NULL termination |
151 | |
152 | // Add a suffix if needed |
153 | if (iAdd > 0) { |
154 | iNewLen = strlen(szOutput); |
155 | CreateSuffix(iAdd, &szOutput[iNewLen], iOutputLen - iNewLen); |
156 | } |
157 | } |
158 | |
159 | // Return company id for the specified row of the SECURITY table. |
160 | // Index can exceed the size of the Security flat file. |
161 | // |
162 | TIdent CSecurityFile::GetCompanyId(TIdent iIndex) const { |
163 | // Index wraps around every 6850 securities (5000 companies). |
164 | // |
165 | return (*m_dataFile)[(int)(iIndex % m_dataFile->size())].S_CO_ID() + iTIdentShift + |
166 | iIndex / m_dataFile->size() * m_iBaseCompanyCount; |
167 | } |
168 | |
169 | TIdent CSecurityFile::GetCompanyIndex(TIdent Index) const { |
170 | // Indices and Id's are offset by 1 |
171 | return (GetCompanyId(Index) - 1 - iTIdentShift); |
172 | } |
173 | |
174 | // Return the number of securities in the database for |
175 | // a certain number of customers. |
176 | // |
177 | TIdent CSecurityFile::GetSize() const { |
178 | return m_iConfiguredSecurityCount; |
179 | } |
180 | |
181 | // Return the number of securities in the database for |
182 | // the configured number of customers. |
183 | // |
184 | TIdent CSecurityFile::GetConfiguredSecurityCount() const { |
185 | return m_iConfiguredSecurityCount; |
186 | } |
187 | |
188 | // Return the number of securities in the database for |
189 | // the active number of customers. |
190 | // |
191 | TIdent CSecurityFile::GetActiveSecurityCount() const { |
192 | return m_iActiveSecurityCount; |
193 | } |
194 | |
195 | // Overload GetRecord to wrap around indices that |
196 | // are larger than the flat file |
197 | // |
198 | const SecurityDataFileRecord &CSecurityFile::GetRecord(TIdent index) const { |
199 | return (*m_dataFile)[(int)(index % m_dataFile->size())]; |
200 | } |
201 | |
202 | // Load the symbol-to-id map |
203 | // Logical const-ness - the maps and the is-loaded flag may change but the |
204 | // "real" Security File data is unchanged. |
205 | bool CSecurityFile::LoadSymbolToIdMap(void) const { |
206 | if (!m_SymbolToIdMapIsLoaded) { |
207 | int ii; |
208 | int limit = m_dataFile->size(); |
209 | |
210 | for (ii = 0; ii < limit; ii++) { |
211 | string sSymbol((*m_dataFile)[ii].S_SYMB()); |
212 | m_SymbolToIdMap[sSymbol] = (*m_dataFile)[ii].S_ID(); |
213 | } |
214 | m_SymbolToIdMapIsLoaded = true; |
215 | |
216 | for (ii = 0; ii < MaxLowerCaseLetters; ii++) { |
217 | m_LowerCaseLetterToIntMap[LowerCaseLetters[ii]] = ii; |
218 | } |
219 | } |
220 | return (m_SymbolToIdMapIsLoaded); |
221 | } |
222 | |
223 | TIdent CSecurityFile::GetId(char *pSymbol) const { |
224 | char *pSeparator(NULL); |
225 | |
226 | if (!m_SymbolToIdMapIsLoaded) { |
227 | LoadSymbolToIdMap(); |
228 | } |
229 | if (NULL == (pSeparator = strchr(pSymbol, m_SUFFIX_SEPARATOR))) { |
230 | // we're dealing with a base symbol |
231 | string sSymbol(pSymbol); |
232 | return (m_SymbolToIdMap[sSymbol]); |
233 | } else { |
234 | // we're dealing with an extended symbol |
235 | char *pSuffix(NULL); |
236 | TIdent BaseId(0); |
237 | TIdent Multiplier(0); |
238 | |
239 | string sSymbol(pSymbol, static_cast<size_t>(pSeparator - pSymbol)); |
240 | BaseId = m_SymbolToIdMap[sSymbol]; |
241 | |
242 | pSuffix = pSeparator + 1; // The suffix starts right after the separator character |
243 | Multiplier = (int)ParseSuffix(pSuffix); // For now, suffix values fit in an int, cast ParseSuffix |
244 | // to avoid compiler warning |
245 | |
246 | return ((Multiplier * m_dataFile->size()) + BaseId); |
247 | } |
248 | } |
249 | |
250 | TIdent CSecurityFile::GetIndex(char *pSymbol) const { |
251 | // Indices and Id's are offset by 1 |
252 | return (GetId(pSymbol) - 1); |
253 | } |
254 | |
255 | eExchangeID CSecurityFile::GetExchangeIndex(TIdent index) const { |
256 | // The mod converts a scaled security index into a base security index |
257 | const char *pExchange = (*m_dataFile)[(int)(index % m_dataFile->size())].S_EX_ID_CSTR(); |
258 | eExchangeID eExchangeIndex; |
259 | |
260 | if (!strcmp(pExchange, "NYSE" )) { |
261 | eExchangeIndex = eNYSE; |
262 | } else if (!strcmp(pExchange, "NASDAQ" )) { |
263 | eExchangeIndex = eNASDAQ; |
264 | } else if (!strcmp(pExchange, "AMEX" )) { |
265 | eExchangeIndex = eAMEX; |
266 | } else if (!strcmp(pExchange, "PCX" )) { |
267 | eExchangeIndex = ePCX; |
268 | } else { |
269 | assert(false); |
270 | } |
271 | |
272 | return eExchangeIndex; |
273 | } |
274 | |