ETCompiler::dword VCPU::GetAddress( const std::string& name )
{
dword target = 0;
target |= (dword)GetReg( name );
target |= (dword)GetVar( name );
target |= (dword)GetConst( name );
return target;
}
void VCPU::_call( TokenList& insVector )
{
dword label = (dword)GetConst( insVector[ 1 ] );
_push( eip ); // 保存PC
eip = *(dword_pointer)label;
}
int main()
{
int arr[GetConst()] = { 0 };//无法使用运行时常量来初始化数组
enum{ e1 = GetConst(), e2 };//也无法使用运行时常量作为枚举值
int arr2[GetConstexpr()] = { 0 };//ok
constexpr ConstexprClass mc(0); //必须使用常量表达式赋值
//constexpr ConstexprClass mc = { 0 };等价上一条
//constexpr ConstexprClass mc{ 0 }; 等价上一条
//gcc-5.1报错："error: passing 'const Date' as 'this' argument discards qualifiers [-fpermissive]"
constexpr Date d(1990, 11, 28);
constexpr int year = d.GetYear();
constexpr int month = d.GetMonth();
constexpr int day = d.GetDay();
std::cout << "year:" << year << std::endl
<< "month" << month << std::endl
<< "day" << day << std::endl;
//结构体NotLiteral不是定义了常量表达式构造函数的类型，因此不能够声明为常量表达式值
//而模版函数一旦以NotLiteral作为参数，那么其constexpr关键字就会被忽略
NotLiteral nl;
NotLiteral nl1 = ConstExprFun(nl);
constexpr NotLiteral nl2 = ConstExprFun(nl);//编译失败
constexpr int a = ConstExprFun(1);
constexpr Literal l1;
Literal l2 = ConstExprFun(l1);//ok
constexpr Literal l3 = ConstExprFun(l1);//ok
//constexpr函数递归
int fibs[] = { Fib(11), Fib(12), Fib(13), Fib(14), Fib(15) };
std::copy(std::begin(fibs), std::end(fibs),
std::ostream_iterator<int>(std::cout, " "));//89 144 233 377 610
std::cout << std::endl;
//使用模板元实现递归编程
int fibs2[] = { Fibo<11>::result, Fibo<12>::result, Fibo<13>::result, Fibo<14>::result, Fibo<15>::result };
std::copy(std::begin(fibs2), std::end(fibs2),
std::ostream_iterator<int>(std::cout, " "));//89 144 233 377 610
return 0;
}
static void BreakOpn( FCODE routine ) {
//=========================================
CITNode->opn.ds = DSOPN_LIT;
GetConst();
AddConst( CITNode );
GBreak( routine );
AdvanceITPtr();
if( !RecEOS() ) {
Error( SX_NUM_OR_LIT );
}
}
static bool HexConst(void) {
//==========================
// Check for a hexadecimal constant specifier.
char *hex_data;
int hex_len;
sym_id sym;
hex_data = CITNode->opnd;
hex_len = CITNode->opnd_size;
if( CITNode->opn.ds != DSOPN_HEX ) {
if( !RecName() )
return( false );
if( *hex_data != 'Z' )
return( false );
sym = SymFind( hex_data, hex_len );
if( sym != NULL ) {
if( ( sym->u.ns.flags & SY_CLASS ) == SY_PARAMETER ) {
return( false );
}
}
++hex_data;
}
--hex_len;
hex_len = MkHexConst( hex_data, CITNode->opnd, hex_len );
if( hex_len == 0 )
return( false );
CITNode->opnd_size = hex_len;
CITNode->opn.ds = DSOPN_LIT;
GetConst();
AddConst( CITNode );
CITNode->typ = FT_HEX;
Extension( DA_HEX_CONST );
return( true );
}
/*return option price*/
Float option_price(
Ivar vars, /*five floating vars defined in Ivar type*/
long steps, /*number of steps in the binomial tree*/
int type, /*call / put -- American/European*/
int method /*Cox-Ross-Rubinstein or Equiprobability*/
){
Node *tree;
TreeConst constants; /*constants for CRR or EQUIPROB*/
Float up, down; /*constants for CRR or EQUIPROB*/
Float up_prob; /*constants for CRR or EQUIPROB*/
Float down_prob; /*constants for CRR or EQUIPROB*/
long StepPtr; /*dummy: step pointer*/
long SpotPtr; /*dummy: price pointer*/
Float discount; /*discount factor for one time step*/
Float price; /*value to be returned*/
Float dt; /*time step*/
Float *tmp_options,*tmp_spots;
struct timespec reqStart,reqEnd;
double accum;
int i;
/******CALCULATE DISCOUNT FACTOR FOR ONE TIME STEP********/
dt = vars.T / (steps - ONE);
discount = exp(-vars.mu * dt);
/*********************************************************/
/***CALCULATE APPROPRIATE CONSTANTS FOR SPECIFIED METHOD**/
constants = GetConst(vars, method, steps);
up = constants.up;
down = constants.down;
up_prob = constants.prob;
down_prob = UNITY - up_prob;
/*********************************************************/
/******ALLOCATE SPACE FOR ONE STEP IN BINOMIAL TREE*******/
tree = (Node*)malloc((steps + ONE)*sizeof(Node));
if(NULL == tree){
fprintf(stderr, "ERROR: failure of malloc()\n");
exit(ERROR);
}
/********************************************************/
/*********FIRST INITIALIZE ZEROTH NODE*******************/
tree[0].spot = vars.S;
tree[0].prob = UNITY;
/*********************************************************/
tmp_options = malloc(sizeof(Float)*steps);
tmp_spots = malloc(sizeof(Float)*steps);
//#pragma omp parallel
/*********FILL TREE WITH SPOT PRICES**********************/
//#pragma omp for
for(StepPtr = ONE; StepPtr < steps; StepPtr++){
tree[StepPtr].spot = tree[StepPtr - ONE].spot * up;
#pragma omp parallel for
for(SpotPtr = 0; SpotPtr < StepPtr; SpotPtr++){
tree[SpotPtr].spot *= down;
}
}/**********************************************************/
/********FILL TREE WITH PROBABILITIES**********************/
//#pragma omp for
for(StepPtr = ONE; StepPtr < steps; StepPtr++){
//calculate prob for highest spot price
tree[StepPtr].prob =
tree[StepPtr - ONE].prob * up_prob;
//calculate prob for spot price in between*
#pragma omp parallel for
for(SpotPtr = StepPtr - ONE; SpotPtr > 0; SpotPtr--){
tree[SpotPtr].prob =
tree[SpotPtr].prob * down_prob
+
tree[SpotPtr - ONE].prob * up_prob
;
}
//calculate prob for lowest spot price*
tree[0].prob *= down_prob;
}
/**********************************************************/
/******CALCULATE OPTION VALUES ON EXPIRATION DATE**********/
if((EUROCALL == type)||(AMERCALL == type)){
#pragma omp parallel for
for(SpotPtr = 0; SpotPtr < steps; SpotPtr++){
tree[SpotPtr].option =
MAX(0.0, tree[SpotPtr].spot - vars.X);
}
}
else if((EUROPUT == type)||(AMERPUT == type)){
#pragma omp parallel for
for(SpotPtr = 0; SpotPtr < steps; SpotPtr++){
tree[SpotPtr].option =
MAX(0.0, vars.X - tree[SpotPtr].spot);
}
}
else{
fprintf(stderr, "ERROR: invalid option type\n");
exit(ERROR);
}
/***********************************************************/
clock_gettime(CLOCK_REALTIME, &reqStart);
/*WALK BACKWARDS THROUGH BINOMIAL TREE FROM EXPIRATION TO ORIGIN*/
price=0.0;
for(StepPtr = steps - ITWO; StepPtr >=0; StepPtr--){
#pragma omp parallel for
for(SpotPtr = 0; SpotPtr < steps; SpotPtr++){
tmp_options[SpotPtr]=tree[SpotPtr].option;
tmp_spots[SpotPtr]=tree[SpotPtr].spot;
}
#pragma omp parallel for
for(SpotPtr = 0; SpotPtr <= StepPtr; SpotPtr++){
Float early = 0.0; /*value if exercised early*/
/*calculate weighted average*/
tree[SpotPtr].option =
down_prob * tree[SpotPtr].option
+
up_prob * tmp_options[SpotPtr + ONE];
/*calculate spot price*/
tree[SpotPtr].spot =
tmp_spots[SpotPtr+ONE] / up;
/*apply discount factor*/
tree[SpotPtr].option *= discount;
/*determine if early exercise is desirable*/
if(AMERCALL == type){
early = MAX(0.0, tree[SpotPtr].spot - vars.X);
}
else if(AMERPUT == type){
early = MAX(0.0, vars.X - tree[SpotPtr].spot);
}
tree[SpotPtr].option = MAX(
tree[SpotPtr].option,
early
);
}
}
/*******************************************************************/
clock_gettime(CLOCK_REALTIME, &reqEnd);
/*price is...*/
price = tree[0].option;
accum = ( reqEnd.tv_sec - reqStart.tv_sec )
+ ( reqEnd.tv_nsec - reqStart.tv_nsec )
/ BILLION;
printf( "\n TIME TAKEN FOR WAlkBack Routine : %lf\n", accum );
/*return the binomial tree to the memory pool and return the result*/
free(tree);
return price;
}
void VCPU::jump( TokenList& insVector )
{
dword label = (dword)GetConst( insVector[ 1 ] );
eip = *(dword_pointer)label;
}
void VCPU::Execute()
{
TokenList& insVector = IR->m_elements;
static TokenList lastInst = insVector;
std::string& first = insVector[ 0 ];
if ( first == "mov" )
{
_mov(insVector);
}
else if ( first == "lea" )
{
dword target = NULL;
dword source = NULL;
target |= (dword)GetReg( insVector[ 1 ] );
target |= (dword)GetVar( insVector[ 1 ] );
source |= (dword)GetReg( insVector[ 2 ] );
source |= (dword)GetVar( insVector[ 2 ] );
source |= (dword)GetConst( insVector[ 2 ] );
dword_pointer t = (dword_pointer)target;
dword_pointer s = (dword_pointer)source;
*(dword_pointer)target = source;
t = (dword_pointer)target;
s = (dword_pointer)source;
}
else if ( first == "push" || first == "arg" )
{
push(insVector);
}
else if ( first == "pop" )
{
pop(insVector);
}
else if ( first == "add" || first == "sub" || first == "mul" || first == "div" )
{
_operator(insVector);
}
else if ( first == "jmp" )
{
jump(insVector);
}
else if ( first == "jeq" || first == "jlt" || first == "jle" || first == "jne" || first == "jgt" || first == "jge")
{
_conditionJmp(insVector);
}
else if ( first == "call" )
{
_call(insVector);
}
else if ( first == "leave" )
{
leave();
}
else if ( first == "in" )
{
}
else if ( first == "out" )
{
dword target = 0;
target |= (dword)GetConst( insVector[ 1 ] );
if ( target )
{
if ( *(dword_pointer)target == 0 ) m_log += "\n";
else if ( *(dword_pointer)target == 1 ) m_log += " ";
}
else
{
target = GetAddress( insVector[ 1 ] );
char out[ 64 ];
sprintf_s( out, "%d", *(dword_pointer)target );
m_log += out;
}
}
else if ( first == "halt" )
{
eip = m_pInstructions->size(); // 程序结束
std::cout << "\nDone!!\n";
}
lastInst = insVector;
}
//要求4：
constexpr int g(){ return GetConst(); } //error，无法在return返回语句中使用非常量表达式的函数
