Tick* Exchange::GenRandomTick(Tick* proto)
{
Tick* tick = new Tick(*proto);
Poco::DateTime now;
tick->DateTime = now;
tick->LastPrice = RandomWalk(proto->LastPrice);
return tick;
}
std::pair<float, float>
RandomWalk(unsigned iterations, float d, std::pair<float, float> const &start,
std::pair<float, float> const &xBounds,
std::pair<float, float> const &yBounds,
std::function<float(float, float)> const &boundaryCondition) {
return RandomWalk(0, iterations, d, start, xBounds, yBounds,
boundaryCondition);
}
CThostFtdcDepthMarketDataField* Exchange::GenTick()
{
Poco::DateTime now;
string date = Poco::format("%02d%02d%02d", now.year(), now.month(), now.day());
string time = Poco::format("%02d:%02d:%02d", now.hour(), now.minute(), now.second());
strcpy(tick->TradingDay, date.c_str());
strcpy(tick->UpdateTime, time.c_str());
strcpy(tick->InstrumentID, INSTRUMENT);
tick->UpdateMillisec = now.millisecond();
tick->LastPrice = RandomWalk(tick->LastPrice);
tick->Volume = tick->Volume;
return tick;
}
bool gen_path(path_generator::generatePath::Request &req, path_generator::generatePath::Response &res)
{
path_navigator::Waypoints *w = NULL;
if(req.type == 0) //generate dikstra's path
{
w = new path_navigator::Waypoints();
Dijkstras(gmap, req.init_pos, req.dst_pos, w);
}
else if(req.type == 1)
{
w = new path_navigator::Waypoints();
RandomWalk(gmap, req.init_pos, w, 10); //default: perform 10 steps before you stop
}
res.w = *w;
return true;
}
int GenerateLightSubpath(
const Scene &scene, Sampler &sampler, MemoryArena &arena, int maxDepth,
Float time, const Distribution1D &lightDistr,
const std::unordered_map<const Light *, size_t> &lightToIndex,
Vertex *path) {
if (maxDepth == 0) return 0;
// Sample initial ray for light subpath
Float lightPdf;
int lightNum = lightDistr.SampleDiscrete(sampler.Get1D(), &lightPdf);
const std::shared_ptr<Light> &light = scene.lights[lightNum];
RayDifferential ray;
Normal3f nLight;
Float pdfPos, pdfDir;
Spectrum Le = light->Sample_Le(sampler.Get2D(), sampler.Get2D(), time, &ray,
&nLight, &pdfPos, &pdfDir);
if (pdfPos == 0 || pdfDir == 0 || Le.IsBlack()) return 0;
// Generate first vertex on light subpath and start random walk
path[0] =
Vertex::CreateLight(light.get(), ray, nLight, Le, pdfPos * lightPdf);
Spectrum beta = Le * AbsDot(nLight, ray.d) / (lightPdf * pdfPos * pdfDir);
VLOG(2) << "Starting light subpath. Ray: " << ray << ", Le " << Le <<
", beta " << beta << ", pdfPos " << pdfPos << ", pdfDir " << pdfDir;
int nVertices =
RandomWalk(scene, ray, sampler, arena, beta, pdfDir, maxDepth - 1,
TransportMode::Importance, path + 1);
// Correct subpath sampling densities for infinite area lights
if (path[0].IsInfiniteLight()) {
// Set spatial density of _path[1]_ for infinite area light
if (nVertices > 0) {
path[1].pdfFwd = pdfPos;
if (path[1].IsOnSurface())
path[1].pdfFwd *= AbsDot(ray.d, path[1].ng());
}
// Set spatial density of _path[0]_ for infinite area light
path[0].pdfFwd =
InfiniteLightDensity(scene, lightDistr, lightToIndex, ray.d);
}
return nVertices + 1;
}
int GenerateCameraSubpath(const Scene &scene, Sampler &sampler,
MemoryArena &arena, int maxDepth,
const Camera &camera, Point2f &pFilm, Vertex *path) {
if (maxDepth == 0) return 0;
// Sample initial ray for camera subpath
CameraSample cameraSample;
cameraSample.pFilm = pFilm;
cameraSample.time = sampler.Get1D();
cameraSample.pLens = sampler.Get2D();
RayDifferential ray;
Spectrum beta = camera.GenerateRayDifferential(cameraSample, &ray);
ray.ScaleDifferentials(1 / std::sqrt(sampler.samplesPerPixel));
// Generate first vertex on camera subpath and start random walk
Float pdfPos, pdfDir;
path[0] = Vertex::CreateCamera(&camera, ray, beta);
camera.Pdf_We(ray, &pdfPos, &pdfDir);
return RandomWalk(scene, ray, sampler, arena, beta, pdfDir, maxDepth - 1,
TransportMode::Radiance, path + 1) +
1;
}
