void WarmCallInfo::print() const {
tty->print("%s : C=%6.1f P=%6.1f W=%6.1f S=%6.1f H=%6.1f -> %p",
is_cold() ? "cold" : is_hot() ? "hot " : "warm",
count(), profit(), work(), size(), compute_heat(), next());
tty->cr();
if (call() != NULL) call()->dump();
}
// is_cold: Return true if the node should never be inlined.
// This is true if any of the key metrics are extreme.
bool WarmCallInfo::is_cold() const {
if (count() < WarmCallMinCount) return true;
if (profit() < WarmCallMinProfit) return true;
if (work() > WarmCallMaxWork) return true;
if (size() > WarmCallMaxSize) return true;
return false;
}
double Security::yearlyRate(const QDate &date1, const QDate &date2) {
if(date1 > date2) return yearlyRate(date2, date1);
if(date1 == date2) return 0.0;
QMap<QDate, double>::const_iterator it_begin = quotations.begin();
if(it_begin == quotations.end()) return 0.0;
QDate curdate = QDate::currentDate();
if(date1 >= curdate) {
return pow(1 + (profit(date1, date2, true, true) / value(date1, true, true)), 1 / (yearsBetweenDates(date1, date2))) - 1;
}
if(date2 > curdate) {
double rate1 = yearlyRate(date1, curdate);
double rate2 = yearlyRate(curdate, date2);
int days1 = date1.daysTo(curdate);
int days2 = curdate.daysTo(date2);
return ((rate1 * days1) + (rate2 * days2)) / (days1 + days2);
}
if(date2 < it_begin.key()) {
return 0.0;
}
if(date1 < it_begin.key()) {
return yearlyRate(it_begin.key(), date2);
}
QDate date1_q, date2_q;
double q1 = getQuotation(date1, &date1_q);
double q2 = getQuotation(date2, &date2_q);
int days = date1.daysTo(date2);
if(q1 != q2) {
double q1_bak = q1;
if(date1 != date1_q) {
double rate = q1 / q2;
int days1 = date1_q.daysTo(date1);
q1 *= pow(rate, days1 / (days - days1));
}
if(date2 != date2_q) {
double rate = q2 / q1_bak;
int days2 = date2_q.daysTo(date2);
q2 *= pow(rate, days2 / (days - days2));
}
}
Income *trans = dividends.first();
while(trans && trans->date() <= date2) {
if(trans->date() >= date1) {
double s = shares(trans->date());
if(s > 0.0) q2 += trans->income() / s;
}
trans = dividends.next();
}
double shares_change = 0.0;
ReinvestedDividend *rediv = reinvestedDividends.first();
while(rediv && rediv->date <= date2) {
if(rediv->date >= date1) {
double s = shares(rediv->date);
if(s > 0.0) shares_change += rediv->shares / (s - rediv->shares);
}
rediv = reinvestedDividends.next();
}
double change = q2 / q1 + shares_change;
return pow(change, 1 / yearsBetweenDates(date1, date2)) - 1;
}
// is_hot: Return true if the node should be inlined immediately.
// This is true if any of the key metrics are extreme.
bool WarmCallInfo::is_hot() const {
assert(!is_cold(), "eliminate is_cold cases before testing is_hot");
if (count() >= HotCallCountThreshold) return true;
if (profit() >= HotCallProfitThreshold) return true;
if (work() <= HotCallTrivialWork) return true;
if (size() <= HotCallTrivialSize) return true;
return false;
}
// compute_heat:
float WarmCallInfo::compute_heat() const {
assert(!is_cold(), "compute heat only on warm nodes");
assert(!is_hot(), "compute heat only on warm nodes");
int min_size = MAX2(0, (int)HotCallTrivialSize);
int max_size = MIN2(500, (int)WarmCallMaxSize);
float method_size = (size() - min_size) / MAX2(1, max_size - min_size);
float size_factor;
if (method_size < 0.05) size_factor = 4; // 2 sigmas better than avg.
else if (method_size < 0.15) size_factor = 2; // 1 sigma better than avg.
else if (method_size < 0.5) size_factor = 1; // better than avg.
else size_factor = 0.5; // worse than avg.
return (count() * profit() * size_factor);
}
int algo(int N, int T, char* model,char* prob,char* action){
//int N=4;
//int T=2;
//double* v = (double*)calloc(N + (N+1) * (N+1) + T*(N+1),sizeof(double));
/*double* dk =v;
double* pr = v + N;
double* MAXrev = v + N + (N+1) * (N+1);*/
double* dk=(double*)calloc(N,sizeof(double));
double* MAXrev = (double*)calloc(T*(N+1), sizeof(double));
double* p = (double*)calloc((N+1) * (N+1),sizeof(double));
//char* act = (char*)calloc(1000000,sizeof(char));
int* path = (int*)calloc(T*(N+1), sizeof(int));
//for(int i=0;i< T*(N+1);i++) printf("%g\n",path[i] );
if(strcmp(prob, "squareroot") == 0){
if ( calcDK(N,dk) != 0 ) return 0;
}
else{
//no other price impact model implemented
}
if(strcmp(model, "squareinverse") == 0){
if ( calcPR(p,N) != 0 ) return 0;
}
else{
//no other probability distributed implemented
}
if ( opt(N,T,p,MAXrev,path,dk) != 0 ) return 0;
if ( profit(N,T,p,MAXrev,path,dk,action) != 0 ) return 0;
//free(v);
free(dk);
free(p);
free(path);
return 0;
}
int main(int argc, char *argv[])
{
gene *g;
int gsize, i;
i = 0;
if (argc != 2) {
fprintf(stderr, "Usage: %s filename\n", argv[0]);
exit(EXIT_FAILURE);
}
if (!read_input(argv[1], &g, &gsize)) {
fprintf(stderr, "Can't open file %s\n", argv[1]);
exit(EXIT_FAILURE);
}
#ifdef DEBUG
printf("Genes (unsorted):\n");
for (i = 0; i < gsize; i++) {
printf("%d %d %d\n", g[i].start, g[i].finish, g[i].weight);
}
#endif
qsort(g, gsize, sizeof(gene), compare_genes);
#ifdef DEBUG
printf("Genes (sorted):\n");
for (i = 0; i < gsize; i++) {
printf("%d %d %d\n", g[i].start, g[i].finish, g[i].weight);
}
#endif
printf("%d\n", profit(g, gsize));
free(g);
return 0;
}
int
main()
{
IloEnv env;
try {
NumMatrix cost(env, nbMonths);
cost[0]=IloNumArray(env, nbProducts, 110.0, 120.0, 130.0, 110.0, 115.0);
cost[1]=IloNumArray(env, nbProducts, 130.0, 130.0, 110.0, 90.0, 115.0);
cost[2]=IloNumArray(env, nbProducts, 110.0, 140.0, 130.0, 100.0, 95.0);
cost[3]=IloNumArray(env, nbProducts, 120.0, 110.0, 120.0, 120.0, 125.0);
cost[4]=IloNumArray(env, nbProducts, 100.0, 120.0, 150.0, 110.0, 105.0);
cost[5]=IloNumArray(env, nbProducts, 90.0, 100.0, 140.0, 80.0, 135.0);
// Variable definitions
IloNumVarArray produce(env, nbMonths, 0, IloInfinity);
NumVarMatrix use(env, nbMonths);
NumVarMatrix buy(env, nbMonths);
NumVarMatrix store(env, nbMonths);
IloInt i, p;
for (i = 0; i < nbMonths; i++) {
use[i] = IloNumVarArray(env, nbProducts, 0, IloInfinity);
buy[i] = IloNumVarArray(env, nbProducts, 0, IloInfinity);
store[i] = IloNumVarArray(env, nbProducts, 0, 1000);
}
IloExpr profit(env);
IloModel model(env);
// For each type of raw oil we must have 500 tons at the end
for (p = 0; p < nbProducts; p++) {
store[nbMonths-1][p].setBounds(500, 500);
}
// Constraints on each month
for (i = 0; i < nbMonths; i++) {
// Not more than 200 tons of vegetable oil can be refined
model.add(use[i][v1] + use[i][v2] <= 200);
// Not more than 250 tons of non-vegetable oil can be refined
model.add(use[i][o1] + use[i][o2] + use[i][o3] <= 250);
// Constraints on food composition
model.add(3 * produce[i] <=
8.8 * use[i][v1] + 6.1 * use[i][v2] +
2 * use[i][o1] + 4.2 * use[i][o2] + 5 * use[i][o3]);
model.add(8.8 * use[i][v1] + 6.1 * use[i][v2] +
2 * use[i][o1] + 4.2 * use[i][o2] + 5 * use[i][o3]
<= 6 * produce[i]);
model.add(produce[i] == IloSum(use[i]));
// Raw oil can be stored for later use
if (i == 0) {
for (IloInt p = 0; p < nbProducts; p++)
model.add(500 + buy[i][p] == use[i][p] + store[i][p]);
}
else {
for (IloInt p = 0; p < nbProducts; p++)
model.add(store[i-1][p] + buy[i][p] == use[i][p] + store[i][p]);
}
// Logical constraints
// The food cannot use more than 3 oils
// (or at least two oils must not be used)
model.add((use[i][v1] == 0) + (use[i][v2] == 0) + (use[i][o1] == 0) +
(use[i][o2] == 0) + (use[i][o3] == 0) >= 2);
// When an oil is used, the quantity must be at least 20 tons
for (p = 0; p < nbProducts; p++)
model.add((use[i][p] == 0) || (use[i][p] >= 20));
// If products v1 or v2 are used, then product o3 is also used
model.add(IloIfThen(env, (use[i][v1] >= 20) || (use[i][v2] >= 20),
use[i][o3] >= 20));
// Objective function
profit += 150 * produce[i] - IloScalProd(cost[i], buy[i]) -
5 * IloSum(store[i]);
}
// Objective function
model.add(IloMaximize(env, profit));
IloCplex cplex(model);
if (cplex.solve()) {
cout << "Solution status: " << cplex.getStatus() << endl;
cout << " Maximum profit = " << cplex.getObjValue() << endl;
for (IloInt i = 0; i < nbMonths; i++) {
IloInt p;
cout << " Month " << i << " " << endl;
cout << " . buy ";
for (p = 0; p < nbProducts; p++) {
cout << cplex.getValue(buy[i][p]) << "\t ";
}
cout << endl;
cout << " . use ";
for (p = 0; p < nbProducts; p++) {
cout << cplex.getValue(use[i][p]) << "\t ";
}
cout << endl;
cout << " . store ";
for (p = 0; p < nbProducts; p++) {
cout << cplex.getValue(store[i][p]) << "\t ";
}
cout << endl;
}
}
else {
cout << " No solution found" << endl;
}
}
catch (IloException& ex) {
cerr << "Error: " << ex << endl;
}
catch (...) {
cerr << "Error" << endl;
}
env.end();
return 0;
}
double Security::profit(const QDate &date1, const QDate &date2, bool estimate, bool no_scheduled_shares) {
return profit(date2, estimate, no_scheduled_shares) - profit(date1, estimate, no_scheduled_shares);
}
