/* ARGSUSED */
static void Redisplay(
Widget gw,
XEvent *event,
Region region)
{
draw_it ((LoginWidget) gw);
}
int main(int argc, char ** argv)
{
int sims = 1;
double dt = 0.5;
double drift = 0.2;
double vol = 0.3;
double jump = 0.0;
double mean_jump_per_unit_time = 0.1;
if (argc == 1)
{
std::cout << "usage:\n\tsims = " << sims << "\tdt = " << dt << "\tdrift = " << drift << "\tvol = " << vol
<< "\n\tjump = " << jump << "\tjump probability = " << mean_jump_per_unit_time << "\n";
return -1;
}
if (argc >= 2)
{
try
{
sims = std::stoi(argv[1]);
if (sims < 1)
{
std::cout << "sims must be positive.\n";
return 1;
}
}
catch(const std::exception &)
{
//I feel bad...
}
}
dt = get_value(argc, const_cast<const char **>(argv), 2, dt);
drift = get_value(argc, const_cast<const char **>(argv), 3, dt);
vol = get_value(argc, const_cast<const char **>(argv), 4, dt);
jump = get_value(argc, const_cast<const char **>(argv), 5, dt);
if (argc >= 7)
{
try
{
//not jump prob
mean_jump_per_unit_time = std::stof(argv[6]);
if (mean_jump_per_unit_time == 0.0)
{
//ok, bad
mean_jump_per_unit_time = 1;
jump = 0;
if (jump != 0.0)
std::cout << "WARNING - work round jump\n";
}
}
catch(const std::exception &)
{
//I feel bad...
}
}
std::vector<std::vector<sf::Vertex>> allPoints;
float time = 4.0f;
float final_height = 0.0;
int out = 0;
const float height = 400.0f;
for (int i=0; i<sims; ++i)
{
unsigned int seed = std::chrono::high_resolution_clock::now().time_since_epoch().count() + i;
auto sim = price_demo(seed, drift, vol, time, dt, jump, mean_jump_per_unit_time);
allPoints.push_back(sim);
auto price = sim.back().position.y;
final_height += price;
if (price > height)
++out;
}
std::cout << "average " << final_height/sims << "\nnumber out " << out << '\n';;
std::stringstream title;
title << "Stock prices. sims = " << sims << ", dt = " << dt << ", drift " << drift << ", vol " << vol << ", dt " << dt << ", jump size " << jump << ", mean jumps " << mean_jump_per_unit_time;
draw_it(allPoints, time, height, title.str());
}
