bool tryFill(vector<vector<char> > &board, vector<vector<int>> killMaskBoard, int emptyCount) {
if (emptyCount == 0) return true;
auto xy = findLeastChoicePos(killMaskBoard);
if (xy.first == -1) return false;
int x = xy.first, y = xy.second;
int availables[9];
int count = getAvailables(availables, killMaskBoard[y][x]);
for (int i = 0; i < count; ++i) {
char c = '1' + availables[i];
assert(board[y][x] == '.');
board[y][x] = c;
vector<vector<int>> newKillMaskBoard(killMaskBoard);
fillKillMaskBoard(newKillMaskBoard, x, y, c);
newKillMaskBoard[y][x] = 0x1ff;
if (tryFill(board, newKillMaskBoard, emptyCount - 1)) return true;
board[y][x] = '.';
}
return false;
}
void HistoricalReplay::processOrders(InstrumentCB & icb, const Tick & tick, bool executeOnLimitOrStop)
{
// Scan all orders and check for a fill against the current tick
for (auto it = std::begin(icb.orders); it != std::end(icb.orders); ++it)
{
numeric fillPrice;
long filledQuantity;
long transactionQuantity;
long newPosition;
long previousPosition = icb.instrumentPosition.position;
bool filled = it->tryFill(tick, previousPosition, executeOnLimitOrStop, fillPrice, filledQuantity, transactionQuantity, newPosition);
if (filled)
{
if (filled)
{
// Update the position
icb.instrumentPosition = { newPosition, tick.timestamp };
// Some previous exit orders may need to be cancelled. For instance, if we
// just exited a long position, any previous exit orders are cancelled.
bool removeExits;
if ((previousPosition > 0 && newPosition <= 0) || (previousPosition < 0 && newPosition >= 0))
{
removeExits = true;
}
else
{
removeExits = false;
}
// cancel the orders
if (removeExits)
{
for (auto oo = std::begin(icb.orders); oo != it; ++oo)
{
// Cancel active, exit orders
if (oo->isExit() && oo->isActive()) oo->cancel();
}
}
// Mark the current order as filled
it->fill();
// Add a transaction to the portfolio
Poco::Logger::root().debug("appending transaction: " + icb.instrument->symbol() +
": " + Poco::DateTimeFormatter::format(tick.timestamp, "%Y-%m-%d") +
": " + Poco::NumberFormatter::format(transactionQuantity) +
", " + Poco::NumberFormatter::format(filledQuantity));
portfolio_.appendTransaction(*icb.instrument, tick.timestamp, transactionQuantity, fillPrice, 0.0);
// Add an execution
icb.executions.emplace_back(tick.timestamp, fillPrice, filledQuantity);
// Add a notification (posted after the order processing loop finishes)
icb.orderNotifications.emplace_back(&*it, &icb.executions.back());
}
}
}
}
void solveSudoku(vector<vector<char> > &board) {
int emptyCount = 0;
vector<vector<int>> killMaskBoard(9, vector<int>(9, 0));
for (int y = 0; y < 9; ++y) {
for (int x = 0; x < 9; ++x) {
char c = board[y][x];
if (c != '.') {
killMaskBoard[y][x] = 0x1ff;
fillKillMaskBoard(killMaskBoard, x, y, c);
} else {
++emptyCount;
}
}
}
tryFill(board, killMaskBoard, emptyCount);
}
