int main(int argc, char** argv)
{
purchase input1,input2,input3;
float sales_tax;
/* UNIT TESTS - HARD CODED INPUT */
/* For Input 1 */
input1.books.price.push_back(12.49);
input1.music.price.push_back(14.99);
input1.choc.price.push_back(0.85);
/* For input 2 */
input2.choc_imp.price.push_back(10.00);
input2.perf_imp.price.push_back(47.50);
/* For input 3 */
input3.perf_imp.price.push_back(27.99);
input3.perf.price.push_back(18.99);
input3.pills.price.push_back(9.75);
input3.choc_imp.price.push_back(11.25);
for(unsigned int i=1;i<=3;i++)
{
cout<<"Output "<<i<<" : ";
if(i==1)
{
sales_tax = CalTax(&input1);
Price(&input1,sales_tax);
}
else if(i==2)
{
sales_tax = CalTax(&input2);
Price(&input2,sales_tax);
}
else if(i==3)
{
sales_tax = CalTax(&input3);
Price(&input3,sales_tax);
}
}
return 0;
}
void HuobiApp::submitLimitOrder(const char *symbol, OrderSide side, double price, double amount, const char *userId)
{
int ts = timestamp();
FIX44::NewOrderSingle message;
message.set(Account(_publicKey));
if (userId)
message.set(ClOrdID(userId));
else
message.set(ClOrdID("HuobiOrder"));
message.set(Price(price));
message.set(MinQty(amount));
message.set(OrdType(OrdType_LIMIT));
message.set(Symbol(symbol));
message.set(Side(side == OrderBuy ? Side_BUY : Side_SELL));
message.set(TransactTime());
message.setField(IntField(957, ts));
message.setField(StringField(958, _publicKey));
char str[1024];
sprintf(str, "access_key=%s&amount=%s&coin_type=%d&created=%d&method=%s&price=%s&secret_key=%s",
_publicKey.c_str(),
float2str(amount).c_str(),
getCoinType(symbol),
ts,
side == OrderBuy ? "buy" : "sell",
float2str(price).c_str(),
_privateKey.c_str());
message.setField(StringField(959, md5::MD5String(str, false)));
Session *session = Session::lookupSession(_sessionID);
if (session)
session->send(message);
}
int Category::find()
{
// qDebug() << "find category";
QString query = QString("SELECT id, priceID FROM categories WHERE "
"teamID = %1 AND techID = %2 AND typeID = %3 AND homeID = %4 AND line = %5;")
.arg(teamID).arg(techID).arg(typeID).arg(homeID).arg(line);
// qDebug() << query;
QSqlQuery *q = new QSqlQuery(query, App::theApp()->db());
q->exec();
if (q->size() == 0) { // нет этой категории, создаем категорию...
if (!create()) return -1;
// Создали, находим (рекурсивно)
return find();
}
q->first();
int id = q->value("id").toInt();
int priceID = q->value("priceID").toInt();
price = Price(priceID);
// qDebug() << "find category. ID = " << id << " priceID = " << priceID;
return id;
}
PriceColumn::PriceColumn(Table* t, const QString& n, int digits)
: TextColumn(t, n, 0, Qt::AlignRight)
{
fixed number = pow(10.0, digits) - 1.0;
QString text = valcon.format(Price(number));
width = t->fontMetrics().width(text);
checkWidth();
}
//Price mesher
vector<double>PutOption::Price(const EuropeanOption & obj,vector<double> Mesh) const//price for a range
{
vector<double> temp;
for (int i=0; i<Mesh.size();i++)
{
double opt = Price(Mesh[i]);
temp.push_back(opt);
}
return temp;
}
Category::Category()
{
// qDebug() << "clear category. ID = " << ID;
teamID = 0;
techID = 0;
typeID = 0;
homeID = 0;
line = 0;
ID = 0;
price = Price();
// qDebug() << "clear category. ID = " << ID;
}
QVariant PartDistributorProxyModel::data(const QModelIndex &proxyIndex, int role) const
{
if(!proxyIndex.isValid()) return QVariant();
int column = proxyIndex.column();
if(column == PartDistributorTableModel2::ColumnUnitPrice){
if(role == Qt::DisplayRole || role == Qt::EditRole){
QVariant value = sourceModel()->index(proxyIndex.row(), PartDistributorTableModel2::ColumnUnitPrice).data();
QVariant currency = sourceModel()->index(proxyIndex.row(), PartDistributorTableModel2::ColumnCurrency).data();
if(value.isValid()){
return QVariant::fromValue(Price(value.toDouble(), currency.toString()));
}
}
}
return QIdentityProxyModel::data(proxyIndex, role);
}
vector<double>PutOption::Price(vector<double> Mesh, double param) const
{
if (param == optdata.sig_() || param == optdata.T_())
{
vector<double> temp;
for (int i=0; i<Mesh.size();i++)
{
double opt = Price(Mesh[i]);
temp.push_back(opt);
}
return temp;
}
}
int main()
{
int n, i;
double p[Max_size];
scanf("%d", &n);
for (i=0; i<n; i++)
scanf("%lf", &p[i]);
Price(n, p);
for (i=0; i<n; i++)
printf("%.2f ", p[i]);
printf("\n");
return 0;
}
Price UnpaidDocumentTVModel::getUnpaidPurchaseDocumentsValue() {
QString warehouseId = QString::number(ApplicationManager::getInstance()->getWarehouseId());
QSqlQuery *query = new QSqlQuery(Database::getInstance().db);
query->prepare("SELECT SUM(total) AS value "
"FROM purchase_documents "
"WHERE is_active = true AND is_paid = false " + notOnTimeFilter +
"AND purchase_documents.warehouse = " + warehouseId);
query->exec();
query->first();
double value = query->value(0).toDouble();
delete query;
return Price(value);
}
void TSSWRealizedVolatility::PostUpdate( void ) {
double result( 0.0 );
if ( 1.0 == m_dblP ) {
result = m_dblSum / m_n;
}
else {
if ( 2.0 == m_dblP ) {
result = std::sqrt( m_dblSum / m_n );
}
else {
result = std::pow( m_dblSum / m_n, 1.0 / m_dblP );
}
}
Prices::Append( Price( m_dt, result * m_dblScaleFactor ) );
}
Price CurrentInventoryGroupsTVModel::getValue()
{
QString warehouseId = QString::number(ApplicationManager::getInstance()->getWarehouse()->getId());
QSqlQuery *query = new QSqlQuery(Database::getInstance().db);
query->prepare("SELECT SUM(quantity*price_mag_net) AS value "
"FROM goods, wh_goods "
"WHERE wh_goods.is_active = true AND type = 1 "
"AND wh_goods.good = goods.id_good AND wh_goods.warehouse = " + warehouseId);
query->exec();
query->first();
double value = query->value(0).toDouble();
delete query;
return Price(value);
}
SimplePropertySet<string, double> propertylist()
{
SimplePropertySet<string, double> result;
result.add (Property<string, double> ("Option Value", Price() ) );
result.add (Property<string, double> ("Delta",Delta() ) );
result.add (Property<string, double> ("Gamma",Gamma() ) );
result.add (Property<string, double> ("Vega",Vega() ) );
result.add (Property<string, double> ("Vega",Theta() ) );
result.add (Property<string, double> ("Rho",Rho() ) );
result.add (Property<string, double> ("Cost of Carry",Coc() ) ); // Cost of carry
cout << "counbt " << result.Count();
return result;
}
void OkcoinApp::submitMarketOrder(const char *symbol, OrderSide side, double amount, const char *userId)
{
int ts = timestamp();
FIX44::NewOrderSingle message;
message.set(Account(_publicKey + "," + _privateKey));
if (userId)
message.set(ClOrdID(userId));
else
message.set(ClOrdID("OkcoinOrder"));
message.set(Price(amount));
message.set(OrderQty(amount));
message.set(OrdType(OrdType_MARKET));
message.set(Symbol(symbol));
message.set(Side(side == OrderBuy ? Side_BUY : Side_SELL));
message.set(TransactTime());
Session *session = Session::lookupSession(_sessionID);
if (session)
session->send(message);
}
floating TSecurity::MarketValueY( floating anominal, const TDate& asettle, floating aytm ) const
{
return MarketValue( anominal, asettle, Price(asettle,aytm) );
}
void Goods::setPriceGross(int priceType, double priceValue) {
prices->replace(priceType + Price::GROSS, Price(priceValue));
}
void Goods::setPriceNet(int priceType, double priceValue) {
prices->replace(priceType + Price::NET, Price(priceValue));
}
int main(void)
{
char choice;
int product_number, product_type, product_quantity;
double product_cost, product_price;
double price, cost, profit, total_price, total_cost, total_profit;
/*sums */
double sum_price = 0;
double sum_cost = 0;
int sum_quantity = 0;
do{
/* User data entry*/
printf("%s\n\n", NAME);
printf("Enter the product number:");
scanf("%d%*c", &product_number);
printf("Enter the product type:");
scanf("%d%*c", &product_type);
printf("Enter the quantity:");
scanf("%d%*c", &product_quantity);
printf("Enter cost:");
scanf("%lf%*c", &product_cost);
printf("Enter the price:");
scanf("%lf%*c", &product_price);
/* Single product display */
printf("\nThe product number is ------ %04d\n", product_number);
printf("The product type is ------ %d\n", product_type);
printf("The quantity is ------ %d\n", product_quantity);
printf("The cost is ------ $%.2lf\n", product_cost);
printf("The price is ------ $%.2lf\n", product_price);
/* Running total of all entries */
sum_price += product_price;
sum_cost += product_cost;
sum_quantity+=1;
/*Business logic functions */
price = Price(product_quantity , product_price);
cost = Cost(product_cost , product_quantity);
profit = Profit(price, cost);
/* Single product business display */
printf("Total product price ------ $%4.2lf\n", price);
printf("Total product cost ------ $%4.2lf\n", cost);
printf("Total product profit ------ $%4.2lf\n", profit);
printf("Would you like to continue? (type Y/N)\n");
scanf(" %c%*c", &choice);
}
while(toupper(choice)=='Y');
/*Finally calculations for business logic */
total_price = Price(sum_quantity, sum_price);
total_cost = Cost(sum_cost, sum_quantity);
total_profit = Profit(total_price, total_cost);
/* Summations of Products */
printf("Total count of all products -> %d\n", sum_quantity);
printf("Total of all prices ------ %4.2lf\n", total_price);
printf("Total of all costs ------ $%4.2lf\n", total_cost);
printf("Total profit ------ $ %4.2lf\n", total_profit);
return 0;
}
Vector<double> graph( string& sensitivity_type, string& property,
Vector<double> parameter_range)
{
curr = &T; // Default x axis is time T
if (property == "r")
curr = &r;
if (property == "sig")
curr = &sig;
if (property == "K")
curr = &K;
if (property == "T")
curr = &T;
if (property == "U")
curr = &U;
if (property == "b")
curr = &b;
// Save the value in the 'current' property
double memento = (*curr)();
Vector<double> result (parameter_range.Size(), parameter_range.MinIndex());
if (sensitivity_type == "Price")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Price();
}
}
if (sensitivity_type == "Delta")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Delta();
}
}
if (sensitivity_type == "Gamma")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Gamma();
}
}
if (sensitivity_type == "Vega")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Vega();
}
}
if (sensitivity_type == "Theta")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Theta();
}
}
if (sensitivity_type == "Rho")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Rho();
}
}
if (sensitivity_type == "Coc")
{
for (int i = parameter_range.MinIndex(); i <= parameter_range.MaxIndex(); i++)
{
(*curr)(parameter_range[i]);
result[i] = Coc();
}
}
// Now restore the old value of the property
(*curr)(memento);
return result;
}
void TSReturns::Append( const Price& price ) {
price_t price_ = std::log( price.Value() );
if ( m_bFirstAppend ) m_bFirstAppend = false;
else Prices::Append( Price( price.DateTime(), price_ - m_priceLast ) );
m_priceLast = price_;
}
void TSReturns::Append( const Trade& trade ) {
price_t price_ = std::log( trade.Price() );
if ( m_bFirstAppend ) m_bFirstAppend = false;
else Prices::Append( Price( trade.DateTime(), price_ - m_priceLast ) );
m_priceLast = price_;
}
//Delta approximation
double PutOption::PutDelta_approx(double h) const //h sets the boundaries -h and h
{
double temp= Price(optdata.U_()+h) -Price(optdata.U_()-h); //
return temp/(2*h);
}
void TSReturns::Append( const Bar& bar ) {
price_t price_ = std::log( bar.Close() );
if ( m_bFirstAppend ) m_bFirstAppend = false;
else Prices::Append( Price( bar.DateTime(), price_ - m_priceLast ) );
m_priceLast = price_;
}
void TSReturns::Append( const Quote& quote ) {
price_t price_ = std::log( quote.LogarithmicMidPointA() );
if ( m_bFirstAppend ) m_bFirstAppend = false;
else Prices::Append( Price( quote.DateTime(), price_ - m_priceLast ) );
m_priceLast = price_;
}
//Approximate gamma using divided differences
double PutOption::Putgamma_approx(double h) const
{
double temp= Price(optdata.U_()+h) - (2*Price(optdata.U_()))+ Price(optdata.U_()-h); //estimate gamma
return temp/(h*h);
}
