void store_idata(const char* fpath, const real_2d_array& data) {
FILE* f = fopen(fpath, "w");
if (!f) throw "[store_data] Failed opening file!";
for (int row=0; row<data.rows(); ++row) {
for (int col=0; col<data.cols()-1; ++col) {
fprintf(f, "%i\t",(int)data[row][col]);
}
fprintf(f, "%i", (int)data[row][data.cols()-1]);
//if (row != data.rows()-1)
fprintf(f, "\n");
}
fclose(f);
}
// Opposite of slice --URI
void insert(real_2d_array &matrix, int i, real_1d_array &output){
int j;
int c = matrix.cols();
for(j=0; j<c; j++)
matrix[i][j] = output[j];
}
void print_matrix(const real_2d_array& m, int row1, int row2, int col1, int col2) {
row1 = min(row1, m.rows());
row2 = min(row2, m.rows());
col1 = min(col1, m.cols());
col2 = min(col2, m.cols());
for (int r=row1; r<row2; ++r) {
for (int c=col1; c<col2; ++c) {
cout<<m[r][c]<<"\t";
}
cout<<endl;
}
}
CostCalculator_eigen::CostCalculator_eigen(const real_1d_array expectReturn,
const real_2d_array &varMatrix,
const real_1d_array &tradingCost,
const real_1d_array ¤tWeight) {
assert(expectReturn.length() == varMatrix.rows());
assert(varMatrix.rows() == varMatrix.cols());
assert(tradingCost.length() == varMatrix.rows());
assert(currentWeight.length() == varMatrix.rows());
variableNumber_ = expectReturn.length();
xReal_.resize(variableNumber_, 1);
varMatrix_.resize(variableNumber_, variableNumber_);
expectReturn_.resize(variableNumber_);
tradingCost_.resize(variableNumber_);
currentWeight_.resize(variableNumber_);
for (int i = 0; i != variableNumber_; ++i) {
expectReturn_(i) = expectReturn[i];
tradingCost_(i) = tradingCost[i];
currentWeight_(i) = currentWeight[i];
for (int j = 0; j != variableNumber_; ++j)
varMatrix_(i, j) = varMatrix[i][j];
}
}
// slices i^th row of matrix, into output
void slice(real_2d_array &matrix, int i, real_1d_array &output){
int j;
int c = matrix.cols();
for(j=0;j<c;j++)
output[j] = matrix[i][j];
}