WriMoImp* wrimoimp::WriMoImpTest::getNovemberImp()
{
Date startDate(CalendarYear::NOVEMBER, 1, 2015);
Date endDate(CalendarYear::NOVEMBER, 30, 2015);
return new WriMoImp(startDate, endDate);
}
static Opm::TimeMapPtr createXDaysTimeMap(size_t numDays) {
boost::gregorian::date startDate( 2010 , boost::gregorian::Jan , 1);
Opm::TimeMapPtr timeMap(new Opm::TimeMap(boost::posix_time::ptime(startDate)));
for (size_t i = 0; i < numDays; i++)
timeMap->addTStep( boost::posix_time::hours( (i+1) * 24 ));
return timeMap;
}
void Task::processTemplate() {
Template* temp = readTemplate(*_templateName);
std::vector<string> subtasks = temp->subTaskList();
int subId = 1;
for (std::vector<string>::iterator iterSub = subtasks.begin(); iterSub != subtasks.end(); iterSub++) {
string subtask = *iterSub;
int posPar = subtask.find('(');
int posFin = subtask.find(')');
string tempSub = subtask.substr(posPar + 1, posFin - posPar - 1);
string subTaskName = subtask.substr(0, posPar);
Task* sub = new Task(_project);
std::stringstream ssId;
ssId << *id() << "." << subId++;
sub->setId(new string(ssId.str()));
sub->setDuration(Duration(1, 0, 0));
sub->setEndDate(endDate());
sub->setShortDescription(new string(subTaskName));
sub->setStartDate(startDate());
sub->setStatus(status());
sub->setTemplateName(new string(tempSub));
_project->addTask(sub);
if (errorOcurred()) {
return;
}
sub->processTemplate();
}
}
void tst_storage::tst_alldayUtc()
{
// test event saved with UTC time
auto event = KCalCore::Event::Ptr(new KCalCore::Event);
QDate startDate(2013, 12, 1);
event->setDtStart(KDateTime(startDate, QTime(), KDateTime::UTC));
event->setAllDay(true);
event->setSummary("test event utc");
QCOMPARE(event->allDay(), true);
m_calendar->addEvent(event, NotebookId);
m_storage->save();
QString uid = event->uid();
reloadDb();
auto fetchedEvent = m_calendar->event(uid);
QVERIFY(fetchedEvent.data());
QVERIFY(fetchedEvent->dtStart().isUtc());
KDateTime localStart = fetchedEvent->dtStart().toLocalZone();
QVERIFY(localStart.time() == QTime(2, 0));
KDateTime localEnd = fetchedEvent->dtEnd().toLocalZone();
QVERIFY(localEnd.time() == QTime(2, 0));
QCOMPARE(localEnd.date(), localStart.date().addDays(1));
}
static std::shared_ptr< Opm::TimeMap > createXDaysTimeMap(size_t numDays) {
boost::gregorian::date startDate( 2010 , boost::gregorian::Jan , 1);
auto timeMap = std::make_shared< Opm::TimeMap >(boost::posix_time::ptime(startDate));
for (size_t i = 0; i < numDays; i++)
timeMap->addTStep( boost::posix_time::hours( (i+1) * 24 ));
return timeMap;
}
void tst_storage::tst_rawEvents()
{
// TODO: Should split tests if making more cases outside storage
auto event = KCalCore::Event::Ptr(new KCalCore::Event);
// NOTE: no other events should be made happening this day
QDate startDate(2010, 12, 1);
event->setDtStart(KDateTime(startDate, QTime(12, 0), KDateTime::ClockTime));
event->setDtEnd(KDateTime(startDate, QTime(13, 0), KDateTime::ClockTime));
KCalCore::Recurrence *recurrence = event->recurrence();
recurrence->setDaily(1);
recurrence->setStartDateTime(event->dtStart());
m_calendar->addEvent(event, NotebookId);
m_storage->save();
QString uid = event->uid();
reloadDb();
auto fetchEvent = m_calendar->event(uid);
QVERIFY(fetchEvent);
KCalCore::Recurrence *fetchRecurrence = fetchEvent->recurrence();
QVERIFY(fetchRecurrence);
// should return occurrence for both days
mKCal::ExtendedCalendar::ExpandedIncidenceList events
= m_calendar->rawExpandedEvents(startDate, startDate.addDays(1), false, false, KDateTime::Spec(KDateTime::LocalZone));
QCOMPARE(events.size(), 2);
}
int DiagramList::readList(const SensorData* data, std::vector<DiagramList*> &lists)
{
const std::vector<SensorDataType::type> time_series_names (data->getTimeSeriesNames());
int nLists(time_series_names.size());
std::vector<size_t> time_steps;
if (data->getStepSize()>0)
{
const size_t start = data->getStartTime();
const size_t end = data->getEndTime();
const size_t stepsize = data->getStepSize();
for (size_t i = start; i <= end; i+=stepsize)
time_steps.push_back(i);
}
else
time_steps = data->getTimeSteps();
bool is_date (false);
if (!(BaseLib::int2date(time_steps[0])).empty())
is_date = true;
size_t nValues (time_steps.size());
for (int i = 0; i < nLists; i++)
{
DiagramList* l = new DiagramList;
l->setName(QString::fromStdString(SensorData::convertSensorDataType2String(time_series_names[i])));
l->setXLabel("Time");
lists.push_back(l);
const std::vector<float> *time_series = data->getTimeSeries(time_series_names[i]);
if (is_date)
{
l->setXUnit("day");
QDateTime startDate(getDateTime(QString::fromStdString(BaseLib::int2date(time_steps[0]))));
lists[i]->setStartDate(startDate);
int numberOfSecs(0);
for (size_t j = 0; j < nValues; j++)
{
numberOfSecs = startDate.secsTo(getDateTime(QString::fromStdString(BaseLib::int2date(time_steps[j]))));
lists[i]->addNextPoint(numberOfSecs, (*time_series)[j]);
}
}
else
{
l->setXUnit("time step");
for (size_t j = 0; j < nValues; j++)
lists[i]->addNextPoint(time_steps[j], (*time_series)[j]);
}
lists[i]->update();
}
return nLists;
}
QVariant ChartItemModel::bcwpCost( int day ) const
{
QVariant res;
QDate date = startDate().addDays( day );
if ( m_bcws.days().contains( date ) ) {
res = m_bcws.bcwpCost( date );
}
return res;
}
QDate DailyRecurrence::nextOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(include_equals) {
if(date == startDate()) return date;
}
QDate nextdate = date;
if(!include_equals) nextdate = calSys->addDays(nextdate, 1);
if(!endDate().isNull() && nextdate > endDate()) return QDate();
if(nextdate <= startDate()) return firstOccurrence();
if(i_frequency != 1) {
int days = startDate().daysTo(nextdate);
if(days % i_frequency != 0) {
nextdate = calSys->addDays(nextdate, i_frequency - (days % i_frequency));
}
}
if(!endDate().isNull() && nextdate > endDate()) return QDate();
if(hasException(nextdate)) return nextOccurrence(nextdate);
return nextdate;
}
QDate DailyRecurrence::prevOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(!include_equals) {
if(date > endDate()) return lastOccurrence();
}
QDate prevdate = date;
if(!include_equals) prevdate = calSys->addDays(prevdate, -1);
if(prevdate < startDate()) return QDate();
if(prevdate == startDate()) return startDate();
if(i_frequency != 1) {
int days = startDate().daysTo(prevdate);
if(days % i_frequency != 0) {
prevdate = calSys->addDays(prevdate, -(days % i_frequency));
}
}
if(prevdate < startDate()) return QDate();
if(hasException(prevdate)) return prevOccurrence(prevdate);
return prevdate;
}
double ChartItemModel::bcwpEffort( int day ) const
{
double res = 0.0;
QDate date = startDate().addDays( day );
if ( m_bcws.days().contains( date ) ) {
res = m_bcws.bcwpEffort( date );
} else if ( date > m_bcws.endDate() ) {
res = m_bcws.bcwpEffort( date );
}
return res;
}
QDate WeeklyRecurrence::nextOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(!include_equals) {
if(date < startDate()) return firstOccurrence();
} else {
if(date <= startDate()) return firstOccurrence();
}
QDate nextdate = date;
if(!include_equals) nextdate = calSys->addDays(nextdate, 1);
if(!endDate().isNull() && nextdate > endDate()) return QDate();
if(i_frequency != 1 && calSys->weekNumber(nextdate) != calSys->weekNumber(startDate())) {
int i = weeks_between_dates(startDate(), nextdate) % i_frequency;
if(i != 0) {
nextdate = calSys->addDays(nextdate, (i_frequency - i) * 7 - (calSys->dayOfWeek(nextdate) - 1));
}
}
int dow = calSys->dayOfWeek(nextdate);
int i = dow;
for(; i <= 7; i++) {
if(b_daysofweek[i - 1]) {
break;
}
}
if(i > 7) {
for(i = 1; i <= 7; i++) {
if(b_daysofweek[i - 1]) {
break;
}
}
if(i > 7) return QDate();
}
if(i < dow) {
nextdate = calSys->addDays(nextdate, (i_frequency * 7) + i - dow);
} else if(i > dow) {
nextdate = calSys->addDays(nextdate, i - dow);
}
if(!endDate().isNull() && nextdate > endDate()) return QDate();
if(hasException(nextdate)) return nextOccurrence(nextdate);
return nextdate;
}
boost::optional<IdfObject> ForwardTranslator::translateScheduleYear( ScheduleYear & modelObject )
{
IdfObject scheduleYear = createRegisterAndNameIdfObject(openstudio::IddObjectType::Schedule_Year,
modelObject);
std::vector<ScheduleWeek> scheduleWeeks = modelObject.scheduleWeeks();
std::vector<openstudio::Date> dates = modelObject.dates();
unsigned N = scheduleWeeks.size();
if( N != dates.size() )
{
LOG(Error,"Could not translate " << modelObject.briefDescription() << ", because the number of week schedules does not match the number of dates.");
return boost::none;
}
boost::optional<ScheduleTypeLimits> scheduleTypeLimits = modelObject.scheduleTypeLimits();
if (scheduleTypeLimits){
boost::optional<IdfObject> idfScheduleTypeLimits = translateAndMapModelObject(*scheduleTypeLimits);
if (idfScheduleTypeLimits){
scheduleYear.setString(Schedule_YearFields::ScheduleTypeLimitsName, idfScheduleTypeLimits->name().get());
}
}
openstudio::Date startDate(MonthOfYear::Jan, 1);
scheduleYear.clearExtensibleGroups();
for (unsigned i = 0; i < N; ++i){
IdfExtensibleGroup group = scheduleYear.pushExtensibleGroup();
boost::optional<IdfObject> idfScheduleWeek = translateAndMapModelObject(scheduleWeeks[i]);
if (idfScheduleWeek){
group.setString(Schedule_YearExtensibleFields::Schedule_WeekName, idfScheduleWeek->name().get());
}
group.setInt(Schedule_YearExtensibleFields::StartMonth, startDate.monthOfYear().value());
group.setUnsigned(Schedule_YearExtensibleFields::StartDay, startDate.dayOfMonth());
group.setInt(Schedule_YearExtensibleFields::EndMonth, dates[i].monthOfYear().value());
group.setUnsigned(Schedule_YearExtensibleFields::EndDay, dates[i].dayOfMonth());
startDate = dates[i] + openstudio::Time(1,0,0);
}
return scheduleYear;
}
//=============================================================================
// Compare two DateTimes and calculate the elapsed time
//==============================================================================
PeriodData TimeComparer::Compare(const DateTime& start, const DateTime& end)
{
PeriodData pd;
//Convert both DateTime to ISO for comparison
PartialDateTime endDate(end);
PartialDateTime startDate(start);
if (calmath::ExtractTime(endDate.GetFixed()) < calmath::ExtractTime(startDate.GetFixed()))
{
endDate = PartialDateTime(start);
startDate = PartialDateTime(end);
}
pd.elapsedHours = endDate.GetHour() - startDate.GetHour();
pd.elapsedMinutes = endDate.GetMinute() - startDate.GetMinute();
pd.elapsedSeconds = endDate.GetSecond() - startDate.GetSecond();
pd.elapsedMilliseconds = endDate.GetMilliSecond() - startDate.GetMilliSecond();
//borrow to avoid negatives
if (pd.elapsedMilliseconds < 0)
{
pd.elapsedSeconds -= 1;
pd.elapsedMilliseconds += 1000;
}
if (pd.elapsedSeconds < 0)
{
pd.elapsedMinutes -= 1;
pd.elapsedSeconds += 60;
}
if (pd.elapsedMinutes < 0)
{
pd.elapsedHours -= 1;
pd.elapsedMinutes += 60;
}
// set unused date fields
pd.elapsedYears = 0;
pd.elapsedMonths = 0;
pd.elapsedWeeks = 0;
pd.elapsedDays = 0;
return pd;
}
//=============================================================================
// Compare two DateTimes and calculate the elapsed time
//==============================================================================
PeriodData YearWeekDayComparer::Compare(const DateTime& start, const DateTime& end)
{
PeriodData pd;
//Convert both DateTime to ISO for comparison
PartialDateTime endDate(end);
PartialDateTime startDate(start);
SwapPositiveElapsed(startDate, endDate);
CalcBaseDateDiff(pd, startDate, endDate);
if (pd.elapsedMonths< 0 || (pd.elapsedMonths == 0 && pd.elapsedDays < 0))
{
//Need to move years back 1
pd.elapsedYears -= 1;
}
//We create a PartialDateTime for the last full year then count remaining days and weeks
PartialDateTime pDt(startDate.GetYear() + pd.elapsedYears, startDate.GetMonth(), 1, CalType::CalType_ISO);
//we set to first of month in case the start date is on a leap year
FixedDateTime intermediateDT = calmath::ExtractDate(pDt.GetFixed());
if (startDate.GetMonth() == 2 && startDate.GetDay() == 29)
{
if (pDt.IsLeapYear())
intermediateDT += (29 - 1);
else
intermediateDT += (28 - 1);
}
else
intermediateDT += (startDate.GetDay() - 1);
//Find diffrence in days
pd.elapsedDays = static_cast<int>(calmath::ExtractDate(endDate.GetFixed()) - intermediateDT);
pd.elapsedWeeks = pd.elapsedDays / 7;
pd.elapsedDays = pd.elapsedDays % 7;
// set elapsed months to unused
SetUnusedDateFields(pd, false, true, false, false);
// set time to unused
SetUnusedTimeFields(pd, true, true, true, true);
return pd;
}
QDate WeeklyRecurrence::prevOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(!include_equals) {
if(date > endDate()) return lastOccurrence();
}
QDate prevdate = date;
if(!include_equals) prevdate = calSys->addDays(prevdate, -1);
if(prevdate < startDate()) return QDate();
if(prevdate == startDate()) return startDate();
if(i_frequency != 1 && calSys->weekNumber(prevdate) != calSys->weekNumber(startDate())) {
int i = weeks_between_dates(startDate(), prevdate) % i_frequency;
if(i != 0) {
prevdate = calSys->addDays(prevdate, -(i * 7) + 7 - calSys->dayOfWeek(prevdate));
}
}
int dow_s = calSys->dayOfWeek(startDate());
bool s_week = calSys->weekNumber(prevdate) == calSys->weekNumber(startDate());
int dow = calSys->dayOfWeek(prevdate);
int i = dow;
for(; i <= 7; i++) {
if(b_daysofweek[i - 1] || (s_week && dow_s == i)) {
break;
}
}
if(i > 7) {
for(i = 1; i <= 7; i++) {
if(b_daysofweek[i - 1] || (s_week && dow_s == i)) {
break;
}
}
if(i > 7) return QDate();
}
if(i > dow) {
prevdate = calSys->addDays(prevdate, -(i_frequency * 7) + dow - i);
} else if(i < dow) {
prevdate = calSys->addDays(prevdate, dow - i);
}
if(prevdate < startDate()) return QDate();
if(hasException(prevdate)) return prevOccurrence(prevdate);
return prevdate;
}
int DateTime::WeekOfMonth() const
{
int year, month, day;
GetDateFromTimeValue( Value(), year, month, day);
//get the first day of the month and determine its weekday
//then use this weekday as offset
DateTime startDate( year, month, 1, 0, 0, 0);
int nWeekday = startDate.Weekday();
int arWeek[6];
arWeek[0] = 0;
arWeek[1] = 7 - nWeekday;
//init the week array
for( int i = 2; i < 6; ++i) arWeek[i] = arWeek[i-1] + 7;
int week = 5;
while( day <= arWeek[week] ) week--;
return week + 1;
}
openstudio::TimeSeries ScheduleFixedInterval_Impl::timeSeries() const
{
Date startDate(openstudio::MonthOfYear(this->startMonth()), this->startDay());
Time intervalLength(0, 0, this->intervalLength());
Vector values(this->numExtensibleGroups());
unsigned i = 0;
for (const ModelExtensibleGroup& group : castVector<ModelExtensibleGroup>(extensibleGroups()))
{
OptionalDouble x = group.getDouble(0);
OS_ASSERT(x);
values[i] = *x;
++i;
}
TimeSeries result(startDate, intervalLength, values, "");
result.setOutOfRangeValue(this->outOfRangeValue());
return result;
}
QVariant ChartItemModel::headerData( int section, Qt::Orientation orientation, int role ) const
{
QVariant result;
if ( role == Qt::DisplayRole ) {
if ( orientation == Qt::Horizontal ) {
switch ( section ) {
case 0: return i18nc( "Cost based Budgeted Cost of Work Scheduled", "BCWS Cost" );
case 1: return i18nc( "Cost based Budgeted Cost of Work Performed", "BCWP Cost" );
case 2: return i18nc( "Cost based Actual Cost of Work Performed", "ACWP Cost" );
case 3: return i18nc( "Effort based Budgeted Cost of Work Scheduled", "BCWS Effort" );
case 4: return i18nc( "Effort based Budgeted Cost of Work Performed", "BCWP Effort" );
case 5: return i18nc( "Effort based Actual Cost of Work Performed", "ACWP Effort" );
default: return QVariant();
}
} else {
return startDate().addDays( section ).toString( i18nc( "Date format used as chart axis labels. Must follow QDate specification.", "MM.dd" ) );
}
} else if ( role == KDChart::DatasetBrushRole ) {
if ( orientation == Qt::Horizontal ) {
switch ( section ) {
case 0: result = QBrush( Qt::red ); break;
case 1: result = QBrush( Qt::green ); break;
case 2: result = QBrush( Qt::blue ); break;
case 3: result = QBrush( Qt::cyan ); break;
case 4: result = QBrush( Qt::magenta ); break;
case 5: result = QBrush( Qt::darkYellow ); break;
default: break;
}
//kDebug()<<this<<orientation<<section<<"DatasetBrushRole"<<result;
return result;
}
} else if ( role == KDChart::DatasetPenRole ) {
QPen p;
p.setBrush( headerData( section, orientation, KDChart::DatasetBrushRole ).value<QBrush>() );
result = p;
//kDebug()<<section<<"DatasetPenRole"<<result;
return result;
}
return ItemModelBase::headerData(section, orientation, role);
}
void tst_storage::tst_alldayRecurrence()
{
auto event = KCalCore::Event::Ptr(new KCalCore::Event);
QDate startDate(2013, 12, 1);
event->setDtStart(KDateTime(startDate, QTime(), KDateTime::ClockTime));
event->setAllDay(true);
KCalCore::Recurrence *recurrence = event->recurrence();
recurrence->setWeekly(1);
recurrence->setStartDateTime(event->dtStart());
m_calendar->addEvent(event, NotebookId);
m_storage->save();
QString uid = event->uid();
reloadDb();
auto fetchEvent = m_calendar->event(uid);
QVERIFY(fetchEvent);
KCalCore::Recurrence *fetchRecurrence = fetchEvent->recurrence();
QVERIFY(fetchRecurrence);
KDateTime match = recurrence->getNextDateTime(KDateTime(startDate));
QCOMPARE(match, KDateTime(startDate.addDays(7), QTime(), KDateTime::ClockTime));
}
QDate YearlyRecurrence::nextOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(!include_equals) {
if(date < startDate()) return firstOccurrence();
} else {
if(date <= startDate()) return firstOccurrence();
}
QDate nextdate = date;
if(!include_equals) nextdate = calSys->addDays(nextdate, 1);
if(!endDate().isNull() && nextdate > endDate()) return QDate();
if(calSys->year(nextdate) == calSys->year(startDate())) {
nextdate = calSys->addYears(nextdate, i_frequency);
calSys->setYMD(nextdate, calSys->year(nextdate), 1, 1);
} else if(i_frequency != 1) {
int i = (calSys->year(nextdate) - calSys->year(startDate())) % i_frequency;
if(i != 0) {
nextdate = calSys->addYears(nextdate, i_frequency - i);
calSys->setYMD(nextdate, calSys->year(nextdate), 1, 1);
}
}
if(i_dayofyear > 0) {
if(calSys->dayOfYear(nextdate) > i_dayofyear) {
nextdate = calSys->addYears(nextdate, i_frequency);
}
if(i_dayofyear > calSys->daysInYear(nextdate)) {
int i = 10;
do {
if(i == 0) return QDate();
nextdate = calSys->addYears(nextdate, i_frequency);
i--;
} while(i_dayofyear > calSys->daysInYear(nextdate));
}
nextdate = calSys->addDays(nextdate, i_dayofyear - calSys->dayOfYear(nextdate));
} else {
int day = i_dayofmonth;
if(i_dayofweek > 0) day = get_day_in_month(calSys->year(nextdate), i_month, i_week, i_dayofweek);
if(day == 0 || calSys->month(nextdate) > i_month || (calSys->month(nextdate) == i_month && calSys->day(nextdate) > day)) {
do {
nextdate = calSys->addYears(nextdate, i_frequency);
day = get_day_in_month(calSys->year(nextdate), i_month, i_week, i_dayofweek);
if(!endDate().isNull() && calSys->year(nextdate) > calSys->year(endDate())) return QDate();
} while(day == 0);
}
if(i_dayofweek <= 0) {
calSys->setYMD(nextdate, calSys->year(nextdate), i_month, 1);
if(day > calSys->daysInMonth(nextdate)) {
int i = 10;
do {
if(i == 0) return QDate();
nextdate = calSys->addYears(nextdate, i_frequency);
calSys->setYMD(nextdate, calSys->year(nextdate), i_month, 1);
i--;
} while(day > calSys->daysInMonth(nextdate));
}
}
calSys->setYMD(nextdate, calSys->year(nextdate), i_month, day);
}
if(!endDate().isNull() && nextdate > endDate()) return QDate();
if(hasException(nextdate)) return nextOccurrence(nextdate);
return nextdate;
}
double ChartItemModel::acwpCost( int day ) const
{
return m_acwp.costTo( startDate().addDays( day ) );
}
double ChartItemModel::acwpEffort( int day ) const
{
return m_acwp.hoursTo( startDate().addDays( day ) );
}
bool RecurrenceWidget::save(bool externaltxn, RecurrenceChangePolicy cp, QString *message)
{
if (! message)
message = new QString();
if (DEBUG)
qDebug("%s::save(%d, %d, %p) entered with id %d type %s",
qPrintable(objectName()), externaltxn, cp, message, _parentId,
qPrintable(_parentType));
if (! modified())
return true;
if (_parentId < 0 || _parentType.isEmpty())
{
*message = tr("Could not save Recurrence information. The "
"parent object/event has not been set.");
if (! externaltxn)
QMessageBox::warning(this, tr("Missing Data"), *message);
else
qWarning("%s", qPrintable(*message));
return false;
}
if (! externaltxn && cp == NoPolicy)
{
cp = getChangePolicy();
if (cp == NoPolicy)
return false;
}
else if (externaltxn && cp == NoPolicy)
{
*message = tr("You must choose how open events are to be handled");
qWarning("%s", qPrintable(*message));
return false;
}
XSqlQuery rollbackq;
if (! externaltxn)
{
XSqlQuery beginq("BEGIN;");
rollbackq.prepare("ROLLBACK;");
}
XSqlQuery recurq;
if (isRecurring())
{
if (_id > 0)
{
if (cp == ChangeFuture)
{
XSqlQuery futureq;
futureq.prepare("SELECT splitRecurrence(:parent_id, :parent_type,"
" :splitdate) AS newrecurid;");
futureq.bindValue(":parent_id", _parentId);
futureq.bindValue(":parent_type", _parentType);
futureq.bindValue(":splitdate", startDate());
futureq.exec();
if (futureq.first())
{
int result = futureq.value("newrecurid").toInt();
if (result > 0)
{
_id = result;
futureq.prepare("SELECT recur_parent_id"
" FROM recur"
" WHERE recur_id=:recur_id;");
futureq.bindValue(":recur_id", _id);
futureq.exec();
if (futureq.first())
_parentId = futureq.value("recur_parent_id").toInt();
}
else if (result < 0)
{
*message = storedProcErrorLookup("splitRecurrence", result);
if (! externaltxn)
{
rollbackq.exec();
QMessageBox::warning(this, tr("Processing Error"), *message);
}
else
qWarning("%s", qPrintable(*message));
return false;
}
}
// one check for potentially 2 queries
if (futureq.lastError().type() != QSqlError::NoError)
{
*message = futureq.lastError().text();
if (! externaltxn)
{
rollbackq.exec();
QMessageBox::warning(this, tr("Database Error"), *message);
}
else
qWarning("%s", qPrintable(*message));
return false;
}
}
recurq.prepare("UPDATE recur SET"
" recur_parent_id=:recur_parent_id,"
" recur_parent_type=UPPER(:recur_parent_type),"
" recur_period=:recur_period,"
" recur_freq=:recur_freq,"
" recur_start=:recur_start,"
" recur_end=:recur_end,"
" recur_max=:recur_max"
" WHERE (recur_id=:recurid)"
" RETURNING recur_id;");
recurq.bindValue(":recurid", _id);
}
else
{
recurq.prepare("INSERT INTO recur ("
" recur_parent_id, recur_parent_type,"
" recur_period, recur_freq,"
" recur_start, recur_end,"
" recur_max"
") VALUES ("
" :recur_parent_id, UPPER(:recur_parent_type),"
" :recur_period, :recur_freq,"
" :recur_start, :recur_end,"
" :recur_max"
") RETURNING recur_id;");
}
recurq.bindValue(":recur_parent_id", _parentId);
recurq.bindValue(":recur_parent_type", _parentType);
recurq.bindValue(":recur_period", periodCode());
recurq.bindValue(":recur_freq", frequency());
recurq.bindValue(":recur_start", startDateTime());
if (endDate() < _eot.date())
recurq.bindValue(":recur_end", endDateTime());
recurq.bindValue(":recur_max", max());
recurq.exec();
if (recurq.first())
{
_id = recurq.value("recur_id").toInt();
_prevParentId = _parentId;
_prevParentType = _parentType;
_prevEndDateTime = endDateTime();
_prevFrequency = frequency();
_prevMax = max();
_prevPeriod = period();
_prevRecurring = isRecurring();
_prevStartDateTime = startDateTime();
}
}
else // ! isRecurring()
{
recurq.prepare("DELETE FROM recur"
" WHERE ((recur_parent_id=:recur_parent_id)"
" AND (UPPER(recur_parent_type)=UPPER(:recur_parent_type)));");
recurq.bindValue(":recur_parent_id", _parentId);
recurq.bindValue(":recur_parent_type", _parentType);
recurq.exec();
}
if (recurq.lastError().type() != QSqlError::NoError)
{
*message = recurq.lastError().text();
if (! externaltxn)
{
rollbackq.exec();
QMessageBox::warning(this, tr("Database Error"), *message);
}
else
qWarning("%s", qPrintable(*message));
return false;
}
if (cp == ChangeFuture)
{
int procresult = -1;
QString procname = "deleteOpenRecurringItems";
XSqlQuery cfq;
cfq.prepare("SELECT deleteOpenRecurringItems(:parentId, :parentType,"
" :splitdate, false) AS result;");
cfq.bindValue(":parentId", _parentId);
cfq.bindValue(":parentType", _parentType);
cfq.bindValue(":splitdate", startDate());
cfq.exec();
if (cfq.first())
{
procresult = cfq.value("result").toInt();
if (procresult >= 0)
{
QString procname = "createOpenRecurringItems";
cfq.prepare("SELECT createRecurringItems(:parentId, :parentType)"
" AS result;");
cfq.bindValue(":parentId", _parentId);
cfq.bindValue(":parentType", _parentType);
cfq.exec();
if (cfq.first())
procresult = cfq.value("result").toInt();
}
}
// error handling for either 1 or 2 queries so not elseif
// check cfq.lastError() first to avoid misreporting db errs as -1
if (cfq.lastError().type() != QSqlError::NoError)
{
*message = cfq.lastError().text();
if (! externaltxn)
{
rollbackq.exec();
QMessageBox::critical(this, tr("Database Error"), *message);
}
else
qWarning("%s", qPrintable(*message));
return false;
}
else if (procresult < 0)
{
*message = storedProcErrorLookup(procname, procresult);
if (! externaltxn)
{
rollbackq.exec();
QMessageBox::critical(this, tr("Processing Error"), *message);
}
else
qWarning("%s", qPrintable(*message));
return false;
}
}
if (! externaltxn)
XSqlQuery commitq("COMMIT;");
return true;
}
QDate MonthlyRecurrence::prevOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(!include_equals) {
if(date > endDate()) return lastOccurrence();
}
QDate prevdate = date;
if(!include_equals) prevdate = calSys->addDays(prevdate, -1);
if(prevdate < startDate()) return QDate();
if(prevdate == startDate()) return startDate();
int prevday = -1;
if(i_frequency != 1 && calSys->month(prevdate) != calSys->month(startDate())) {
int i = months_between_dates(startDate(), prevdate) % i_frequency;
if(i != 0) {
if(i > 1) prevday = 1;
else prevday = calSys->day(prevdate);
prevdate = calSys->addMonths(prevdate, -i);
calSys->setYMD(prevdate, calSys->year(prevdate), calSys->month(prevdate), calSys->daysInMonth(prevdate));
}
}
if(calSys->month(prevdate) == calSys->month(startDate())) return startDate();
int day = i_day;
if(i_dayofweek > 0) day = get_day_in_month(prevdate, i_week, i_dayofweek);
else if(i_day < 1) day = calSys->daysInMonth(prevdate) + i_day;
if(wh_weekendhandling == WEEKEND_HANDLING_BEFORE) {
QDate date;
calSys->setYMD(date, calSys->year(prevdate), calSys->month(prevdate), day);
int wday = calSys->dayOfWeek(date);
if(wday == 6) day -= 1;
else if(wday == 7) day -= 2;
if(day <= 0) {
prevdate = calSys->addMonths(prevdate, -1);
day = calSys->daysInMonth(prevdate) + day;
}
} else if(wh_weekendhandling == WEEKEND_HANDLING_AFTER) {
QDate date;
calSys->setYMD(date, calSys->year(prevdate), calSys->month(prevdate), day);
int wday = calSys->dayOfWeek(date);
if(wday == 6) day += 2;
else if(wday == 7) day += 1;
if(day > calSys->daysInMonth(prevdate) && prevday > 0 && prevday >= day - calSys->daysInMonth(prevdate)) {
day -= calSys->daysInMonth(prevdate);
prevdate = calSys->addMonths(prevdate, 1);
calSys->setYMD(prevdate, calSys->year(prevdate), calSys->month(prevdate), day);
}
}
if(day <= 0 || calSys->day(prevdate) < day) {
do {
if(i_frequency > 1) prevday = 1;
else prevday = calSys->day(prevdate);
prevdate = calSys->addMonths(prevdate, -i_frequency);
if(calSys->month(prevdate) == calSys->month(startDate())) return startDate();
if(calSys->month(prevdate) < calSys->month(startDate())) return QDate();
day = i_day;
if(i_dayofweek > 0) day = get_day_in_month(prevdate, i_week, i_dayofweek);
else if(i_day < 1) day = calSys->daysInMonth(prevdate) + i_day;
if(wh_weekendhandling == WEEKEND_HANDLING_BEFORE) {
QDate date;
calSys->setYMD(date, calSys->year(prevdate), calSys->month(prevdate), day);
int wday = calSys->dayOfWeek(date);
if(wday == 6) day -= 1;
else if(wday == 7) day -= 2;
if(day <= 0) {
prevdate = calSys->addMonths(prevdate, -1);
day = calSys->daysInMonth(prevdate) + day;
}
} else if(wh_weekendhandling == WEEKEND_HANDLING_AFTER) {
QDate date;
calSys->setYMD(date, calSys->year(prevdate), calSys->month(prevdate), day);
int wday = calSys->dayOfWeek(date);
if(wday == 6) day += 2;
else if(wday == 7) day += 1;
if(day > calSys->daysInMonth(prevdate) && prevday > 0 && prevday >= day - calSys->daysInMonth(prevdate)) {
day -= calSys->daysInMonth(prevdate);
prevdate = calSys->addMonths(prevdate, 1);
calSys->setYMD(prevdate, calSys->year(prevdate), calSys->month(prevdate), day);
} else {
calSys->setYMD(prevdate, calSys->year(prevdate), calSys->month(prevdate), calSys->daysInMonth(prevdate));
}
}
} while(day <= 0 || day > calSys->daysInMonth(prevdate));
}
calSys->setYMD(prevdate, calSys->year(prevdate), calSys->month(prevdate), day);
if(prevdate < startDate()) return QDate();
if(hasException(prevdate)) return prevOccurrence(prevdate);
return prevdate;
}
// [[Rcpp::export]]
Rcpp::List affineWithRebuiltCurveEngine(Rcpp::List rparam,
Rcpp::List legparams,
std::vector<QuantLib::Date> dateVec,
std::vector<double> zeroVec,
Rcpp::NumericVector swaptionMat,
Rcpp::NumericVector swapLengths,
Rcpp::NumericVector swaptionVols) {
// std::vector<std::string> tsnames = tslist.names();
QuantLib::Size i;
//int *swaptionMat=0, *swapLengths=0;
//double **swaptionVols=0;
double notional = 10000; // prices in basis points
QuantLib::Date todaysDate(Rcpp::as<QuantLib::Date>(rparam["tradeDate"]));
QuantLib::Date settlementDate(Rcpp::as<QuantLib::Date>(rparam["settleDate"]));
QuantLib::Date startDate(Rcpp::as<QuantLib::Date>(rparam["startDate"]));
QuantLib::Date maturity(Rcpp::as<QuantLib::Date>(rparam["maturity"]));
bool payfix = Rcpp::as<bool>(rparam["payFixed"]);
bool european = Rcpp::as<bool>(rparam["european"]);
//cout << "TradeDate: " << todaysDate << endl << "Settle: " << settlementDate << endl;
RQLContext::instance().settleDate = settlementDate;
QuantLib::Settings::instance().evaluationDate() = todaysDate;
// initialise from the singleton instance
QuantLib::Calendar calendar = RQLContext::instance().calendar;
//Integer fixingDays = RQLContext::instance().fixingDays;
double strike = Rcpp::as<double>(rparam["strike"]);
std::string method = Rcpp::as<std::string>(rparam["method"]);
QuantLib::Handle<QuantLib::YieldTermStructure>
rhTermStructure(rebuildCurveFromZeroRates(dateVec, zeroVec));
// Get swaption maturities
//Rcpp::NumericVector swaptionMat(maturities);
int numRows = swaptionMat.size();
// Create dummy swap to get schedules.
QuantLib::Frequency fixedLegFrequency = getFrequency(Rcpp::as<double>(legparams["fixFreq"]));
QuantLib::BusinessDayConvention fixedLegConvention = QuantLib::Unadjusted;
QuantLib::BusinessDayConvention floatingLegConvention = QuantLib::ModifiedFollowing;
QuantLib::DayCounter swFixedLegDayCounter = getDayCounter(Rcpp::as<double>(legparams["dayCounter"]));
boost::shared_ptr<QuantLib::IborIndex> swFloatingLegIndex(new QuantLib::Euribor(QuantLib::Period(Rcpp::as<int>(legparams["floatFreq"]),QuantLib::Months),rhTermStructure));
QuantLib::Rate dummyFixedRate = 0.03;
QuantLib::Schedule fixedSchedule(startDate,maturity,
QuantLib::Period(fixedLegFrequency),calendar,
fixedLegConvention,fixedLegConvention,
QuantLib::DateGeneration::Forward,false);
QuantLib::Schedule floatSchedule(startDate,maturity,QuantLib::Period(Rcpp::as<int>(legparams["floatFreq"]),QuantLib::Months),
calendar,
floatingLegConvention,floatingLegConvention,
QuantLib::DateGeneration::Forward,false);
QuantLib::VanillaSwap::Type type;
if(payfix){
type = QuantLib::VanillaSwap::Payer;}
else{
type = QuantLib::VanillaSwap::Receiver;
}
boost::shared_ptr<QuantLib::VanillaSwap>
swap(new QuantLib::VanillaSwap(type, notional,
fixedSchedule, dummyFixedRate, swFixedLegDayCounter,
floatSchedule, swFloatingLegIndex, 0.0,
swFloatingLegIndex->dayCounter()));
swap->setPricingEngine(boost::shared_ptr<QuantLib::PricingEngine>(new QuantLib::DiscountingSwapEngine(rhTermStructure)));
// Find the ATM or break-even rate
QuantLib::Rate fixedATMRate = swap->fairRate();
QuantLib::Rate fixedRate;
if(strike < 0) // factor instead of real strike
fixedRate = fixedATMRate * (-strike);
else
fixedRate = strike;
// The swap underlying the Affine swaption.
boost::shared_ptr<QuantLib::VanillaSwap>
mySwap(new QuantLib::VanillaSwap(type, notional,
fixedSchedule, fixedRate,swFixedLegDayCounter,
floatSchedule, swFloatingLegIndex, 0.0,
swFloatingLegIndex->dayCounter()));
swap->setPricingEngine(boost::shared_ptr<QuantLib::PricingEngine>(new QuantLib::DiscountingSwapEngine(rhTermStructure)));
// Build swaptions that will be used to calibrate model to
// the volatility matrix.
std::vector<QuantLib::Period> swaptionMaturities;
for(i = 0; i < (QuantLib::Size)numRows; i++)
swaptionMaturities.push_back(QuantLib::Period(swaptionMat[i], QuantLib::Years));
// Swaptions used for calibration
std::vector<boost::shared_ptr<QuantLib::BlackCalibrationHelper> > swaptions;
// List of times that have to be included in the timegrid
std::list<QuantLib::Time> times;
for (i=0; i<(QuantLib::Size)numRows; i++) {
//boost::shared_ptr<QuantLib::Quote> vol(new QuantLib::SimpleQuote(swaptionVols[i][numCols-i-1]));
boost::shared_ptr<QuantLib::Quote> vol(new QuantLib::SimpleQuote(swaptionVols(i)));
swaptions.push_back(boost::shared_ptr<QuantLib::BlackCalibrationHelper>(new QuantLib::SwaptionHelper(swaptionMaturities[i],
QuantLib::Period(swapLengths[i], QuantLib::Years),
QuantLib::Handle<QuantLib::Quote>(vol),
swFloatingLegIndex,
swFloatingLegIndex->tenor(),
swFloatingLegIndex->dayCounter(),
swFloatingLegIndex->dayCounter(),
rhTermStructure)));
swaptions.back()->addTimesTo(times);
}
// Building time-grid
QuantLib::TimeGrid grid(times.begin(), times.end(), 30);
// Get Affine swaption exercise dates, single date if europen, coupon dates if bermudan
std::vector<QuantLib::Date> affineDates;
const std::vector<boost::shared_ptr<QuantLib::CashFlow> >& leg = swap->fixedLeg();
if(european){
boost::shared_ptr<QuantLib::Coupon> coupon = boost::dynamic_pointer_cast<QuantLib::Coupon>(leg[0]);
affineDates.push_back(coupon->accrualStartDate());
} else{
for (i=0; i<leg.size(); i++) {
boost::shared_ptr<QuantLib::Coupon> coupon = boost::dynamic_pointer_cast<QuantLib::Coupon>(leg[i]);
affineDates.push_back(coupon->accrualStartDate());
}
}
boost::shared_ptr<QuantLib::Exercise> affineExercise(new QuantLib::BermudanExercise(affineDates));
// Price based on method selected.
if (method.compare("G2Analytic") == 0) {
boost::shared_ptr<QuantLib::G2> modelG2(new QuantLib::G2(rhTermStructure));
Rprintf((char*)"G2/Jamshidian (analytic) calibration\n");
for(i = 0; i < swaptions.size(); i++)
swaptions[i]->setPricingEngine(boost::shared_ptr<QuantLib::PricingEngine>(new QuantLib::G2SwaptionEngine(modelG2, 6.0, 16)));
calibrateModel2(modelG2, swaptions, 0.05, swaptionMat, swapLengths, swaptionVols);
boost::shared_ptr<QuantLib::PricingEngine> engine(new QuantLib::TreeSwaptionEngine(modelG2, 50));
QuantLib::Swaption affineSwaption(mySwap, affineExercise);
affineSwaption.setPricingEngine(engine);
return Rcpp::List::create(Rcpp::Named("a") = modelG2->params()[0],
Rcpp::Named("sigma") = modelG2->params()[1],
Rcpp::Named("b") = modelG2->params()[2],
Rcpp::Named("eta") = modelG2->params()[3],
Rcpp::Named("rho") = modelG2->params()[4],
Rcpp::Named("NPV") = affineSwaption.NPV(),
Rcpp::Named("ATMStrike") = fixedATMRate);
//Rcpp::Named("params") = params);
} else if (method.compare("HWAnalytic") == 0) {
boost::shared_ptr<QuantLib::HullWhite> modelHW(new QuantLib::HullWhite(rhTermStructure));
Rprintf((char*)"Hull-White (analytic) calibration\n");
for (i=0; i<swaptions.size(); i++)
swaptions[i]->setPricingEngine(boost::shared_ptr<QuantLib::PricingEngine>(new QuantLib::JamshidianSwaptionEngine(modelHW)));
calibrateModel2(modelHW, swaptions, 0.05, swaptionMat, swapLengths, swaptionVols);
boost::shared_ptr<QuantLib::PricingEngine> engine(new QuantLib::TreeSwaptionEngine(modelHW, 50));
QuantLib::Swaption affineSwaption(mySwap, affineExercise);
affineSwaption.setPricingEngine(engine);
return Rcpp::List::create(Rcpp::Named("a") = modelHW->params()[0],
Rcpp::Named("sigma") = modelHW->params()[1],
Rcpp::Named("NPV") = affineSwaption.NPV(),
Rcpp::Named("ATMStrike") = fixedATMRate);
//Rcpp::Named("params") = params);
} else if (method.compare("HWTree") == 0) {
boost::shared_ptr<QuantLib::HullWhite> modelHW2(new QuantLib::HullWhite(rhTermStructure));
Rprintf((char*)"Hull-White (tree) calibration\n");
for (i=0; i<swaptions.size(); i++)
swaptions[i]->setPricingEngine(boost::shared_ptr<QuantLib::PricingEngine>(new QuantLib::TreeSwaptionEngine(modelHW2,grid)));
calibrateModel2(modelHW2, swaptions, 0.05, swaptionMat, swapLengths, swaptionVols);
boost::shared_ptr<QuantLib::PricingEngine> engine(new QuantLib::TreeSwaptionEngine(modelHW2, 50));
QuantLib::Swaption affineSwaption(mySwap, affineExercise);
affineSwaption.setPricingEngine(engine);
return Rcpp::List::create(Rcpp::Named("a") = modelHW2->params()[0],
Rcpp::Named("sigma") = modelHW2->params()[1],
Rcpp::Named("NPV") = affineSwaption.NPV(),
Rcpp::Named("ATMStrike") = fixedATMRate);
//Rcpp::Named("params") = params);
} else if (method.compare("BKTree") == 0) {
boost::shared_ptr<QuantLib::BlackKarasinski> modelBK(new QuantLib::BlackKarasinski(rhTermStructure));
Rprintf((char*)"Black-Karasinski (tree) calibration\n");
for (i=0; i<swaptions.size(); i++)
swaptions[i]->setPricingEngine(boost::shared_ptr<QuantLib::PricingEngine>(new QuantLib::TreeSwaptionEngine(modelBK,grid)));
calibrateModel2(modelBK, swaptions, 0.05, swaptionMat, swapLengths, swaptionVols);
boost::shared_ptr<QuantLib::PricingEngine> engine(new QuantLib::TreeSwaptionEngine(modelBK, 50));
QuantLib::Swaption affineSwaption(mySwap, affineExercise);
affineSwaption.setPricingEngine(engine);
return Rcpp::List::create(Rcpp::Named("a") = modelBK->params()[0],
Rcpp::Named("sigma") = modelBK->params()[1],
Rcpp::Named("price") = affineSwaption.NPV(),
Rcpp::Named("ATMStrike") = fixedATMRate);
//Rcpp::Named("params") = params);
} else {
throw std::range_error("Unknown method in AffineSwaption\n");
}
}
int ChartItemModel::rowCount( const QModelIndex &/*parent */) const
{
return startDate().daysTo( endDate() ) + 1;
}
double ChartItemModel::bcwsEffort( int day ) const
{
return m_bcws.hoursTo( startDate().addDays( day ) );
}
QDate YearlyRecurrence::prevOccurrence(const QDate &date, bool include_equals) const {
const KCalendarSystem *calSys = KGlobal::locale()->calendar();
if(!include_equals) {
if(date > endDate()) return lastOccurrence();
}
QDate prevdate = date;
if(!include_equals) prevdate = calSys->addDays(prevdate, -1);
if(prevdate < startDate()) return QDate();
if(prevdate == startDate()) return startDate();
if(i_frequency != 1) {
int i = (calSys->year(prevdate) - calSys->year(startDate())) % i_frequency;
if(i != 0) {
prevdate = calSys->addYears(prevdate, - i);
}
}
if(calSys->year(prevdate) == calSys->year(startDate())) return startDate();
if(i_dayofyear > 0) {
if(calSys->dayOfYear(prevdate) < i_dayofyear) {
prevdate = calSys->addYears(prevdate, -i_frequency);
if(calSys->year(prevdate) == calSys->year(startDate())) return startDate();
}
if(i_dayofyear > calSys->daysInYear(prevdate)) {
do {
prevdate = calSys->addYears(prevdate, -i_frequency);
if(calSys->year(prevdate) <= calSys->year(startDate())) return startDate();
} while(i_dayofyear > calSys->daysInYear(prevdate));
}
prevdate = calSys->addDays(prevdate, i_dayofyear - calSys->dayOfYear(prevdate));
} else {
int day = i_dayofmonth;
if(i_dayofweek > 0) day = get_day_in_month(calSys->year(prevdate), i_month, i_week, i_dayofweek);
if(day <= 0 || calSys->month(prevdate) < i_month || (calSys->month(prevdate) == i_month && calSys->day(prevdate) < day)) {
do {
prevdate = calSys->addYears(prevdate, -i_frequency);
if(i_dayofweek > 0) day = get_day_in_month(calSys->year(prevdate), i_month, i_week, i_dayofweek);
if(calSys->year(prevdate) == calSys->year(startDate())) return startDate();
} while(day <= 0);
}
if(i_dayofweek <= 0) {
calSys->setYMD(prevdate, calSys->year(prevdate), i_month, 1);
if(day > calSys->daysInMonth(prevdate)) {
do {
prevdate = calSys->addYears(prevdate, -i_frequency);
calSys->setYMD(prevdate, calSys->year(prevdate), i_month, 1);
if(calSys->year(prevdate) <= calSys->year(startDate())) return startDate();
} while(day > calSys->daysInMonth(prevdate));
}
}
calSys->setYMD(prevdate, calSys->year(prevdate), i_month, day);
}
if(prevdate < startDate()) return QDate();
if(hasException(prevdate)) return prevOccurrence(prevdate);
return prevdate;
}
double ChartItemModel::bcwsCost( int day ) const
{
return m_bcws.costTo( startDate().addDays( day ) );
}
