RenderAf::RenderAf( const std::string & i_store_dir):
af::Render(),
AfNodeSrv( this, i_store_dir)
{
//printf("RenderAf::RenderAf:\n");
//printf("this = %p\n", this);
// setNode( this);
AFINFA("RenderAf::RenderAf(%d)", m_id);
initDefaultValues();
int size;
char * data = af::fileRead( getStoreFile(), &size);
if( data == NULL ) return;
rapidjson::Document document;
char * res = af::jsonParseData( document, data, size);
if( res == NULL )
{
delete [] data;
return;
}
if( jsonRead( document))
setStoredOk();
delete [] res;
delete [] data;
// This render came from store on server start, it can't be online or busy
setOffline();
setBusy( false);
}
CalibrationHelperCms::CalibrationHelperCms(boost::shared_ptr<CmsSwap> cmsSwap,
boost::shared_ptr<CmsPricer> pricer,
vector<long> swapLetNumbers,
vector<double> margins,
boost::shared_ptr<SabrRbsSmile> volCube,
int undPillarIndex,
long noOptPillars
) :
cmsSwap_(cmsSwap), pricer_(pricer),
volCube_(volCube), undPillarIndex_(undPillarIndex), useStdCube_(false)
{
QL_REQUIRE(swapLetNumbers.size()==margins.size(),"Swaplet numbers vector (" << swapLetNumbers.size() << ") must have same length as margins vector (" << margins.size() << ")");
optPillarTimes_ = volCube->optionPillarTimes();
if(noOptPillars>0) noOptPillars_=noOptPillars;
else noOptPillars_=optPillarTimes_.size();
QL_REQUIRE(noOptPillars_ <= optPillarTimes_.size(),"Number of option pillars (" << noOptPillars_ << ") must be leq opt pillar times (" << optPillarTimes_.size() << ")");
int pos=0;
for(int i=0;i<swapLetNumbers.size();i++) {
pos+=swapLetNumbers[i];
swpGroupEnds_.push_back(pos);
}
for(int i=0;i<margins.size();i++) {
marketMargins_.push_back(margins[i]);
modelMargins_.push_back(0.0);
}
initDefaultValues();
}
CalibrationHelperCmsCorrelations::CalibrationHelperCmsCorrelations(vector<boost::shared_ptr<SingleLookSpreadOption>> singleLookSpreadOptions,
boost::shared_ptr<CmsPricer> pricer,
vector<double> prices,
boost::shared_ptr<CorrelationTermStructure> corrTS,
double lambda, bool useDiffStrike, double diffStrike, int diffFlavour) : pricer_(pricer),corrTS_(corrTS), lambda_(lambda), singleLookSpreadOptions_(singleLookSpreadOptions),marketPrices_(prices),
useDiffStrike_(useDiffStrike), diffStrike_(diffStrike), diffFlavour_(diffFlavour)
{
useSingleLook_=true;
initDefaultValues();
}
CalibrationHelperCms::CalibrationHelperCms(boost::shared_ptr<CmsSwap> cmsSwap,
boost::shared_ptr<CmsPricer> pricer,
vector<long> swapLetNumbers,
vector<double> weights,
vector<double> margins,
boost::shared_ptr<SwaptionVolCube4> volCube2,
Period underlying,
long noOptPillars,
long skipOptPillars
) :
cmsSwap_(cmsSwap), pricer_(pricer),
volCube2_(volCube2), underlying_(underlying), useStdCube_(true) {
QL_REQUIRE(swapLetNumbers.size()==margins.size(),"Swaplet numbers vector (" << swapLetNumbers.size() << ") must have same length as margins vector (" << margins.size() << ")");
QL_REQUIRE(swapLetNumbers.size()==weights.size(),"Swaplet numbers vector (" << swapLetNumbers.size() << ") must have same length as weights vector (" << weights.size() << ")");
optPillarTimes_ = volCube2->optionTimes();
if(noOptPillars>0) noOptPillars_=noOptPillars;
else noOptPillars_=optPillarTimes_.size();
skipOptPillars_=skipOptPillars;
// QL_REQUIRE(noOptPillars_ <= optPillarTimes_.size(),"Number of option pillars (" << noOptPillars_ << ") must be leq opt pillar times (" << optPillarTimes_.size() << ")");
int pos=0;
for(int i=0;i<swapLetNumbers.size();i++) {
pos+=swapLetNumbers[i];
swpGroupEnds_.push_back(pos);
}
for(int i=0;i<margins.size();i++) {
marketMargins_.push_back(margins[i]);
modelMargins_.push_back(0.0);
}
// rescale weights
double sumW=0.0;
weights_=vector<double>(weights.size(),0.0);
for(int i=0;i<weights.size();i++) {
sumW+=weights[i];
}
for(int i=0;i<weights.size();i++) {
weights_[i] = sqrt(weights[i]/sumW);
}
initDefaultValues();
}
PPETask::PPETask(DjiPoint _startSprayingPosition,double _sprayingDirection, double _sprayingWidth,
int _droneNum, bool _isUseCoordTransform)
{
if (!(_sprayingDirection <= 360 && _sprayingDirection >= 0 &&
_sprayingWidth>0 && _sprayingWidth<=MAX_SPRAY_WIDTH_METER))
{
printLog("WaypointTask init input error", true);
}
if (_isUseCoordTransform)
{
if (!isLegalLatLong(_startSprayingPosition))
{
printLog("_startSprayingPosition is illegal LatLong", true);
}
}
if (_droneNum<1)
{
printLog("inupt error droneNum<1", true);
}
isUseCoordTransform = _isUseCoordTransform;
//all the latitude_longtitude data will be transformed into plane coordinate (the unit is metre)
tran = isUseCoordTransform ? CoordTransform(_startSprayingPosition) : CoordTransform();
homePoint = isUseCoordTransform ? tran.latlong2plane(_startSprayingPosition) : _startSprayingPosition;
droneNum = _droneNum;
forwardVec = CoordTransform::dirSouthEastFromNorthAngle(_sprayingDirection);
forwardVec = forwardVec / molMat(forwardVec);
//rotate clockwise 90 degree
sideVec.x = forwardVec.y;
sideVec.y = -forwardVec.x;
sprayWidth = _sprayingWidth;
printLog(" ");
printPoint("startSprayingPosition: ", _startSprayingPosition);
printLog("sprayingDirection: " + double2string(_sprayingDirection));
printLog("sprayingWidth: " + double2string(sprayWidth));
printLog("droneNum: " + int2string(droneNum));
initDefaultValues();
}
CalibrationHelperCmsCorrelations::CalibrationHelperCmsCorrelations(boost::shared_ptr<CmsSpreadOption> spreadOption,
boost::shared_ptr<CmsPricer> pricer,
long firstOptionlet,
vector<long> optionLetNumbers,
vector<double> prices,
boost::shared_ptr<CorrelationTermStructure> corrTS,
double lambda, bool useDiffStrike, double diffStrike, int diffFlavour) : spreadOption_(spreadOption), pricer_(pricer),
corrTS_(corrTS), lambda_(lambda), firstOptionlet_(firstOptionlet),
useDiffStrike_(useDiffStrike), diffStrike_(diffStrike), diffFlavour_(diffFlavour)
{
int pos=firstOptionlet_;
for(int i=0;i<optionLetNumbers.size();i++) {
pos+=optionLetNumbers[i];
optGroupEnds_.push_back(pos);
}
for(int i=0;i<prices.size();i++) {
double bef=0.0;
if(i>0) bef = prices[i-1];
marketPrices_.push_back(prices[i] - bef);
}
useSingleLook_=false;
initDefaultValues();
}
PRUoutcome::PRUoutcome() {
initDefaultValues();
}
PRUoutcome::PRUoutcome(xmlpp::TextReader &reader) {
initDefaultValues();
if (reader.has_attributes()) {
reader.move_to_first_attribute();
do {
if (reader.get_name() == "id")
name = reader.get_value();
else if (reader.get_name() == "p")
probability = atof(reader.get_value().c_str());
} while (reader.move_to_next_attribute());
reader.move_to_element();
}
while(reader.read()) {
string name = reader.get_name();
if ((reader.get_node_type() == xmlpp::TextReader::EndElement) &&
(name == "Outcome"))
break;
if (reader.get_node_type() != xmlpp::TextReader::Element )
continue;
if (name == "Quality") {
if (reader.has_attributes()) {
reader.move_to_first_attribute();
do {
if (reader.get_name() == "kind")
quality = reader.get_value();
else if (reader.get_name() == "param")
qualityParameter = atof(reader.get_value().c_str());
else if (reader.get_name() == "const")
qualityConstant = atof(reader.get_value().c_str());
} while (reader.move_to_next_attribute());
reader.move_to_element();
}
} else if (name == "Duration") {
if (reader.has_attributes()) {
reader.move_to_first_attribute();
do {
if (reader.get_name() == "kind")
duration = reader.get_value();
else if (reader.get_name() == "param")
durationParameter = atof(reader.get_value().c_str());
else if (reader.get_name() == "const")
durationConstant = atof(reader.get_value().c_str());
} while (reader.move_to_next_attribute());
reader.move_to_element();
}
} else if (name == "Observe") {
if (reader.has_value())
observable = reader.get_value();
else
observable = reader.read_string();
} else if (name == "SVU") {
readVector(stateVariableUpdate,reader);
} else if (name == "Final") {
isFinal = true;
if (reader.has_attributes()) {
reader.move_to_first_attribute();
do {
if (reader.get_name() == "label")
finalLabel = reader.get_value();
} while (reader.move_to_next_attribute());
reader.move_to_element();
}
} else if (name == "Next")
readVector(nextModules,reader,"\n ");
else
std::cerr << "Unexpected tag " << name << "!" << std::endl;
} // while reader.read()
} // PRUoutcome(reader)
MessageGenerator::MessageGenerator(const char* path, bool keepfile, SchemaType st, IProperties* globals)
: m_keepfile(keepfile), m_schemaType(st)
{
if(globals)
m_globals = globals;
m_items = globals->queryProp("items")?atoi(globals->queryProp("items")):1;
m_isRoxie = globals->queryProp("roxie") ? true : false;
m_genAllDatasets = globals->queryProp("alldataset") ? true : false;
m_gx = globals->queryProp("gx") ? true : false;
m_soapWrap = globals->queryProp("gs") ? false: true;
m_ecl2esp = globals->getPropBool("ECL2ESP", false);
if (m_ecl2esp)
m_items = 1;
if (globals->queryProp("gf"))
m_gfile.set(globals->queryProp("gf"));
if (globals->queryProp("cfg"))
{
StringBuffer cfg;
if (loadFile(cfg, globals->queryProp("cfg")))
m_cfg.setown(createPTreeFromXMLString(cfg));
else
ERRLOG("Can not load cfg file; ignored");
}
m_logfile = stdout;
if(!path || !*path)
{
throw MakeStringException(-1, "please provide the path of wsdl");
}
m_path.append(path);
if(strnicmp(path, "http:", 5) == 0 || strnicmp(path, "https:", 6) == 0)
{
HttpClient client(NULL, path);
StringBuffer requestbuf;
client.generateGetRequest(requestbuf);
client.sendRequest(requestbuf, NULL, NULL, NULL, &m_schema);
const char* ptr = m_schema.str();
if(ptr)
{
ptr = strchr(ptr, '<');
if(!ptr)
{
if(http_tracelevel > 0)
fprintf(m_logfile, "The schema is not valid xml%s", LT);
return;
}
else
m_schema.remove(0, ptr - m_schema.str());
}
}
else
{
m_schema.loadFile(path);
if(http_tracelevel >= 10)
fprintf(m_logfile, "Loaded schema:\n%s\n", m_schema.str());
}
if(m_schema.length() == 0)
{
throw MakeStringException(-1, "wsdl is empty");
}
Owned<IPropertyTree> schema = createPTreeFromXMLString(m_schema.str());
if (m_isRoxie)
m_roxieSchemaRoot.set(schema->queryBranch("//Result"));
else
m_schemaTree.set(schema);
if(!m_schemaTree.get() && !m_roxieSchemaRoot.get())
throw MakeStringException(-1, "can't generate property tree from schema");
setXsdNamespace();
if (!m_isRoxie)
{
if(m_schemaType == WSDL)
{
Owned<IPropertyTreeIterator> mi = m_schemaTree->getElements("portType/operation");
if(mi.get())
{
std::set<std::string> methods;
for (mi->first(); mi->isValid(); mi->next())
{
const char *name = mi->query().queryProp("@name");
if(!name || !*name)
continue;
StringBuffer xpath;
xpath.clear().append("portType/operation[@name='").append(name).append("']/input/@message");
const char* input = m_schemaTree->queryProp(xpath.str());
if(!input || !*input)
throw MakeStringException(-1, "can't find input message for method %s", name);
if(strncmp(input, "tns:", 4) == 0)
input += 4;
xpath.clear().append("message[@name='").append(input).append("']/part/@element");
const char* element = m_schemaTree->queryProp(xpath.str());
if(!element || !*element)
throw MakeStringException(-1, "can't find message %s\n", input);
if(strncmp(element, "tns:", 4) == 0)
element += 4;
if(methods.find(element) == methods.end())
{
methods.insert(element);
m_methods.append(element);
}
xpath.clear().append("portType/operation[@name='").append(name).append("']/output/@message");
const char* output = m_schemaTree->queryProp(xpath.str());
if(!output || !*output)
throw MakeStringException(-1, "can't find output message for method %s", name);
if(strncmp(output, "tns:", 4) == 0)
output += 4;
xpath.clear().append("message[@name='").append(output).append("']/part/@element");
element = m_schemaTree->queryProp(xpath.str());
if(!element || !*element)
throw MakeStringException(-1, "can't find message %s\n", output);
if(strncmp(element, "tns:", 4) == 0)
element += 4;
if(methods.find(element) == methods.end())
{
methods.insert(element);
m_methods.append(element);
}
}
}
}
else
{
Owned<IPropertyTreeIterator> mi = m_schemaTree->getElements(VStringBuffer("%s:element",xsdNs()));
if(mi.get())
{
for (mi->first(); mi->isValid(); mi->next())
{
const char *name = mi->query().queryProp("@name");
if(name && *name)
m_methods.append(name);
}
}
}
}
initDefaultValues();
}
SettingsManager::SettingsManager() : mSettings("SPbSU", "QReal")
{
initDefaultValues();
load();
}
RenderAf::RenderAf( af::Msg * msg):
af::Render( msg),
AfNodeSrv( this)
{
initDefaultValues();
}