double ribi::gtst::ParametersGroupReAssign::CalculateNextPeriodPayoff(const double average_payoff) const
{
  FunctionParser f;
  //Parse the formula
  f.Parse(m_next_period_payoff_function,"p");
  assert(f.GetParseErrorType()== FunctionParser::FP_NO_ERROR);

  //Evaluate the parsed formula
  const double payoffs[1] = { average_payoff };
  const double payoff_for_reaching_next_period = f.Eval(payoffs);

  if (f.EvalError()!=0)
  {
    std::clog
      << "Function \'"
      << m_next_period_payoff_function
      << "\'could not be evaluated"
      << " for a payoff of "
      << average_payoff
      << '\n';
    return 0.0;
  }

  return payoff_for_reaching_next_period;
}
示例#2
0
QtDialog::QtDialog(QWidget *parent) :
  QDialog(parent),
  ui(new Ui::QtDialog),
  m_curve(new QwtPlotCurve("Sine")),
  m_plot(new QwtPlot(QwtText("CppQwtExample1")))
{
  ui->setupUi(this);

  assert(!this->layout());
  QLayout * const my_layout = new QVBoxLayout;
  this->setLayout(my_layout);

  #ifndef NDEBUG
  my_layout->addWidget(new QLabel("DEBUG"));
  #else
  my_layout->addWidget(new QLabel("RELEASE"));
  #endif

  my_layout->addWidget(new QLabel( ("GCC version: " + GetGccVersion()).c_str()));
  //my_layout->addWidget(new QLabel( ("Qt Creator version: " + GetQtCreatorVersion()).c_str()));
  my_layout->addWidget(new QLabel( ("STL version: " + GetStlVersion()).c_str()));
  my_layout->addWidget(new QLabel( ("Boost version: " + GetBoostVersion()).c_str()));


  {
    FunctionParser f;
    f.Parse("x * x","x");
    assert(f.GetParseErrorType()== FunctionParser::FP_NO_ERROR);
    const double xs[1] = { M_PI };
    const double y = f.Eval(xs);
    assert(f.EvalError()==0);
    my_layout->addWidget(new QLabel("Warp's function parser version: 4.5.1"));
  }
  {
    m_plot->setGeometry(0,0,640,400);
    m_plot->setAxisScale(QwtPlot::xBottom, 0.0,2.0 * M_PI);
    m_plot->setAxisScale(QwtPlot::yLeft,-1.0,1.0);
    std::vector<double> xs;
    std::vector<double> ys;
    for (double x = 0; x < 2.0 * M_PI; x+=(M_PI / 10.0))
    {
      xs.push_back(x);
      ys.push_back(std::sin(x));
    }
    QwtPointArrayData * const data = new QwtPointArrayData(&xs[0],&ys[0],xs.size());
    m_curve->setData(data);
    m_curve->attach(m_plot);
    m_plot->replot();
    my_layout->addWidget(m_plot);
  }
}
ribi::FunctionPlotterMainDialog::FunctionPlotterMainDialog(
  const std::string& formula,
  const double x_min,
  const double x_max,
  const int n_cols
) : m_x(std::vector<double>(n_cols,0.0)),
    m_y(std::vector<double>(n_cols,0.0))
{
  #ifndef NDEBUG
  assert(Rescale(2.0,1.0,5.0,0.0,100.0) >= 24.9999 && Rescale(2.0,1.0,5.0,0.0,100.0) < 25.0001);
  #endif

  FunctionParser f;

  f.Parse(formula,"x");
  if (f.GetParseErrorType()!= FunctionParser::FP_NO_ERROR)
  {
    throw std::runtime_error("Function cannot not be parsed");
  }

  if (x_min >= x_max)
  {
    throw std::runtime_error("Value of x_min must be smaller than x_max");
  }

  //Evaluate the function in a 2D std::vector
  const double n_cols_d = static_cast<double>(n_cols);

  for (int x = 0; x!=n_cols; ++x)
  {
    const double xD = static_cast<double>(x);
    const double x_scaled = Rescale(xD,0.0,n_cols_d,x_min,x_max);
    const double xs[1] = { x_scaled };
    const double y = f.Eval(xs);
    if (!f.EvalError())
    {
      m_y[x] = y;
    }
    else
    {
      m_y[x] = 0.0;
    }
    m_x[x] = x_scaled;
  }

}
void ribi::QtToolSurfacePlotterMainDialog::OnAnyChange()
{
  try { boost::lexical_cast<double>(ui->edit_minx->text().toStdString()); }
  catch (boost::bad_lexical_cast&)
  {
    this->setWindowTitle("Value of x_min is not a valid double"); return;
  }
  try { boost::lexical_cast<double>(ui->edit_miny->text().toStdString()); }
  catch (boost::bad_lexical_cast&)
  {
    this->setWindowTitle("Value of y_min is not a valid double"); return;
  }
  try { boost::lexical_cast<double>(ui->edit_maxx->text().toStdString()); }
  catch (boost::bad_lexical_cast&)
  {
    this->setWindowTitle("Value of x_max is not a valid double"); return;
  }
  try { boost::lexical_cast<double>(ui->edit_maxy->text().toStdString()); }
  catch (boost::bad_lexical_cast&)
  {
    this->setWindowTitle("Value of y_max is not a valid double"); return;
  }

  FunctionParser f;

  //Parse the formula
  f.Parse(ui->edit_equation->text().toStdString().c_str(),"x,y");
  if (f.GetParseErrorType()!= FunctionParser::FP_NO_ERROR)
  {
    this->setWindowTitle("Function cannot not be parsed"); return;
  }


  const double x_min = boost::lexical_cast<double>(ui->edit_minx->text().toStdString());
  const double y_min = boost::lexical_cast<double>(ui->edit_miny->text().toStdString());
  const double x_max = boost::lexical_cast<double>(ui->edit_maxx->text().toStdString());
  const double y_max = boost::lexical_cast<double>(ui->edit_maxy->text().toStdString());

  if (x_min >= x_max)
  {
    this->setWindowTitle("Value of x_min must be smaller than x_max"); return;
  }

  if (y_min >= y_max)
  {
    this->setWindowTitle("Value of y_min must be smaller than y_max"); return;
  }

  //Evaluate the function in a 2D std::vector
  const int n_rows = ui->surfaceplotwidget->height();
  const int n_cols = ui->surfaceplotwidget->width();
  std::vector<std::vector<double> > v(n_rows,std::vector<double>(n_cols,0.0));
  const double n_rows_d = static_cast<double>(n_rows);
  const double n_cols_d = static_cast<double>(n_cols);

  for (int y = 0; y!=n_rows; ++y)
  {
    const double yD = static_cast<double>(y);
    const double y_scaled = Rescale(yD,0.0,n_rows_d,y_min,y_max);
    for (int x = 0; x!=n_cols; ++x)
    {
      const double xD = static_cast<double>(x);
      const double x_scaled = Rescale(xD,0.0,n_cols_d,x_min,x_max);
      const double xs[2] = { x_scaled,y_scaled };
      const double z = f.Eval(xs);
      if (!f.EvalError())
      {
        v[y][x] = z;
      }
      else
      {
        v[y][x] = 0.0;
      }
    }
  }

  this->setWindowTitle("Function plotted successfully");

  //Plot the 2D std::vector
  ui->surfaceplotwidget->SetSurfaceGrey(v);
}