Robust/src/Benchmarks/Scheduling/JGFMonteCarlo/AppDemo.java

   1 /** Banboo Version  **/
   2
   3 /**************************************************************************
   4  *                                                                         *
   5  *         Java Grande Forum Benchmark Suite - Thread Version 1.0          *
   6  *                                                                         *
   7  *                            produced by                                  *
   8  *                                                                         *
   9  *                  Java Grande Benchmarking Project                       *
  10  *                                                                         *
  11  *                                at                                       *
  12  *                                                                         *
  13  *                Edinburgh Parallel Computing Centre                      *
  14  *                                                                         *
  15  *                email: epcc-javagrande@epcc.ed.ac.uk                     *
  16  *                                                                         *
  17  *      Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk)     *
  18  *                                                                         *
  19  *      This version copyright (c) The University of Edinburgh, 2001.      *
  20  *                         All rights reserved.                            *
  21  *                                                                         *
  22  **************************************************************************/
  23
  24
  25 /**
  26  * Code, a test-harness for invoking and driving the Applications
  27  * Demonstrator classes.
  28  *
  29  * <p>To do:
  30  * <ol>
  31  *   <li>Very long delay prior to connecting to the server.</li>
  32  *   <li>Some text output seem to struggle to get out, without
  33  *       the user tapping ENTER on the keyboard!</li>
  34  * </ol>
  35  *
  36  * @author H W Yau
  37  * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:20 $
  38  */
  39 public class AppDemo {
  40     flag merge;
  41     flag validate;
  42
  43     //------------------------------------------------------------------------
  44     // Class variables.
  45     //------------------------------------------------------------------------
  46
  47     public float JGFavgExpectedReturnRateMC;
  48
  49     public int Serial;
  50     //------------------------------------------------------------------------
  51     // Instance variables.
  52     //------------------------------------------------------------------------
  53     /**
  54      * The number of time-steps which the Monte Carlo simulation should
  55      * run for.
  56      */
  57     public int nTimeStepsMC;
  58     /**
  59      * The number of Monte Carlo simulations to run.
  60      */
  61     public int nRunsMC;
  62
  63     public int group;
  64     /**
  65      * The default duration between time-steps, in units of a year.
  66      */
  67     private float dTime;
  68     /**
  69      * Flag to determine whether initialisation has already taken place.
  70      */
  71     private boolean initialised;
  72     /**
  73      * Variable to determine which deployment scenario to run.
  74      */
  75     private int runMode;
  76
  77     public Vector results;
  78
  79     PriceStock psMC;
  80     public float pathStartValue;
  81     float avgExpectedReturnRateMC;
  82     float avgVolatilityMC;
  83
  84     int counter;
  85
  86     RatePath avgMCrate;
  87
  88     public ToInitAllTasks initAllTasks;
  89
  90     public AppDemo(int nTimeStepsMC, int nRunsMC, int group) {
  91         this.JGFavgExpectedReturnRateMC = (float)0.0;
  92         this.Serial = 1;
  93
  94         this.nTimeStepsMC   = nTimeStepsMC;
  95         this.nRunsMC        = nRunsMC;
  96         this.group          = group;
  97         this.initialised    = false;
  98
  99         this.dTime = (float)1.0/(float)365.0;
 100         this.pathStartValue = (float)100.0;
 101         this.avgExpectedReturnRateMC = (float)0.0;
 102         this.avgVolatilityMC = (float)0.0;
 103
 104         this.counter = 0;
 105
 106         this.avgMCrate = new RatePath(this.nTimeStepsMC, "MC", 19990109, 19991231, this.dTime);
 107
 108         this.initAllTasks = null;
 109     }
 110     /**
 111      * Single point of contact for running this increasingly bloated
 112      * class.  Other run modes can later be defined for whether a new rate
 113      * should be loaded in, etc.
 114      * Note that if the <code>hostname</code> is set to the string "none",
 115      * then the demonstrator runs in purely serial mode.
 116      */
 117
 118     /**
 119      * Initialisation and Run methods.
 120      */
 121     public void initSerial() {
 122         //
 123         // Measure the requested path rate.
 124         //System.printI(0xf0);
 125         RatePath rateP = new RatePath();
 126         //System.printI(0xf1);
 127         //rateP.dbgDumpFields();
 128         ReturnPath returnP = rateP.getReturnCompounded();
 129         //System.printI(0xf2);
 130         returnP.estimatePath();
 131         //System.printI(0xf3);
 132         //returnP.dbgDumpFields();
 133         float expectedReturnRate = returnP.get_expectedReturnRate();
 134         float volatility         = returnP.get_volatility();
 135         initAllTasks = new ToInitAllTasks(returnP, nTimeStepsMC, pathStartValue);
 136         this.counter = 0;
 137         //System.printI(0xf4);
 138         return;
 139     }
 140
 141     //------------------------------------------------------------------------
 142     /**
 143      * Method for doing something with the Monte Carlo simulations.
 144      * It's probably not mathematically correct, but shall take an average over
 145      * all the simulated rate paths.
 146      *
 147      * @exception DemoException thrown if there is a problem with reading in
 148      *            any values.
 149      */
 150     boolean processResults(Vector returnMCs) {
 151         for(int i = 0; i < returnMCs.size(); i++) {
 152             ToResult returnMC = (ToResult)returnMCs.elementAt(i);
 153             avgMCrate.inc_pathValue(returnMC.get_pathValue());
 154             avgExpectedReturnRateMC += returnMC.get_expectedReturnRate();
 155             avgVolatilityMC         += returnMC.get_volatility();
 156         }
 157
 158         this.counter++;
 159         if(this.counter == this.group) {
 160             avgMCrate.inc_pathValue((float)1.0/((float)nRunsMC));
 161             avgExpectedReturnRateMC /= nRunsMC;
 162             avgVolatilityMC         /= nRunsMC;
 163             JGFavgExpectedReturnRateMC = avgExpectedReturnRateMC;
 164         }
 165
 166         return (this.counter == this.group);
 167     }
 168     //
 169     //------------------------------------------------------------------------
 170     // Accessor methods for class AppDemo.
 171     // Generated by 'makeJavaAccessor.pl' script.  HWY.  20th January 1999.
 172     //------------------------------------------------------------------------
 173     /**
 174      * Accessor method for private instance variable <code>nTimeStepsMC</code>.
 175      *
 176      * @return Value of instance variable <code>nTimeStepsMC</code>.
 177      */
 178     public int get_nTimeStepsMC() {
 179         return(this.nTimeStepsMC);
 180     }
 181     /**
 182      * Set method for private instance variable <code>nTimeStepsMC</code>.
 183      *
 184      * @param nTimeStepsMC the value to set for the instance variable <code>nTimeStepsMC</code>.
 185      */
 186     public void set_nTimeStepsMC(int nTimeStepsMC) {
 187         this.nTimeStepsMC = nTimeStepsMC;
 188     }
 189     /**
 190      * Accessor method for private instance variable <code>nRunsMC</code>.
 191      *
 192      * @return Value of instance variable <code>nRunsMC</code>.
 193      */
 194     public int get_nRunsMC() {
 195         return(this.nRunsMC);
 196     }
 197     /**
 198      * Set method for private instance variable <code>nRunsMC</code>.
 199      *
 200      * @param nRunsMC the value to set for the instance variable <code>nRunsMC</code>.
 201      */
 202     public void set_nRunsMC(int nRunsMC) {
 203         this.nRunsMC = nRunsMC;
 204     }
 205     /**
 206      * Accessor method for private instance variable <code>results</code>.
 207      *
 208      * @return Value of instance variable <code>results</code>.
 209      */
 210     public Vector get_results() {
 211         return(this.results);
 212     }
 213     /**
 214      * Set method for private instance variable <code>results</code>.
 215      *
 216      * @param results the value to set for the instance variable <code>results</code>.
 217      */
 218     public void set_results(Vector results) {
 219         this.results = results;
 220     }
 221     //------------------------------------------------------------------------
 222 }
 223