edgedotnodeparams+=", "+newoption;
}
edgelabel+=":[" + ((FEdge)edge).getExeTime() + "]";
+ edgelabel+=":(" + ((FEdge)edge).getProbability() + "%)";
Hashtable<ClassDescriptor, NewObjInfo> hashtable = ((FEdge)edge).getNewObjInfoHashtable();
if(hashtable != null) {
Set<ClassDescriptor> keys = hashtable.keySet();
--- /dev/null
+task t1(StartupObject s{initialstate}) {
+ //System.printString("task t1\n");
+
+ int N_sim=1200;
+ int N_samp=8;
+ int N_ch=16;
+ int N_col=256;
+ int i,j;
+
+ float r[] = new float[N_sim];
+ for (i=0;i<N_sim;i++) {
+ r[i]=i+1;
+ }
+
+ for(j = 0; j < N_ch; j++) {
+ FilterBankAtom fba = new FilterBankAtom(j, N_ch, N_col, N_sim, N_samp, r/*, H, F*/){tosamp};
+ }
+ FilterBank fb = new FilterBank(N_sim, N_ch){!finish};
+
+ taskexit(s{!initialstate});
+}
+
+task t2(FilterBankAtom fba{tosamp}) {
+ //System.printString("task t2\n");
+
+ fba.init();
+ fba.FBCore();
+
+ taskexit(fba{!tosamp, tomerge});
+}
+
+task t3(FilterBank fb{!finish}, FilterBankAtom fba{tomerge}) {
+ //System.printString("task t3\n");
+
+ boolean finish = fb.merge(fba.vF);
+
+ if(finish) {
+ taskexit(fb{finish, print}, fba{!tomerge});
+ } else {
+ taskexit(fba{!tomerge});
+ }
+}
+
+task t4(FilterBank fb{print}) {
+ //System.printString("task t4\n");
+
+ fb.print();
+
+ taskexit(fb{!print});
+}
+
+public class FilterBank {
+ flag finish;
+ flag print;
+
+ int N_sim;
+ float[] y;
+ int counter;
+
+ public FilterBank(int snum, int cnum) {
+ this.N_sim = snum;
+ this.y = new float[N_sim];
+ for(int i=0; i < N_sim; i++) {
+ y[i]=0;
+ }
+ counter = cnum;
+ }
+
+ public boolean merge(float[] result) {
+ for(int i = 0; i < this.N_sim; i++) {
+ this.y[i] += result[i];
+ }
+ this.counter--;
+
+ return this.counter == 0;
+ }
+
+ public void print() {
+ /*for(int i = 0; i < this.N_sim; i++) {
+ //System.printI((int)this.y[i]);
+ }*/
+ }
+}
+
+public class FilterBankAtom {
+
+ flag tosamp;
+ flag tomerge;
+
+ int ch_index;
+ int N_ch;
+ int N_col;
+ int N_sim;
+ int N_samp;
+ float[] r;
+ float[] H;
+ float[] F;
+ float[] vH;
+ float[] vDn;
+ float[] vUp;
+ public float[] vF;
+
+ public FilterBankAtom(int cindex, int N_ch, int N_col, int N_sim, int N_samp, float[] r/*, float[] H, float[] F*/) {
+ this.ch_index = cindex;
+ this.N_ch = N_ch;
+ this.N_col = N_col;
+ this.N_sim = N_sim;
+ this.N_samp = N_samp;
+ this.r = r;
+ //this.H = null;
+ //this.F = null;
+ this.vH = new float[this.N_sim];
+ this.vDn = new float[(int) this.N_sim/this.N_samp];
+ this.vUp = new float[this.N_sim];
+ this.vF = new float[this.N_sim];
+ /*this.H[] = new float[N_col];
+ this.F[] = new float[N_col];
+ for(int i = 0; i < N_col; i++) {
+ H[i]=i*N_col+j*N_ch+j+i+j+1;
+ F[i]=i*j+j*j+j+i;
+ }*/
+ }
+
+ public void init() {
+ int j = this.ch_index;
+ this.H = new float[this.N_col];
+ this.F = new float[this.N_col];
+ for(int i = 0; i < this.N_col; i++) {
+ this.H[i]=i*this.N_col+j*this.N_ch+j+i+j+1;
+ this.F[i]=i*j+j*j+j+i;
+ }
+ }
+
+ public void FBCore() {
+ int j,k;
+
+ //convolving H
+ for (j=0; j< N_sim; j++) {
+ this.vH[j]=0;
+ for (k=0; ((k<this.N_col) && ((j-k)>=0)); k++) {
+ this.vH[j]+=this.H[k]*this.r[j-k];
+ }
+ }
+
+ //Down Samplin
+ for (j=0; j < this.N_sim/this.N_samp; j++) {
+ this.vDn[j]=this.vH[j*this.N_samp];
+ }
+
+ //Up Sampling
+ for (j=0; j < this.N_sim; j++) {
+ this.vUp[j]=0;
+ }
+ for (j=0; j < this.N_sim/this.N_samp; j++) {
+ this.vUp[j*this.N_samp]=this.vDn[j];
+ }
+
+ //convolving F
+ for (j=0; j< this.N_sim; j++) {
+ this.vF[j]=0;
+ for (k=0; ((k<this.N_col) && ((j-k)>=0)); k++) {
+ this.vF[j]+=this.F[k]*this.vUp[j-k];
+ }
+ }
+ }
+}
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+ * *
+ * Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+ * *
+ * produced by *
+ * *
+ * Java Grande Benchmarking Project *
+ * *
+ * at *
+ * *
+ * Edinburgh Parallel Computing Centre *
+ * *
+ * email: epcc-javagrande@epcc.ed.ac.uk *
+ * *
+ * Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+ * *
+ * This version copyright (c) The University of Edinburgh, 2001. *
+ * All rights reserved. *
+ * *
+ **************************************************************************/
+
+
+/**
+ * Code, a test-harness for invoking and driving the Applications
+ * Demonstrator classes.
+ *
+ * <p>To do:
+ * <ol>
+ * <li>Very long delay prior to connecting to the server.</li>
+ * <li>Some text output seem to struggle to get out, without
+ * the user tapping ENTER on the keyboard!</li>
+ * </ol>
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:20 $
+ */
+public class AppDemo {
+ flag merge;
+ flag validate;
+
+ //------------------------------------------------------------------------
+ // Class variables.
+ //------------------------------------------------------------------------
+
+ public float JGFavgExpectedReturnRateMC;
+
+ public int Serial;
+ //------------------------------------------------------------------------
+ // Instance variables.
+ //------------------------------------------------------------------------
+ /**
+ * The number of time-steps which the Monte Carlo simulation should
+ * run for.
+ */
+ public int nTimeStepsMC;
+ /**
+ * The number of Monte Carlo simulations to run.
+ */
+ public int nRunsMC;
+
+ public int group;
+ /**
+ * The default duration between time-steps, in units of a year.
+ */
+ private float dTime;
+ /**
+ * Flag to determine whether initialisation has already taken place.
+ */
+ private boolean initialised;
+ /**
+ * Variable to determine which deployment scenario to run.
+ */
+ private int runMode;
+
+ public Vector results;
+
+ PriceStock psMC;
+ public float pathStartValue;
+ float avgExpectedReturnRateMC;
+ float avgVolatilityMC;
+
+ int counter;
+
+ RatePath avgMCrate;
+
+ public ToInitAllTasks initAllTasks;
+
+ public AppDemo(int nTimeStepsMC, int nRunsMC, int group) {
+ this.JGFavgExpectedReturnRateMC = (float)0.0;
+ this.Serial = 1;
+
+ this.nTimeStepsMC = nTimeStepsMC;
+ this.nRunsMC = nRunsMC;
+ this.group = group;
+ this.initialised = false;
+
+ this.dTime = (float)1.0/(float)365.0;
+ this.pathStartValue = (float)100.0;
+ this.avgExpectedReturnRateMC = (float)0.0;
+ this.avgVolatilityMC = (float)0.0;
+
+ this.counter = 0;
+
+ this.avgMCrate = new RatePath(this.nTimeStepsMC, "MC", 19990109, 19991231, this.dTime);
+
+ this.initAllTasks = null;
+ }
+ /**
+ * Single point of contact for running this increasingly bloated
+ * class. Other run modes can later be defined for whether a new rate
+ * should be loaded in, etc.
+ * Note that if the <code>hostname</code> is set to the string "none",
+ * then the demonstrator runs in purely serial mode.
+ */
+
+ /**
+ * Initialisation and Run methods.
+ */
+ public void initSerial() {
+ //
+ // Measure the requested path rate.
+ //System.printI(0xf0);
+ RatePath rateP = new RatePath();
+ //System.printI(0xf1);
+ //rateP.dbgDumpFields();
+ ReturnPath returnP = rateP.getReturnCompounded();
+ //System.printI(0xf2);
+ returnP.estimatePath();
+ //System.printI(0xf3);
+ //returnP.dbgDumpFields();
+ float expectedReturnRate = returnP.get_expectedReturnRate();
+ float volatility = returnP.get_volatility();
+ initAllTasks = new ToInitAllTasks(returnP, nTimeStepsMC, pathStartValue);
+ this.counter = 0;
+ //System.printI(0xf4);
+ return;
+ }
+
+ //------------------------------------------------------------------------
+ /**
+ * Method for doing something with the Monte Carlo simulations.
+ * It's probably not mathematically correct, but shall take an average over
+ * all the simulated rate paths.
+ *
+ * @exception DemoException thrown if there is a problem with reading in
+ * any values.
+ */
+ boolean processResults(Vector returnMCs) {
+ for(int i = 0; i < returnMCs.size(); i++) {
+ ToResult returnMC = (ToResult)returnMCs.elementAt(i);
+ avgMCrate.inc_pathValue(returnMC.get_pathValue());
+ avgExpectedReturnRateMC += returnMC.get_expectedReturnRate();
+ avgVolatilityMC += returnMC.get_volatility();
+ }
+
+ this.counter++;
+ if(this.counter == this.group) {
+ avgMCrate.inc_pathValue((float)1.0/((float)nRunsMC));
+ avgExpectedReturnRateMC /= nRunsMC;
+ avgVolatilityMC /= nRunsMC;
+ JGFavgExpectedReturnRateMC = avgExpectedReturnRateMC;
+ }
+
+ return (this.counter == this.group);
+ }
+ //
+ //------------------------------------------------------------------------
+ // Accessor methods for class AppDemo.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>nTimeStepsMC</code>.
+ *
+ * @return Value of instance variable <code>nTimeStepsMC</code>.
+ */
+ public int get_nTimeStepsMC() {
+ return(this.nTimeStepsMC);
+ }
+ /**
+ * Set method for private instance variable <code>nTimeStepsMC</code>.
+ *
+ * @param nTimeStepsMC the value to set for the instance variable <code>nTimeStepsMC</code>.
+ */
+ public void set_nTimeStepsMC(int nTimeStepsMC) {
+ this.nTimeStepsMC = nTimeStepsMC;
+ }
+ /**
+ * Accessor method for private instance variable <code>nRunsMC</code>.
+ *
+ * @return Value of instance variable <code>nRunsMC</code>.
+ */
+ public int get_nRunsMC() {
+ return(this.nRunsMC);
+ }
+ /**
+ * Set method for private instance variable <code>nRunsMC</code>.
+ *
+ * @param nRunsMC the value to set for the instance variable <code>nRunsMC</code>.
+ */
+ public void set_nRunsMC(int nRunsMC) {
+ this.nRunsMC = nRunsMC;
+ }
+ /**
+ * Accessor method for private instance variable <code>results</code>.
+ *
+ * @return Value of instance variable <code>results</code>.
+ */
+ public Vector get_results() {
+ return(this.results);
+ }
+ /**
+ * Set method for private instance variable <code>results</code>.
+ *
+ * @param results the value to set for the instance variable <code>results</code>.
+ */
+ public void set_results(Vector results) {
+ this.results = results;
+ }
+ //------------------------------------------------------------------------
+}
+
--- /dev/null
+class AppDemoRunner {
+ flag run;
+ flag turnin;
+
+ public String header;
+ public String name;
+ public int startDate;
+ public int endDate;
+ public float dTime;
+ public int returnDefinition;
+ public float expectedReturnRate;
+ public float volatility;
+ public int nTimeSteps;
+ public float pathStartValue;
+
+ int id, nRunsMC, group;
+ ToInitAllTasks toinitalltasks;
+ public Vector results;
+
+ public AppDemoRunner(int id,int nRunsMC, int group, ToInitAllTasks initalltask) {
+ this.id = id;
+ this.nRunsMC=nRunsMC;
+ this.group = group;
+ this.results = new Vector();
+
+ this.header = initalltask.get_header();
+ this.name = initalltask.get_name();
+ this.startDate = initalltask.get_startDate();
+ this.endDate = initalltask.get_endDate();
+ this.dTime = initalltask.get_dTime();
+ this.returnDefinition = initalltask.get_returnDefinition();
+ this.expectedReturnRate = initalltask.get_expectedReturnRate();
+ this.volatility = initalltask.get_volatility();
+ this.nTimeSteps = initalltask.get_nTimeSteps();
+ this.pathStartValue = initalltask.get_pathStartValue();
+ }
+
+ public void run() {
+ // Now do the computation.
+ int ilow, iupper, slice;
+
+ slice = (nRunsMC + this.group-1)/this.group;
+
+ ilow = id*slice;
+ iupper = (id+1)*slice;
+ if (id==this.group-1) {
+ iupper=nRunsMC;
+ }
+ //System.printI(0xba0);
+
+ for(int iRun=ilow; iRun < iupper; iRun++ ) {
+ //System.printI(0xba1);
+ String header="MC run "+String.valueOf(iRun);
+ PriceStock ps = new PriceStock();
+ //System.printI(0xba2);
+ ps.setInitAllTasks(this);
+ ps.setTask(header, (long)iRun*11);
+ //System.printI(0xba3);
+ ps.run();
+ //System.printI(0xba4);
+ results.addElement(ps.getResult());
+ //System.printI(0xba5);
+ }
+ }
+}
\ No newline at end of file
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+* *
+* Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+* *
+* produced by *
+* *
+* Java Grande Benchmarking Project *
+* *
+* at *
+* *
+* Edinburgh Parallel Computing Centre *
+* *
+* email: epcc-javagrande@epcc.ed.ac.uk *
+* *
+* *
+* This version copyright (c) The University of Edinburgh, 2001. *
+* All rights reserved. *
+* *
+**************************************************************************/
+
+task t1(StartupObject s{initialstate}) {
+ //System.printString("task t1\n");
+
+ int datasize = 1000; //should be times of 2
+ int nruns = 64 * 16;
+ int group = 16;
+
+ AppDemo ad = new AppDemo(datasize, nruns, group){merge};
+
+ ad.initSerial();
+
+ for(int i = 0; i < group; i++) {
+ AppDemoRunner adr = new AppDemoRunner(i, nruns, group, ad.initAllTasks){run};
+ }
+
+ taskexit(s{!initialstate});
+}
+
+task t2(AppDemoRunner adr{run}) {
+ //System.printString("task t2\n");
+
+ // Now do the computation.
+ adr.run();
+
+ taskexit(adr{!run, turnin});
+}
+
+task t3(AppDemo ad{merge}, AppDemoRunner adr{turnin}) {
+ //System.printString("task t3\n");
+ boolean isFinish = ad.processResults(adr.results);
+
+ if(isFinish) {
+ taskexit(ad{!merge, validate}, adr{!turnin});
+ }
+ taskexit(adr{!turnin});
+}
+
+task t5(AppDemo ad{validate}) {
+ //System.printString("task t5\n");
+ float refval = (float)(-0.0333976656762814);
+ float dev = Math.abs(ad.JGFavgExpectedReturnRateMC - refval);
+ if (dev > 1.0e-12 ){
+ //System.printString("Validation failed");
+ //System.printString(" expectedReturnRate= " + (int)(ad.JGFavgExpectedReturnRateMC*10000) + " " + (int)(dev*10000) + "\n");
+ }
+ taskexit(ad{!validate});
+}
+
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+ * *
+ * Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+ * *
+ * produced by *
+ * *
+ * Java Grande Benchmarking Project *
+ * *
+ * at *
+ * *
+ * Edinburgh Parallel Computing Centre *
+ * *
+ * email: epcc-javagrande@epcc.ed.ac.uk *
+ * *
+ * Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+ * *
+ * This version copyright (c) The University of Edinburgh, 2001. *
+ * All rights reserved. *
+ * *
+ **************************************************************************/
+
+/**
+ * Class representing the paths generated by the Monte Carlo engine.
+ *
+ * <p>To do list:
+ * <ol>
+ * <li><code>double[] pathDate</code> is not simulated.</li>
+ * </ol>
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:20 $
+ */
+public class MonteCarloPath extends PathId {
+
+ //------------------------------------------------------------------------
+ // Instance variables.
+ //------------------------------------------------------------------------
+ /**
+ * Random fluctuations generated as a series of random numbers with
+ * given distribution.
+ */
+ private float[] fluctuations;
+ /**
+ * The path values from which the random fluctuations are used to update.
+ */
+ private float[] pathValue;
+ /**
+ * Integer flag for determining how the return was calculated, when
+ * used to calculate the mean drift and volatility parameters.
+ */
+ private int returnDefinition;
+ /**
+ * Value for the mean drift, for use in the generation of the random path.
+ */
+ private float expectedReturnRate;
+ /**
+ * Value for the volatility, for use in the generation of the random path.
+ */
+ private float volatility;
+ /**
+ * Number of time steps for which the simulation should act over.
+ */
+ private int nTimeSteps;
+ /**
+ * The starting value for of the security.
+ */
+ private float pathStartValue;
+ //------------------------------------------------------------------------
+ // Constructors.
+ //------------------------------------------------------------------------
+ /**
+ * Default constructor. Needed by the HPT library to start create
+ * new instances of this class. The instance variables for this should
+ * then be initialised with the <code>setInitAllTasks()</code> method.
+ */
+ public MonteCarloPath() {
+ super();
+ this.expectedReturnRate = (float)0.0;
+ this.volatility = (float)0.0;
+ this.pathStartValue = (float)0.0;
+ this.returnDefinition=1;
+ this.nTimeSteps=0;
+ }
+
+ /**
+ * Constructor, using the <code>ReturnPath</code> object to initialise
+ * the necessary instance variables.
+ *
+ * @param returnPath Object used to define the instance variables in
+ * this object.
+ * @param nTimeSteps The number of time steps for which to generate the
+ * random path.
+ * @exception DemoException Thrown if there is a problem initialising the
+ * object's instance variables.
+ */
+ public MonteCarloPath(ReturnPath returnPath, int nTimeSteps) {
+ /**
+ * These instance variables are members of PathId class.
+ */
+ this.expectedReturnRate = (float)0.0;
+ this.volatility = (float)0.0;
+ this.pathStartValue = (float)0.0;
+ this.returnDefinition=1;
+
+ copyInstanceVariables(returnPath);
+ this.nTimeSteps = nTimeSteps;
+ this.pathValue = new float[nTimeSteps];
+ this.fluctuations = new float[nTimeSteps];
+ }
+ /**
+ * Constructor, where the <code>PathId</code> objects is used to ease
+ * the number of instance variables to pass in.
+ *
+ * @param pathId Object used to define the identity of this Path.
+ * @param returnDefinition How the statistic variables were defined,
+ * according to the definitions in
+ * <code>ReturnPath</code>'s two class variables
+ * <code>COMPOUNDED</code> and
+ * <code>NONCOMPOUNDED</code>.
+ * @param expectedReturnRate The measured expected return rate for which to generate.
+ * @param volatility The measured volatility for which to generate.
+ * @param nTimeSteps The number of time steps for which to generate.
+ * @exception DemoException Thrown if there is a problem initialising the
+ * object's instance variables.
+ */
+ public MonteCarloPath(PathId pathId, int returnDefinition, float expectedReturnRate,
+ float volatility, int nTimeSteps) {
+ /**
+ * These instance variables are members of PathId class.
+ * Invoking with this particular signature should point to the
+ * definition in the PathId class.
+ */
+ this.pathStartValue = (float)0.0;
+
+ copyInstanceVariables(pathId);
+ this.returnDefinition = returnDefinition;
+ this.expectedReturnRate = expectedReturnRate;
+ this.volatility = volatility;
+ this.nTimeSteps = nTimeSteps;
+ this.pathValue = new float[nTimeSteps];
+ this.fluctuations = new float[nTimeSteps];
+ }
+ /**
+ * Constructor, for when the user wishes to define each of the instance
+ * variables individually.
+ *
+ * @param name The name of the security which this Monte Carlo path
+ * should represent.
+ * @param startDate The date when the path starts, in 'YYYYMMDD' format.
+ * @param endDate The date when the path ends, in 'YYYYMMDD' format.
+ * @param dTime The interval in the data between successive data points
+ * in the generated path.
+ * @param returnDefinition How the statistic variables were defined,
+ * according to the definitions in
+ * <code>ReturnPath</code>'s two class variables
+ * <code>COMPOUNDED</code> and
+ * <code>NONCOMPOUNDED</code>.
+ * @param expectedReturnRate The measured mean drift for which to generate.
+ * @param volatility The measured volatility for which to generate.
+ * @param nTimeSteps The number of time steps for which to generate.
+ */
+ public MonteCarloPath(String name, int startDate, int endDate, float dTime,
+ int returnDefinition, float expectedReturnRate, float volatility,
+ int nTimeSteps) {
+ /**
+ * These instance variables are members of PathId class.
+ */
+ set_name(name);
+ set_startDate(startDate);
+ set_endDate(endDate);
+ set_dTime(dTime);
+ this.returnDefinition = returnDefinition;
+ this.expectedReturnRate = expectedReturnRate;
+ this.volatility = volatility;
+ this.nTimeSteps = nTimeSteps;
+ this.pathValue = new float[nTimeSteps];
+ this.fluctuations = new float[nTimeSteps];
+ }
+
+ //------------------------------------------------------------------------
+ // Methods.
+ //------------------------------------------------------------------------
+ //------------------------------------------------------------------------
+ // Accessor methods for class MonteCarloPath.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>fluctuations</code>.
+ *
+ * @return Value of instance variable <code>fluctuations</code>.
+ * @exception DemoException thrown if instance variable <code>fluctuations</code>
+ * is undefined.
+ */
+ public float[] get_fluctuations() {
+ return(this.fluctuations);
+ }
+ /**
+ * Set method for private instance variable <code>fluctuations</code>.
+ *
+ * @param fluctuations the value to set for the instance variable
+ * <code>fluctuations</code>.
+ */
+ public void set_fluctuations(float[] fluctuations) {
+ this.fluctuations = fluctuations;
+ }
+ /**
+ * Accessor method for private instance variable <code>pathValue</code>.
+ *
+ * @return Value of instance variable <code>pathValue</code>.
+ * @exception DemoException thrown if instance variable <code>pathValue</code>
+ * is undefined.
+ */
+ public float[] get_pathValue() {
+ return(this.pathValue);
+ }
+ /**
+ * Set method for private instance variable <code>pathValue</code>.
+ *
+ * @param pathValue the value to set for the instance variable <code>pathValue</code>.
+ */
+ public void set_pathValue(float[] pathValue) {
+ this.pathValue = pathValue;
+ }
+ /**
+ * Accessor method for private instance variable <code>returnDefinition</code>.
+ *
+ * @return Value of instance variable <code>returnDefinition</code>.
+ * @exception DemoException thrown if instance variable <code>returnDefinition</code>
+ * is undefined.
+ */
+ public int get_returnDefinition() {
+ return(this.returnDefinition);
+ }
+ /**
+ * Set method for private instance variable <code>returnDefinition</code>.
+ *
+ * @param returnDefinition the value to set for the instance variable
+ * <code>returnDefinition</code>.
+ */
+ public void set_returnDefinition(int returnDefinition) {
+ this.returnDefinition = returnDefinition;
+ }
+ /**
+ * Accessor method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @return Value of instance variable <code>expectedReturnRate</code>.
+ * @exception DemoException thrown if instance variable <code>expectedReturnRate</code>
+ * is undefined.
+ */
+ public float get_expectedReturnRate() {
+ return(this.expectedReturnRate);
+ }
+ /**
+ * Set method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @param expectedReturnRate the value to set for the instance variable
+ * <code>expectedReturnRate</code>.
+ */
+ public void set_expectedReturnRate(float expectedReturnRate) {
+ this.expectedReturnRate = expectedReturnRate;
+ }
+ /**
+ * Accessor method for private instance variable <code>volatility</code>.
+ *
+ * @return Value of instance variable <code>volatility</code>.
+ * @exception DemoException thrown if instance variable <code>volatility</code>
+ * is undefined.
+ */
+ public float get_volatility() {
+ return(this.volatility);
+ }
+ /**
+ * Set method for private instance variable <code>volatility</code>.
+ *
+ * @param volatility the value to set for the instance variable
+ * <code>volatility</code>.
+ */
+ public void set_volatility(float volatility) {
+ this.volatility = volatility;
+ }
+ /**
+ * Accessor method for private instance variable <code>nTimeSteps</code>.
+ *
+ * @return Value of instance variable <code>nTimeSteps</code>.
+ * @exception DemoException thrown if instance variable <code>nTimeSteps</code>
+ * is undefined.
+ */
+ public int get_nTimeSteps() {
+ return(this.nTimeSteps);
+ }
+ /**
+ * Set method for private instance variable <code>nTimeSteps</code>.
+ *
+ * @param nTimeSteps the value to set for the instance variable
+ * <code>nTimeSteps</code>.
+ */
+ public void set_nTimeSteps(int nTimeSteps) {
+ this.nTimeSteps = nTimeSteps;
+ }
+ /**
+ * Accessor method for private instance variable <code>pathStartValue</code>.
+ *
+ * @return Value of instance variable <code>pathStartValue</code>.
+ * @exception DemoException thrown if instance variable <code>pathStartValue</code>
+ * is undefined.
+ */
+ public float get_pathStartValue() {
+ return(this.pathStartValue);
+ }
+ /**
+ * Set method for private instance variable <code>pathStartValue</code>.
+ *
+ * @param pathStartValue the value to set for the instance variable
+ * <code>pathStartValue</code>.
+ */
+ public void set_pathStartValue(float pathStartValue) {
+ this.pathStartValue = pathStartValue;
+ }
+ //------------------------------------------------------------------------
+ /**
+ * Method for copying the suitable instance variable from a
+ * <code>ReturnPath</code> object.
+ *
+ * @param obj Object used to define the instance variables which
+ * should be carried over to this object.
+ * @exception DemoException thrown if there is a problem accessing the
+ * instance variables from the target objetct.
+ */
+ private void copyInstanceVariables(ReturnPath obj) {
+ //
+ // Instance variables defined in the PathId object.
+ set_name(obj.get_name());
+ set_startDate(obj.get_startDate());
+ set_endDate(obj.get_endDate());
+ set_dTime(obj.get_dTime());
+ //
+ // Instance variables defined in this object.
+ this.returnDefinition = obj.get_returnDefinition();
+ this.expectedReturnRate = obj.get_expectedReturnRate();
+ this.volatility = obj.get_volatility();
+ }
+
+ /**
+ * Method for returning a RatePath object from the Monte Carlo data
+ * generated.
+ *
+ * @return a <code>RatePath</code> object representing the generated
+ * data.
+ * @exception DemoException thrown if there was a problem creating
+ * the RatePath object.
+ */
+ public RatePath getRatePath() {
+ return(new RatePath(this));
+ }
+ /**
+ * Method for calculating the sequence of fluctuations, based around
+ * a Gaussian distribution of given mean and variance, as defined
+ * in this class' instance variables. Mapping from Gaussian
+ * distribution of (0,1) to (mean-drift,volatility) is done via
+ * Ito's lemma on the log of the stock price.
+ *
+ * @param randomSeed The psuedo-random number seed value, to start off a
+ * given sequence of Gaussian fluctuations.
+ * @exception DemoException thrown if there are any problems with
+ * the computation.
+ */
+ public boolean computeFluctuationsGaussian(long randomSeed) {
+ if( nTimeSteps > fluctuations.length ) {
+ return false;
+ }
+ //System.printI(0xc0);
+ //
+ // First, make use of the passed in seed value.
+ MyRandom rnd;
+ float v1,v2, r;
+ v1 = (float)0.0;
+ v2 = (float)0.0;
+ if( randomSeed == -1 ) {
+ rnd = new MyRandom(0, v1, v2);
+ } else {
+ rnd = new MyRandom((int)randomSeed, v1, v2);
+ }
+ //System.printI(0xc1);
+ //
+ // Determine the mean and standard-deviation, from the mean-drift and volatility.
+ float mean = (expectedReturnRate-(float)0.5*volatility*volatility)*get_dTime();
+ //System.printI(0xc2);
+ float sd = volatility*Math.sqrtf(get_dTime());
+ //System.printI(0xc3);
+ float gauss, meanGauss=(float)0.0, variance=(float)0.0;
+ //System.printI(0xc4);
+ for( int i=0; i < nTimeSteps; i += 2 ) {
+ //System.printI(0xc5);
+ r = rnd.seed();
+ gauss = r*rnd.v1;
+ //System.printI(0xc6);
+ meanGauss+= gauss;
+ variance+= (gauss*gauss);
+ //
+ // Now map this onto a general Gaussian of given mean and variance.
+ fluctuations[i] = mean + sd*gauss;
+ // dbgPrintln("gauss="+gauss+" fluctuations="+fluctuations[i]);
+
+ gauss = r*rnd.v2;
+ meanGauss+= gauss;
+ variance+= (gauss*gauss);
+ //
+ // Now map this onto a general Gaussian of given mean and variance.
+ fluctuations[i+1] = mean + sd*gauss;
+ }
+ //System.printI(0xc7);
+ meanGauss/=(float)nTimeSteps;
+ //System.printI(0xc8);
+ variance /=(float)nTimeSteps;
+ //System.printI(0xc9);
+ // dbgPrintln("meanGauss="+meanGauss+" variance="+variance);
+ }
+ /**
+ * Method for calculating the sequence of fluctuations, based around
+ * a Gaussian distribution of given mean and variance, as defined
+ * in this class' instance variables. Mapping from Gaussian
+ * distribution of (0,1) to (mean-drift,volatility) is done via
+ * Ito's lemma on the log of the stock price. This overloaded method
+ * is for when the random seed should be decided by the system.
+ *
+ * @exception DemoException thrown if there are any problems with
+ * the computation.
+ */
+ public void computeFluctuationsGaussian() {
+ computeFluctuationsGaussian((long)-1);
+ }
+ /**
+ * Method for calculating the corresponding rate path, given the
+ * fluctuations and starting rate value.
+ *
+ * @param startValue the starting value of the rate path, to be
+ * updated with the precomputed fluctuations.
+ * @exception DemoException thrown if there are any problems with
+ * the computation.
+ */
+ public void computePathValue(float startValue) {
+ pathValue[0] = startValue;
+ //System.printI(0xca0);
+ if( returnDefinition == 1 ||
+ returnDefinition == 2) {
+ //System.printI(0xca1);
+ for(int i=1; i < nTimeSteps; i++ ) {
+ //System.printI(0xca2);
+ pathValue[i] = pathValue[i-1] * Math.expf(fluctuations[i]);
+ }
+ }
+ }
+}
--- /dev/null
+public class MyRandom {
+
+ public int iseed;
+ public float v1,v2;
+
+ public MyRandom(int iseed, float v1, float v2) {
+ this.iseed = iseed;
+ this.v1 = v1;
+ this.v2 = v2;
+ }
+
+ public float update() {
+
+ float rand;
+ float scale= (float)4.656612875e-10;
+
+ int is1,is2,iss2;
+ int imult= 16807;
+ int imod = 2147483647;
+
+ if (iseed<=0) {
+ iseed = 1;
+ }
+
+ is2 = iseed % 32768;
+ is1 = (iseed-is2)/32768;
+ iss2 = is2 * imult;
+ is2 = iss2 % 32768;
+ is1 = (is1 * imult+(iss2-is2) / 32768) % (65536);
+
+ iseed = (is1 * 32768 + is2) % imod;
+
+ rand = scale * iseed;
+
+ return rand;
+
+ }
+
+ public float seed() {
+
+ float s,u1,u2,r;
+ s = (float)1.0;
+ //do {
+ //System.printI(0xb1);
+ u1 = update();
+ u2 = update();
+
+ //System.printI(0xb2);
+ v1 = (float)2.0 * u1 - (float)1.0;
+ v2 = (float)2.0 * u2 - (float)1.0;
+ s = v1*v1 + v2*v2;
+ //System.printI(0xb3);
+ //} while (s >= (float)1.0);
+ s = s - (int)s;
+ //System.printI(0xb4);
+ r = Math.sqrtf((float)(-2.0*Math.logf(s))/(float)s);
+ //System.printI(0xb5);
+ return r;
+
+ }
+}
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+* *
+* Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+* *
+* produced by *
+* *
+* Java Grande Benchmarking Project *
+* *
+* at *
+* *
+* Edinburgh Parallel Computing Centre *
+* *
+* email: epcc-javagrande@epcc.ed.ac.uk *
+* *
+* Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+* *
+* This version copyright (c) The University of Edinburgh, 2001. *
+* All rights reserved. *
+* *
+**************************************************************************/
+
+/**
+ * Base class for all the security objects, namely in terms of
+ * providing a consistent means of identifying each such object.
+ * Also provides some methods for writing out debug messages.
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:21 $
+ */
+public class PathId {
+
+ //------------------------------------------------------------------------
+ // Instance variables.
+ //------------------------------------------------------------------------
+ /**
+ * Simple string name.
+ */
+ private String name;
+
+ /**
+ * The start date for the path, in YYYYMMDD format.
+ */
+ private int startDate;
+ /**
+ * The end date for the path, in YYYYMMDD format.
+ */
+ private int endDate;
+ /**
+ * The change in time between two successive data values.
+ */
+ private float dTime;
+
+ //------------------------------------------------------------------------
+ // Constructors.
+ //------------------------------------------------------------------------
+ /**
+ * Default constructor.
+ */
+ public PathId() {
+ this.startDate=0;
+ this.endDate=0;
+ this.dTime=(float)0.0;
+ }
+
+ /**
+ * Another constructor.
+ *
+ * @param name The name for the security to record.
+ */
+ public PathId(String name) {
+ this.name = name;
+ this.startDate=0;
+ this.endDate=0;
+ this.dTime=(float)0.0;
+ }
+
+ //------------------------------------------------------------------------
+ // Methods.
+ //------------------------------------------------------------------------
+ //------------------------------------------------------------------------
+ // Accessor methods for class PathId.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>name</code>.
+ *
+ * @return Value of instance variable <code>name</code>.
+ * @exception DemoException thrown if instance variable <code>name</code> is undefined.
+ */
+ public String get_name() {
+ return(this.name);
+ }
+ /**
+ * Set method for private instance variable <code>name</code>.
+ *
+ * @param name the value to set for the instance variable <code>name</code>.
+ */
+ public void set_name(String name) {
+ this.name = name;
+ }
+ /**
+ * Accessor method for private instance variable <code>startDate</code>.
+ *
+ * @return Value of instance variable <code>startDate</code>.
+ * @exception DemoException thrown if instance variable <code>startDate</code> is undefined.
+ */
+ public int get_startDate() {
+ return(this.startDate);
+ }
+ /**
+ * Set method for private instance variable <code>startDate</code>.
+ *
+ * @param startDate the value to set for the instance variable <code>startDate</code>.
+ */
+ public void set_startDate(int startDate) {
+ this.startDate = startDate;
+ }
+ /**
+ * Accessor method for private instance variable <code>endDate</code>.
+ *
+ * @return Value of instance variable <code>endDate</code>.
+ * @exception DemoException thrown if instance variable <code>endDate</code> is undefined.
+ */
+ public int get_endDate() {
+ return(this.endDate);
+ }
+ /**
+ * Set method for private instance variable <code>endDate</code>.
+ *
+ * @param endDate the value to set for the instance variable <code>endDate</code>.
+ */
+ public void set_endDate(int endDate) {
+ this.endDate = endDate;
+ }
+ /**
+ * Accessor method for private instance variable <code>dTime</code>.
+ *
+ * @return Value of instance variable <code>dTime</code>.
+ * @exception DemoException thrown if instance variable <code>dTime</code> is undefined.
+ */
+ public float get_dTime() {
+ return(this.dTime);
+ }
+ /**
+ * Set method for private instance variable <code>dTime</code>.
+ *
+ * @param dTime the value to set for the instance variable <code>dTime</code>.
+ */
+ public void set_dTime(float dTime) {
+ this.dTime = dTime;
+ }
+ //------------------------------------------------------------------------
+ /**
+ * Clone the instance variables in this class, from another instance
+ * of this class.
+ *
+ * @param obj the PathId object from which to copy.
+ * @exception DemoException thrown if the values to be copied contain
+ * any undefined objects.
+ */
+ public void copyInstanceVariables(PathId obj) {
+ this.name = obj.get_name();
+ this.startDate = obj.get_startDate();
+ this.endDate = obj.get_endDate();
+ this.dTime = obj.get_dTime();
+ }
+ /**
+ * Dumps the contents of the fields, to standard-out, for debugging.
+ */
+ public void dbgDumpFields() {
+// dbgPrintln("name=" +this.name);
+// dbgPrintln("startDate="+this.startDate);
+// dbgPrintln("endDate=" +this.endDate);
+// dbgPrintln("dTime=" +this.dTime);
+ }
+}
+
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+ * *
+ * Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+ * *
+ * produced by *
+ * *
+ * Java Grande Benchmarking Project *
+ * *
+ * at *
+ * *
+ * Edinburgh Parallel Computing Centre *
+ * *
+ * email: epcc-javagrande@epcc.ed.ac.uk *
+ * *
+ * Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+ * *
+ * This version copyright (c) The University of Edinburgh, 2001. *
+ * All rights reserved. *
+ * *
+ **************************************************************************/
+
+/**
+ * Class to do the work in the Application demonstrator, in particular
+ * the pricing of the stock path generated by Monte Carlo. The run
+ * method will generate a single sequence with the required statistics,
+ * estimate its volatility, expected return rate and final stock price
+ * value.
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:21 $
+ */
+public class PriceStock{
+
+ //------------------------------------------------------------------------
+ // Instance variables.
+ //------------------------------------------------------------------------
+ /**
+ * The Monte Carlo path to be generated.
+ */
+ private MonteCarloPath mcPath;
+ /**
+ * String identifier for a given task.
+ */
+ private String taskHeader;
+ /**
+ * Random seed from which the Monte Carlo sequence is started.
+ */
+ private long randomSeed;
+ /**
+ * Initial stock price value.
+ */
+ private float pathStartValue;
+ /**
+ * Object which represents the results from a given computation task.
+ */
+ private ToResult result;
+ private float expectedReturnRate;
+ private float volatility;
+ private float volatility2;
+ private float finalStockPrice;
+ private float[] pathValue;
+
+ //------------------------------------------------------------------------
+ // Constructors.
+ //------------------------------------------------------------------------
+ /**
+ * Default constructor.
+ */
+ public PriceStock() {
+ this.taskHeader = "";
+ this.randomSeed=-1;
+ this.pathStartValue=(float)0.0;
+ this.expectedReturnRate=(float)0.0;
+ this.volatility=(float)0.0;
+ this.volatility2=(float)0.0;
+ this.finalStockPrice=(float)0.0;
+
+ mcPath = new MonteCarloPath();
+ }
+ //------------------------------------------------------------------------
+ // Methods.
+ //------------------------------------------------------------------------
+ //------------------------------------------------------------------------
+ // Methods which implement the Slaveable interface.
+ //------------------------------------------------------------------------
+ /**
+ * Method which is passed in the initialisation data common to all tasks,
+ * and then unpacks them for use by this object.
+ *
+ * @param obj Object representing data which are common to all tasks.
+ */
+ public void setInitAllTasks(AppDemoRunner obj) {
+ mcPath.set_name(obj.name);
+ mcPath.set_startDate(obj.startDate);
+ mcPath.set_endDate(obj.endDate);
+ mcPath.set_dTime(obj.dTime);
+ mcPath.set_returnDefinition(obj.returnDefinition);
+ mcPath.set_expectedReturnRate(obj.expectedReturnRate);
+ mcPath.set_volatility(obj.volatility);
+ int nTimeSteps = obj.nTimeSteps;
+ mcPath.set_nTimeSteps(nTimeSteps);
+ this.pathStartValue = obj.pathStartValue;
+ mcPath.set_pathStartValue(pathStartValue);
+ mcPath.set_pathValue(new float[nTimeSteps]);
+ mcPath.set_fluctuations(new float[nTimeSteps]);
+ }
+ /**
+ * Method which is passed in the data representing each task, which then
+ * unpacks it for use by this object.
+ *
+ * @param obj Object representing the data which defines a given task.
+ */
+ public void setTask(String header, long randomSeed) {
+ this.taskHeader = header;
+ this.randomSeed = randomSeed;
+ }
+ /**
+ * The business end. Invokes the necessary computation routine, for a
+ * a given task.
+ */
+ public void run() {
+ mcPath.computeFluctuationsGaussian(randomSeed);
+ //System.printI(0xa0);
+ mcPath.computePathValue(pathStartValue);
+ //System.printI(0xa1);
+ RatePath rateP = new RatePath(mcPath);
+ //System.printI(0xa2);
+ ReturnPath returnP = rateP.getReturnCompounded();
+ //System.printI(0xa3);
+ returnP.estimatePath();
+ //System.printI(0xa4);
+ expectedReturnRate = returnP.get_expectedReturnRate();
+ volatility = returnP.get_volatility();
+ volatility2 = returnP.get_volatility2();
+ finalStockPrice = rateP.getEndPathValue();
+ pathValue = mcPath.get_pathValue();
+ //System.printI(0xa5);
+ }
+ /*
+ * Method which returns the results of a computation back to the caller.
+ *
+ * @return An object representing the computed results.
+ */
+ public ToResult getResult() {
+ String resultHeader = "Result of task with Header="+taskHeader+": randomSeed="+randomSeed+": pathStartValue="+(int)pathStartValue;
+ ToResult res = new ToResult(resultHeader,expectedReturnRate,volatility,
+ volatility2,finalStockPrice,pathValue);
+ return res;
+ }
+}
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+ * *
+ * Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+ * *
+ * produced by *
+ * *
+ * Java Grande Benchmarking Project *
+ * *
+ * at *
+ * *
+ * Edinburgh Parallel Computing Centre *
+ * *
+ * email: epcc-javagrande@epcc.ed.ac.uk *
+ * *
+ * Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+ * *
+ * This version copyright (c) The University of Edinburgh, 2001. *
+ * All rights reserved. *
+ * *
+ **************************************************************************/
+
+/**
+ * Class for recording the values in the time-dependent path of a security.
+ *
+ * <p>To Do list:
+ * <ol>
+ * <li><i>None!</i>
+ * </ol>
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:21 $
+ */
+public class RatePath extends PathId {
+
+ //------------------------------------------------------------------------
+ // Class variables.
+ //------------------------------------------------------------------------
+ /**
+ * Class variable to represent the minimal date, whence the stock prices
+ * appear. Used to trap any potential problems with the data.
+ */
+ public int MINIMUMDATE;
+ /**
+ * Class variable for defining what is meant by a small number, small enough
+ * to cause an arithmetic overflow when dividing. According to the
+ * Java Nutshell book, the actual range is +/-4.9406564841246544E-324
+ */
+ public float EPSILON;
+
+ //------------------------------------------------------------------------
+ // Instance variables.
+ //------------------------------------------------------------------------
+ /**
+ * An instance variable, for storing the rate's path values itself.
+ */
+ private float[] pathValue;
+ /**
+ * An instance variable, for storing the corresponding date of the datum,
+ * in 'YYYYMMDD' format.
+ */
+ private int[] pathDate;
+ /**
+ * The number of accepted values in the rate path.
+ */
+ private int nAcceptedPathValue;
+
+ //------------------------------------------------------------------------
+ // Constructors.
+ //------------------------------------------------------------------------
+ /**
+ * Constructor, where the user specifies the directory and filename in
+ * from which the data should be read.
+ *
+ * @param String dirName
+ * @param String filename
+ * @exception DemoException thrown if there is a problem reading in
+ * the data file.
+ */
+ public RatePath() {
+ this.MINIMUMDATE = 19000101;
+ this.EPSILON= (float)10.0 * (float)(4.9E-324);
+ this.nAcceptedPathValue = 0;
+ //System.printI(0xaa0);
+ readRatesFile();
+ //System.printI(0xaa1);
+ }
+ /**
+ * Constructor, for when the user specifies simply an array of values
+ * for the path. User must also include information for specifying
+ * the other characteristics of the path.
+ *
+ * @param pathValue the array containing the values for the path.
+ * @param name the name to attach to the path.
+ * @param startDate date from which the path is supposed to start, in
+ * 'YYYYMMDD' format.
+ * @param startDate date from which the path is supposed to end, in
+ * 'YYYYMMDD' format.
+ * @param dTime the time interval between successive path values, in
+ * fractions of a year.
+ */
+ public RatePath(float[] pathValue, String name, int startDate, int endDate, float dTime) {
+ this.MINIMUMDATE = 19000101;
+ this.EPSILON= (float)10.0 * (float)(4.9E-324);
+
+ set_name(name);
+ set_startDate(startDate);
+ set_endDate(endDate);
+ set_dTime(dTime);
+ this.pathValue = pathValue;
+ this.nAcceptedPathValue = pathValue.length;
+ }
+ /**
+ * Constructor, for use by the Monte Carlo generator, when it wishes
+ * to represent its findings as a RatePath object.
+ *
+ * @param mc the Monte Carlo generator object, whose data are to
+ * be copied over.
+ * @exception DemoException thrown if there is an attempt to access
+ * an undefined variable.
+ */
+ public RatePath(MonteCarloPath mc) {
+ this.MINIMUMDATE = 19000101;
+ this.EPSILON= (float)10.0 * (float)(4.9E-324);
+
+ //
+ // Fields pertaining to the parent PathId object:
+ set_name(mc.get_name());
+ set_startDate(mc.get_startDate());
+ set_endDate(mc.get_endDate());
+ set_dTime(mc.get_dTime());
+ //
+ // Fields pertaining to RatePath object itself.
+ pathValue=mc.get_pathValue();
+ nAcceptedPathValue=mc.get_nTimeSteps();
+ //
+ // Note that currently the pathDate is neither declared, defined,
+ // nor used in the MonteCarloPath object.
+ pathDate=new int[nAcceptedPathValue];
+ }
+ /**
+ * Constructor, for when there is no actual pathValue with which to
+ * initialise.
+ *
+ * @param pathValueLegth the length of the array containing the values
+ * for the path.
+ * @param name the name to attach to the path.
+ * @param startDate date from which the path is supposed to start, in
+ * 'YYYYMMDD' format.
+ * @param startDate date from which the path is supposed to end, in
+ * 'YYYYMMDD' format.
+ * @param dTime the time interval between successive path values, in
+ * fractions of a year.
+ */
+ public RatePath(int pathValueLength, String name, int startDate, int endDate, float dTime) {
+ this.MINIMUMDATE = 19000101;
+ this.EPSILON= (float)10.0 * (float)(4.9E-324);
+
+ set_name(name);
+ set_startDate(startDate);
+ set_endDate(endDate);
+ set_dTime(dTime);
+ this.pathValue = new float[pathValueLength];
+ this.nAcceptedPathValue = pathValue.length;
+ }
+ //------------------------------------------------------------------------
+ // Methods.
+ //------------------------------------------------------------------------
+ /**
+ * Routine to update this rate path with the values from another rate
+ * path, via its pathValue array.
+ *
+ * @param operandPath the path value array to use for the update.
+ * @exception DemoException thrown if there is a mismatch between the
+ * lengths of the operand and target arrays.
+ */
+ public boolean inc_pathValue(float[] operandPath) {
+ if( pathValue.length != operandPath.length ) {
+ return false;
+ }
+ for(int i=0; i<pathValue.length; i++ ) {
+ pathValue[i] += operandPath[i];
+ }
+ return true;
+ }
+ /**
+ * Routine to scale this rate path by a constant.
+ *
+ * @param scale the constant with which to multiply to all the path
+ * values.
+ * @exception DemoException thrown if there is a mismatch between the
+ * lengths of the operand and target arrays.
+ */
+ public boolean inc_pathValue(float scale) {
+ if( pathValue==null ) {
+ return false;
+ }
+ for(int i=0; i<pathValue.length; i++ ) {
+ pathValue[i] *= scale;
+ }
+ return true;
+ }
+ //------------------------------------------------------------------------
+ // Accessor methods for class RatePath.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>pathValue</code>.
+ *
+ * @return Value of instance variable <code>pathValue</code>.
+ * @exception DemoException thrown if instance variable <code>pathValue</code> is undefined.
+ */
+ public float[] get_pathValue() {
+ return(this.pathValue);
+ }
+ /**
+ * Set method for private instance variable <code>pathValue</code>.
+ *
+ * @param pathValue the value to set for the instance variable <code>pathValue</code>.
+ */
+ public void set_pathValue(float[] pathValue) {
+ this.pathValue = pathValue;
+ }
+ /**
+ * Accessor method for private instance variable <code>pathDate</code>.
+ *
+ * @return Value of instance variable <code>pathDate</code>.
+ * @exception DemoException thrown if instance variable <code>pathDate</code> is undefined.
+ */
+ public int[] get_pathDate() {
+ return(this.pathDate);
+ }
+ /**
+ * Set method for private instance variable <code>pathDate</code>.
+ *
+ * @param pathDate the value to set for the instance variable <code>pathDate</code>.
+ */
+ public void set_pathDate(int[] pathDate) {
+ this.pathDate = pathDate;
+ }
+ //------------------------------------------------------------------------
+ /**
+ * Method to return the terminal value for a given rate path, as used
+ * in derivative calculations.
+ *
+ * @return The last value in the rate path.
+ */
+ public float getEndPathValue() {
+ return( getPathValue(pathValue.length-1) );
+ }
+ /**
+ * Method to return the value for a given rate path, at a given index.
+ * <i>One may want to index this in a more user friendly manner!</i>
+ *
+ * @param index the index on which to return the path value.
+ * @return The value of the path at the designated index.
+ */
+ public float getPathValue(int index) {
+ return(pathValue[index]);
+ }
+ /**
+ * Method for calculating the returns on a given rate path, via the
+ * definition for the instantaneous compounded return.
+ * u_i = \ln{\frac{S_i}{S_{i-1}}}
+ *
+ * @return the return, as defined.
+ * @exception DemoException thrown if there is a problem with the
+ * calculation.
+ */
+ public ReturnPath getReturnCompounded() {
+ if( pathValue == null || nAcceptedPathValue == 0 ) {
+ return null;
+ }
+ float[] returnPathValue = new float[nAcceptedPathValue];
+ returnPathValue[0] = (float)0.0;
+ for(int i=1; i< nAcceptedPathValue; i++ ) {
+ returnPathValue[i] = Math.logf(pathValue[i] / pathValue[i-1]);
+ }
+
+ ReturnPath rPath = new ReturnPath(returnPathValue, nAcceptedPathValue, 1);
+ //
+ // Copy the PathId information to the ReturnPath object.
+ rPath.copyInstanceVariables(this);
+ rPath.estimatePath();
+ return(rPath);
+ }
+ /**
+ * Method for calculating the returns on a given rate path, via the
+ * definition for the instantaneous non-compounded return.
+ * u_i = \frac{S_i - S_{i-1}}{S_i}
+ *
+ * @return the return, as defined.
+ * @exception DemoException thrown if there is a problem with the
+ * calculation.
+ */
+ public ReturnPath getReturnNonCompounded() {
+ if( pathValue == null || nAcceptedPathValue == 0 ) {
+ return null;
+ }
+ float[] returnPathValue = new float[nAcceptedPathValue];
+ returnPathValue[0] = (float)0.0;
+ for(int i=1; i< nAcceptedPathValue; i++ ) {
+ returnPathValue[i] = (pathValue[i] - pathValue[i-1])/pathValue[i];
+ }
+
+ ReturnPath rPath = new ReturnPath(returnPathValue, nAcceptedPathValue, 2);
+ //
+ // Copy the PathId information to the ReturnPath object.
+ rPath.copyInstanceVariables(this);
+ rPath.estimatePath();
+ return(rPath);
+ }
+ //------------------------------------------------------------------------
+ // Private methods.
+ //------------------------------------------------------------------------
+ /**
+ * Method for reading in data file, in a given format.
+ * Namely:
+ <pre>
+ 881003,0.0000,14.1944,13.9444,14.0832,2200050,0
+ 881004,0.0000,14.1668,14.0556,14.1668,1490850,0
+ ...
+ 990108,35.8125,36.7500,35.5625,35.8125,4381200,0
+ 990111,35.8125,35.8750,34.8750,35.1250,3920800,0
+ 990112,34.8750,34.8750,34.0000,34.0625,3577500,0
+ </pre>
+ * <p>Where the fields represent, one believes, the following:
+ * <ol>
+ * <li>The date in 'YYMMDD' format</li>
+ * <li>Open</li>
+ * <li>High</li>
+ * <li>Low</li>
+ * <li>Last</li>
+ * <li>Volume</li>
+ * <li>Open Interest</li>
+ * </ol>
+ * One will probably make use of the closing price, but this can be
+ * redefined via the class variable <code>DATUMFIELD</code>. Note that
+ * since the read in data are then used to compute the return, this would
+ * be a good place to trap for zero values in the data, which will cause
+ * all sorts of problems.
+ *
+ * @param dirName the directory in which to search for the data file.
+ * @param filename the data filename itself.
+ * @exception DemoException thrown if there was a problem with the data
+ * file.
+ */
+ private void readRatesFile(){
+ //
+ // Now create an array to store the rates data.
+ int nLines = 200;
+ int year = 88;
+ int month = 10;
+ int day = 3;
+ //System.printI(0xab0);
+ this.pathValue = new float[nLines];
+ this.pathDate = new int[nLines];
+ nAcceptedPathValue=0;
+ int iLine=0;
+ for(int k = 0; k < 40; k++ ) {
+ //System.printI(0xab1);
+ for(int j = 0; j < 5; j++) {
+ //System.printI(0xab2);
+ String date = "19"+String.valueOf(year);
+ if(month < 10) {
+ date += "0";
+ }
+ date += String.valueOf(month);
+ if(day < 10) {
+ date += "0";
+ }
+ date += String.valueOf(day);
+ int aDate = Integer.parseInt(date);
+ day++;
+ if(month == 2) {
+ if(day == 29) {
+ day = 1;
+ month++;
+ }
+ } else {
+ if(day == 31) {
+ day = 1;
+ month++;
+ if(month == 13) {
+ month = 1;
+ year++;
+ }
+ }
+ }
+ //
+ // static float float.parsefloat() method is a feature of JDK1.2!
+ float aPathValue = (float)(121.7500 - k - j);
+ //System.printI(0xab3);
+ if( (aDate <= MINIMUMDATE) || (Math.abs(aPathValue) < EPSILON) ) {
+ //System.printString("Skipped erroneous data indexed by date="+date+".");
+ } else {
+ pathDate[iLine] = aDate;
+ pathValue[iLine] = aPathValue;
+ iLine++;
+ }
+ //System.printI(0xab4);
+ }
+ }
+ //System.printI(0xab5);
+ //
+ // Record the actual number of accepted data points.
+ nAcceptedPathValue = iLine;
+ //
+ // Now to fill in the structures from the 'PathId' class.
+ set_name("rate");
+ set_startDate(pathDate[0]);
+ set_endDate(pathDate[nAcceptedPathValue-1]);
+ set_dTime((float)(1.0/365.0));
+ //System.printI(0xab6);
+ }
+}
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+* *
+* Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+* *
+* produced by *
+* *
+* Java Grande Benchmarking Project *
+* *
+* at *
+* *
+* Edinburgh Parallel Computing Centre *
+* *
+* email: epcc-javagrande@epcc.ed.ac.uk *
+* *
+* Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+* *
+* This version copyright (c) The University of Edinburgh, 2001. *
+* All rights reserved. *
+* *
+**************************************************************************/
+
+
+/**
+ * Class for representing the returns of a given security.
+ *
+ * <p>To do list:
+ * <ol>
+ * <li>Define a window over which the mean drift and volatility
+ * are calculated.</li>
+ * <li>Hash table to reference {DATE}->{pathValue-index}.</li>
+ * </ol>
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:21 $
+ */
+public class ReturnPath extends PathId {
+ /**
+ * Flag for indicating one of the return definitions, via:
+ * u_i = \ln{\frac{S_i}{S_{i-1}}}
+ * corresponding to the instantaneous compounded return.
+ */
+ public int COMPOUNDED;
+
+ /**
+ * Flag for indicating one of the return definitions, via:
+ * u_i = \frac{S_i - S_{i-1}}{S_i}
+ * corresponding to the instantaneous non-compounded return.
+ */
+ public int NONCOMPOUNDED;
+
+ //------------------------------------------------------------------------
+ // Instance variables.
+ //------------------------------------------------------------------------
+ /**
+ * An instance variable, for storing the return values.
+ */
+ private float[] pathValue;
+ /**
+ * The number of accepted values in the rate path.
+ */
+ private int nPathValue;
+ /**
+ * Integer flag for indicating how the return was calculated.
+ */
+ private int returnDefinition;
+ /**
+ * Value for the expected return rate.
+ */
+ private float expectedReturnRate;
+ /**
+ * Value for the volatility, calculated from the return data.
+ */
+ private float volatility;
+ /**
+ * Value for the volatility-squared, a more natural quantity
+ * to use for many of the calculations.
+ */
+ private float volatility2;
+ /**
+ * Value for the mean of this return.
+ */
+ private float mean;
+ /**
+ * Value for the variance of this return.
+ */
+ private float variance;
+
+ //------------------------------------------------------------------------
+ // Constructors.
+ //------------------------------------------------------------------------
+ /**
+ * Default constructor.
+ */
+ public ReturnPath() {
+ super();
+
+ this.COMPOUNDED = 1;
+ this.NONCOMPOUNDED = 2;
+ this.nPathValue=-1;
+ this.returnDefinition = -1;
+ this.expectedReturnRate = (float)0.0;
+ this.volatility = (float)0.0;
+ this.volatility2 = (float)0.0;
+ this.mean = (float)0.0;
+ this.variance = (float)0.0;
+ }
+
+ /**
+ * Another constructor.
+ *
+ * @param pathValue for creating a return path with a precomputed path
+ * value. Indexed from 1 to <code>nPathArray-1</code>.
+ * @param nPathValue the number of accepted data points in the array.
+ * @param returnDefinition to tell this class how the return path values
+ * were computed.
+ */
+ public ReturnPath(float[] pathValue, int nPathValue, int returnDefinition) {
+ this.pathValue = pathValue;
+ this.nPathValue = nPathValue;
+ this.returnDefinition = returnDefinition;
+
+ this.COMPOUNDED = 1;
+ this.NONCOMPOUNDED = 2;
+ this.expectedReturnRate = (float)0.0;
+ this.volatility = (float)0.0;
+ this.volatility2 = (float)0.0;
+ this.mean = (float)0.0;
+ this.variance = (float)0.0;
+ }
+
+ //------------------------------------------------------------------------
+ // Methods.
+ //------------------------------------------------------------------------
+ //------------------------------------------------------------------------
+ // Accessor methods for class ReturnPath.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>pathValue</code>.
+ *
+ * @return Value of instance variable <code>pathValue</code>.
+ * @exception DemoException thrown if instance variable <code>pathValue</code> is undefined.
+ */
+ public float[] get_pathValue(){
+ return(this.pathValue);
+ }
+ /**
+ * Set method for private instance variable <code>pathValue</code>.
+ *
+ * @param pathValue the value to set for the instance variable <code>pathValue</code>.
+ */
+ public void set_pathValue(float[] pathValue) {
+ this.pathValue = pathValue;
+ }
+ /**
+ * Accessor method for private instance variable <code>nPathValue</code>.
+ *
+ * @return Value of instance variable <code>nPathValue</code>.
+ * @exception DemoException thrown if instance variable <code>nPathValue</code> is undefined.
+ */
+ public int get_nPathValue() {
+ return(this.nPathValue);
+ }
+ /**
+ * Set method for private instance variable <code>nPathValue</code>.
+ *
+ * @param nPathValue the value to set for the instance variable <code>nPathValue</code>.
+ */
+ public void set_nPathValue(int nPathValue) {
+ this.nPathValue = nPathValue;
+ }
+ /**
+ * Accessor method for private instance variable <code>returnDefinition</code>.
+ *
+ * @return Value of instance variable <code>returnDefinition</code>.
+ * @exception DemoException thrown if instance variable <code>returnDefinition</code> is undefined.
+ */
+ public int get_returnDefinition() {
+ return(this.returnDefinition);
+ }
+ /**
+ * Set method for private instance variable <code>returnDefinition</code>.
+ *
+ * @param returnDefinition the value to set for the instance variable <code>returnDefinition</code>.
+ */
+ public void set_returnDefinition(int returnDefinition) {
+ this.returnDefinition = returnDefinition;
+ }
+ /**
+ * Accessor method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @return Value of instance variable <code>expectedReturnRate</code>.
+ * @exception DemoException thrown if instance variable <code>expectedReturnRate</code> is undefined.
+ */
+ public float get_expectedReturnRate() {
+ return(this.expectedReturnRate);
+ }
+ /**
+ * Set method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @param expectedReturnRate the value to set for the instance variable <code>expectedReturnRate</code>.
+ */
+ public void set_expectedReturnRate(float expectedReturnRate) {
+ this.expectedReturnRate = expectedReturnRate;
+ }
+ /**
+ * Accessor method for private instance variable <code>volatility</code>.
+ *
+ * @return Value of instance variable <code>volatility</code>.
+ * @exception DemoException thrown if instance variable <code>volatility</code> is undefined.
+ */
+ public float get_volatility() {
+ return(this.volatility);
+ }
+ /**
+ * Set method for private instance variable <code>volatility</code>.
+ *
+ * @param volatility the value to set for the instance variable <code>volatility</code>.
+ */
+ public void set_volatility(float volatility) {
+ this.volatility = volatility;
+ }
+ /**
+ * Accessor method for private instance variable <code>volatility2</code>.
+ *
+ * @return Value of instance variable <code>volatility2</code>.
+ * @exception DemoException thrown if instance variable <code>volatility2</code> is undefined.
+ */
+ public float get_volatility2() {
+ return(this.volatility2);
+ }
+ /**
+ * Set method for private instance variable <code>volatility2</code>.
+ *
+ * @param volatility2 the value to set for the instance variable <code>volatility2</code>.
+ */
+ public void set_volatility2(float volatility2) {
+ this.volatility2 = volatility2;
+ }
+ /**
+ * Accessor method for private instance variable <code>mean</code>.
+ *
+ * @return Value of instance variable <code>mean</code>.
+ * @exception DemoException thrown if instance variable <code>mean</code> is undefined.
+ */
+ public float get_mean() {
+ return(this.mean);
+ }
+ /**
+ * Set method for private instance variable <code>mean</code>.
+ *
+ * @param mean the value to set for the instance variable <code>mean</code>.
+ */
+ public void set_mean(float mean) {
+ this.mean = mean;
+ }
+ /**
+ * Accessor method for private instance variable <code>variance</code>.
+ *
+ * @return Value of instance variable <code>variance</code>.
+ * @exception DemoException thrown if instance variable <code>variance</code> is undefined.
+ */
+ public float get_variance() {
+ return(this.variance);
+ }
+ /**
+ * Set method for private instance variable <code>variance</code>.
+ *
+ * @param variance the value to set for the instance variable <code>variance</code>.
+ */
+ public void set_variance(float variance) {
+ this.variance = variance;
+ }
+ //------------------------------------------------------------------------
+ /**
+ * Method to calculate the expected return rate from the return data,
+ * using the relationship:
+ * \mu = \frac{\bar{u}}{\Delta t} + \frac{\sigma^2}{2}
+ *
+ * @exception DemoException thrown one tries to obtain an undefined variable.
+ */
+ public void computeExpectedReturnRate() {
+ this.expectedReturnRate = mean/(float)get_dTime() + (float)0.5*volatility2;
+ }
+ /**
+ * Method to calculate <code>volatility</code> and <code>volatility2</code>
+ * from the return path data, using the relationship, based on the
+ * precomputed <code>variance</code>.
+ * \sigma^2 = s^2\Delta t
+ *
+ * @exception DemoException thrown if one of the quantites in the
+ * computation are undefined.
+ */
+ public void computeVolatility() {
+ this.volatility2 = this.variance / (float)get_dTime();
+ this.volatility = Math.sqrtf(volatility2);
+ }
+ /**
+ * Method to calculate the mean of the return, for use by other
+ * calculations.
+ *
+ * @exception DemoException thrown if <code>nPathValue</code> is
+ * undefined.
+ */
+ public void computeMean() {
+ this.mean = (float)0.0;
+ for( int i=1; i < nPathValue; i++ ) {
+ mean += pathValue[i];
+ }
+ this.mean /= ((float)(nPathValue - (float)1.0));
+ }
+ /**
+ * Method to calculate the variance of the retrun, for use by other
+ * calculations.
+ *
+ * @exception DemoException thrown if the <code>mean</code> or
+ * <code>nPathValue</code> values are undefined.
+ */
+ public void computeVariance() {
+ this.variance = (float)0.0;
+ for( int i=1; i < nPathValue; i++ ) {
+ variance += (pathValue[i] - mean)*(pathValue[i] - mean);
+ }
+ this.variance /= ((float)(nPathValue - (float)1.0));
+ }
+ /**
+ * A single method for invoking all the necessary methods which
+ * estimate the parameters.
+ *
+ * @exception DemoException thrown if there is a problem reading any
+ * variables.
+ */
+ public void estimatePath() {
+ computeMean();
+ //System.printI(0xb0);
+ computeVariance();
+ //System.printI(0xb1);
+ computeExpectedReturnRate();
+ //System.printI(0xb2);
+ computeVolatility();
+ //System.printI(0xb3);
+ }
+ /**
+ * Dumps the contents of the fields, to standard-out, for debugging.
+ */
+ public void dbgDumpFields() {
+ super.dbgDumpFields();
+// dbgPrintln("nPathValue=" +this.nPathValue);
+// dbgPrintln("expectedReturnRate="+this.expectedReturnRate);
+// dbgPrintln("volatility=" +this.volatility);
+// dbgPrintln("volatility2=" +this.volatility2);
+// dbgPrintln("mean=" +this.mean);
+// dbgPrintln("variance=" +this.variance);
+ }
+}
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+* *
+* Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+* *
+* produced by *
+* *
+* Java Grande Benchmarking Project *
+* *
+* at *
+* *
+* Edinburgh Parallel Computing Centre *
+* *
+* email: epcc-javagrande@epcc.ed.ac.uk *
+* *
+* Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+* *
+* This version copyright (c) The University of Edinburgh, 2001. *
+* All rights reserved. *
+* *
+**************************************************************************/
+
+/**
+ * Class for defining the initialisation data for all tasks.
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:21 $
+ */
+public class ToInitAllTasks {
+ private String header;
+ private String name;
+ private int startDate;
+ private int endDate;
+ private float dTime;
+ private int returnDefinition;
+ private float expectedReturnRate;
+ private float volatility;
+ private int nTimeSteps;
+ private float pathStartValue;
+
+ /**
+ * Constructor, for initialisation data which are common to all
+ * computation tasks.
+ *
+ * @param header Simple header string.
+ * @param name The name of the security which this Monte Carlo path
+ * should represent.
+ * @param startDate The date when the path starts, in 'YYYYMMDD' format.
+ * @param endDate The date when the path ends, in 'YYYYMMDD' format.
+ * @param dTime The interval in the data between successive data points
+ * in the generated path.
+ * @param returnDefinition How the statistic variables were defined,
+ * according to the definitions in
+ * <code>ReturnPath</code>'s two class variables
+ * <code>COMPOUNDED</code> and
+ * <code>NONCOMPOUNDED</code>.
+ * @param expectedReturnRate The measured expected return rate for which
+ * to generate.
+ * @param volatility The measured volatility for which to generate.
+ * @param nTimeSteps The number of time steps for which to generate.
+ * @param pathStartValue The stock price value to use at the start of each
+ * Monte Carlo simulation path.
+ */
+ public ToInitAllTasks(String header, String name, int startDate, int endDate,
+ float dTime, int returnDefinition, float expectedReturnRate, float volatility,
+ float pathStartValue) {
+ this.header = header;
+ this.name = name;
+ this.startDate = startDate;
+ this.endDate = endDate;
+ this.dTime = dTime;
+ this.returnDefinition = returnDefinition;
+ this.expectedReturnRate = expectedReturnRate;
+ this.volatility = volatility;
+ this.nTimeSteps = nTimeSteps;
+ this.pathStartValue = pathStartValue;
+ }
+ /**
+ * Another constructor, slightly easier to use by having slightly
+ * fewer arguments. Makes use of the "ReturnPath" object to
+ * accomplish this.
+ *
+ * @param obj Object used to define the instance variables which
+ * should be carried over to this object.
+ * @param nTimeSteps The number of time steps which the Monte
+ * Carlo generator should make.
+ * @param pathStartValue The stock price value to use at the start of each
+ * Monte Carlo simulation path.
+ * @exception DemoException thrown if there is a problem accessing the
+ * instance variables from the target objetct.
+ */
+ public ToInitAllTasks(ReturnPath obj, int nTimeSteps, float pathStartValue) {
+ //
+ // Instance variables defined in the PathId object.
+ this.name = obj.get_name();
+ this.startDate = obj.get_startDate();
+ this.endDate = obj.get_endDate();
+ this.dTime = obj.get_dTime();
+ //
+ // Instance variables defined in ReturnPath object.
+ this.returnDefinition = obj.get_returnDefinition();
+ this.expectedReturnRate = obj.get_expectedReturnRate();
+ this.volatility = obj.get_volatility();
+ this.nTimeSteps = nTimeSteps;
+ this.pathStartValue = pathStartValue;
+ }
+ //------------------------------------------------------------------------
+ // Accessor methods for class ToInitAllTasks.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>header</code>.
+ *
+ * @return Value of instance variable <code>header</code>.
+ */
+ public String get_header() {
+ return(this.header);
+ }
+ /**
+ * Set method for private instance variable <code>header</code>.
+ *
+ * @param header the value to set for the instance variable <code>header</code>.
+ */
+ public void set_header(String header) {
+ this.header = header;
+ }
+ /**
+ * Accessor method for private instance variable <code>name</code>.
+ *
+ * @return Value of instance variable <code>name</code>.
+ */
+ public String get_name() {
+ return(this.name);
+ }
+ /**
+ * Set method for private instance variable <code>name</code>.
+ *
+ * @param name the value to set for the instance variable <code>name</code>.
+ */
+ public void set_name(String name) {
+ this.name = name;
+ }
+ /**
+ * Accessor method for private instance variable <code>startDate</code>.
+ *
+ * @return Value of instance variable <code>startDate</code>.
+ */
+ public int get_startDate() {
+ return(this.startDate);
+ }
+ /**
+ * Set method for private instance variable <code>startDate</code>.
+ *
+ * @param startDate the value to set for the instance variable <code>startDate</code>.
+ */
+ public void set_startDate(int startDate) {
+ this.startDate = startDate;
+ }
+ /**
+ * Accessor method for private instance variable <code>endDate</code>.
+ *
+ * @return Value of instance variable <code>endDate</code>.
+ */
+ public int get_endDate() {
+ return(this.endDate);
+ }
+ /**
+ * Set method for private instance variable <code>endDate</code>.
+ *
+ * @param endDate the value to set for the instance variable <code>endDate</code>.
+ */
+ public void set_endDate(int endDate) {
+ this.endDate = endDate;
+ }
+ /**
+ * Accessor method for private instance variable <code>dTime</code>.
+ *
+ * @return Value of instance variable <code>dTime</code>.
+ */
+ public float get_dTime() {
+ return(this.dTime);
+ }
+ /**
+ * Set method for private instance variable <code>dTime</code>.
+ *
+ * @param dTime the value to set for the instance variable <code>dTime</code>.
+ */
+ public void set_dTime(float dTime) {
+ this.dTime = dTime;
+ }
+ /**
+ * Accessor method for private instance variable <code>returnDefinition</code>.
+ *
+ * @return Value of instance variable <code>returnDefinition</code>.
+ */
+ public int get_returnDefinition() {
+ return(this.returnDefinition);
+ }
+ /**
+ * Set method for private instance variable <code>returnDefinition</code>.
+ *
+ * @param returnDefinition the value to set for the instance variable <code>returnDefinition</code>.
+ */
+ public void set_returnDefinition(int returnDefinition) {
+ this.returnDefinition = returnDefinition;
+ }
+ /**
+ * Accessor method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @return Value of instance variable <code>expectedReturnRate</code>.
+ */
+ public float get_expectedReturnRate() {
+ return(this.expectedReturnRate);
+ }
+ /**
+ * Set method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @param expectedReturnRate the value to set for the instance variable <code>expectedReturnRate</code>.
+ */
+ public void set_expectedReturnRate(float expectedReturnRate) {
+ this.expectedReturnRate = expectedReturnRate;
+ }
+ /**
+ * Accessor method for private instance variable <code>volatility</code>.
+ *
+ * @return Value of instance variable <code>volatility</code>.
+ */
+ public float get_volatility() {
+ return(this.volatility);
+ }
+ /**
+ * Set method for private instance variable <code>volatility</code>.
+ *
+ * @param volatility the value to set for the instance variable <code>volatility</code>.
+ */
+ public void set_volatility(float volatility) {
+ this.volatility = volatility;
+ }
+ /**
+ * Accessor method for private instance variable <code>nTimeSteps</code>.
+ *
+ * @return Value of instance variable <code>nTimeSteps</code>.
+ */
+ public int get_nTimeSteps() {
+ return(this.nTimeSteps);
+ }
+ /**
+ * Set method for private instance variable <code>nTimeSteps</code>.
+ *
+ * @param nTimeSteps the value to set for the instance variable <code>nTimeSteps</code>.
+ */
+ public void set_nTimeSteps(int nTimeSteps) {
+ this.nTimeSteps = nTimeSteps;
+ }
+ /**
+ * Accessor method for private instance variable <code>pathStartValue</code>.
+ *
+ * @return Value of instance variable <code>pathStartValue</code>.
+ */
+ public float get_pathStartValue() {
+ return(this.pathStartValue);
+ }
+ /**
+ * Set method for private instance variable <code>pathStartValue</code>.
+ *
+ * @param pathStartValue the value to set for the instance variable <code>pathStartValue</code>.
+ */
+ public void set_pathStartValue(float pathStartValue) {
+ this.pathStartValue = pathStartValue;
+ }
+ //------------------------------------------------------------------------
+}
--- /dev/null
+/** Banboo Version **/
+
+/**************************************************************************
+* *
+* Java Grande Forum Benchmark Suite - Thread Version 1.0 *
+* *
+* produced by *
+* *
+* Java Grande Benchmarking Project *
+* *
+* at *
+* *
+* Edinburgh Parallel Computing Centre *
+* *
+* email: epcc-javagrande@epcc.ed.ac.uk *
+* *
+* Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk) *
+* *
+* This version copyright (c) The University of Edinburgh, 2001. *
+* All rights reserved. *
+* *
+**************************************************************************/
+
+/**
+ * Class for defining the results of a task. Currently, this is simply
+ * the Monte Carlo generate rate path.
+ *
+ * @author H W Yau
+ * @version $Revision: 1.1 $ $Date: 2008/08/18 22:22:21 $
+ */
+public class ToResult {
+ private String header;
+ private float expectedReturnRate;
+ private float volatility;
+ private float volatility2;
+ private float finalStockPrice;
+ private float[] pathValue;
+
+ /**
+ * Constructor, for the results from a computation.
+ *
+ * @param header Simple header string.
+ * @param pathValue Data computed by the Monte Carlo generator.
+ */
+ public ToResult(String header, float expectedReturnRate, float volatility,
+ float volatility2, float finalStockPrice, float[] pathValue) {
+ this.header=header;
+ this.expectedReturnRate = expectedReturnRate;
+ this.volatility = volatility;
+ this.volatility2 = volatility2;
+ this.finalStockPrice = finalStockPrice;
+ this.pathValue = pathValue;
+ }
+ /**
+ * Gives a simple string representation of this object.
+ *
+ * @return String representation of this object.
+ */
+ public String toString(){
+ return(header);
+ }
+ //------------------------------------------------------------------------
+ // Accessor methods for class ToResult.
+ // Generated by 'makeJavaAccessor.pl' script. HWY. 20th January 1999.
+ //------------------------------------------------------------------------
+ /**
+ * Accessor method for private instance variable <code>header</code>.
+ *
+ * @return Value of instance variable <code>header</code>.
+ */
+ public String get_header() {
+ return(this.header);
+ }
+ /**
+ * Set method for private instance variable <code>header</code>.
+ *
+ * @param header the value to set for the instance variable <code>header</code>.
+ */
+ public void set_header(String header) {
+ this.header = header;
+ }
+ /**
+ * Accessor method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @return Value of instance variable <code>expectedReturnRate</code>.
+ */
+ public float get_expectedReturnRate() {
+ return(this.expectedReturnRate);
+ }
+ /**
+ * Set method for private instance variable <code>expectedReturnRate</code>.
+ *
+ * @param expectedReturnRate the value to set for the instance variable
+ * <code>expectedReturnRate</code>.
+ */
+ public void set_expectedReturnRate(float expectedReturnRate) {
+ this.expectedReturnRate = expectedReturnRate;
+ }
+ /**
+ * Accessor method for private instance variable <code>volatility</code>.
+ *
+ * @return Value of instance variable <code>volatility</code>.
+ */
+ public float get_volatility() {
+ return(this.volatility);
+ }
+ /**
+ * Set method for private instance variable <code>volatility</code>.
+ *
+ * @param volatility the value to set for the instance variable <code>volatility</code>.
+ */
+ public void set_volatility(float volatility) {
+ this.volatility = volatility;
+ }
+ /**
+ * Accessor method for private instance variable <code>volatility2</code>.
+ *
+ * @return Value of instance variable <code>volatility2</code>.
+ */
+ public float get_volatility2() {
+ return(this.volatility2);
+ }
+ /**
+ * Set method for private instance variable <code>volatility2</code>.
+ *
+ * @param volatility2 the value to set for the instance variable <code>volatility2</code>.
+ */
+ public void set_volatility2(float volatility2) {
+ this.volatility2 = volatility2;
+ }
+ /**
+ * Accessor method for private instance variable <code>finalStockPrice</code>.
+ *
+ * @return Value of instance variable <code>finalStockPrice</code>.
+ */
+ public float get_finalStockPrice() {
+ return(this.finalStockPrice);
+ }
+ /**
+ * Set method for private instance variable <code>finalStockPrice</code>.
+ *
+ * @param finalStockPrice the value to set for the instance variable
+ * <code>finalStockPrice</code>.
+ */
+ public void set_finalStockPrice(float finalStockPrice) {
+ this.finalStockPrice = finalStockPrice;
+ }
+ /**
+ * Accessor method for private instance variable <code>pathValue</code>.
+ *
+ * @return Value of instance variable <code>pathValue</code>.
+ */
+ public float[] get_pathValue() {
+ return(this.pathValue);
+ }
+ /**
+ * Set method for private instance variable <code>pathValue</code>.
+ *
+ * @param pathValue the value to set for the instance variable <code>pathValue</code>.
+ */
+ public void set_pathValue(float[] pathValue) {
+ this.pathValue = pathValue;
+ }
+ //------------------------------------------------------------------------
+}
+
+
task t1(StartupObject s{initialstate}) {
//System.printString("task t1\n");
- int datasize = 16;
+ int datasize = 32;
for(int i = 0; i < datasize; ++i) {
SeriesRunner sr = new SeriesRunner(i){!finish};
}
// Calculate the fundamental frequency.
// ( 2 * pi ) / period...and since the period
// is 2, omega is simply pi.
- //float omega = (float) 3.1415926535897932; // Fundamental frequency.
float omega = (float) 3.1415926535897932; // Fundamental frequency.
// Calculate A[i] terms. Note, once again, that we
#endif
void begin(void) {
- int datasize = 16;
+ int datasize = 32;
int i = 0;
/* Main loop: */
for(i = 0; i < datasize; ++i) {
public static native float sinf(float a);
public static native float cosf(float a);
+ public static native float expf(float a);
public static native float sqrtf(float a);
- public static native double logf(float a);
+ public static native float logf(float a);
public static native float powf(float a, float b);
}
output.println("for(;tmpindex < tmplen; tmpindex++) {");
output.println(" tmpsum = tmpsum * 10 + *(taskname + tmpindex) - '0';");
output.println("}");
+ output.println("#ifdef RAWPATH");
+ output.println("raw_test_pass(0xAAAA);");
+ output.println("raw_test_pass_reg(tmpsum);");
+ output.println("#endif");
output.println("#ifdef RAWDEBUG");
output.println("raw_test_pass(0xAAAA);");
output.println("raw_test_pass_reg(tmpsum);");
output.println("}");
}
- Vector<Integer> sendto = new Vector<Integer>();
+ Vector<TranObjInfo> sendto = new Vector<TranObjInfo>();
Queue<Integer> queue = null;
if(targetCoreTbl != null) {
queue = targetCoreTbl.get(tmpFState);
// enqueue this object and its destinations for later process
// all the possible queues
QueueInfo qinfo = null;
+ TranObjInfo tmpinfo = new TranObjInfo();
+ tmpinfo.name = super.generateTemp(fm, temp, lb);
+ tmpinfo.targetcore = targetcore;
FlagState targetFS = this.currentSchedule.getTargetFState(tmpFState);
if(targetFS != null) {
- qinfo = outputtransqueues(targetFS, targetcore, output);
+ tmpinfo.fs = targetFS;
} else {
- qinfo = outputtransqueues(tmpFState, targetcore, output);
+ tmpinfo.fs = tmpFState;
+ }
+ if(!contains(sendto, tmpinfo)){
+ qinfo = outputtransqueues(tmpinfo.fs, targetcore, output);
+ output.println("tmpObjInfo = RUNMALLOC(sizeof(struct transObjInfo));");
+ output.println("tmpObjInfo->objptr = (void *)" + tmpinfo.name + ";");
+ output.println("tmpObjInfo->targetcore = "+targetcore.toString()+";");
+ output.println("tmpObjInfo->queues = " + qinfo.qname + ";");
+ output.println("tmpObjInfo->length = " + qinfo.length + ";");
+ output.println("addNewItem(totransobjqueue, (void*)tmpObjInfo);");
+ sendto.add(tmpinfo);
}
- output.println("tmpObjInfo = RUNMALLOC(sizeof(struct transObjInfo));");
- output.println("tmpObjInfo->objptr = (void *)" + super.generateTemp(fm, temp, lb) + ";");
- output.println("tmpObjInfo->targetcore = "+targetcore.toString()+";");
- output.println("tmpObjInfo->queues = " + qinfo.qname + ";");
- output.println("tmpObjInfo->length = " + qinfo.length + ";");
- output.println("addNewItem(totransobjqueue, (void*)tmpObjInfo);");
output.println("}");
- sendto.add(targetcore);
}
output.println("break;");
}
// enqueue this object and its destinations for later process
// all the possible queues
QueueInfo qinfo = null;
+ TranObjInfo tmpinfo = new TranObjInfo();
+ tmpinfo.name = super.generateTemp(fm, temp, lb);
+ tmpinfo.targetcore = targetcore;
FlagState targetFS = this.currentSchedule.getTargetFState(tmpFState);
if(targetFS != null) {
- qinfo = outputtransqueues(targetFS, targetcore, output);
+ tmpinfo.fs = targetFS;
} else {
- qinfo = outputtransqueues(tmpFState, targetcore, output);
+ tmpinfo.fs = tmpFState;
+ }
+ if(!contains(sendto, tmpinfo)){
+ qinfo = outputtransqueues(tmpinfo.fs, targetcore, output);
+ output.println("tmpObjInfo = RUNMALLOC(sizeof(struct transObjInfo));");
+ output.println("tmpObjInfo->objptr = (void *)" + tmpinfo.name + ";");
+ output.println("tmpObjInfo->targetcore = "+targetcore.toString()+";");
+ output.println("tmpObjInfo->queues = " + qinfo.qname + ";");
+ output.println("tmpObjInfo->length = " + qinfo.length + ";");
+ output.println("addNewItem(totransobjqueue, (void*)tmpObjInfo);");
+ sendto.add(tmpinfo);
}
- output.println("tmpObjInfo = RUNMALLOC(sizeof(struct transObjInfo));");
- output.println("tmpObjInfo->objptr = (void *)" + super.generateTemp(fm, temp, lb) + ";");
- output.println("tmpObjInfo->targetcore = "+targetcore.toString()+";");
- output.println("tmpObjInfo->queues = " + qinfo.qname + ";");
- output.println("tmpObjInfo->length = " + qinfo.length + ";");
- output.println("addNewItem(totransobjqueue, (void*)tmpObjInfo);");
output.println("}");
- sendto.add(targetcore);
}
output.println("/* increase index*/");
output.println("++" + queueins + ".index;");
for(int k = 0; k < targetcores.size(); ++k) {
// TODO
// add the information of exactly which queue
- if(!sendto.contains(targetcores.elementAt(i))) {
+ //if(!sendto.contains(targetcores.elementAt(i))) {
// previously not sended to this target core
// enqueue this object and its destinations for later process
output.println("{");
// all the possible queues
QueueInfo qinfo = null;
+ TranObjInfo tmpinfo = new TranObjInfo();
+ tmpinfo.name = super.generateTemp(fm, temp, lb);
+ tmpinfo.targetcore = targetcores.elementAt(i);
FlagState targetFS = this.currentSchedule.getTargetFState(tmpFState);
if(targetFS != null) {
- qinfo = outputtransqueues(targetFS, targetcores.elementAt(i), output);
+ tmpinfo.fs = targetFS;
} else {
- qinfo = outputtransqueues(tmpFState, targetcores.elementAt(i), output);
+ tmpinfo.fs = tmpFState;
+ }
+ if(!contains(sendto, tmpinfo)){
+ qinfo = outputtransqueues(tmpinfo.fs, targetcores.elementAt(i), output);
+ output.println("tmpObjInfo = RUNMALLOC(sizeof(struct transObjInfo));");
+ output.println("tmpObjInfo->objptr = (void *)" + tmpinfo.name + ";");
+ output.println("tmpObjInfo->targetcore = "+targetcores.elementAt(i).toString()+";");
+ output.println("tmpObjInfo->queues = " + qinfo.qname + ";");
+ output.println("tmpObjInfo->length = " + qinfo.length + ";");
+ output.println("addNewItem(totransobjqueue, (void*)tmpObjInfo);");
+ sendto.add(tmpinfo);
}
- output.println("tmpObjInfo = RUNMALLOC(sizeof(struct transObjInfo));");
- output.println("tmpObjInfo->objptr = (void *)" + super.generateTemp(fm, temp, lb) + ";");
- output.println("tmpObjInfo->targetcore = "+targetcores.elementAt(i).toString()+";");
- output.println("tmpObjInfo->queues = " + qinfo.qname + ";");
- output.println("tmpObjInfo->length = " + qinfo.length + ";");
- output.println("addNewItem(totransobjqueue, (void*)tmpObjInfo);");
output.println("}");
- }
+ //}
}
}
}
output.println("return;");
}
}
+
+ class TranObjInfo {
+ public String name;
+ public int targetcore;
+ public FlagState fs;
+ }
+
+ private boolean contains(Vector<TranObjInfo> sendto, TranObjInfo t) {
+ if(sendto.size() == 0) {
+ return false;
+ }
+ for(int i = 0; i < sendto.size(); i++) {
+ TranObjInfo tmp = sendto.elementAt(i);
+ if(!tmp.name.equals(t.name)) {
+ return false;
+ }
+ if(tmp.targetcore != t.targetcore) {
+ return false;
+ }
+ if(tmp.fs != t.fs) {
+ return false;
+ }
+ }
+ return true;
+ }
}
int newRate = 1;
String cdname = cd.getSymbol();
if((cdname.equals("SeriesRunner")) ||
- (cdname.equals("MDRunner"))) {
+ (cdname.equals("MDRunner")) ||
+ (cdname.equals("Stage")) ||
+ (cdname.equals("AppDemoRunner")) ||
+ (cdname.equals("FilterBankAtom"))) {
newRate = 16;
} else if(cdname.equals("SentenceParser")) {
newRate = 4;
- } /*else if(cdname.equals("ReduceWorker")) {
- newRate = 3;
- }*/
+ }
/*do {
tint = r.nextInt()%100;
} while(tint <= 0);
if(state.MULTICORE) {
//it_scheduling = scheduleAnalysis.getSchedulingsIter();
//Vector<Schedule> scheduling = (Vector<Schedule>)it_scheduling.next();
- Vector<Schedule> scheduling = scheduleAnalysis.getSchedulings().elementAt(selectedScheduling.elementAt(0));
+ Vector<Schedule> scheduling = scheduleAnalysis.getSchedulings().elementAt(selectedScheduling.lastElement());
BuildCodeMultiCore bcm=new BuildCodeMultiCore(state, bf.getMap(), tu, sa, scheduling, scheduleAnalysis.getCoreNum(), pa);
bcm.buildCode();
}
return sinf(___a___);
}
+float CALL11(___Math______expf____F, float ___a___, float ___a___) {
+ return expf(___a___);
+}
+
float CALL11(___Math______sqrtf____F, float ___a___, float ___a___) {
return sqrtf(___a___);
}
int msgtype;
int msgdataindex;
int msglength;
+int outmsgdata[30];
+int outmsgindex;
+int outmsglast;
+int outmsgleft;
+bool isMsgHanging;
+bool isMsgSending;
void calCoords(int core_num, int* coordY, int* coordX);
#elif defined THREADSIMULATE
static struct RuntimeHash* locktbl;
msgtype = -1;
msgdataindex = 0;
msglength = 30;
+
+ for(i = 0; i < 30; ++i) {
+ outmsgdata[i] = -1;
+ }
+ outmsgindex = 0;
+ outmsglast = 0;
+ outmsgleft = 0;
+ isMsgHanging = false;
+ isMsgSending = false;
#ifdef RAWDEBUG
raw_test_pass(0xee02);
#endif
if(grount == 1) {
int k = 0;
- raw_invalidate_cache_range(obj, classsize[((struct ___Object___ *)obj)->type]);
+ raw_invalidate_cache_range((int)obj, classsize[((struct ___Object___ *)obj)->type]);
// flush the obj
/*for(k = 0; k < classsize[((struct ___Object___ *)obj)->type]; ++k) {
invalidateAddr(obj + k);
msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
self_y, self_x,
target_y, target_x);
+ // start sending msg, set sand msg flag
+ isMsgSending = true;
gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
raw_test_pass(0xbbbb);
raw_test_pass(0xffff);
#endif
++(self_numsendobjs);
+ // end of sending this msg, set sand msg flag false
+ isMsgSending = false;
+ // check if there are pending msgs
+ while(isMsgHanging) {
+ // get the msg from outmsgdata[]
+ // length + target + msg
+ outmsgleft = outmsgdata[outmsgindex++];
+ targetcore = outmsgdata[outmsgindex++];
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, outmsgleft, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ isMsgSending = true;
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+#ifdef RAWDEBUG
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
+#endif
+ while(outmsgleft-- > 0) {
+ gdn_send(outmsgdata[outmsgindex++]);
+#ifdef RAWDEBUG
+ raw_test_pass_reg(outmsgdata[outmsgindex - 1]);
+#endif
+ }
+#ifdef RAWDEBUG
+ raw_test_pass(0xffff);
+#endif
+ isMsgSending = false;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ // check if there are still msg hanging
+ if(outmsgindex == outmsglast) {
+ // no more msgs
+ outmsgindex = outmsglast = 0;
+ isMsgHanging = false;
+ }
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
+ }
#elif defined THREADSIMULATE
int numofcore = pthread_getspecific(key);
msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
self_y, self_x,
target_y, target_x);
+ // start sending msgs, set msg sending flag
+ isMsgSending = true;
gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
raw_test_pass(0xbbbb);
raw_test_pass_reg(self_numreceiveobjs);
raw_test_pass(0xffff);
#endif
+ // end of sending this msg, set sand msg flag false
+ isMsgSending = false;
+ // check if there are pending msgs
+ while(isMsgHanging) {
+ // get the msg from outmsgdata[]
+ // length + target + msg
+ outmsgleft = outmsgdata[outmsgindex++];
+ targetcore = outmsgdata[outmsgindex++];
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, outmsgleft, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ isMsgSending = true;
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+#ifdef RAWDEBUG
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
+#endif
+ while(outmsgleft-- > 0) {
+ gdn_send(outmsgdata[outmsgindex++]);
+#ifdef RAWDEBUG
+ raw_test_pass_reg(outmsgdata[outmsgindex - 1]);
+#endif
+ }
+#ifdef RAWDEBUG
+ raw_test_pass(0xffff);
+#endif
+ isMsgSending = false;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ // check if there are still msg hanging
+ if(outmsgindex == outmsglast) {
+ // no more msgs
+ outmsgindex = outmsglast = 0;
+ isMsgHanging = false;
+ }
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
+ }
return true;
#elif defined THREADSIMULATE
struct ___Object___ *newobj = RUNMALLOC(sizeof(struct ___Object___));
raw_test_pass_reg(transObj->queues[2*k+1]);
#endif
}
+ // check if there is an existing duplicate item
+ {
+ struct QueueItem * qitem = getTail(&objqueue);
+ struct QueueItem * prev = NULL;
+ while(qitem != NULL) {
+ struct transObjInfo * tmpinfo = (struct transObjInfo *)(qitem->objectptr);
+ if(tmpinfo->objptr == transObj->objptr) {
+ // the same object, remove outdate one
+ removeItem(&objqueue, qitem);
+ } else {
+ prev = qitem;
+ }
+ if(prev == NULL) {
+ qitem = getTail(&objqueue);
+ } else {
+ qitem = getNext(prev);
+ }
+ }
//memcpy(transObj->queues, msgdata[3], sizeof(int)*(msglength - 3));
addNewItem_I(&objqueue, (void *)transObj);
+ }
++(self_numreceiveobjs);
#ifdef RAWDEBUG
raw_test_pass(0xe881);
#endif
}
targetcore = data3;
- calCoords(corenum, &self_y, &self_x);
- calCoords(targetcore, &target_y, &target_x);
- // Build the message header
- msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
- self_y, self_x,
- target_y, target_x);
- gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+ // check if there is still some msg on sending
+ if(isMsgSending) {
#ifdef RAWDEBUG
- raw_test_pass(0xbbbb);
- raw_test_pass(0xb000 + targetcore); // targetcore
+ raw_test_pass(0xe885);
#endif
- if(deny == true) {
- // deny the lock request
- gdn_send(4); // lock request
+ isMsgHanging = true;
+ // cache the msg in outmsgdata and send it later
+ // msglength + target core + msg
+ outmsgdata[outmsglast++] = msgsize;
+ outmsgdata[outmsglast++] = targetcore;
+ if(deny == true) {
+ outmsgdata[outmsglast++] = 4;
+ } else {
+ outmsgdata[outmsglast++] = 3;
+ }
+ outmsgdata[outmsglast++] = data1;
+ outmsgdata[outmsglast++] = data2;
+ } else {
#ifdef RAWDEBUG
- raw_test_pass(4);
+ raw_test_pass(0xe886);
#endif
- } else {
- // grount the lock request
- gdn_send(3); // lock request
+ // no msg on sending, send it out
+ calCoords(corenum, &self_y, &self_x);
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
- raw_test_pass(3);
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
#endif
- }
- gdn_send(data1); // lock type
+ if(deny == true) {
+ // deny the lock request
+ gdn_send(4); // lock request
#ifdef RAWDEBUG
- raw_test_pass_reg(data1);
+ raw_test_pass(4);
#endif
- gdn_send(data2); // lock target
+ } else {
+ // grount the lock request
+ gdn_send(3); // lock request
#ifdef RAWDEBUG
- raw_test_pass_reg(data2);
- raw_test_pass(0xffff);
+ raw_test_pass(3);
#endif
+ }
+ gdn_send(data1); // lock type
+#ifdef RAWDEBUG
+ raw_test_pass_reg(data1);
+#endif
+ gdn_send(data2); // lock target
+#ifdef RAWDEBUG
+ raw_test_pass_reg(data2);
+ raw_test_pass(0xffff);
+#endif
+ }
break;
}
case 3: {
int rwlock_obj = 0;
RuntimeHashget(locktbl, data2, &rwlock_obj);
#ifdef RAWDEBUG
- raw_test_pass(0xe885);
+ raw_test_pass(0xe887);
raw_test_pass_reg(rwlock_obj);
#endif
if(data1 == 0) {
//msgdataindex = 0;
msglength = 30;
#ifdef RAWDEBUG
- raw_test_pass(0xe886);
+ raw_test_pass(0xe888);
#endif
if(gdn_input_avail() != 0) {
goto msg;
} else {
// not a whole msg
#ifdef RAWDEBUG
- raw_test_pass(0xe887);
+ raw_test_pass(0xe889);
#endif
return -2;
}
#ifdef RAW
unsigned msgHdr;
int self_y, self_x, target_y, target_x;
- int targetcore = ((int)ptr >> 5) % TOTALCORE;
+ int targetcore = 0; //((int)ptr >> 5) % TOTALCORE;
// for 32 bit machine, the size is always 4 words
//int msgsize = sizeof(int) * 4;
int msgsize = 4;
+ int tc = TOTALCORE;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ targetcore = ((int)ptr >> 5) % tc;
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
lockobj = (int)ptr;
lockflag = false;
msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
self_y, self_x,
target_y, target_x);
+ // start sending the msg, set send msg flag
+ isMsgSending = true;
gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
raw_test_pass(0xbbbb);
raw_test_pass_reg(corenum);
raw_test_pass(0xffff);
#endif
+ // end of sending this msg, set sand msg flag false
+ isMsgSending = false;
+ // check if there are pending msgs
+ while(isMsgHanging) {
+ // get the msg from outmsgdata[]
+ // length + target + msg
+ outmsgleft = outmsgdata[outmsgindex++];
+ targetcore = outmsgdata[outmsgindex++];
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, outmsgleft, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ isMsgSending = true;
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+#ifdef RAWDEBUG
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
+#endif
+ while(outmsgleft-- > 0) {
+ gdn_send(outmsgdata[outmsgindex++]);
+#ifdef RAWDEBUG
+ raw_test_pass_reg(outmsgdata[outmsgindex - 1]);
+#endif
+ }
+#ifdef RAWDEBUG
+ raw_test_pass(0xffff);
+#endif
+ isMsgSending = false;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ // check if there are still msg hanging
+ if(outmsgindex == outmsglast) {
+ // no more msgs
+ outmsgindex = outmsglast = 0;
+ isMsgHanging = false;
+ }
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
+ }
return true;
#elif defined THREADSIMULATE
int numofcore = pthread_getspecific(key);
#ifdef RAW
unsigned msgHdr;
int self_y, self_x, target_y, target_x;
- int targetcore = ((int)ptr >> 5) % TOTALCORE;
+ int targetcore = 0; //((int)ptr >> 5) % TOTALCORE;
// for 32 bit machine, the size is always 3 words
//int msgsize = sizeof(int) * 3;
int msgsize = 3;
+ int tc = TOTALCORE;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ targetcore = ((int)ptr >> 5) % tc;
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
if(targetcore == corenum) {
#ifdef INTERRUPT
msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
self_y, self_x,
target_y, target_x);
+ // start sending the msg, set send msg flag
+ isMsgSending = true;
gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
raw_test_pass(0xbbbb);
raw_test_pass_reg(ptr);
raw_test_pass(0xffff);
#endif
+ // end of sending this msg, set sand msg flag false
+ isMsgSending = false;
+ // check if there are pending msgs
+ while(isMsgHanging) {
+ // get the msg from outmsgdata[]
+ // length + target + msg
+ outmsgleft = outmsgdata[outmsgindex++];
+ targetcore = outmsgdata[outmsgindex++];
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, outmsgleft, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ isMsgSending = true;
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+#ifdef RAWDEBUG
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
+#endif
+ while(outmsgleft-- > 0) {
+ gdn_send(outmsgdata[outmsgindex++]);
+#ifdef RAWDEBUG
+ raw_test_pass_reg(outmsgdata[outmsgindex - 1]);
+#endif
+ }
+#ifdef RAWDEBUG
+ raw_test_pass(0xffff);
+#endif
+ isMsgSending = false;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ // check if there are still msg hanging
+ if(outmsgindex == outmsglast) {
+ // no more msgs
+ outmsgindex = outmsglast = 0;
+ isMsgHanging = false;
+ }
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
+ }
#elif defined THREADSIMULATE
int numofcore = pthread_getspecific(key);
int rc = pthread_rwlock_rdlock(&rwlock_tbl);
#ifdef RAW
unsigned msgHdr;
int self_y, self_x, target_y, target_x;
- int targetcore = ((int)ptr >> 5) % TOTALCORE;
+ int targetcore = 0; //((int)ptr >> 5) % TOTALCORE;
// for 32 bit machine, the size is always 4 words
//int msgsize = sizeof(int) * 4;
int msgsize= 4;
int tc = TOTALCORE;
#ifdef INTERRUPT
- //raw_user_interrupts_off();
+ raw_user_interrupts_off();
#endif
- //targetcore = ((int)ptr) % tc;
+ targetcore = ((int)ptr >> 5) % tc;
#ifdef INTERRUPT
- //raw_user_interrupts_on();
+ raw_user_interrupts_on();
#endif
#ifdef RAWDEBUG
msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
self_y, self_x,
target_y, target_x);
+ // start sending the msg, set send msg flag
+ isMsgSending = true;
gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
raw_test_pass(0xbbbb);
raw_test_pass_reg(corenum);
raw_test_pass(0xffff);
#endif
+ // end of sending this msg, set sand msg flag false
+ isMsgSending = false;
+ // check if there are pending msgs
+ while(isMsgHanging) {
+ // get the msg from outmsgdata[]
+ // length + target + msg
+ outmsgleft = outmsgdata[outmsgindex++];
+ targetcore = outmsgdata[outmsgindex++];
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, outmsgleft, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ isMsgSending = true;
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+#ifdef RAWDEBUG
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
+#endif
+ while(outmsgleft-- > 0) {
+ gdn_send(outmsgdata[outmsgindex++]);
+#ifdef RAWDEBUG
+ raw_test_pass_reg(outmsgdata[outmsgindex - 1]);
+#endif
+ }
+#ifdef RAWDEBUG
+ raw_test_pass(0xffff);
+#endif
+ isMsgSending = false;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ // check if there are still msg hanging
+ if(outmsgindex == outmsglast) {
+ // no more msgs
+ outmsgindex = outmsglast = 0;
+ isMsgHanging = false;
+ }
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
+ }
return true;
#elif defined THREADSIMULATE
int numofcore = pthread_getspecific(key);
#ifdef RAW
unsigned msgHdr;
int self_y, self_x, target_y, target_x;
- int targetcore = ((int)ptr >> 5) % TOTALCORE;
+ int targetcore = 0; //((int)ptr >> 5) % TOTALCORE;
// for 32 bit machine, the size is always 3 words
//int msgsize = sizeof(int) * 3;
int msgsize = 3;
+ int tc = TOTALCORE;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ targetcore = ((int)ptr >> 5) % tc;
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
if(targetcore == corenum) {
#ifdef INTERRUPT
msgHdr = construct_dyn_hdr(0, msgsize, 0, // msgsize word sent.
self_y, self_x,
target_y, target_x);
+ // start sending the msg, set send msg flag
+ isMsgSending = true;
gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
#ifdef RAWDEBUG
raw_test_pass(0xbbbb);
raw_test_pass_reg(ptr);
raw_test_pass(0xffff);
#endif
+ // end of sending this msg, set sand msg flag false
+ isMsgSending = false;
+ // check if there are pending msgs
+ while(isMsgHanging) {
+ // get the msg from outmsgdata[]
+ // length + target + msg
+ outmsgleft = outmsgdata[outmsgindex++];
+ targetcore = outmsgdata[outmsgindex++];
+ calCoords(targetcore, &target_y, &target_x);
+ // Build the message header
+ msgHdr = construct_dyn_hdr(0, outmsgleft, 0, // msgsize word sent.
+ self_y, self_x,
+ target_y, target_x);
+ isMsgSending = true;
+ gdn_send(msgHdr); // Send the message header to EAST to handle fab(n - 1).
+#ifdef RAWDEBUG
+ raw_test_pass(0xbbbb);
+ raw_test_pass(0xb000 + targetcore); // targetcore
+#endif
+ while(outmsgleft-- > 0) {
+ gdn_send(outmsgdata[outmsgindex++]);
+#ifdef RAWDEBUG
+ raw_test_pass_reg(outmsgdata[outmsgindex - 1]);
+#endif
+ }
+#ifdef RAWDEBUG
+ raw_test_pass(0xffff);
+#endif
+ isMsgSending = false;
+#ifdef INTERRUPT
+ raw_user_interrupts_off();
+#endif
+ // check if there are still msg hanging
+ if(outmsgindex == outmsglast) {
+ // no more msgs
+ outmsgindex = outmsglast = 0;
+ isMsgHanging = false;
+ }
+#ifdef INTERRUPT
+ raw_user_interrupts_on();
+#endif
+ }
#elif defined THREADSIMULATE
int numofcore = pthread_getspecific(key);
int rc = pthread_rwlock_rdlock(&rwlock_tbl);
#endif
#ifdef RAWDEBUG
raw_test_pass(0xe99a);
- raw_test_pass_reg(lock);
- #endif
+#endif
+#ifdef RAWPATH
+ raw_test_pass(0xe99a);
+#endif
}
}
echo "-raw generate raw version binary (should be used together with -multicore)"
echo "-interrupt generate raw version binary with interruption (should be used togethere with -raw)"
echo "-rawconfig config raw simulator as 4xn (should be used together with -raw)"
+echo "-rawpath print out execute path information for raw version (should be used together with -raw)"
echo -threadsimulate generate multi-thread simulate version binary
echo -optional enable optional
echo -debug generate debug symbols
RAWFLAG=false
RAWCONFIG=''
RAWDEBUGFLAG=false
+RAWPATHFLAG=false
INTERRUPTFLAG=false
THREADSIMULATEFLAG=false;
USEDMALLOC=false
then
RAWDEBUGFLAG=true
EXTRAOPTIONS="$EXTRAOPTIONS -g"
+elif [[ $1 = '-rawpath' ]]
+then
+RAWPATHFLAG=true
elif [[ $1 = '-runtimedebug' ]]
then
EXTRAOPTIONS="$EXTRAOPTIONS -DCHECKTA"
export RAWRGCCFLAGS="-DTASK -DMULTICORE -DRAW"
+if $RAWPATHFLAG
+then # print path
+RAWRGCCFLAGS="${RAWRGCCFLAGS} -DRAWPATH"
+fi
+
if $RAWDEBUGFLAG
then #debug version
RAWRGCCFLAGS="${RAWRGCCFLAGS} -DRAWDEBUG"
projects / IRC.git / commitdiff