public BondSpreadCalculator(BondSpreadServiceModel bondSpreadServiceModel, CurveBuilder curveBuilder,
FutureBuilder futureBuilder, FutureEnrichment futureEnricher, ForwardBuilder forwardBuilder,
InterestCurves curves)
{
this.bondSpreadServiceModel = bondSpreadServiceModel;
this.curveBuilder = curveBuilder;
this.futureBuilder = futureBuilder;
this.futureEnricher = futureEnricher;
this.forwardBuilder = forwardBuilder;
this.curves = curves;
carbonFieldMap = CarbonModel.GetEnumToFieldMapping(new[] { "bid", "ask", "primAct1", "secAct1" });
dataObserver = new DataObserver(bondPriceCache, carbonFieldMap, FutureCache);
dataObserver.Subscribe(dataObserveSubject);
}
private readonly Spline _spline; // Underlyig spline
public SplineBuilder(FLOAT pointDistance, FLOAT error, int samplesPerCurve)
{
_builder = new CurveBuilder(pointDistance, error);
_spline = new Spline(samplesPerCurve);
}
public ModelRoot SceneGroup(
List <Vitaboy.Mesh> meshes,
List <Vitaboy.Animation> animations,
List <Microsoft.Xna.Framework.Graphics.Texture2D> textures,
Vitaboy.Skeleton skel
)
{
var builder = new SharpGLTF.Scenes.SceneBuilder();
var framerate = 1 / 36f;
var nodes = new Dictionary <Vitaboy.Bone, NodeBuilder>();
var transforms = new List <Matrix4x4>();
skel.ComputeBonePositions(skel.RootBone, Microsoft.Xna.Framework.Matrix.Identity);
ConvertBone(nodes, skel.RootBone, new NodeBuilder(skel.RootBone.Name));
//animations must be uploaded as part of the bone. add them as animation tracks to the existing nodes
var timeprops = new Dictionary <string, float>();
var useAnimID = animations.Count > 1;
foreach (var anim in animations)
{
var name = anim.XSkillName ?? anim.Name;
foreach (var motion in anim.Motions)
{
//find the bone we're creating a curve for
var bone = nodes.Values.FirstOrDefault(x => x.Name == motion.BoneName);
if (bone == null)
{
continue; //cannot add this curve to a bone
}
var root = bone.Name == "ROOT";
var scale = RecursiveScale(bone.Parent);
if (motion.TimeProperties != null)
{
foreach (var tps in motion.TimeProperties)
{
foreach (var tp in tps.Items)
{
foreach (var prop in tp.Properties.Items)
{
foreach (var keyPair in prop.KeyPairs)
{
var tpname = name + "/" + tp.ID.ToString() + "/" + keyPair.Key;
float value = 1;
if (!float.TryParse(keyPair.Value, out value))
{
value = 1;
tpname += "=" + keyPair.Value;
}
timeprops[tpname] = value;
}
}
}
}
}
//create curves for rotation and translation
CurveBuilder <Vector3> transCurve = null;
CurveBuilder <Quaternion> rotCurve = null;
if (motion.HasTranslation)
{
transCurve = bone.Translation.UseTrackBuilder(name);
}
if (motion.HasRotation)
{
rotCurve = bone.Rotation.UseTrackBuilder(name);
}
for (int i = 0; i < motion.FrameCount; i++)
{
var quat = new Quaternion();
Vector3 trans = new Vector3();
if (rotCurve != null)
{
quat = QuatConvert(anim.Rotations[i + motion.FirstRotationIndex]);
}
if (transCurve != null)
{
trans = Vec3Convert(anim.Translations[i + motion.FirstTranslationIndex]) / scale;
}
if (root)
{
quat = RotateQ * quat;
trans = Vector3.Transform(trans, RotateM);
}
rotCurve?.SetPoint(i * framerate, quat, true);
transCurve?.SetPoint(i * framerate, trans, true);
}
if (bone.Name == "R_LEG")
{
}
}
}
var resultMeshes = new List <MeshBuilder <VertexPositionNormal, VertexTexture1, VertexJoints8x4> >();
var orderedBones = skel.Bones.Select(x => nodes[x]).ToArray();
var world = Matrix4x4.Identity; //Matrix4x4.CreateFromAxisAngle(new Vector3(0, 1, 0), (float)Math.PI / 2f);
var outMesh = new MeshBuilder <VertexPositionNormal, VertexTexture1, VertexJoints8x4>("Avatar");
var meshi = 0;
foreach (var mesh in meshes)
{
var tex = textures[meshi++];
var data = TextureToPng(tex);
var material = new MaterialBuilder(mesh.SkinName ?? ("mesh_" + meshi));
var mtex = material.UseChannel(KnownChannels.BaseColor).UseTexture().WithPrimaryImage(new ArraySegment <byte>(data));
var prim = outMesh.UsePrimitive(material, 3);
//todo: blend verts
var previous = new List <VertexBuilder <VertexPositionNormal, VertexTexture1, VertexJoints8x4> >();
for (int i = 0; i < mesh.IndexBuffer.Length; i++)
{
var point = mesh.IndexBuffer[(i / 3) * 3 + (2 - (i % 3))]; //flip triangles
var vert = mesh.VertexBuffer[point];
var texc = new Vector2(vert.TextureCoordinate.X, vert.TextureCoordinate.Y);
var boneInd = (int)vert.Parameters.X;
var blendInd = (int)vert.Parameters.Y;
var mat = skel.Bones[boneInd].AbsoluteMatrix * RotateMX;
var bmat = skel.Bones[blendInd].AbsoluteMatrix * RotateMX;
VertexBuilder <VertexPositionNormal, VertexTexture1, VertexJoints8x4> nvert =
(
new VertexPositionNormal(
Vector3.Lerp(Vec3Convert(Microsoft.Xna.Framework.Vector3.Transform(vert.Position, mat)),
Vec3Convert(Microsoft.Xna.Framework.Vector3.Transform(vert.BvPosition, bmat)),
vert.Parameters.Z),
Vector3.Lerp(Vec3Convert(Microsoft.Xna.Framework.Vector3.TransformNormal(vert.Normal, mat)),
Vec3Convert(Microsoft.Xna.Framework.Vector3.TransformNormal(vert.BvNormal, bmat)),
vert.Parameters.Z)
),
new VertexTexture1(texc),
new VertexJoints8x4(new SharpGLTF.Transforms.SparseWeight8(new Vector4(boneInd, blendInd, 0, 0), new Vector4(1 - vert.Parameters.Z, vert.Parameters.Z, 0, 0)))
);
if (previous.Count == 2)
{
prim.AddTriangle(previous[0], previous[1], nvert);
previous.Clear();
}
else
{
previous.Add(nvert);
}
}
}
var skin = builder.AddSkinnedMesh(outMesh, world, orderedBones);
skin.Name = "Skeleton";
var schema = builder.ToSchema2();
/*
* var children = schema.LogicalScenes.FirstOrDefault().VisualChildren;
* foreach (var child in children)
* {
* if (child.Skin == null) { //armature
* var extras = child.TryUseExtrasAsDictionary(true);
* foreach (var tp in timeprops)
* {
* extras.Add(tp.Key, tp.Value);
* }
* }
* }
*/
//var extras = schema.LogicalNodes.FirstOrDefault(x => x.Name == "ROOT").TryUseExtrasAsDictionary(true);
var extras = schema.LogicalScenes.FirstOrDefault().TryUseExtrasAsDictionary(true);
foreach (var tp in timeprops)
{
extras.Add(tp.Key, tp.Value);
}
return(schema);
}
public AUCMeasure(CurveBuilder builder, AUCMode mode)
{
this._curveBuilder = builder;
this._mode = mode;
}
public InterestCurves(CurveBuilder curveBuilder)
{
this.curveBuilder = curveBuilder;
}