public void Normalization(Boolean colbycol)
 {
     // 현재는 Standardize 만을 지원한다.
     if (colbycol == true)
     {
         for (Int32 i = 0; i < dimension; i++)
         {
             Double[] target = new Double[count];
             for (Int32 j = 0; j < count; j++)
             {
                 target[j] = vectors[j].Data[i];
             }
             Double mean  = target.Average();
             Double stdev = target.PopulationStandardDeviation();
             for (Int32 j = 0; j < count; j++)
             {
                 vectors_norm[j].Data[i] = (target[j] - mean) / stdev;
             }
         }
     }
     else
     {
         for (Int32 i = 0; i < count; i++)
         {
             Double mean  = vectors[i].Data.Average();
             Double stdev = vectors[i].Data.PopulationStandardDeviation();
             for (Int32 j = 0; j < dimension; j++)
             {
                 vectors_norm[i].Data[j] = (vectors[i].Data[j] - mean) / stdev;
             }
         }
     }
     isNormalized = true;
 }
Beispiel #2
0
        public double CalculateDifference(int[] cameras)
        {
            var compareResults = new Double[cameras.Length];

            try
            {
                for (var i = 0; i < cameras.Length; i++)
                {
                    var fswebcamCommand  = $"fswebcam -d /dev/video{cameras[i]} {FsWebCamParams} {DiffImage(cameras[i])}";
                    var processTakeImage = _bashRunner.RunCommand(
                        fswebcamCommand,
                        Environment.CurrentDirectory, true, null, FsWebCamRetrys);
                    if (processTakeImage.ExitCode != 0)
                    {
                        throw new ExceptionNoFsWebCam($"Could not take diff images with fswebcam. Command: {fswebcamCommand}");
                    }

                    var compareCommand = $"compare -fuzz 5% -metric AE {BaselineImage(cameras[i])} {DiffImage(cameras[i])} diffresult{cameras[i]}.jpg";
                    var processDiff    = _bashRunner.RunCommand(
                        compareCommand,
                        Environment.CurrentDirectory, true, null, null);
                    //HACK: This call comes out as an error, but actually its ok
                    compareResults[i] = Convert.ToDouble(processDiff.StandardError.ReadToEnd());
                }
            }
            catch (AggregateException ae)
            {
                throw ae.InnerException;
            }

            return(compareResults.Average());
        }
        static void Main(string[] args)
        {
            double[] nums       = new Double[30]; //Definiciones e inicializaciones de variables
            Random   randomizer = new Random();

            for (int i = 0; i <= 29; i++)
            {
                nums[i] = randomizer.NextDouble() * 100; // Se le asigna al vector los numeros al azar
            }
            //Muestra en pantalla el resultado
            Console.WriteLine("Máximo: " + nums.Max());
            Console.WriteLine("Mínimo: " + nums.Min());
            Console.WriteLine("Promedio: " + nums.Average());

            Console.ReadKey();
        }
Beispiel #4
0
        public void FillDoubleArray_ShouldProduceDesiredResults_ForBoundedInvocation()
        {
            // Arrange.
            var arrayLength = 180;
            var floor       = -100000d;
            var ceiling     = 100000d;
            var array       = new Double[arrayLength];

            using (var randomNumberGenerator = RandomNumberGenerator.Create())
            {
                // Act.
                randomNumberGenerator.FillDoubleArray(array, floor, ceiling);

                // Assert.
                array.Length.Should().Be(arrayLength);
                array.Average().Should().BeGreaterOrEqualTo(-50000d).And.BeLessOrEqualTo(50000d);
            }
        }
Beispiel #5
0
        // This function has the logic which calculates standard Error for the option with Delta Control Variate
        public void calculateStandardErrorwithcv(long numberOfSimulations, Double[] priceAtEnd, Double daysToExpiry, Boolean antitheticReduction, Double[] controlVariateList)
        {
            Double sum2 = 0;

            numberOfSimulations = antitheticReduction ? 2 * numberOfSimulations : numberOfSimulations;
            Double num = 0, den = 0;

            Double[] payoff = new Double[priceAtEnd.Length];
            for (int i = 0; i < priceAtEnd.Length; i++)
            {
                if (this.type == OptionType.CALL)
                {
                    payoff[i] = Math.Max(priceAtEnd[i] - this.strikePrice, 0);
                }
                else
                {
                    payoff[i] = Math.Max(this.strikePrice - priceAtEnd[i], 0);
                }
            }
            Double pa = payoff.Average(), cva = controlVariateList.Average();

            for (int i = 0; i < priceAtEnd.Length; i++)
            {
                num += (payoff[i] - pa) * (controlVariateList[i] - cva);
                den += Math.Pow((payoff[i] - pa), 2);
            }
            Double beta = num / den;

            for (int i = 0; i < priceAtEnd.Length; i++)
            {
                if (this.type == OptionType.CALL)
                {
                    sum2 += Math.Pow(Math.Max(priceAtEnd[i] - this.strikePrice, 0) - beta * controlVariateList[i], 2);
                }
                else if (this.type == OptionType.PUT)
                {
                    sum2 += Math.Pow(Math.Max(this.strikePrice - priceAtEnd[i], 0) - beta * controlVariateList[i], 2);
                }
            }
            this.StandarError = Math.Sqrt(((sum2 - Math.Pow(this.price, 2)) * Math.Exp(-2 * Simulator.yieldCurve[0].Rate * (daysToExpiry / 365.0))) / (numberOfSimulations - 1)) / Math.Sqrt(numberOfSimulations);
        }
Beispiel #6
0
        private static void Run(Compute c, int n, int threads, bool inops, bool precision64Bit)
        {
            const int repeats = 3;

            Double[] times = new Double[repeats];
            Double[] gxops = new Double[repeats];

            Console.WriteLine("\n{0}{1} tests in {2} {3}, N: {4}",
                              inops ? "INT" : "FLT",
                              precision64Bit ? "64" : "32",
                              threads,
                              "thread(s)",
                              n);

            Console.Write(inops ? "G_INOPS: " : "G_FLOPS: ");
            for (int i = 0; i < repeats; i++)
            {
                if (inops && threads == 1)
                {
                    times[i] = c.RunXops(n, inops, precision64Bit);
                    gxops[i] = c.LastResultSTGigaOPSAveraged;
                    //gxops[i] = (double)Compute.inopsPerIteration * n / times[i] / 1000000000;
                }
                else if (inops && threads > 1)
                {
                    times[i] = c.RunXopsMultiThreaded(n, threads, inops: true, precision64Bit: precision64Bit);
                    gxops[i] = (double)Compute.inopsPerIteration * n * threads / times[i] / 1000000000;
                }
                else if (!inops && threads == 1)
                {
                    times[i] = c.RunXops(n, inops, precision64Bit);
                    gxops[i] = c.LastResultSTGigaOPSAveraged;
                    //gxops[i] = (double)Compute.flopsPerIteration * n / times[i] / 1000000000;
                }
                else if (!inops && threads > 1)
                {
                    times[i] = c.RunXopsMultiThreaded(n, threads, inops: false, precision64Bit: precision64Bit);
                    gxops[i] = (double)Compute.flopsPerIteration * n * threads / times[i] / 1000000000;
                }

                Console.Write("{0:0.00}; ", gxops[i]);
            }

            Console.WriteLine("\n{1:0.00} {0}, {2:0.00}ms - averages", inops ? "G_INOPS" : "G_FLOPS", gxops.Average(), times.Average() * 1000);
        }
Beispiel #7
0
        private async void GetWeather()
        {
            ColorSnow.Color = Color.FromArgb(255, 255, 255, 255);
            ColorRain.Color = Color.FromArgb(255, 16, 155, 251);

            Debug.WriteLine(DateTime.Now.ToString("HH:mm:ss.f") + " - Request Weather Data...");
            WebRequest W_wrGETURL = WebRequest.Create("http://api.wunderground.com/api/877361112ea5ac9f/geolookup/conditions/hourly/q/Switzerland/Winterthur.json");

            WebResponse W_response = await W_wrGETURL.GetResponseAsync();

            Stream       W_dataStream = W_response.GetResponseStream();
            StreamReader W_reader     = new StreamReader(W_dataStream);
            string       W_sResponse  = W_reader.ReadToEnd();

            Debug.WriteLine(DateTime.Now.ToString("HH:mm:ss.f") + " - ...Data received");
            Debug.WriteLine(DateTime.Now.ToString("HH:mm:ss.f") + " - Loading Weather Data Stream");
            WeatherRootObject WeatherObj = JsonConvert.DeserializeObject <WeatherRootObject>(W_sResponse);

            Debug.WriteLine(DateTime.Now.ToString("HH:mm:ss.f") + " - Parsing Weather Data Stream");

            Double[] temp_raw = new Double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 };
            Double[] rain_raw = new Double[] { 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0 };
            Double   vAvg, vScale;

            Label_Time1.Text = WeatherObj.hourly_forecast[3].FCTTIME.hour_padded + ":00";
            Label_Time2.Text = WeatherObj.hourly_forecast[6].FCTTIME.hour_padded + ":00";
            Label_Time3.Text = WeatherObj.hourly_forecast[9].FCTTIME.hour_padded + ":00";
            Label_Time4.Text = WeatherObj.hourly_forecast[12].FCTTIME.hour_padded + ":00";
            Label_Time5.Text = WeatherObj.hourly_forecast[15].FCTTIME.hour_padded + ":00";
            Label_Time6.Text = WeatherObj.hourly_forecast[18].FCTTIME.hour_padded + ":00";

            Label_Temp1.Text = String.Format("{0:N0}°C", WeatherObj.hourly_forecast[3].temp.metric);
            Label_Temp2.Text = String.Format("{0:N0}°C", WeatherObj.hourly_forecast[6].temp.metric);
            Label_Temp3.Text = String.Format("{0:N0}°C", WeatherObj.hourly_forecast[9].temp.metric);
            Label_Temp4.Text = String.Format("{0:N0}°C", WeatherObj.hourly_forecast[12].temp.metric);
            Label_Temp5.Text = String.Format("{0:N0}°C", WeatherObj.hourly_forecast[15].temp.metric);
            Label_Temp6.Text = String.Format("{0:N0}°C", WeatherObj.hourly_forecast[18].temp.metric);

            image1.Source = new BitmapImage(new Uri("ms-appx:///Assets/Weather/" + WeatherObj.hourly_forecast[3].fctcode + ".png"));
            image2.Source = new BitmapImage(new Uri("ms-appx:///Assets/Weather/" + WeatherObj.hourly_forecast[6].fctcode + ".png"));
            image3.Source = new BitmapImage(new Uri("ms-appx:///Assets/Weather/" + WeatherObj.hourly_forecast[9].fctcode + ".png"));
            image4.Source = new BitmapImage(new Uri("ms-appx:///Assets/Weather/" + WeatherObj.hourly_forecast[12].fctcode + ".png"));
            image5.Source = new BitmapImage(new Uri("ms-appx:///Assets/Weather/" + WeatherObj.hourly_forecast[15].fctcode + ".png"));
            image6.Source = new BitmapImage(new Uri("ms-appx:///Assets/Weather/" + WeatherObj.hourly_forecast[18].fctcode + ".png"));

            for (byte i = 0; i <= 21; i++)
            {
                temp_raw[i] = Convert.ToInt32(WeatherObj.hourly_forecast[i].temp.metric);
            }


            vAvg   = temp_raw.Average();
            vScale = 20 / (Math.Abs(temp_raw.Max()) - Math.Abs(temp_raw.Min()));

            for (byte i = 0; i <= 21; i++)
            {
                double x_old = TempLine.Points.ElementAt(i + 1).X;
                y_temp_set[i] = 120 - Convert.ToInt32(Convert.ToInt32(WeatherObj.hourly_forecast[i].temp.metric) * vScale);
                TempLine.Points.RemoveAt(i + 1);
                TempLine.Points.Insert(i + 1, AsPoint(Convert.ToInt32(x_old), y_temp_set[i]));
            }

            Label_Temp1.SetValue(Canvas.TopProperty, (y_temp_set[3] - 25));
            image1.SetValue(Canvas.TopProperty, (y_temp_set[3] - 70));
            Label_Temp2.SetValue(Canvas.TopProperty, (y_temp_set[6] - 25));
            image2.SetValue(Canvas.TopProperty, (y_temp_set[6] - 70));
            Label_Temp3.SetValue(Canvas.TopProperty, (y_temp_set[9] - 25));
            image3.SetValue(Canvas.TopProperty, (y_temp_set[9] - 70));
            Label_Temp4.SetValue(Canvas.TopProperty, (y_temp_set[12] - 25));
            image4.SetValue(Canvas.TopProperty, (y_temp_set[12] - 70));
            Label_Temp5.SetValue(Canvas.TopProperty, (y_temp_set[15] - 25));
            image5.SetValue(Canvas.TopProperty, (y_temp_set[15] - 70));
            Label_Temp6.SetValue(Canvas.TopProperty, (y_temp_set[18] - 25));
            image6.SetValue(Canvas.TopProperty, (y_temp_set[18] - 70));

            Rect_Rain11.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[0].pop));  Rect_Rain11.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[0].pop));
            Rect_Rain12.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[1].pop));  Rect_Rain12.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[1].pop));
            Rect_Rain13.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[2].pop));  Rect_Rain13.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[2].pop));
            Rect_Rain21.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[3].pop));  Rect_Rain21.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[3].pop));
            Rect_Rain22.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[4].pop));  Rect_Rain22.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[4].pop));
            Rect_Rain23.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[5].pop));  Rect_Rain23.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[5].pop));
            Rect_Rain31.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[6].pop));  Rect_Rain31.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[6].pop));
            Rect_Rain32.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[7].pop));  Rect_Rain32.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[7].pop));
            Rect_Rain33.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[8].pop));  Rect_Rain33.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[8].pop));
            Rect_Rain41.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[9].pop));  Rect_Rain41.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[9].pop));
            Rect_Rain42.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[10].pop)); Rect_Rain42.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[10].pop));
            Rect_Rain43.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[11].pop)); Rect_Rain43.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[11].pop));
            Rect_Rain51.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[12].pop)); Rect_Rain51.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[12].pop));
            Rect_Rain52.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[13].pop)); Rect_Rain52.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[13].pop));
            Rect_Rain53.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[14].pop)); Rect_Rain53.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[14].pop));
            Rect_Rain61.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[15].pop)); Rect_Rain61.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[15].pop));
            Rect_Rain62.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[16].pop)); Rect_Rain62.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[16].pop));
            Rect_Rain63.SetValue(Canvas.HeightProperty, Convert.ToInt32(WeatherObj.hourly_forecast[17].pop)); Rect_Rain63.SetValue(Canvas.TopProperty, 100 - Convert.ToInt32(WeatherObj.hourly_forecast[17].pop));

            // Current Weather
            image_cur.Source   = new BitmapImage(new Uri("ms-appx:///Assets/Weather/big/" + WeatherObj.current_observation.icon + ".png"));
            Label_CurTemp.Text = WeatherObj.current_observation.temp_c + "°C";
            Label_CurFeel.Text = "Feels like " + WeatherObj.current_observation.feelslike_c + "°C";
            Label_CurPerc.Text = "The weather is " + WeatherObj.current_observation.weather.ToLower() + " with a forecasted percipitation of " + WeatherObj.current_observation.precip_today_metric + "mm. " + "The wind blows from " + WeatherObj.current_observation.wind_dir.ToLower() + " direction with " + WeatherObj.current_observation.wind_kph + "kmh.";

            Int32[] rain_forecast = new Int32[] { Convert.ToInt32(WeatherObj.hourly_forecast[0].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[1].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[2].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[3].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[4].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[5].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[6].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[7].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[8].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[9].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[10].pop),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[11].pop) };

            Int32[] wind_forecast = new Int32[] { Convert.ToInt32(WeatherObj.hourly_forecast[0].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[1].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[2].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[3].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[4].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[5].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[6].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[7].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[8].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[9].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[10].wspd.metric),
                                                  Convert.ToInt32(WeatherObj.hourly_forecast[11].wspd.metric) };

            if (DateTime.Now.Hour < 12)
            {
                s1 = "Good morning! ";
            }
            else
            {
                s1 = "Hi there! ";
            }
            if (rain_forecast.Max() > 20)
            {
                s2 = "Stay dry, it might rain";
                if (wind_forecast.Average() > 10)
                {
                    s3 = " and look out for flying cows, it's windy!";
                }
                else
                {
                    s3 = ".";
                }
            }
            else
            {
                s2 = "A dry day is forcasted, enjoy";
                if (wind_forecast.Average() > 10)
                {
                    s3 = ". But look out for flying cows, it's windy!";
                }
                else
                {
                    s3 = ".";
                }
            }
            Label_CurPerc.Text = s1 + s2 + s3;
        }
Beispiel #8
0
        //This function creates an path of the stock which we assume for brownian geometric motion.
        #region Create Path for Underlying
        public static Double[] getPath(Options option, long noOfSimulations, int numberOfDays, Double del, ChangeValue change, bool controlVariateReduction, bool multithreading = true, GraphPlotting plot = null)
        {
            changeValues(option, del, change);
            Double[] priceAtEnd      = new Double[noOfSimulations];
            int      numberofThreads = multithreading ? Environment.ProcessorCount : 1;
            Double   dt = Convert.ToDouble((option.ExpiryDate - DateTime.Today).Days) / (365 * numberOfDays);

            if (controlVariateReduction)
            {
                controlVariateList.Clear();
            }
            int day = 0;

            Parallel.ForEach(randomNumbers, new ParallelOptions {
                MaxDegreeOfParallelism = numberofThreads
            }, randomList =>
            {
                Double[] simulatedPathForOneSimulation = new Double[numberOfDays + 1];
                simulatedPathForOneSimulation[0]       = option.Underlying.Price;
                double controlVariate = 0;
                for (int time = 1; time <= numberOfDays; time++)
                {
                    try
                    {
                        simulatedPathForOneSimulation[time] = simulatedPathForOneSimulation[time - 1] * Math.Exp(((yieldCurve[0].Rate - (Math.Pow(option.HistoricalVolatility, 2) / 2.0)) * (dt)) + option.HistoricalVolatility * Math.Sqrt(dt) * randomList[time - 1]);
                        if (controlVariateReduction)
                        {
                            Double delta = OptionDelta(simulatedPathForOneSimulation[time - 1], option.StrikePrice, yieldCurve[0].Rate, option.HistoricalVolatility, (numberOfDays - time) * dt);

                            if (option.Type == OptionType.PUT)
                            {
                                delta = delta - 1;
                            }

                            controlVariate += delta * (simulatedPathForOneSimulation[time] - (simulatedPathForOneSimulation[time - 1] * Math.Exp(yieldCurve[0].Rate * dt)));
                        }
                    }
                    catch (Exception e)
                    {
                        throw e;
                    }
                }
                lock (lck)
                {
                    if (plot != null && day <= 0)
                    {
                        plot.addNewSeries(simulatedPathForOneSimulation);
                    }
                    switch (option.OptionKind)
                    {
                    case OptionKind.ASIAN:
                        priceAtEnd[day++] = simulatedPathForOneSimulation.Average();
                        break;

                    case OptionKind.BARRIER:
                        switch (((BarrierOption)option).BarrierOptionType)
                        {
                        case BarrierOptionType.UPOUT:
                            if (simulatedPathForOneSimulation.Max() > ((BarrierOption)option).Barrier)
                            {
                                priceAtEnd[day++] = -1;
                            }
                            else
                            {
                                priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                            }
                            break;

                        case BarrierOptionType.UPIN:
                            if (simulatedPathForOneSimulation.Max() <= ((BarrierOption)option).Barrier)
                            {
                                priceAtEnd[day++] = -1;
                            }
                            else
                            {
                                priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                            }
                            break;

                        case BarrierOptionType.DOWNOUT:
                            if (simulatedPathForOneSimulation.Min() < ((BarrierOption)option).Barrier)
                            {
                                priceAtEnd[day++] = -1;
                            }
                            else
                            {
                                priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                            }
                            break;

                        case BarrierOptionType.DOWNIN:
                            if (simulatedPathForOneSimulation.Min() >= ((BarrierOption)option).Barrier)
                            {
                                priceAtEnd[day++] = -1;
                            }
                            else
                            {
                                priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                            }
                            break;

                        default:
                            break;
                        }
                        break;

                    case OptionKind.DIGITAL:
                        priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                        break;

                    case OptionKind.EUROPEAN:
                        priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                        break;

                    case OptionKind.LOOKBACK:
                        switch (option.Type)
                        {
                        case OptionType.CALL:
                            priceAtEnd[day++] = simulatedPathForOneSimulation.Max();
                            break;

                        case OptionType.PUT:
                            priceAtEnd[day++] = simulatedPathForOneSimulation.Min();
                            break;

                        default:
                            break;
                        }
                        break;

                    case OptionKind.RANGE:
                        priceAtEnd[day++] = simulatedPathForOneSimulation.Max() - simulatedPathForOneSimulation.Min();
                        break;

                    default:
                        priceAtEnd[day++] = simulatedPathForOneSimulation[simulatedPathForOneSimulation.Length - 1];
                        break;
                    }
                    if (controlVariateReduction)
                    {
                        controlVariateList.Add(controlVariate);
                    }
                }
            });

            if (change != ChangeValue.RATE && change != ChangeValue.TIME)
            {
                changeValues(option, -1 * del, change);
            }
            return(priceAtEnd);
        }
Beispiel #9
0
        public void updateData()
        {
            if (initialized)
            {
                Int64 pos = 0;

                state = shmem.ReadInt32(pos);
                pos  += sizeof(Int32);

                carid = shmem.ReadInt32(pos);
                pos  += sizeof(Int32);

                gear = shmem.ReadInt32(pos);
                pos += sizeof(Int32);

                lap  = shmem.ReadInt32(pos);
                pos += sizeof(Int32);

                totallaps = shmem.ReadInt32(pos);
                pos      += sizeof(Int32);

                position = shmem.ReadInt32(pos);
                pos     += sizeof(Int32);

                pitlimiter = shmem.ReadInt32(pos);
                pos       += sizeof(Int32);

                sessiontype = shmem.ReadInt32(pos);
                pos        += sizeof(Int32);

                carinfront = shmem.ReadInt32(pos);
                pos       += sizeof(Int32);

                timestamp = shmem.ReadDouble(pos);
                pos      += sizeof(Double);

                speed = shmem.ReadDouble(pos);
                pos  += sizeof(Double);

                rpm  = shmem.ReadDouble(pos);
                pos += sizeof(Double);

                fuel = shmem.ReadDouble(pos);
                pos += sizeof(Double);

                prevlap = shmem.ReadDouble(pos);
                pos    += sizeof(Double);

                trackLength = shmem.ReadDouble(pos);
                pos        += sizeof(Double);

                maxrpm = shmem.ReadDouble(pos);
                pos   += sizeof(Double);

                shmem.ReadArray <Double>(pos, driverTrkPos, 0, maxcars);
                pos += maxcars * sizeof(Double);

                Byte[] buf = new Byte[64];

                shmem.ReadArray <Byte>(pos, buf, 0, 64);
                pos    += 64 * sizeof(Byte);
                buf     = Encoding.Convert(Encoding.GetEncoding("iso-8859-1"), Encoding.UTF8, buf);
                carname = Encoding.UTF8.GetString(buf, 0, 64);
                carname = carname.Substring(0, carname.IndexOf('\0'));

                shmem.ReadArray <Byte>(pos, buf, 0, 64);
                pos      += 64 * sizeof(Byte);
                buf       = Encoding.Convert(Encoding.GetEncoding("iso-8859-1"), Encoding.UTF8, buf);
                trackname = Encoding.UTF8.GetString(buf, 0, 64);
                trackname = trackname.Substring(0, trackname.IndexOf('\0'));

                // process
                if (needReset && trackLength > 0)
                {
                    reset();
                    LoadBestLap();
                    needReset = false;
                }

                if (prevstate != state)
                {
                    if (state == 2) // entering driving mode
                    {
                        LoadBestLap();
                    }
                    else if (prevstate == 2) // exiting driving mode
                    {
                        SaveBestLap();
                    }

                    prevstate = state;
                }

                timedelta.Update(timestamp, driverTrkPos);

                if (driverTrkPos[carid] < 0.1 && lastTickTrackPos > 0.9)
                {
                    Double distance       = (1 - lastTickTrackPos) + driverTrkPos[carid];
                    Double time           = timestamp - lastTickTime;
                    Double tickCorrection = (1 - lastTickTrackPos) / distance;

                    // save lap time
                    if (lapTimeValid)
                    {
                        fuelcons[fuelconsPtr % fuelcons.Length] = fuel;

                        // update fuel consumption after one full lap
                        if (fuelconsPtr > 0)
                        {
                            if (fuelconsPtr >= fuelcons.Length)
                            {
                                Double[] consrate = new Double[fuelcons.Length - 1];
                                Int32    j        = 0;
                                for (int i = fuelconsPtr; i < fuelconsPtr + consrate.Length; i++)
                                {
                                    consrate[j++] = fuelcons[(i + 1) % fuelcons.Length] - fuelcons[(i + 2) % fuelcons.Length];
                                }
                                fuelneed        = (Int32)(fuelcons[fuelconsPtr % fuelcons.Length] - ((totallaps - lap) * consrate.Average()));
                                fuelconsumption = consrate.Average();
                            }
                            else if (fuelconsPtr > 0)
                            {
                                fuelneed        = (Int32)(fuelcons[fuelconsPtr % fuelcons.Length] - ((totallaps - lap) * fuelcons[(fuelconsPtr - 1) % fuelcons.Length]));
                                fuelconsumption = fuelcons[(fuelconsPtr - 1) % fuelcons.Length] - fuelcons[fuelconsPtr % fuelcons.Length];
                            }
                        }
                        fuelconsPtr++;
                    }

                    // start new lap
                    lapStartTime = timestamp - (1 - tickCorrection) * time;
                    lapTimeValid = true;

                    // reset fuel consumption when in pits
                    if (driverTrkPos[carid] < 0)
                    {
                        fuelcons    = new Double[fuelconslaps];
                        fuelconsPtr = 0;
                    }
                }
                else if (Math.Abs(driverTrkPos[carid] - lastTickTrackPos) > 0.1)
                {
                    // invalidate lap time if jumping too much
                    lapTimeValid = false;
                }

                lastTickTrackPos = driverTrkPos[carid]; // save for next tick
                lastTickTime     = timestamp;

                if (sessiontype >= 10) // if (race)
                {
                    delta = timedelta.GetDelta(carid, carinfront);
                }
                else
                {
                    delta = timedelta.GetBestLapDelta(driverTrkPos[carid] % 1);
                }
            }
        }
        private void Run(Compute c, int n, int threads, bool inops, bool useTasks)
        {
            const int repeats = 4;

            Double[] times = new Double[repeats];
            Double[] gxops = new Double[repeats];

            WriteLine(string.Format("\n{0} tests in {1} {2}, N: {3}",
                                    inops ? "INT32" : "FLT32",
                                    threads,
                                    useTasks ? "tasks" : "threads",
                                    n));

            Write(string.Format(inops ? "G_INOPS: " : "G_FLOPS: "));
            for (int i = 0; i < repeats; i++)
            {
                if (inops && threads == 1)
                {
                    times[i] = c.RunInops32Bit(n);
                    gxops[i] = (double)Compute.inopsPerIteration * n / times[i] / 1000000000;
                }
                else if (inops && threads > 1)
                {
                    times[i] = c.RunXopsMultiThreaded(n, threads, inops: true, useTasks: useTasks);
                    gxops[i] = (double)Compute.inopsPerIteration * n * threads / times[i] / 1000000000;
                }
                else if (!inops && threads == 1)
                {
                    times[i] = c.RunFlops64Bit(n);
                    gxops[i] = (double)Compute.flopsPerIteration * n / times[i] / 1000000000;
                }
                else if (!inops && threads > 1)
                {
                    times[i] = c.RunXopsMultiThreaded(n, threads, inops: false, useTasks: useTasks);
                    gxops[i] = (double)Compute.flopsPerIteration * n * threads / times[i] / 1000000000;
                }

                Write(string.Format("{0:0.00}; ", gxops[i]));
            }

            WriteLine(string.Format("\nAverage {0}: {1}", inops ? "G_INOPS" : "G_FLOPS", gxops.Average()));
        }