static void Main(string[] args)
{
_dpf = DomainParticipantFactory.Instance;
ErrorHandler.checkHandle(_dpf, "Domain Participant Factory");
_dp = _dpf.CreateParticipant(Domain);
//Initialize QOS
pQos = new PublisherQos();
dwQos = new DataWriterQos();
fdmDataType = new FDMTypeSupport();
string FDMDATATypeName = fdmDataType.TypeName;
ReturnCode status = fdmDataType.RegisterType(_dp, FDMDATATypeName);
ErrorHandler.checkStatus(status, "FDMDATA: Cannot Register Type");
//Create FDMDATA Topic
fdmDataTopic = _dp.FindTopic("FDMDATA", Duration.FromMilliseconds(1000));
if (fdmDataTopic == null)
{
fdmDataTopic = _dp.CreateTopic("FDMDATA", FDMDATATypeName);
}
ErrorHandler.checkHandle(fdmDataTopic, "Cannot Create Topic FDMDATA");
//Get Publisher QOS and Set Partition Name
_dp.GetDefaultPublisherQos(ref pQos);
pQos.Partition.Name = new String[1];
pQos.Partition.Name[0] = PartitionName;
//Create Subscriber for FDMDATA Topic
Publisher = _dp.CreatePublisher(pQos);
ErrorHandler.checkHandle(Publisher, "Cannot Create FDMDATA Publisher");
//Get Data Writer QOS and Set History Depth
Publisher.GetDefaultDataWriterQos(ref dwQos);
ErrorHandler.checkHandle(dwQos, "Cannot get Data Writer Qos");
dwQos.History.Depth = 5;
dwQos.Reliability.Kind = ReliabilityQosPolicyKind.BestEffortReliabilityQos;
//Create DataReader for FDMDATA Topic
parentWriter = Publisher.CreateDataWriter(fdmDataTopic, dwQos);
ErrorHandler.checkHandle(parentWriter, "Cannot Create FDMDATA Data Writer");
//Narrow abstract parentWriter into its typed representative
fdmDataWriter = parentWriter as FDMDataWriter;
ErrorHandler.checkHandle(fdmDataWriter, "Cannot Narrow FDMDATA Data Writer");
fdmData = new FDM();
while (true)
{
StartPublish();
Console.WriteLine("Publishing data! ");
Thread.Sleep(10);
}
}
static void Main(string[] args)
{
_dpf = DomainParticipantFactory.Instance;
ErrorHandler.checkHandle(_dpf, "Domain Participant Factory");
_dp = _dpf.CreateParticipant(Domain);
//Initialize QOS
sQos = new SubscriberQos();
drQos = new DataReaderQos();
fdmDataType = new FDMTypeSupport();
string FDMDATATypeName = fdmDataType.TypeName;
ReturnCode status = fdmDataType.RegisterType(_dp, FDMDATATypeName);
ErrorHandler.checkStatus(status, "FDMDATA: Cannot Register Type");
//Create FDMDATA Topic
fdmDataTopic = _dp.FindTopic("FDMDATA", Duration.FromMilliseconds(1000));
if (fdmDataTopic == null)
{
fdmDataTopic = _dp.CreateTopic("FDMDATA", FDMDATATypeName);
}
ErrorHandler.checkHandle(fdmDataTopic, "Cannot Create Topic FDMDATA");
//Get Subscriber QOS and Set Partition Name
_dp.GetDefaultSubscriberQos(ref sQos);
sQos.Partition.Name = new String[1];
sQos.Partition.Name[0] = PartitionName;
//Create Subscriber for FDMDATA Topic
Subscriber = _dp.CreateSubscriber(sQos);
ErrorHandler.checkHandle(Subscriber, "Cannot Create FDMDATA Subscriber");
//Get Data Reader QOS and Set History Depth
Subscriber.GetDefaultDataReaderQos(ref drQos);
ErrorHandler.checkHandle(drQos, "Cannot get Data Reader Qos");
drQos.History.Depth = 5;
drQos.Reliability.Kind = ReliabilityQosPolicyKind.BestEffortReliabilityQos;
//Create DataReader for FDMDATA Topic
parentReader = Subscriber.CreateDataReader(fdmDataTopic, drQos);
ErrorHandler.checkHandle(parentReader, "Cannot Create FDMDATA Data Reader");
//Narrow abstract parentReader into its typed representative
fdmDataReader = parentReader as FDMDataReader;
ErrorHandler.checkHandle(fdmDataReader, "Cannot Narrow FDMDATA Data Reader");
// drQos.Durability.Kind = DurabilityQosPolicyKind.TransientLocalDurabilityQos;
fdmData = new FDM();
//Rececieve Loop
while (true)
{
StartReceive();
Console.WriteLine("abc: " + fdmData.aa.ToString());
}
}
/// <summary>
/// Start Receiving
/// </summary>
static void StartReceive()
{
_stopReceive = false;
//while (!_stopReceive)
//{
var msg = new FDM[5];
var sampleInfo = new SampleInfo[5];
//InstanceHandle[] InstanceHandles = null;
//FDMDATAReader.GetMatchedSubscriptions(ref InstanceHandles);
//MessageBox.Show("Matched: " + InstanceHandles.GetLength(0));
LivelinessChangedStatus aliveStatus = null;
var returnCode = fdmDataReader.GetLivelinessChangedStatus(ref aliveStatus);
ErrorHandler.checkStatus(returnCode, "FDM SUB : Get liveliness");
if (aliveStatus.AliveCount > 0)
{
// FDM is on
IsAlive = true;
}
else
{
// FDM is off
IsAlive = false;
}
//Register FDMDATA (pre-allocating resources for it)
//InstanceHandle cmdHandle = FDMDATAReader.RegisterInstance(msg);
//MessageBox.Show("Data Sent: Start: " + msg.Start);
// Take Data from FDM and populate into temporary MSG array
ReturnCode status = fdmDataReader.Take(ref msg, ref sampleInfo);
ErrorHandler.checkStatus(status, "Unable to Read : FDMDATA");
//Console.WriteLine(status.ToString());
// Copy only latest data to FdmData variable if some Data has been read
if (status == ReturnCode.Ok)
{
fdmData = msg[0];
}
Thread.Sleep(10);
//}
}
public static void Main()
{
// Option data
double expiry = 0.25;
double strike = 10.0;
double volatility = 0.30;
double interest = 0.06;
double dividend = 0.0;
double truncation = 5 * strike; // Magic number
/* // P = 5.84..
* double expiry = 0.25;
* double strike = 65.0;
* double volatility = 0.30;
* double interest = 0.08;
* double dividend = 0.0;
* double truncation = 5 * strike; // Magic number
*/
Pde_BS pde = new Pde_BS(expiry, strike, volatility, interest, dividend, truncation);
// Numerical data
int J = 325;
int NT = 300 * 300;
Console.WriteLine("Explicit method, be patient ...");
// Create the mesh
Mesher1D mesh = new Mesher1D(0.0, truncation, expiry);
Vector <double> xarr = new Vector <double>(mesh.xarr(J));
Vector <double> tarr = new Vector <double>(mesh.tarr(NT));
FDM fdm = new FDM(pde);
FDMDirector fdir = new FDMDirector(fdm, xarr, tarr);
fdir.Start();
printOneExcel(xarr, fdir.current(), "Value"); // Display in Excel
}
public FDMDirector(FDM fdScheme, Vector <double> xmesh, Vector <double> tmesh)
{
fdm = fdScheme;
xarr = xmesh;
tarr = tmesh;
}
