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;
}
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();
}
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);
}
}
// 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);
}
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);
}
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;
}
//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);
}
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()));
}