/// <summary>
/// Calculation method
/// </summary>
/// <param name="initial"></param>
/// <param name="exercise"></param>
/// <param name="up"></param>
/// <param name="down"></param>
/// <param name="interest"></param>
/// <param name="periods"></param>
/// <param name="sims"></param>
/// <param name="result"></param>
private string CalculationTask(double initial,
double exercise,
double up,
double down,
double interest,
long periods,
long sims)
{
//Cancellation token
CancellationTokenSource cts = new CancellationTokenSource();
CancellationToken token = cts.Token;
Task <string> T = Task.Factory.StartNew(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
//The most heavy function
double price = AsianOptionsPricing.Simulation(token, rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
string result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
return(result);
},
token
);
return(T.Result);
}
/// <summary>
/// Main button to run the simulation.
/// </summary>
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
int count = System.Convert.ToInt32(this.lblCount.Content);
count++;
this.lblCount.Content = count.ToString();
string result = "";
//
// Run simulation on a separate task to price option:
//
Task T = Task.Factory.StartNew(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
double price = AsianOptionsPricing.Simulation(rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
}
);
//
// Display the results once computation task is done, but ensure
// task is run on UI's thread context so UI update is legal:
//
T.ContinueWith((antecedent) =>
{
this.lstPrices.Items.Insert(0, result);
count = System.Convert.ToInt32(this.lblCount.Content);
count--;
this.lblCount.Content = count.ToString();
if (count == 0)
{
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
}
},
TaskScheduler.FromCurrentSynchronizationContext()
);
}
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
//this.cmdPriceOption.IsEnabled = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
m_Counter++;
this.lblCount.Content = m_Counter.ToString();
//
// Run simulation to price option:
//
string result = string.Empty;
Task T = new Task(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
double price = AsianOptionsPricing.Simulation(rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
});
//antecedent
Task t2 = T.ContinueWith((antecedent) =>
{
//
// Display the results:
//
this.lstPrices.Items.Insert(0, result);
m_Counter--;
this.lblCount.Content = m_Counter.ToString();
if (m_Counter == 0)
{
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
}
//this.cmdPriceOption.IsEnabled = true;
},
TaskScheduler.FromCurrentSynchronizationContext()
);
T.Start();
}
/// <summary>
/// Main button to run the simulation.
/// </summary>
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
//TODO create a command for this action.
if (_viewModel.TaskCounter == 0)
{
spinnerWait.Visibility = Visibility.Visible;
spinnerWait.Spin = true;
}
_viewModel.TaskCounter += 1;
var param = new AsianOptionsPricing.Parameter(_viewModel);
string result = string.Empty;
Task.Factory.StartNew(() =>
{
//
// Run simulation to price options:
//
var rand = new Random(Guid.NewGuid().GetHashCode());
int start = Environment.TickCount;
double price = AsianOptionsPricing.Simulation(rand, param);
int stop = Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
// Standard Numeric Format Strings
// https://docs.microsoft.com/en-us/dotnet/standard/base-types/standard-numeric-format-strings#example
var ci = new CultureInfo("en");
result = $"{price.ToString("C", ci)} [{elapsedTimeInSecs:#,##0.00} secs]";
}).ContinueWith((antecedent) =>
{
//
// Display the results:
//
_viewModel.Results.Insert(0, result);
_viewModel.TaskCounter -= 1;
if (_viewModel.TaskCounter == 0)
{
spinnerWait.Spin = false;
spinnerWait.Visibility = Visibility.Collapsed;
}
}, TaskScheduler.FromCurrentSynchronizationContext());
}
/// <summary>
/// Main button to run the simulation.
/// </summary>
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
this.cmdPriceOption.IsEnabled = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
//
// Run simulation to price option:
//
Random rand = new Random();
int start = System.Environment.TickCount;
double price = AsianOptionsPricing.Simulation(rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
string result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
//
// Display the results:
//
this.lstPrices.Items.Insert(0, result);
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
this.cmdPriceOption.IsEnabled = true;
}
/// <summary>
/// Main button to run the simulation.
/// </summary>
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
//this.cmdPriceOption.IsEnabled = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
m_counter++;
this.lblCount.Content = m_counter.ToString();
this.mnuFileCancel.IsEnabled = true;
//m_cts = new CancellationTokenSource();
CancellationToken token = m_cts.Token;
//
// Run simulation to price option:
//
//string result = "";
Task <string> T = Task.Factory.StartNew <string>(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
double price = AsianOptionsPricing.Simulation(token, rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
string result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
return(result);
}, token);
//
// Display the results:
//
Task T2 = T.ContinueWith((antecedent) =>
{
string result;
try
{
result = antecedent.Result;
}
catch (AggregateException ae)
{
result = ae.InnerException is OperationCanceledException ? "<< canceled >>" : "<< error?! >>";
}
this.lstPrices.Items.Insert(0, result);
m_counter--;
this.lblCount.Content = m_counter.ToString();
if (m_counter == 0)
{
this.mnuFileCancel.IsEnabled = false;
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
}
//this.cmdPriceOption.IsEnabled = true;
},
TaskScheduler.FromCurrentSynchronizationContext()
);
}
/// <summary>
/// Main button to run the simulation.
/// </summary>
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
int count = System.Convert.ToInt32(this.lblCount.Content);
count++;
this.lblCount.Content = count.ToString();
this.mnuFileCancel.IsEnabled = true;
//
// Run simulation on a separate task to price option:
//
CancellationToken token = m_cts.Token;
Task <string> T = new Task <string>(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
//
// NOTE: we pass cancellation token to simulation code so it can check for
// cancellation and respond accordingly.
//
double price = AsianOptionsPricing.Simulation(token, rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
string result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
return(result);
},
token // for cancellation:
);
// add task to list so we can cancel computation if necessary:
m_running.Add(T);
// and start it running:
T.Start();
//
// Display the results once computation task is done, but ensure
// task is run on UI's thread context so UI update is legal:
//
T.ContinueWith((antecedent) =>
{
string result;
// computation task has finished, remove from cancellation list:
m_running.Remove(antecedent);
//
// Properly handle exceptions from computation task, e.g. possible cancellation:
//
try
{
result = antecedent.Result;
}
catch (AggregateException ae)
{
if (ae.InnerException is OperationCanceledException)
{
result = "<<canceled>>";
}
else
{
result = string.Format("<<error: {0}>>", ae.InnerException.Message);
}
}
catch (Exception ex)
{
result = string.Format("<<error: {0}>>", ex.Message);
}
this.lstPrices.Items.Insert(0, result);
//
// update rest of UI:
//
count = System.Convert.ToInt32(this.lblCount.Content);
count--;
this.lblCount.Content = count.ToString();
if (count == 0)
{
this.mnuFileCancel.IsEnabled = false;
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
}
},
//
// must run on UI thread since updating GUI:
//
TaskScheduler.FromCurrentSynchronizationContext()
);
}
/// <summary>
/// Main button to run the simulation.
/// </summary>
private void cmdPriceOption_Click(object sender, RoutedEventArgs e)
{
this.spinnerWait.Visibility = System.Windows.Visibility.Visible;
this.spinnerWait.Spin = true;
double initial = Convert.ToDouble(txtInitialPrice.Text);
double exercise = Convert.ToDouble(txtExercisePrice.Text);
double up = Convert.ToDouble(txtUpGrowth.Text);
double down = Convert.ToDouble(txtDownGrowth.Text);
double interest = Convert.ToDouble(txtInterestRate.Text);
long periods = Convert.ToInt64(txtPeriods.Text);
long sims = Convert.ToInt64(txtSimulations.Text);
int count = System.Convert.ToInt32(this.lblCount.Content);
count++;
this.lblCount.Content = count.ToString();
//By default it is false
this.mnuFileCancel.IsEnabled = true;
CancellationToken token = cts.Token;
//
// Run simulation on a separate task to price option:
//
Task <string> T = Task.Factory.StartNew <string>(() =>
{
Random rand = new Random();
int start = System.Environment.TickCount;
double price = AsianOptionsPricing.Simulation(token, rand, initial, exercise, up, down, interest, periods, sims);
int stop = System.Environment.TickCount;
double elapsedTimeInSecs = (stop - start) / 1000.0;
string result = string.Format("{0:C} [{1:#,##0.00} secs]",
price, elapsedTimeInSecs);
return(result);
},
token);
//
// Display the results once computation task is done, but ensure
// task is run on UI's thread context so UI update is legal:
//
Task T2 = T.ContinueWith((antecedent) =>
{
string result;
try
{
result = antecedent.Result;
}
catch (AggregateException ae)
{
if (ae.InnerException is OperationCanceledException)
{
result = "<< canceled >>";
}
else
{
result = "<< error? >>";
}
}
this.lstPrices.Items.Insert(0, result);
count = System.Convert.ToInt32(this.lblCount.Content);
count--;
this.lblCount.Content = count.ToString();
if (count == 0)
{
this.mnuFileCancel.IsEnabled = false;
this.spinnerWait.Spin = false;
this.spinnerWait.Visibility = System.Windows.Visibility.Collapsed;
}
},
TaskScheduler.FromCurrentSynchronizationContext()
);
}