public System.IAsyncResult BeginCalculateParameters(CalculateParametersRequest request, System.AsyncCallback callback, object asyncState)
{
return(base.Channel.BeginCalculateParameters(request, callback, asyncState));
}
static void Main(string[] args)
{
// either fill in this value or use the command-line parameter
string headnode = "";
string serviceName = "StaticWorkbookService";
string jobTemplate = "AzureTemplate";
string relativePath = "workbooks";
string spreadsheetName = "StaticWorkbook.xlsx";
// SOA variables
Session session = null;
BrokerClient <IStaticWorkbookService> client = null;
bool sessionCreatedSuccessfully = false;
// parse command-line arguments
for (int i = 0; i < args.Length; i++)
{
if (args[i].Equals("-headnode") && i < args.Length - 1)
{
headnode = args[++i];
}
;
if (args[i].Equals("-serviceName") && i < args.Length - 1)
{
serviceName = args[++i];
}
;
if (args[i].Equals("-jobTemplate") && i < args.Length - 1)
{
jobTemplate = args[++i];
}
;
if (args[i].Equals("-relativePath") && i < args.Length - 1)
{
relativePath = args[++i];
}
;
if (args[i].Equals("-spreadsheetName") && i < args.Length - 1)
{
spreadsheetName = args[++i];
}
;
}
if (null == headnode || headnode.Equals(""))
{
Console.WriteLine("");
Console.WriteLine("Error: call this application with the argument -headnode [name].");
Console.WriteLine("");
Console.WriteLine("Arguments:");
Console.WriteLine("");
Console.WriteLine("-headnode [name] the name of your cluster scheduler");
Console.WriteLine("-serviceName [name] optional, defaults to 'StaticWorkbookService'");
Console.WriteLine("-jobTemplate [name] optional, defaults to 'AzureTemplate'");
Console.WriteLine("-relativePath [name] optional, defaults to 'Workbooks'");
Console.WriteLine("-spreadsheetName [name] optional, defaults to 'StaticWorkbook.xlsx'");
Console.WriteLine("");
return;
}
try
{
// Create the SOA session and client
SessionStartInfo info = new SessionStartInfo(headnode, serviceName);
info.SessionResourceUnitType = SessionUnitType.Core;
info.MinimumUnits = 1;
info.MaximumUnits = 128;
info.Secure = false;
info.JobTemplate = jobTemplate;
Console.WriteLine("Creating session and client");
session = Session.CreateSession(info);
client = new BrokerClient <IStaticWorkbookService>(session);
// The Azure VM nodes use an environment variable to
// describe the root installation path for packages
// uploaded with hpcpack. We used a relative path to
// upload the spreadsheets, so we add that path to
// the environment variable to locate the spreadsheet.
string spreadsheetPath = string.Format(@"%CCP_PACKAGE_ROOT%\{0}\{1}", relativePath, spreadsheetName);
// call the workbook with different sets of parameters.
// we're just pasting values into the spreadsheet, and requesting
// some other cells as the results after the calculation.
// have a look at the spreadsheet to see what cells we
// are updating and what cells we are retrieving after
// the calculation.
// these values are constant, we are varying strike and time
double spotPrice = 100;
double volatility = 0.25;
double riskFreeRate = 0.035;
double dividendYield = 0.02;
for (double strike = 75; strike <= 125; strike += 5)
{
for (double timeInMonths = 1; timeInMonths <= 24; timeInMonths++)
{
double timeInYears = timeInMonths / 12.0;
// the values are passed to the service using the
// Excel range identifiers. we can pass as many as
// necessary. just make sure they're the same length,
// and that they match up (e.g. C5 -> spotPrice).
string[] ranges = { "C5", "C6", "C7", "C8", "C9", "C10" };
object[] values = { spotPrice, strike, timeInYears, volatility, riskFreeRate, dividendYield };
// the output values are the cells we want to retrieve
// when the calculation is complete
string[] outputRanges = { "C15", "C16" };
// to map our results back to the input parameters, we
// can use the index value
CalculateParametersRequest req = new CalculateParametersRequest();
req.spreadsheetPath = spreadsheetPath;
req.inputRanges = ranges;
req.inputValues = values;
req.outputRanges = outputRanges;
// we're passing the strike price and time values as "user data"
// attached to the request. that will let us tie the results
// back to the input data when the calculation completes.
client.SendRequest <CalculateParametersRequest>(req, new double[] { strike, timeInMonths });
}
}
client.EndRequests();
sessionCreatedSuccessfully = true;
}
catch (Exception e)
{
Console.WriteLine("Failed to start session and send requests.\n" +
"Verify that head node is correctly specified and all\n" +
"sample documentation steps have been followed.\n" +
"Error: {0}", e.ToString());
}
if (sessionCreatedSuccessfully)
{
Console.WriteLine("Waiting for response(s)...");
// note that results will be returned in random order, based on which node
// calculates and returns a value first. because the input parameters
// are returned as well, if we wanted we could sort the results before
// printing. for now, we will just output them to the terminal.
try
{
BrokerResponseEnumerator <CalculateParametersResponse> responses = client.GetResponses <CalculateParametersResponse>();
foreach (BrokerResponse <CalculateParametersResponse> response in responses)
{
double[] userData = response.GetUserData <double[]>();
object[] results = response.Result.CalculateParametersResult;
Console.WriteLine("Strike {0:0.00},\tExpiry {1:00} months: Call {2:00.00}, Put {3:00.00}",
userData[0], (int)userData[1], Double.Parse(results[0].ToString()), Double.Parse(results[1].ToString()));
}
}
catch (Exception e)
{
Console.WriteLine("Failed to get responses. Error: {0}", e.ToString());
}
}
// done - clean up
Console.WriteLine("\r\nCleaning up...");
try
{
if (client != null)
{
client.Close();
}
}
catch
{
Console.WriteLine("Failed to close client cleanly.");
}
finally
{
if (client != null)
{
client.Dispose();
}
}
try
{
if (session != null)
{
session.Close();
}
}
catch
{
Console.WriteLine("Failed to close session cleanly. Check for running jobs.");
}
finally
{
if (session != null)
{
session.Dispose();
}
}
}
public CalculateParametersResponse CalculateParameters(CalculateParametersRequest request)
{
return(base.Channel.CalculateParameters(request));
}