/// <summary>
/// Populate editable fields from name and value vectors
/// specific to the Heston extended process.
/// </summary>
/// <param name="stocProcess">
/// The stochastic process which is being referenced to.
/// </param>
/// <param name="estimate">
/// The estimation result which contains values and names of parameters.
/// It will be searched for S0, kappa, theta, sigma, V0 and rho.
/// </param>
public void Populate(IStochasticProcess stocProcess, EstimationResult estimate)
{
bool found;
this.S0 = new ModelParameter(PopulateHelper.GetValue("S0", estimate.Names, estimate.Values, out found), this.S0.Description);
this.k = new ModelParameter(PopulateHelper.GetValue("kappa", estimate.Names, estimate.Values, out found), this.k.Description);
this.theta = new ModelParameter(PopulateHelper.GetValue("theta", estimate.Names, estimate.Values, out found), this.theta.Description);
this.sigma = new ModelParameter(PopulateHelper.GetValue("sigma", estimate.Names, estimate.Values, out found), this.sigma.Description);
this.V0 = new ModelParameter(PopulateHelper.GetValue("V0", estimate.Names, estimate.Values, out found), this.V0.Description);
int index = stocProcess.NoiseIndex;
ProjectProcess prj = stocProcess.Context as ProjectProcess;
// Update the correlation matrix.
prj.Processes.r.Set(index, index + 1, (RightValue)PopulateHelper.GetValue("rho", estimate.Names, estimate.Values, out found));
bool errors = RetrieveCurve(stocProcess.Context, false);
if (!errors)
{
this.zrCurve.Expr = (estimate.Objects[0] as Matrix).ToArray();
this.dyCurve.Expr = (estimate.Objects[1] as Matrix).ToArray();
//Calibrator assumes dividend yield is a step constant function, the simulation model must be coherent with that assumption.
(this.dyCurve as PFunction).m_Function.iType = DVPLUtils.EInterpolationType.ZERO_ORDER_LEFT;
}
}
static internal object ToResponse(this ProjectProcess process)
{
return(new {
uid = process.UniqueID,
name = process.Name,
startActivity = process.StartActivity.ToResponse()
});
}
public static ProjectProcess GetProcess(Project project, string processUniqueID)
{
Assertion.Require(project, "project");
Assertion.Require(processUniqueID, "processUniqueID");
ProjectProcess process = ProcessesCheckList(project).Find(x => x.UniqueID == processUniqueID);
return(process);
}
static public FixedList <ProjectProcess> ProcessesCheckList(Project project)
{
Assertion.Require(project, "project");
FixedList <ProjectProcess> list = ProjectProcess.GetList(project);
list.Sort((x, y) => x.StartActivity.Position.CompareTo(y.StartActivity.Position));
return(list);
}
/// <summary>
/// Удаление запросов на опрос процессов
/// </summary>
private void RemoveReadItems()
{
if (_IsReading)
{
for (int i = 0; i < this.dgProcess.Rows.Count; i++)
{
ProjectProcess m_p = this._solution.GetProcessByName((string)this.dgProcess.Rows[i].Cells[0].Value);
try { _engine.RemoveReadItem(m_p.Address + 4, MemoryType.XRAM, this.dgProcess.Rows[i]); }
catch { }
}
_IsReading = false;
}
}
/// <summary>
/// Составление запросов на опрос процессов
/// </summary>
private void AddedReadItems()
{
if (!_IsReading)
{
for (int i = 0; i < this.dgProcess.Rows.Count; i++)
{
ProjectProcess m_p = this._solution.GetProcessByName((string)this.dgProcess.Rows[i].Cells[0].Value);
//_engine.AddReadItem(_engine.Parameters.ProcessorType == ProcessorType.MB90F347 ? (m_p.Address + 6) : (m_p.Address + 5), MemoryType.XRAM, _engine.Parameters.ProcessorType == ProcessorType.MB90F347 ? 4 : 2, this.dgProcess.Rows[i], null, CallBack);
_engine.AddReadItem(m_p.Address + 4, MemoryType.XRAM, 4, this.dgProcess.Rows[i], null, CallBack);
}
_IsReading = true;
}
}
/// <summary>
/// Populate editable fields from name and value vectors
/// specific to the Heston extended process.
/// </summary>
/// <param name="stocProcess">
/// The stochastic process which is being referenced to.
/// </param>
/// <param name="estimate">
/// The estimation result which contains values and names of parameters.
/// It will be searched for S0, kappa, theta, sigma, V0, r, q and rho.
/// </param>
public void Populate(IStochasticProcess stocProcess, EstimationResult estimate)
{
bool found;
this.S0 = new ModelParameter(PopulateHelper.GetValue("S0", estimate.Names, estimate.Values, out found), this.S0.Description);
this.k = new ModelParameter(PopulateHelper.GetValue("kappa", estimate.Names, estimate.Values, out found), this.k.Description);
this.theta = new ModelParameter(PopulateHelper.GetValue("theta", estimate.Names, estimate.Values, out found), this.theta.Description);
this.sigma = new ModelParameter(PopulateHelper.GetValue("sigma", estimate.Names, estimate.Values, out found), this.sigma.Description);
this.V0 = new ModelParameter(PopulateHelper.GetValue("V0", estimate.Names, estimate.Values, out found), this.V0.Description);
this.r = new ModelParameter(PopulateHelper.GetValue("r", estimate.Names, estimate.Values, out found), this.r.Description);
this.q = new ModelParameter(PopulateHelper.GetValue("q", estimate.Names, estimate.Values, out found), this.q.Description);
int index = stocProcess.NoiseIndex;
ProjectProcess prj = stocProcess.Context as ProjectProcess;
// Updates the correlation.
prj.Processes.r.Set(index, index + 1, (RightValue)PopulateHelper.GetValue("rho", estimate.Names, estimate.Values, out found));
}
public static void Main(string[] args)
{
ProjectProcess.Run(args);
}
internal override void GatherCompileInfo(App mainAppWithInfo)
{
ProjectProcess c;
c = new ProjectProcess();
if (!CompileProcess.CanOperate(mainAppWithInfo.TempPath))
{
string tempPath = Path.GetFullPath(Path.Combine(Path.GetTempPath(), "LuaSTG Editor/"));
if (!Directory.Exists(tempPath))
{
Directory.CreateDirectory(tempPath);
}
c.currentTempPath = tempPath;
}
else
{
c.currentTempPath = mainAppWithInfo.TempPath;
}
CompileProcess = c;
c.projLuaPath = c.currentTempPath + "_editor_output.lua";
c.source = this;
c.rootLuaPath = c.currentTempPath + "root.lua";
c.rootZipPackPath = c.currentTempPath + "pack.bat";
c.projPath = "";
if (!string.IsNullOrEmpty(DocPath))
{
c.projPath = Path.GetDirectoryName(DocPath);
}
c.projMetaPath = DocPath + ".meta";
c.rootCode = "Include\'THlib.lua\'\nInclude\'_editor_output.lua\'";
c.zipExePath = mainAppWithInfo.ZipExecutablePath;
c.luaSTGExePath = mainAppWithInfo.LuaSTGExecutablePath;
if (!mainAppWithInfo.IsEXEPathSet)
{
throw new EXEPathNotSetException();
}
c.projName = Path.GetFileNameWithoutExtension(RawDocName);
//Find mod name
foreach (TreeNode t in TreeNodes[0].Children)
{
if (t is ProjSettings)
{
if (!string.IsNullOrEmpty(t.attributes[0].AttrInput))
{
c.projName = t.attributes[0].AttrInput;
}
break;
}
}
c.luaSTGFolder = Path.GetDirectoryName(c.luaSTGExePath);
c.targetZipPath = c.luaSTGFolder + "\\mod\\" + c.projName + ".zip";
foreach (IDocumentWithMeta idwm in referencedDoc)
{
if (idwm is PlainDocumentData pdd)
{
pdd.GatherCompileInfo(mainAppWithInfo);
c.fileProcess.Add(pdd.CompileProcess as PartialProjectProcess);
//MessageBox.Show(pdd.CompileProcess.GetType().ToString());
}
else if (idwm is VirtualDoc vd)
{
string s = vd.DocPath;
//try
{
DocumentData newDoc = GetNewByExtension(Path.GetExtension(s), -1
, Path.GetFileNameWithoutExtension(s), s, true);
TreeNode t = newDoc.CreateNodeFromFile(s);
newDoc.TreeNodes.Add(t);
(newDoc as PlainDocumentData).parentProj = this;
newDoc.GatherCompileInfo(mainAppWithInfo);
c.fileProcess.Add(newDoc.CompileProcess as PartialProjectProcess);
//MessageBox.Show(newDoc.CompileProcess.GetType().ToString());
}
//catch { }
}
}
}
public Task <bool> UpdateProjectProcessStep(string projectProcessId, string processStepId, ProjectProcess projectProcess)
{
throw new NotImplementedException();
}
public Task <bool> AddProjectProcess(string projectId, ProjectProcess projectProcess)
{
throw new NotImplementedException();
}
