private void retrieveResp()
{
#region Init
result[] results = new result[10];
for (int i = 0; i < 10; i++)
{
results[i] = new result();
}
#endregion
SessionAttachInfo attachInfo = new SessionAttachInfo(Config.headNode, Convert.ToInt32(this.Range["D20", missing].Value2));
using (DurableSession session = DurableSession.AttachSession(attachInfo))
{
using (BrokerClient <IService1> client = new BrokerClient <IService1>(session))
{
foreach (BrokerResponse <PriceAsianOptionsResponse> response in client.GetResponses <PriceAsianOptionsResponse>())
{
cellContext idx = response.GetUserData <cellContext>();
double price = response.Result.PriceAsianOptionsResult;
Interlocked.Increment(ref results[idx.iteration].count);
this.Range[idx.range, missing].Value2 = price;
results[idx.iteration].min = Math.Min(results[idx.iteration].min, price);
results[idx.iteration].max = Math.Max(results[idx.iteration].max, price);
results[idx.iteration].sumPrice += price;
results[idx.iteration].sumSquarePrice += price * price;
results[idx.iteration].stdDev = Math.Sqrt(results[idx.iteration].sumSquarePrice - results[idx.iteration].sumPrice * results[idx.iteration].sumPrice / results[idx.iteration].count) / ((results[idx.iteration].count == 1) ? 1 : results[idx.iteration].count - 1);
results[idx.iteration].stdErr = results[idx.iteration].stdDev / Math.Sqrt(results[idx.iteration].count);
if (results[idx.iteration].count == 100)
{
int i = idx.iteration;
this.Range[string.Format("{0}14", cols[i]), missing].Value2 = results[i].sumPrice / results[i].count;
this.Range[string.Format("{0}15", cols[i]), missing].Value2 = results[i].min;
this.Range[string.Format("{0}16", cols[i]), missing].Value2 = results[i].max;
this.Range[string.Format("{0}17", cols[i]), missing].Value2 = results[i].stdDev;
this.Range[string.Format("{0}18", cols[i]), missing].Value2 = results[i].stdErr;
}
}
}
session.Close();
}
#region Summarize
for (int i = 0; i < 10; i++)
{
this.Range[string.Format("{0}14", cols[i]), missing].Value2 = results[i].sumPrice / results[i].count;
this.Range[string.Format("{0}15", cols[i]), missing].Value2 = results[i].min;
this.Range[string.Format("{0}16", cols[i]), missing].Value2 = results[i].max;
this.Range[string.Format("{0}17", cols[i]), missing].Value2 = results[i].stdDev;
this.Range[string.Format("{0}18", cols[i]), missing].Value2 = results[i].stdErr;
}
#endregion
}
private void submitReq()
{
#region Initialization
double initial = (double)rngInitial.Value2;
double exercise = (double)rngInitial.Value2;
double up = (double)rngUp.Value2;
double down = (double)rngDown.Value2;
double interest = (double)rngInterest.Value2;
int periods = Convert.ToInt32(rngPeriods.Value2);
int runs = Convert.ToInt32(rngRuns.Value2);
double interestStart = (double)rngInterestStart.Value2;
double interestEnd = (double)rngInterestEnd.Value2;
double interestStep = (double)rngStep.Value2;
#endregion
#region fire request
SessionStartInfo info = new SessionStartInfo(Config.headNode, "AsianOptionsService");
info.Secure = false;
info.BrokerSettings.SessionIdleTimeout = 12 * 60 * 60; // 12 hours
DurableSession.SetInterfaceMode(false, IntPtr.Zero); //set interface mode to non console
using (DurableSession session = DurableSession.CreateSession(info))
{
this.Range["C20", missing].Value2 = "Session Created. SessionId";
this.Range["D20", missing].Value2 = session.Id;
Thread.Sleep(1000);
this.Range["C21", missing].Value2 = " Sending Req...";
NetTcpBinding binding;
binding = new NetTcpBinding(SecurityMode.None);
using (BrokerClient <IService1> client = new BrokerClient <IService1>(session, binding))
{
int count = 0;
int reqCount = 0;
for (double interestIdx = interestStart; interestIdx < interestEnd; interestIdx += interestStep, count++)
{
this.Range["C21", missing].Value2 = string.Format("Sending Req Batch {0}", count);
bool batch_succeed = false;
int batch_retrycount = 0;
while (!batch_succeed && batch_retrycount < 3)
{
for (int j = 0; j < cols.Length; j++)
{
string col = cols[j];
for (int i = 2; i <= 11; i++)
{
PriceAsianOptionsRequest priceRequest = new PriceAsianOptionsRequest(initial, exercise, up, down, interestIdx, periods, runs);
cellContext ctx = new cellContext();
ctx.range = string.Format("{0}{1}", col, i);
ctx.iteration = count;
bool i_succeed = false;
int i_retrycount = 0;
while (!i_succeed && i_retrycount < 3)
{
try
{
client.SendRequest <PriceAsianOptionsRequest>(priceRequest, ctx);
i_succeed = true;
this.Range["D21", missing].Value2 = string.Format("{0} Req sent.", ++reqCount);
}
catch (Exception)
{
// Populate the cell with an error message
this.Range[ctx.range, missing].Value2 = "#SendErr#";
i_retrycount++;
}
}
if (!i_succeed)
{
this.Range["C22", missing].Value2 = "Session failed.";
this.Range["D20", missing].Clear();
session.Close();
return;
}
}
}
try
{
client.Flush();
this.Range["C22", missing].Value2 = string.Format("Req Batch {0} Flushed.", count);
batch_succeed = true;
}
catch (Exception)
{
// Populate the cell with an error message
this.Range["C22", missing].Value2 = "ClientFlush failed.";
batch_retrycount++;
}
if (!batch_succeed)
{
this.Range["C22", missing].Value2 = "Session failed.";
this.Range["D20", missing].Clear();
session.Close();
return;
}
}
}
client.EndRequests();
this.Range["C21", missing].Value2 = "Closing.";
}
}
this.Range["C21", missing].Value2 = "Request sent.";
this.Range["C22", missing].Value2 = "Request flushed.";
#endregion
}
