public static void CalculateTasks(SimulationGraph graph, List <IPricer> pricers, List <NArray> derivatives = null)
{
var simulationCount = graph.Context.Settings.SimulationCount;
var timePointCount = graph.Context.Settings.SimulationTimePoints.Length;
if (derivatives == null)
{
derivatives = new List <NArray>();
}
var tasks = new List <Task>();
foreach (var partition in Partitioner(pricers.Count))
{
var resultsStorage = new CalculationResult(simulationCount, timePointCount, derivatives.Count);
tasks.Add(Task.Run(() =>
{
for (int i = 0; i < timePointCount; ++i)
{
foreach (var index in partition)
{
NArray.Evaluate(() =>
{
NArray pv;
pricers[index].Price(i, out pv);
return(pv);
},
derivatives, Aggregator.ElementwiseAdd, resultsStorage.GetStorageForTimePoint(i));
}
}
}));
}
Task.WaitAll(tasks.ToArray());
}
public static void CalculateTasks(SimulationGraph graph, List<IPricer> pricers, List<NArray> derivatives = null)
{
var simulationCount = graph.Context.Settings.SimulationCount;
var timePointCount = graph.Context.Settings.SimulationTimePoints.Length;
if (derivatives == null) derivatives = new List<NArray>();
var tasks = new List<Task>();
foreach (var partition in Partitioner(pricers.Count))
{
var resultsStorage = new CalculationResult(simulationCount, timePointCount, derivatives.Count);
tasks.Add(Task.Run(() =>
{
for (int i = 0; i < timePointCount; ++i)
{
foreach (var index in partition)
{
NArray.Evaluate(() =>
{
NArray pv;
pricers[index].Price(i, out pv);
return pv;
},
derivatives, Aggregator.ElementwiseAdd, resultsStorage.GetStorageForTimePoint(i));
}
}
}));
}
Task.WaitAll(tasks.ToArray());
}
public static void Calculate(SimulationGraph graph, List<IPricer> pricers, bool multiThread = true, List<NArray> derivatives = null)
{
var simulationCount = graph.Context.Settings.SimulationCount;
var timePointCount = graph.Context.Settings.SimulationTimePoints.Length;
if (derivatives == null) derivatives = new List<NArray>();
var threadCount = multiThread ? System.Environment.ProcessorCount : 1;
var threads = new Thread[threadCount];
for (int i = 0; i < threads.Length; ++i)
{
var thread = new Thread(new ThreadStart(() =>
{
var resultsStorage = new CalculationResult(simulationCount, timePointCount, derivatives.Count);
for (int j = 0; j < 1; ++j)
{
for (int index = i; index < pricers.Count; index += threadCount)
{
NArray.Evaluate(() =>
{
NArray pv;
pricers[index].Price(j, out pv);
return pv;
},
derivatives, Aggregator.ElementwiseAdd, resultsStorage.GetStorageForTimePoint(j));
}
}
}));
threads[i] = thread;
}
//threads[0].Start(); threads[0].Join();
Array.ForEach(threads, t => { t.Start(); t.Join(); });
}
public static void Calculate(SimulationGraph graph, List <IPricer> pricers, bool multiThread = true, List <NArray> derivatives = null)
{
var simulationCount = graph.Context.Settings.SimulationCount;
var timePointCount = graph.Context.Settings.SimulationTimePoints.Length;
if (derivatives == null)
{
derivatives = new List <NArray>();
}
var threadCount = multiThread ? System.Environment.ProcessorCount : 1;
var threads = new Thread[threadCount];
for (int i = 0; i < threads.Length; ++i)
{
var thread = new Thread(new ThreadStart(() =>
{
var resultsStorage = new CalculationResult(simulationCount, timePointCount, derivatives.Count);
for (int j = 0; j < 1; ++j)
{
for (int index = i; index < pricers.Count; index += threadCount)
{
NArray.Evaluate(() =>
{
NArray pv;
pricers[index].Price(j, out pv);
return(pv);
},
derivatives, Aggregator.ElementwiseAdd, resultsStorage.GetStorageForTimePoint(j));
}
}
}));
threads[i] = thread;
}
//threads[0].Start(); threads[0].Join();
Array.ForEach(threads, t => { t.Start(); t.Join(); });
}
