parent
35fc3390be
commit
d3742dfa9c
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#define _CRT_SECURE_NO_WARNINGS
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#include <cstdio>
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#include <cstring>
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#include <random>
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#include <vector>
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using uniform = std::uniform_int_distribution<unsigned int>;
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std::random_device rd;
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std::mt19937_64 engine = std::mt19937_64(rd());
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uniform ui, g_quantity = uniform(100, 10000);
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int getInt(char*& buf) {
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while ((*buf < '0' || *buf > '9') && *buf != '.' && *buf) ++buf;
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int res = 0;
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while (*buf >= '0' && *buf <= '9')
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res = res * 10 + *buf++ - '0';
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return res;
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}
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float getFloat(char*& buf) {
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float res = static_cast<float>(getInt(buf));
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if (*buf == '.') {
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++buf;
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float frac = 1.f;
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while (*buf >= '0' && *buf <= '9')
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res += (*buf++ - '0') * (frac /= 10.f);
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}
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return res;
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}
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void permutation(int *v, int n) {
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for (int i = 0; i < n; ++i)
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{ // ensures each element have 1/N chance of being at place i
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int j = i + ui(engine) % static_cast<unsigned int>(n - i);
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int t = v[i];
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v[i] = v[j];
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v[j] = t;
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}
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}
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int main(int argc, char* argv[])
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{
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using std::vector;
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float frac = .3;
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int N = 70000;
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int n_rows = 10000000;
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if (argc > 2) {
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frac = getFloat(argv[1]);
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N = getInt(argv[2]);
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n_rows = getInt(argv[3]);
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}
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else {
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printf("No parameter supplied. Use default frac=%f, N=%d? [Y/n]\n", frac, N);
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char buf[4096]; fgets(buf, 4095, stdin);
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if((buf[0] != 'y' && buf[0] !='Y') && buf[0] != '\n') {
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const auto &getParams = [&](){ puts("Type: frac N [ENTER]");
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for(int i = 0; i < 4096; ++i) if(buf[i] == '\n') {buf[i] = 0; break;}
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char* _buf = buf; frac = getFloat(_buf); N = getInt(_buf); n_rows=getInt(_buf);
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}; getParams();
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while ((frac <= 0 || frac >= 1) && N < 1&&n_rows<1) { fgets(buf, 4095, stdin); getParams(); }
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}
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}
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printf("\nfrac = %f, N = %d\n", frac, N);
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vector<int> v_lens;
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int curr_len = N;
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int s_len = 0;
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while (curr_len >= 1) {
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curr_len *= frac;
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v_lens.push_back(s_len);
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s_len += curr_len;
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}
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int* lens = v_lens.data();
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int llens = v_lens.size();
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for (int i = 0; i < llens; ++i)
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lens[i] = s_len - lens[i];
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lens[0] = s_len;
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int *p = new int[lens[0] + N];
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for (int i = 0; i < N; ++i) p[lens[0] + i] = i + 1;
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permutation(p + lens[0], N);
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for (int i = 1; i < llens; ++i)
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memmove(p + lens[i], p + lens[0], (lens[i - 1] - lens[i]) * sizeof(int));
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permutation(p, lens[0] + N);
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// for (int i = 0; i < lens[0] + N; ++i) printf("%d ", p[i]);
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FILE* fp = fopen("trade.csv", "w");
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int* last_price = new int[N];
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memset(last_price, -1, sizeof(int) * N);
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fprintf(fp, "stocksymbol, time, quantity, price\n");
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struct data{int ss, t, q, p;} *d = new data[n_rows];
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using std::min; using std::max;
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for (int i = 0; i < n_rows; ++i) {
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int ss = p[ui(engine) % (lens[0]+N)];
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int current_price = last_price[ss - 1];
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if (current_price < 0)
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current_price = ui(engine) % 451 + 50;
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else {
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int l = max(50, current_price - 5);
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int h = min(500, current_price + 5);
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unsigned int interval = max(0, current_price - l) + max(0, h - current_price);
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int new_price = l + ui(engine) % interval;
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if (new_price >= current_price) //make sure every candidate have equal chance of being chosen
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++new_price;
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current_price = new_price;
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}
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d[i]= {ss, i+1, (int)g_quantity(engine), current_price};
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fprintf(fp, "s%d, %d, %d, %d\n", d[i].ss, d[i].t, d[i].q, d[i].p);
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last_price[ss - 1] = current_price;
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}
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fclose(fp);
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return 0;
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}
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@ -0,0 +1,13 @@
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CREATE TABLE network(src varchar(3), dst varchar(3), len int, _time int)
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LOAD DATA INFILE "data/network.csv"
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INTO TABLE network
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FIELDS TERMINATED BY ","
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SELECT src, dst, avg(len)
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FROM network
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ASSUMING ASC src, ASC dst, ASC _time
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GROUP BY src, dst, sums (deltas(_time) > 120)
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