sc/source/core/opencl/op_financial.cxx | 3070 +++++----------------------------
1 file changed, 514 insertions(+), 2556 deletions(-)
New commits:
commit c443a02ec9db419527566b6f80f413c45dea3be5
Author: Luboš Luňák <l.lu...@collabora.com>
AuthorDate: Mon Sep 19 17:43:07 2022 +0200
Commit: Luboš Luňák <l.lu...@collabora.com>
CommitDate: Tue Sep 20 08:43:37 2022 +0200
reduce opencl copy&paste and fix in op_financial.cxx
Change-Id: Ia1cd64f68b75f445c15ec5f8088e9202fa39768e
Reviewed-on: https://gerrit.libreoffice.org/c/core/+/140185
Tested-by: Jenkins
Reviewed-by: Luboš Luňák <l.lu...@collabora.com>
diff --git a/sc/source/core/opencl/op_financial.cxx
b/sc/source/core/opencl/op_financial.cxx
index 863fa2552cab..4d80efb53751 100644
--- a/sc/source/core/opencl/op_financial.cxx
+++ b/sc/source/core/opencl/op_financial.cxx
@@ -26,103 +26,26 @@ void RRI::GenSlidingWindowFunction(
ss << "{\n";
ss << " double tmp = " << GetBottom() <<";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double fv;\n";
- ss << " double pv;\n";
- ss << " double nper;\n";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- ss<< " int buffer_nper_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n";
-
- ss<< " int buffer_pv_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n";
-
- ss<< " int buffer_fv_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n";
-
- ss<<" if(gid0>=buffer_nper_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n";
- ss<<" nper = 0;\n\telse \n";
- ss<<" nper = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n";
-
- ss<<" if(gid0>=buffer_pv_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n";
- ss<<" pv = 0;\n\telse \n";
- ss<<" pv = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n";
-
- ss<<" if(gid0>=buffer_pv_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n";
- ss<<" fv = 0;\n\telse \n";
- ss<<" fv = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n";
+ GenerateArg( "nper", 0, vSubArguments, ss );
+ GenerateArg( "pv", 1, vSubArguments, ss );
+ GenerateArg( "fv", 2, vSubArguments, ss );
+ ss << " if ( nper <= 0.0 || pv == 0 )\n";
+ ss << " return CreateDoubleError(IllegalArgument);\n";
ss << " tmp = pow(fv/pv,1.0/nper)-1;\n";
ss << " return tmp;\n";
ss << "}";
}
void OpNominal::GenSlidingWindowFunction(
- outputstream &ss, const std::string &sSymName, SubArguments &
-vSubArguments)
+ outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 2, 2 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n\t";
- ss << "double tmp = 0;\n\t";
- ss << "double temp = 0;\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double tmp0=0,tmp1=0;\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << "{\n";
- }
-
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if (isnan(temp))\n";
- ss <<" tmp"<<i<<"= 0;\n";
- ss <<" else\n";
- ss <<" tmp"<<i<<"=temp;\n";
- ss <<" }\n";
- }
- else
- {
- ss <<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef(
-);
- ss <<";\n";
- }
- }
+ GenerateArg( "tmp0", 0, vSubArguments, ss );
+ GenerateArg( "tmp1", 1, vSubArguments, ss );
+ ss << "double tmp = 0;\n\t";
ss<<"if(tmp1==0)\n\t";
ss<<"\treturn 0;\n\t";
ss<<"tmp= 1.0 / tmp1;\n\t";
@@ -141,34 +64,9 @@ void OpDollarde::GenSlidingWindowFunction(
ss << "double tmp = " << GetBottom() <<";\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
ss << "double fInt = " << GetBottom() <<";\n\t";
- ss << "double dollar;\n\t";
- ss << "double fFrac;\n\t";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss<< "int buffer_dollar_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_frac_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<<"if((gid0)>=buffer_dollar_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"dollar = 0;\n\telse \n\t\t";
- ss<<"dollar = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if((gid0)>=buffer_frac_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"fFrac = 0;\n\telse \n\t\t";
- ss<<"fFrac = (int)(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<");\n\t";
+ GenerateArg( "dollar", 0, vSubArguments, ss );
+ GenerateArg( "fFrac", 1, vSubArguments, ss );
+ ss <<"fFrac = (int)fFrac;\n\t";
ss << "tmp = modf( dollar , &fInt );\n\t";
ss << "tmp /= fFrac;\n\t";
ss << "tmp *= pow( 10.0 , ceil( log10(fFrac ) ) );\n\t";
@@ -180,39 +78,15 @@ void OpDollarde::GenSlidingWindowFunction(
void OpDollarfr::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 2, 2 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n\t";
ss << "double tmp = " << GetBottom() <<";\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
ss << "double fInt = " << GetBottom() <<";\n\t";
- ss << "double dollar;\n\t";
- ss << "double fFrac;\n\t";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss<< "int buffer_dollar_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_frac_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<<"if((gid0)>=buffer_dollar_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"dollar = 0;\n\telse \n\t\t";
- ss<<"dollar = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if((gid0)>=buffer_frac_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"fFrac = 0;\n\telse \n\t\t";
- ss<<"fFrac = (int)(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<");\n\t";
+ GenerateArg( "dollar", 0, vSubArguments, ss );
+ GenerateArg( "fFrac", 1, vSubArguments, ss );
+ ss <<"fFrac = (int)fFrac;\n\t";
ss << "tmp = modf( dollar , &fInt );\n\t";
ss << "tmp *= fFrac;\n\t";
ss << "tmp *= pow( 10.0 , -ceil( log10(fFrac ) ) );\n\t";
@@ -233,46 +107,16 @@ void OpDISC::BinInlineFun(std::set<std::string>& decls,
void OpDISC::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 5, 5 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n\t";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- ss << " double arg4 = " << GetBottom() << ";\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << " {\n";
- }
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << i << " = 0;\n";
- ss << " else\n";
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- ss << " }\n";
- }
- else
- {
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
+ GenerateArg( 4, vSubArguments, ss );
ss << " int nNullDate = 693594;\n";
ss << " tmp = 1.0 - arg2 / arg3;\n";
ss << " tmp /=";
@@ -297,46 +141,16 @@ void OpINTRATE::BinInlineFun(std::set<std::string>& decls,
void OpINTRATE::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 5, 5 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- ss << " double arg4 = " << GetBottom() << ";\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << " {\n";
- }
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << i << " = 0;\n";
- ss << " else\n";
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- ss << " }\n";
- }
- else
- {
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
+ GenerateArg( 4, vSubArguments, ss );
ss << " int nNullDate = GetNullDate();\n";
ss << " tmp = ((arg3 / arg2) - 1) / GetYearDiff_new(nNullDate,
(int)arg0,";
ss << " (int)arg1,(int)arg4);\n";
@@ -354,34 +168,16 @@ void OpFV::BinInlineFun(std::set<std::string>& decls,
void OpFV::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 5, 5 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- ss << " double arg4 = " << GetBottom() << ";\n";
- unsigned j = vSubArguments.size();
- while (j--)
- {
- FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
- assert(pCur);
- if(pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isnan(";
- ss << vSubArguments[j]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << j << " = " <<GetBottom() << ";\n";
- ss << " else\n";
- ss << " arg" << j << " = ";
- ss << vSubArguments[j]->GenSlidingWindowDeclRef();
- ss << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
+ GenerateArg( 4, vSubArguments, ss );
ss << " tmp = GetFV(arg0, arg1, arg2, arg3, arg4);\n";
ss << " return tmp;\n";
ss << "}";
@@ -397,35 +193,17 @@ void OpIPMT::BinInlineFun(std::set<std::string>& decls,
void OpIPMT::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 6, 6 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- ss << " double arg4 = " << GetBottom() << ";\n";
- ss << " double arg5 = " << GetBottom() << ";\n";
- unsigned j = vSubArguments.size();
- while (j--)
- {
- FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
- assert(pCur);
- if(pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isnan(";
- ss << vSubArguments[j]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << j << " = " <<GetBottom() << ";\n";
- ss << " else\n";
- ss << " arg" << j << " = ";
- ss << vSubArguments[j]->GenSlidingWindowDeclRef();
- ss << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
+ GenerateArg( 4, vSubArguments, ss );
+ GenerateArg( 5, vSubArguments, ss );
ss << " double pmt ;\n";
ss << " if(arg0 == 0.0)\n";
ss << " return 0;\n";
@@ -463,41 +241,10 @@ void OpISPMT::GenSlidingWindowFunction(outputstream& ss,
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << " {\n";
- }
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << i << " = 0;\n";
- ss << " else\n";
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- ss << " }\n";
- }
- else
- {
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
ss << " tmp = arg3 * arg0 * ( arg1 - arg2) / arg2;\n";
ss << " return tmp;\n";
ss << "}";
@@ -506,45 +253,17 @@ void OpISPMT::GenSlidingWindowFunction(outputstream& ss,
void OpPDuration::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 3 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << " {\n";
- }
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << i << " = 0;\n";
- ss << " else\n";
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- ss << " }\n";
- }
- else
- {
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- }
- }
- ss << " tmp = log(arg2 / arg1) / log(arg0 + 1.0);\n";
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ ss << " if ( arg0 <= 0.0 || arg1 <= 0.0 || arg2 <= 0.0 )\n";
+ ss << " return CreateDoubleError(IllegalArgument);\n";
+ ss << " tmp = log(arg2 / arg1) / log1p(arg0);\n";
ss << " return tmp;\n";
ss << "}";
}
@@ -565,35 +284,17 @@ void OpDuration_ADD::BinInlineFun(std::set<std::string>&
decls,
void OpDuration_ADD::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 6, 6 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- ss << " double arg4 = " << GetBottom() << ";\n";
- ss << " double arg5 = " << GetBottom() << ";\n";
- unsigned j = vSubArguments.size();
- while (j--)
- {
- FormulaToken* pCur = vSubArguments[j]->GetFormulaToken();
- assert(pCur);
- if(pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if(gid0 >= " << pSVR->GetArrayLength() << " || isnan(";
- ss << vSubArguments[j]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << j << " = " <<GetBottom() << ";\n";
- ss << " else\n";
- ss << " arg" << j << " = ";
- ss << vSubArguments[j]->GenSlidingWindowDeclRef();
- ss << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
+ GenerateArg( 4, vSubArguments, ss );
+ GenerateArg( 5, vSubArguments, ss );
ss << " int nNullDate = GetNullDate();\n";
ss << " tmp = GetDuration( nNullDate, (int)arg0, (int)arg1, arg2,";
ss << " arg3, (int)arg4, (int)arg5);\n";
@@ -618,47 +319,17 @@ void OpMDuration::BinInlineFun(std::set<std::string>&
decls,
void OpMDuration::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 6, 6 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() << ";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- ss << " double arg2 = " << GetBottom() << ";\n";
- ss << " double arg3 = " << GetBottom() << ";\n";
- ss << " double arg4 = " << GetBottom() << ";\n";
- ss << " double arg5 = " << GetBottom() << ";\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << " {\n";
- }
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << i << " = 0;\n";
- ss << " else\n";
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- ss << " }\n";
- }
- else
- {
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
+ GenerateArg( 2, vSubArguments, ss );
+ GenerateArg( 3, vSubArguments, ss );
+ GenerateArg( 4, vSubArguments, ss );
+ GenerateArg( 5, vSubArguments, ss );
ss << " int nNullDate = 693594;\n";
ss << " tmp = GetDuration_new( nNullDate, (int)arg0, (int)arg1, arg2,";
ss << " arg3, (int)arg4, (int)arg5);\n";
@@ -712,84 +383,16 @@ vSubArguments)
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double fRate,fVal;\n";
- ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" fRate = 0;\n else\n";
- }
- ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nNumPeriods = 0;\n else\n";
- }
- ss <<" nNumPeriods = (int)";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" fVal = 0;\n else\n";
- }
- ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nStartPer = 0;\n else\n";
- }
- ss <<" nStartPer = (int)";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur4->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nEndPer = 0;\n else\n";
- }
- ss <<" nEndPer = (int)";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<";\n";
-
- if(tmpCur5->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
- ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nPayType = 0;\n else\n";
- }
- ss <<" nPayType = (int)"<<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<";\n";
+ GenerateArg( "fRate", 0, vSubArguments, ss );
+ GenerateArg( "fNumPeriouds", 1, vSubArguments, ss );
+ GenerateArg( "fVal", 2, vSubArguments, ss );
+ GenerateArg( "fStartPer", 3, vSubArguments, ss );
+ GenerateArg( "fEndPer", 4, vSubArguments, ss );
+ GenerateArg( "fPayType", 5, vSubArguments, ss );
+ ss << " int nNumPeriods = (int)fNumPeriods;\n";
+ ss << " int nStartPer = (int)fStartPer;\n";
+ ss << " int nEndPer = (int)fEndPer;\n";
+ ss << " int nPayType = (int)fPayType;\n";
ss <<" double fPmt;\n";
ss <<" fPmt = GetPMT_new( fRate, nNumPeriods, fVal, 0.0, nPayType );\n";
ss <<" double tmp = 0.0;\n";
@@ -970,6 +573,7 @@ void IRR::GenSlidingWindowFunction(outputstream &ss,
void XNPV::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 3 );
FormulaToken *pCur = vSubArguments[1]->GetFormulaToken();
assert(pCur);
const formula::DoubleVectorRefToken* pCurDVR =
@@ -1059,7 +663,7 @@ void XNPV::GenSlidingWindowFunction(
ss << "}";
}
- void PriceMat::BinInlineFun(std::set<std::string>& decls,
+void PriceMat::BinInlineFun(std::set<std::string>& decls,
std::set<std::string>& funs)
{
decls.insert(GetYearFracDecl);decls.insert(GetNullDateDecl);
@@ -1073,97 +677,23 @@ void XNPV::GenSlidingWindowFunction(
void PriceMat::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
- CHECK_PARAMETER_COUNT( 6, 6 );
+ CHECK_PARAMETER_COUNT( 5, 6 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
ss << "double result=0;\n\t";
- ss<< "int nNullDate = GetNullDate( );\n\t";
- ss <<"int settle;\n\t";
- ss <<"int mat;\n\t";
- ss <<"int issue;\n\t";
- ss <<"double rate;\n\t";
- ss <<"double yield;\n\t";
- ss <<"int nBase;\n\t";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
-
- ss<< "int buffer_settle_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_mat_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_issue_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_rate_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_yield_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_base_len = ";
- ss<< tmpCurDVR5->GetArrayLength();
- ss << ";\n\t";
- ss<<"if(gid0>=buffer_settle_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"settle = 0;\n\telse \n\t\t";
- ss<<"settle = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if(gid0>=buffer_mat_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"mat = 0;\n\telse \n\t\t";
- ss<<"mat = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if(gid0>=buffer_issue_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"issue = 0;\n\telse \n\t\t";
- ss<<"issue = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if(gid0>=buffer_rate_len || isnan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"rate = 0;\n\telse \n\t\t";
- ss<<"rate = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if(gid0>=buffer_yield_len || isnan(";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"yield = 0;\n\telse \n\t\t";
- ss<<"yield = ";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
- ss<<"if(gid0>=buffer_base_len || isnan(";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"nBase = 0;\n\telse \n\t\t";
- ss<<"nBase = ";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
+ ss<< "int nNullDate = GetNullDate( );\n";
+ GenerateArg( "fSettle", 0, vSubArguments, ss );
+ GenerateArg( "fMat", 1, vSubArguments, ss );
+ GenerateArg( "fIssue", 2, vSubArguments, ss );
+ GenerateArg( "rate", 3, vSubArguments, ss );
+ GenerateArg( "yield", 4, vSubArguments, ss );
+ GenerateArgWithDefault( "fBase", 5, 0, vSubArguments, ss );
+ ss << "\t";
+ ss <<"int settle = fSettle;\n\t";
+ ss <<"int mat = fMat;\n\t";
+ ss <<"int issue = fIssue;\n\t";
+ ss <<"int nBase = fBase;\n\t";
ss<< "double fIssMat = GetYearFrac( nNullDate, issue, mat, nBase);\n";
ss<<"double fIssSet = GetYearFrac( nNullDate, issue, settle,nBase);\n";
ss<<"double fSetMat = GetYearFrac( nNullDate, settle, mat, nBase);\n";
@@ -1178,73 +708,15 @@ void PriceMat::GenSlidingWindowFunction(
void OpSYD::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 4, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " int gid0 = get_global_id(0);\n";
+ GenerateArg( "cost", 0, vSubArguments, ss );
+ GenerateArg( "salvage", 1, vSubArguments, ss );
+ GenerateArg( "life", 2, vSubArguments, ss );
+ GenerateArg( "period", 3, vSubArguments, ss );
ss << " double result=0;\n";
- ss << " double cost;\n";
- ss << " double salvage;\n";
- ss << " double life;\n";
- ss << " double period;\n";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
-
- ss << " int buffer_cost_len = ";
- ss << tmpCurDVR0->GetArrayLength();
- ss << ";\n";
-
- ss << " int buffer_salvage_len = ";
- ss << tmpCurDVR1->GetArrayLength();
- ss << ";\n";
-
- ss << " int buffer_life_len = ";
- ss << tmpCurDVR2->GetArrayLength();
- ss << ";\n";
- ss << " int buffer_period_len = ";
- ss << tmpCurDVR3->GetArrayLength();
- ss << ";\n";
-
- ss <<" if(gid0>=buffer_cost_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" cost = 0;\n\telse \n";
- ss <<" cost = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0>=buffer_salvage_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" salvage = 0;\n\telse \n";
- ss <<" salvage = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0>=buffer_life_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" life = 0;\n\telse \n";
- ss <<" life = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0>=buffer_period_len || isnan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" period = 0;\n\telse \n";
- ss <<" period = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<";\n";
ss <<" double tmpvalue = ((life*(life+1))/2.0);\n";
ss <<" result = ((cost-salvage)*(life-period+1)/tmpvalue);\n";
ss <<" return result;\n";
@@ -1322,43 +794,13 @@ void MIRR::GenSlidingWindowFunction(
void OpEffective::GenSlidingWindowFunction(outputstream& ss,
const std::string &sSymName, SubArguments& vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 2, 2 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = " << GetBottom() <<";\n";
ss << " int gid0 = get_global_id(0);\n\t";
- ss << " double arg0 = " << GetBottom() << ";\n";
- ss << " double arg1 = " << GetBottom() << ";\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken* pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << " {\n";
- }
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " arg" << i << " = 0;\n";
- ss << " else\n";
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- ss << " }\n";
- }
- else
- {
- ss << " arg" << i << " = ";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef() << ";\n";
- }
- }
+ GenerateArg( 0, vSubArguments, ss );
+ GenerateArg( 1, vSubArguments, ss );
ss << " tmp = pow(1.0 + arg0 / arg1, arg1)-1.0;\n";
ss << " return tmp;\n";
ss << "}";
@@ -1379,62 +821,14 @@ void OpEffective::GenSlidingWindowFunction(outputstream&
ss,
void OpTbilleq::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 3 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n\t";
ss << " int gid0 = get_global_id(0);\n";
ss << "double tmp = 0;\n\t";
- ss << "double tmp000;\n\t";
- ss << "double tmp001;\n\t";
- ss << "double tmp002;\n\t";
-
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- ss<< "int buffer_tmp000_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp001_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp002_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
-
- ss<<"if(gid0>=buffer_tmp000_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp000 = 0;\n\telse \n\t\t";
- ss<<"tmp000 = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp001_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp001 = 0;\n\telse \n\t\t";
- ss<<"tmp001 = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp002_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp002 = 0;\n\telse \n\t\t";
- ss<<"tmp002 = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
+ GenerateArg( "tmp000", 0, vSubArguments, ss );
+ GenerateArg( "tmp001", 1, vSubArguments, ss );
+ GenerateArg( "tmp002", 2, vSubArguments, ss );
ss<<"tmp001+=1.0;\n";
ss<<"int nDiff =GetDiffDate360(GetNullDate(),tmp000,tmp001,true);\n";
ss<<"tmp =( 365 * tmp002 ) / ( 360 - ( tmp002 * ( nDiff ) ) );\n";
@@ -1455,85 +849,16 @@ void OpCumprinc::GenSlidingWindowFunction(outputstream
&ss,
ss << "{\n";
ss << " double tmp = " << GetBottom() <<";\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double fRate,fVal;\n";
- ss << " int nStartPer,nEndPer,nNumPeriods,nPayType;\n";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(gid0 >= "<<tmpCurDVR0->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" fRate = 0;\n else\n";
- }
- ss <<" fRate = "<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(gid0 >= "<<tmpCurDVR1->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nNumPeriods = 0;\n else\n";
- }
- ss <<" nNumPeriods = (int)";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(gid0 >= "<<tmpCurDVR2->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" fVal = 0;\n else\n";
- }
- ss <<" fVal = "<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(gid0 >= "<<tmpCurDVR3->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nStartPer = 0;\n else\n";
- }
- ss <<" nStartPer = (int)";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur4->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- ss <<" if(gid0 >= "<<tmpCurDVR4->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nEndPer = 0;\n else\n";
- }
- ss <<" nEndPer = (int)";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<";\n";
-
- if(tmpCur5->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
- ss <<" if(gid0 >= "<<tmpCurDVR5->GetArrayLength()<<" || isnan(";
- ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nPayType = 0;\n else\n";
- }
- ss <<" nPayType = (int)";
- ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<";\n";
+ GenerateArg( "fRate", 0, vSubArguments, ss );
+ GenerateArg( "fNumPeriouds", 1, vSubArguments, ss );
+ GenerateArg( "fVal", 2, vSubArguments, ss );
+ GenerateArg( "fStartPer", 3, vSubArguments, ss );
+ GenerateArg( "fEndPer", 4, vSubArguments, ss );
+ GenerateArg( "fPayType", 5, vSubArguments, ss );
+ ss << " int nNumPeriods = (int)fNumPeriods;\n";
+ ss << " int nStartPer = (int)fStartPer;\n";
+ ss << " int nEndPer = (int)fEndPer;\n";
+ ss << " int nPayType = (int)fPayType;\n";
ss <<" double fPmt;\n";
ss <<" fPmt = GetPMT_new( fRate, nNumPeriods,fVal,0.0,nPayType );\n";
ss <<" if(nStartPer == 1)\n";
@@ -1575,87 +900,18 @@ void OpAccrint::GenSlidingWindowFunction(
ss << "{\n";
ss << " int gid0 = get_global_id(0);\n";
ss << " double tmp = 0;\n";
- ss << " int nStartDate,nEndDate,mode,freq;\n";
+ GenerateArg( "fStartDate", 0, vSubArguments, ss );
+ // 1 is ignored
+ GenerateArg( "fEndDate", 2, vSubArguments, ss );
+ GenerateArg( "fRate", 3, vSubArguments, ss );
+ GenerateArg( "fVal", 4, vSubArguments, ss );
+ GenerateArg( "fFreq", 5, vSubArguments, ss );
+ GenerateArg( "fMode", 6, vSubArguments, ss );
+ ss << " int nStartDate = fStartDate;\n";
+ ss << " int nEndDate = fEndDate;\n";
+ ss << " int mode = fMode;\n";
+ ss << " int freq = fFreq;\n";
ss << " int nDays1stYear=0;\n";
- ss << " double fVal,fRate;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- FormulaToken* tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- FormulaToken* tmpCur5 = vSubArguments[5]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
- FormulaToken* tmpCur6 = vSubArguments[6]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur6);
- ss<< " int buffer_nIssue_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss<< ";\n";
- ss<< " int buffer_nSettle_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss<< ";\n";
- ss<< " int buffer_fRate_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss<< ";\n";
- ss<< " int buffer_fVal_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss<< ";\n";
- ss<< " int buffer_nFreq_len = ";
- ss<< tmpCurDVR5->GetArrayLength();
- ss<< ";\n";
- ss<< " int buffer_nMode_len = ";
- ss<< tmpCurDVR6->GetArrayLength();
- ss << ";\n";
- ss<<" if(gid0 >= buffer_nIssue_len || isnan(";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nStartDate = 0;\n else\n";
- ss <<" nStartDate=(int)";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0 >= buffer_nSettle_len || isnan(";
- ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" nEndDate = 0;\n else\n";
- ss <<" nEndDate=(int)";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss << ";\n";
- ss <<" if(gid0 >= buffer_fRate_len || isnan(";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" fRate = 0;\n else\n";
- ss <<" fRate=";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0 >= buffer_fVal_len || isnan(";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" fVal = 0;\n else\n";
- ss <<" fVal=";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0 >= buffer_nFreq_len || isnan(";
- ss <<vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" freq = 0;\n else\n";
- ss <<" freq= (int)";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if(gid0 >= buffer_nMode_len || isnan(";
- ss <<vSubArguments[6]->GenSlidingWindowDeclRef();
- ss <<"))\n";
- ss <<" mode = 0;\n else\n";
- ss <<" mode = (int)";
- ss << vSubArguments[6]->GenSlidingWindowDeclRef();
- ss <<";\n";
ss <<" int nNullDate=GetNullDate();\n";
ss <<" int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
ss <<"nEndDate, mode,&nDays1stYear);\n";
@@ -1683,81 +939,15 @@ void OpAccrintm::GenSlidingWindowFunction(
ss << "{\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
ss << "double tmp = " << GetBottom() <<";\n\t";
- ss << "int nStartDate,nEndDate,mode;\n\t";
- ss << "double fRate,fVal;\n\t";
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
-
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
- ss<< "int buffer_nIssue_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_nSettle_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_fRate_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_fVal_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
- ss<< "int buffer_nMode_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
- ss <<"if(gid0 >= buffer_nIssue_len || isnan(";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"nStartDate = 0;\n\telse\n\t\t";
- ss << "nStartDate=(int)";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
- ss <<"if(gid0 >= buffer_nSettle_len || isnan(";
- ss <<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"nEndDate = 0;\n\telse\n\t\t";
- ss << "nEndDate=(int)";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
-
- ss <<"if(gid0 >= buffer_fRate_len || isnan(";
- ss <<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"fRate = 0;\n\telse\n\t\t";
- ss << "fRate=";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n\t";
- ss <<"if(gid0 >= buffer_fVal_len || isnan(";
- ss <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"fVal = 0;\n\telse\n\t\t";
- ss << "fVal=";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
- ss <<"if(gid0 >= buffer_nMode_len || isnan(";
- ss <<vSubArguments[4]->GenSlidingWindowDeclRef();
- ss <<"))\n\t\t";
- ss <<"mode = 0;\n\telse\n\t\t";
- ss << "mode = (int)";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss << ";\n\t";
+ GenerateArg( "fStartDate", 0, vSubArguments, ss );
+ GenerateArg( "fEndDate", 1, vSubArguments, ss );
+ GenerateArg( "fRate", 2, vSubArguments, ss );
+ GenerateArg( "fVal", 3, vSubArguments, ss );
+ GenerateArg( "fMode", 4, vSubArguments, ss );
+ ss << " int nStartDate = fStartDate;\n";
+ ss << " int nEndDate = fEndDate;\n";
+ ss << " int mode = fMode;\n";
ss <<"int nDays1stYear=0;\n\t";
ss <<"int nNullDate=GetNullDate();\n\t";
ss <<"int nTotalDays = GetDiffDate(nNullDate,nStartDate,";
@@ -1804,126 +994,13 @@ void OpYield::GenSlidingWindowFunction(
ss << "{\n\t";
ss << "double tmp = 0;\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double tmp000;\n\t";
- ss << "double tmp001;\n\t";
- ss << "double tmp002;\n\t";
- ss << "double tmp003;\n\t";
- ss << "double tmp004;\n\t";
- ss << "double tmp005;\n\t";
- ss << "double tmp006;\n\t";
-
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
-
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
-
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
-
- FormulaToken *tmpCur6 = vSubArguments[6]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR6= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur6);
-
- ss<< "int buffer_tmp000_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp001_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp002_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp003_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp004_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp005_len = ";
- ss<< tmpCurDVR5->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp006_len = ";
- ss<< tmpCurDVR6->GetArrayLength();
- ss << ";\n\t";
-
- ss<<"if(gid0>=buffer_tmp000_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp000 = 0;\n\telse \n\t\t";
- ss<<"tmp000 = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp001_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp001 = 0;\n\telse \n\t\t";
- ss<<"tmp001 = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp002_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp002 = 0;\n\telse \n\t\t";
- ss<<"tmp002 = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp003_len || isnan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp003 = 0;\n\telse \n\t\t";
- ss<<"tmp003 = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp004_len || isnan(";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp004 = 0;\n\telse \n\t\t";
- ss<<"tmp004 = ";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp005_len || isnan(";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp005 = 0;\n\telse \n\t\t";
- ss<<"tmp005 = ";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp006_len || isnan(";
- ss << vSubArguments[6]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp006 = 0;\n\telse \n\t\t";
- ss<<"tmp006 = ";
- ss << vSubArguments[6]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
+ GenerateArg( "tmp000", 0, vSubArguments, ss );
+ GenerateArg( "tmp001", 1, vSubArguments, ss );
+ GenerateArg( "tmp002", 2, vSubArguments, ss );
+ GenerateArg( "tmp003", 3, vSubArguments, ss );
+ GenerateArg( "tmp004", 4, vSubArguments, ss );
+ GenerateArg( "tmp005", 5, vSubArguments, ss );
+ GenerateArg( "tmp006", 6, vSubArguments, ss );
ss << "tmp = getYield_(";
ss <<
"GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005,tmp006);\n\t ";
ss << "return tmp;\n";
@@ -1933,53 +1010,14 @@ void OpYield::GenSlidingWindowFunction(
void OpSLN::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 3 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " double cost;\n";
- ss << " double salvage;\n";
- ss << " double life;\n";
-
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0=
- static_cast<const formula::SingleVectorRefToken *>(tmpCur0);
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1=
- static_cast<const formula::SingleVectorRefToken *>(tmpCur1);
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2=
- static_cast<const formula::SingleVectorRefToken *>(tmpCur2);
- ss<< " int buffer_cost_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n";
- ss<< " int buffer_salvage_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n";
- ss<< " int buffer_life_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n";
- ss<<" if(gid0>=buffer_cost_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n";
- ss<<" cost = 0;\n\telse \n";
- ss<<" cost = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n";
- ss<<" if(gid0>=buffer_salvage_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n";
- ss<<" salvage = 0;\n\telse \n";
- ss<<" salvage = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n";
- ss<<" if(gid0>=buffer_life_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n";
- ss<<" life = 0;\n\telse \n";
- ss<<" life = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n";
+ GenerateArg( "cost", 0, vSubArguments, ss );
+ GenerateArg( "salvage", 1, vSubArguments, ss );
+ GenerateArg( "life", 2, vSubArguments, ss );
ss << " tmp = (cost-salvage)/life;\n";
ss << " return tmp;\n";
ss << "}";
@@ -2007,109 +1045,12 @@ void OpYieldmat::GenSlidingWindowFunction(
ss << "{\n\t";
ss << "double tmp = 0;\n\t";
ss << "int gid0 = get_global_id(0);\n\t";
- ss << "double tmp000;\n\t";
- ss << "double tmp001;\n\t";
- ss << "double tmp002;\n\t";
- ss << "double tmp003;\n\t";
- ss << "double tmp004;\n\t";
- ss << "double tmp005;\n\t";
-
- FormulaToken *tmpCur0 = vSubArguments[0]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
-
- FormulaToken *tmpCur1 = vSubArguments[1]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
-
- FormulaToken *tmpCur2 = vSubArguments[2]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
-
- FormulaToken *tmpCur3 = vSubArguments[3]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
-
- FormulaToken *tmpCur4 = vSubArguments[4]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR4= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur4);
-
- FormulaToken *tmpCur5 = vSubArguments[5]->GetFormulaToken();
- const formula::SingleVectorRefToken*tmpCurDVR5= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur5);
-
- ss<< "int buffer_tmp000_len = ";
- ss<< tmpCurDVR0->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp001_len = ";
- ss<< tmpCurDVR1->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp002_len = ";
- ss<< tmpCurDVR2->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp003_len = ";
- ss<< tmpCurDVR3->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp004_len = ";
- ss<< tmpCurDVR4->GetArrayLength();
- ss << ";\n\t";
-
- ss<< "int buffer_tmp005_len = ";
- ss<< tmpCurDVR5->GetArrayLength();
- ss << ";\n\t";
-
- ss<<"if(gid0>=buffer_tmp000_len || isnan(";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp000 = 0;\n\telse \n\t\t";
- ss<<"tmp000 = ";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp001_len || isnan(";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp001 = 0;\n\telse \n\t\t";
- ss<<"tmp001 = ";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp002_len || isnan(";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp002 = 0;\n\telse \n\t\t";
- ss<<"tmp002 = ";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp003_len || isnan(";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp003 = 0;\n\telse \n\t\t";
- ss<<"tmp003 = ";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp004_len || isnan(";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp004 = 0;\n\telse \n\t\t";
- ss<<"tmp004 = ";
- ss << vSubArguments[4]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
- ss<<"if(gid0>=buffer_tmp005_len || isnan(";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<"))\n\t\t";
- ss<<"tmp005 = 0;\n\telse \n\t\t";
- ss<<"tmp005 = ";
- ss << vSubArguments[5]->GenSlidingWindowDeclRef();
- ss<<";\n\t";
-
+ GenerateArg( "tmp000", 0, vSubArguments, ss );
+ GenerateArg( "tmp001", 1, vSubArguments, ss );
+ GenerateArg( "tmp002", 2, vSubArguments, ss );
+ GenerateArg( "tmp003", 3, vSubArguments, ss );
+ GenerateArg( "tmp004", 4, vSubArguments, ss );
+ GenerateArg( "tmp005", 5, vSubArguments, ss );
ss << "tmp = GetYieldmat(";
ss<<"GetNullDate(),tmp000,tmp001,tmp002,tmp003,tmp004,tmp005);\n\t";
ss << "return tmp;\n";
@@ -2119,46 +1060,16 @@ void OpYieldmat::GenSlidingWindowFunction(
void OpPMT::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 5 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss<<" double tmp = 0;\n";
- ss<<" double temp=0.0;\n";
ss<<" int gid0 = get_global_id(0);\n";
- ss<<" double tmp0=0,tmp1=0,tmp2=0;\n";
- ss<<" double tmp3=0,tmp4=0;\n";
- ss <<"\n ";
- //while (i-- > 1)
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << "{\n";
- }
-
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss <<" temp="<<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss <<";\n";
- ss <<" if (isnan(temp))\n";
- ss <<" tmp"<<i<<"= 0;\n";
- ss <<" else\n";
- ss <<" tmp"<<i<<"=temp;\n";
- ss <<" }\n";
- }
- else
- {
- ss <<"
tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss <<";\n";
- }
- }
+ GenerateArg( "tmp0", 0, vSubArguments, ss );
+ GenerateArg( "tmp1", 1, vSubArguments, ss );
+ GenerateArg( "tmp2", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp3", 3, 0, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp4", 4, 0, vSubArguments, ss );
ss<<" if(tmp0==0.0)\n";
ss<<" return -(tmp2+tmp3)/tmp1;\n";
ss<<" tmp-=tmp3;\n";
@@ -2172,14 +1083,13 @@ void OpPMT::GenSlidingWindowFunction(outputstream &ss,
void OpNPV::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 2, 31 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0.0;\n";
ss << " int gid0 = get_global_id(0);\n";
ss << " int nCount = 1;\n";
- ss << " double arg0=";
- ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
+ GenerateArg( 0, vSubArguments, ss );
//while (i-- > 1)
for (size_t i = 1; i < vSubArguments.size(); i++)
{
@@ -2295,50 +1205,18 @@ void OpNPV::GenSlidingWindowFunction(outputstream &ss,
void OpPrice::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 6, 7 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss<<" double tmp = 0;\n";
ss<<" int gid0 = get_global_id(0);\n";
- ss<<" double tmp0=0;\n";
- ss<<" double tmp1=0;\n";
- ss<<" double tmp2=0;\n";
- ss<<" double tmp3=0;\n";
- ss<<" double tmp4=0,tmp5=0;\n";
- ss<<" double tmp6=0;\n";
- ss<<"\n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << "{\n";
- }
-
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " tmp"<<i<<"= 0;\n";
- ss << " else\n";
- ss << " tmp"<<i<<"=";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << ";\n }\n";
- }
- else
- {
- ss << " tmp"<<i<<"=";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss <<";\n";
- }
- }
+ GenerateArg( "tmp0", 0, vSubArguments, ss );
+ GenerateArg( "tmp1", 1, vSubArguments, ss );
+ GenerateArg( "tmp2", 2, vSubArguments, ss );
+ GenerateArg( "tmp3", 3, vSubArguments, ss );
+ GenerateArg( "tmp4", 4, vSubArguments, ss );
+ GenerateArg( "tmp5", 5, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp6", 6, 0, vSubArguments, ss );
ss << " if(tmp4*tmp5 == 0) return NAN;\n";
ss << " tmp = getPrice_(tmp0,tmp1,tmp2,tmp3,tmp4,tmp5,tmp6);\n";
ss << " return tmp;\n";
@@ -2452,6 +1330,7 @@ void OpOddlyield::BinInlineFun(std::set<std::string>&
decls,
void OpOddlyield::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 8, 8 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss <<" double tmp = 0;\n";
@@ -2478,142 +1357,18 @@ void
OpOddlyield::GenSlidingWindowFunction(outputstream &ss,
if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
ss << "gid0; i < " << pDVR->GetArrayLength();
ss << " && i < " << nCurWindowSize << "; i++){\n";
- } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
- ss << "0; i < " << pDVR->GetArrayLength();
- ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
- } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
- ss << "0; i + gid0 < " << pDVR->GetArrayLength();
- ss << " && i < "<< nCurWindowSize << "; i++){\n";
- }
- else {
- ss << "0; i < "<< nCurWindowSize << "; i++){\n";
- }
- }
- else if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << "{\n";
- }
-
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " tmp"<<i<<"= 0;\n";
- ss << " else\n";
- ss << " tmp"<<i<<"=";
- ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << ";\n";
- ss <<" }\n";
- }
- else
- {
- ss << " tmp"<<i<<"=";
- ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss <<";\n";
- }
- }
- ss <<" int nNullDate = GetNullDate();\n";
- ss <<" tmp = GetOddlyield(nNullDate,tmp0,tmp1";
- ss <<",tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
- ss <<" return tmp;\n";
- ss <<"}";
-}
-void OpPriceDisc::BinInlineFun(std::set<std::string>& decls,
- std::set<std::string>& funs)
-{
- decls.insert(GetYearDiffDecl);decls.insert(getDiffDecl);
- decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
- decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
- decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
- decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
- decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
- decls.insert(IsLeapYearDecl);decls.insert(GetDiffDateDecl);
- funs.insert(GetYearDiff);funs.insert(getDiff);
- funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
- funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
- funs.insert(addMonths);funs.insert(ScaDate);
- funs.insert(GetNullDate);funs.insert(DateToDays);
- funs.insert(DaysToDate);funs.insert(DaysInMonth);
- funs.insert(IsLeapYear);funs.insert(GetDiffDate);
-}
-void OpPriceDisc::GenSlidingWindowFunction(outputstream &ss,
- const std::string &sSymName, SubArguments &vSubArguments)
-{
- GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
- ss << "{\n";
- ss << " double tmp = 0;\n";
- ss << " int gid0 = get_global_id(0);\n";
- ss<<" double tmp0=0;\n";
- ss<<" double tmp1=0;\n";
- ss<<" double tmp2=0;\n";
- ss<<" double tmp3=0;\n";
- ss<<" double tmp4=0;\n";
- ss <<" \n";
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << " if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << "{\n";
- }
-
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " if (isnan(";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << "))\n";
- ss << " tmp"<<i<<"= 0;\n";
- ss << " else\n";
- ss << " tmp"<<i<<"=";
- ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << ";\n";
- ss <<" }\n";
- }
- else
- {
- ss << " tmp"<<i<<"=";
- ss <<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss <<";\n";
- }
- }
- ss <<" int nNullDate = GetNullDate();\n";
- ss <<" tmp=tmp3* ( 1.0 -tmp2*GetYearDiff( nNullDate, ";
- ss <<"tmp0,tmp1,tmp4));\n";
- ss <<" return tmp;\n";
- ss <<"}";
-}
-void OpNper::GenSlidingWindowFunction(outputstream &ss,
- const std::string &sSymName, SubArguments &vSubArguments)
- {
- GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
- ss << "{\n";
- ss << " double tmp = 0;\n";
- ss << " int gid0 = get_global_id(0);\n";
- ss <<" double tmp0=0;\n";
- ss <<" double tmp1=0;\n";
- ss <<" double tmp2=0;\n";
- ss <<" double tmp3=0;\n";
- ss <<" double tmp4=0;\n";
-
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
+ } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
+ ss << "0; i < " << pDVR->GetArrayLength();
+ ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
+ } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
+ ss << "0; i + gid0 < " << pDVR->GetArrayLength();
+ ss << " && i < "<< nCurWindowSize << "; i++){\n";
+ }
+ else {
+ ss << "0; i < "<< nCurWindowSize << "; i++){\n";
+ }
+ }
+ else if (pCur->GetType() == formula::svSingleVectorRef)
{
const formula::SingleVectorRefToken* pSVR =
static_cast< const formula::SingleVectorRefToken* >(pCur);
@@ -2643,6 +1398,62 @@ void OpNper::GenSlidingWindowFunction(outputstream &ss,
ss <<";\n";
}
}
+ ss <<" int nNullDate = GetNullDate();\n";
+ ss <<" tmp = GetOddlyield(nNullDate,tmp0,tmp1";
+ ss <<",tmp2,tmp3,tmp4,tmp5,tmp6,tmp7);\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpPriceDisc::BinInlineFun(std::set<std::string>& decls,
+ std::set<std::string>& funs)
+{
+ decls.insert(GetYearDiffDecl);decls.insert(getDiffDecl);
+ decls.insert(getDaysInYearRangeDecl);decls.insert(GetDaysInYearDecl);
+ decls.insert(GetDaysInYearsDecl);decls.insert(getDaysInMonthRangeDecl);
+ decls.insert(addMonthsDecl);decls.insert(ScaDateDecl);
+ decls.insert(GetNullDateDecl);decls.insert(DateToDaysDecl);
+ decls.insert(DaysToDateDecl);decls.insert(DaysInMonthDecl);
+ decls.insert(IsLeapYearDecl);decls.insert(GetDiffDateDecl);
+ funs.insert(GetYearDiff);funs.insert(getDiff);
+ funs.insert(getDaysInYearRange);funs.insert(GetDaysInYear);
+ funs.insert(GetDaysInYears);funs.insert(getDaysInMonthRange);
+ funs.insert(addMonths);funs.insert(ScaDate);
+ funs.insert(GetNullDate);funs.insert(DateToDays);
+ funs.insert(DaysToDate);funs.insert(DaysInMonth);
+ funs.insert(IsLeapYear);funs.insert(GetDiffDate);
+}
+void OpPriceDisc::GenSlidingWindowFunction(outputstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ CHECK_PARAMETER_COUNT( 4, 5 );
+ GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
+ ss << "{\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ GenerateArg( "tmp0", 0, vSubArguments, ss );
+ GenerateArg( "tmp1", 1, vSubArguments, ss );
+ GenerateArg( "tmp2", 2, vSubArguments, ss );
+ GenerateArg( "tmp3", 3, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp4", 4, 0, vSubArguments, ss );
+ ss <<" int nNullDate = GetNullDate();\n";
+ ss <<" tmp=tmp3* ( 1.0 -tmp2*GetYearDiff( nNullDate, ";
+ ss <<"tmp0,tmp1,tmp4));\n";
+ ss <<" return tmp;\n";
+ ss <<"}";
+}
+void OpNper::GenSlidingWindowFunction(outputstream &ss,
+ const std::string &sSymName, SubArguments &vSubArguments)
+{
+ CHECK_PARAMETER_COUNT( 3, 5 );
+ GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
+ ss << "{\n";
+ ss << " double tmp = 0;\n";
+ ss << " int gid0 = get_global_id(0);\n";
+ GenerateArg( "tmp0", 0, vSubArguments, ss );
+ GenerateArg( "tmp1", 1, vSubArguments, ss );
+ GenerateArg( "tmp2", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp3", 3, 0, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp4", 4, 0, vSubArguments, ss );
ss <<" if (tmp0 == 0.0)\n";
ss <<" tmp=(-1*(tmp2 + tmp3)/tmp1);\n";
ss <<" else if (tmp4 > 0.0)\n";
@@ -2665,50 +1476,18 @@ void OpPPMT::BinInlineFun(std::set<std::string>& decls,
void OpPPMT::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 4, 6 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss<<" double tmp = 0;\n";
ss<<" int gid0 = get_global_id(0);\n";
ss<<" double arg=0;\n";
- ss<<" double tmp0=0;\n";
- ss<<" double tmp1=0;\n";
- ss<<" double tmp2=0;\n";
- ss<<" double tmp3=0;\n";
- ss<<" double tmp4=0,tmp5=0;\n";
- ss <<"\n ";
- //while (i-- > 1)
- for (size_t i = 0; i < vSubArguments.size(); i++)
- {
- FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
- assert(pCur);
- if (pCur->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken* pSVR =
- static_cast< const formula::SingleVectorRefToken* >(pCur);
- ss << "if (gid0 < " << pSVR->GetArrayLength() << "){\n";
- }
- else if (pCur->GetType() == formula::svDouble)
- {
- ss << "{\n";
- }
-
- if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
- {
- ss << " arg=";
- ss << vSubArguments[i]->GenSlidingWindowDeclRef();
- ss << ";\n";
- ss << " if (isnan(arg))\n";
- ss << " tmp"<<i<<"= 0;\n";
- ss << " else\n";
- ss << " tmp"<<i<<"=arg;\n";
- ss << " }\n";
- }
- else
- {
- ss<<" tmp"<<i<<"="<<vSubArguments[i]->GenSlidingWindowDeclRef();
- ss<<";\n";
- }
- }
+ GenerateArg( "tmp0", 0, vSubArguments, ss );
+ GenerateArg( "tmp1", 1, vSubArguments, ss );
+ GenerateArg( "tmp2", 2, vSubArguments, ss );
+ GenerateArg( "tmp3", 3, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp4", 4, 0, vSubArguments, ss );
+ GenerateArgWithDefault( "tmp5", 5, 0, vSubArguments, ss );
ss<<" double pmt=0 ;\n";
ss<<" if(tmp0==0.0)\n";
ss<<" return -(tmp3+tmp4)/tmp2;\n";
@@ -2759,62 +1538,21 @@ void OpCoupdaybs::BinInlineFun(std::set<std::string>&
decls,
funs.insert(coupdaybs_new);
}
void OpCoupdaybs::GenSlidingWindowFunction(
- outputstream &ss, const std::string &sSymName, SubArguments &
-vSubArguments)
+ outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " int nSettle,nMat,nFreq,nBase;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
- ss <<" nSettle = 0;\n else\n";
- }
- ss <<" nSettle=(int)";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
- ss <<" nMat = 0;\n else\n";
- }
- ss <<" nMat=(int)";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
- ss <<" nFreq = 0;\n else\n";
- }
- ss << " nFreq=(int)";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
- ss <<" nBase = 0;\n else\n";
- }
- ss << " nBase=(int)";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n";
+ GenerateArg( "fSettle", 0, vSubArguments, ss );
+ GenerateArg( "fMat", 1, vSubArguments, ss );
+ GenerateArg( "fFreq", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "fBase", 3, 0, vSubArguments, ss );
+ ss << " int nSettle = fSettle;\n";
+ ss << " int nMat = fMat;\n";
+ ss << " int nFreq = fFreq;\n";
+ ss << " int nBase = fBase;\n";
ss <<" tmp = coupdaybs_new(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss <<"}";
@@ -2843,62 +1581,21 @@ void OpCoupdays::BinInlineFun(std::set<std::string>&
decls,
funs.insert(coupdays_new);
}
void OpCoupdays::GenSlidingWindowFunction(
- outputstream &ss, const std::string &sSymName, SubArguments &
-vSubArguments)
+ outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " int nSettle,nMat,nFreq,nBase;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
- ss <<" nSettle = 0;\n else\n";
- }
- ss <<" nSettle=(int)";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
- ss <<" nMat = 0;\n else\n";
- }
- ss <<" nMat=(int)";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
- ss <<" nFreq = 0;\n else\n";
- }
- ss << " nFreq=(int)";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
- ss <<" nBase = 0;\n else\n";
- }
- ss << " nBase=(int)";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n";
+ GenerateArg( "fSettle", 0, vSubArguments, ss );
+ GenerateArg( "fMat", 1, vSubArguments, ss );
+ GenerateArg( "fFreq", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "fBase", 3, 0, vSubArguments, ss );
+ ss << " int nSettle = fSettle;\n";
+ ss << " int nMat = fMat;\n";
+ ss << " int nFreq = fFreq;\n";
+ ss << " int nBase = fBase;\n";
ss <<" tmp = coupdays_new(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss << "}";
@@ -2925,59 +1622,19 @@ void OpCouppcd::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName,
SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " int nSettle,nMat,nFreq,nBase;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
- ss <<" nSettle = 0;\n else\n";
- }
- ss <<" nSettle=(int)";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
- ss <<" nMat = 0;\n else\n";
- }
- ss <<" nMat=(int)";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
- ss <<" nFreq = 0;\n else\n";
- }
- ss << " nFreq=(int)";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
- ss <<" nBase = 0;\n else\n";
- }
- ss << " nBase=(int)";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n";
+ GenerateArg( "fSettle", 0, vSubArguments, ss );
+ GenerateArg( "fMat", 1, vSubArguments, ss );
+ GenerateArg( "fFreq", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "fBase", 3, 0, vSubArguments, ss );
+ ss << " int nSettle = fSettle;\n";
+ ss << " int nMat = fMat;\n";
+ ss << " int nFreq = fFreq;\n";
+ ss << " int nBase = fBase;\n";
ss <<" int nNullDate=693594;\n";
ss <<" tmp = lcl_GetCouppcd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
@@ -3002,62 +1659,21 @@ void OpCoupncd::BinInlineFun(std::set<std::string>&
decls,
funs.insert(lcl_GetCoupncd);
}
void OpCoupncd::GenSlidingWindowFunction(
- outputstream &ss, const std::string &sSymName, SubArguments &
-vSubArguments)
+ outputstream &ss, const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " int nSettle,nMat,nFreq,nBase;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
- ss <<" nSettle = 0;\n else\n";
- }
- ss <<" nSettle=(int)";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
- ss <<" nMat = 0;\n else\n";
- }
- ss <<" nMat=(int)";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
- ss <<" nFreq = 0;\n else\n";
- }
- ss << " nFreq=(int)";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
- ss <<" nBase = 0;\n else\n";
- }
- ss << " nBase=(int)";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n";
+ GenerateArg( "fSettle", 0, vSubArguments, ss );
+ GenerateArg( "fMat", 1, vSubArguments, ss );
+ GenerateArg( "fFreq", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "fBase", 3, 0, vSubArguments, ss );
+ ss << " int nSettle = fSettle;\n";
+ ss << " int nMat = fMat;\n";
+ ss << " int nFreq = fFreq;\n";
+ ss << " int nBase = fBase;\n";
ss <<" int nNullDate=693594;\n";
ss <<" tmp = lcl_GetCoupncd(nNullDate,nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
@@ -3098,59 +1714,19 @@ void OpCoupdaysnc::GenSlidingWindowFunction(
outputstream &ss, const std::string &sSymName,
SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " int nSettle,nMat,nFreq,nBase;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
- ss <<" nSettle = 0;\n else\n";
- }
- ss <<" nSettle=(int)";
- ss << vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur1->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR1= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur1);
- ss <<" if(isnan("<<vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR1->GetArrayLength()<<"))\n";
- ss <<" nMat = 0;\n else\n";
- }
- ss <<" nMat=(int)";
- ss << vSubArguments[1]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur2->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR2= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur2);
- ss <<" if(isnan("<<vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR2->GetArrayLength()<<"))\n";
- ss <<" nFreq = 0;\n else\n";
- }
- ss << " nFreq=(int)";
- ss << vSubArguments[2]->GenSlidingWindowDeclRef();
- ss <<";\n";
- if(tmpCur3->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR3= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur3);
- ss <<" if(isnan(" <<vSubArguments[3]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR3->GetArrayLength()<<"))\n";
- ss <<" nBase = 0;\n else\n";
- }
- ss << " nBase=(int)";
- ss << vSubArguments[3]->GenSlidingWindowDeclRef();
- ss << ";\n";
+ GenerateArg( "fSettle", 0, vSubArguments, ss );
+ GenerateArg( "fMat", 1, vSubArguments, ss );
+ GenerateArg( "fFreq", 2, vSubArguments, ss );
+ GenerateArgWithDefault( "fBase", 3, 0, vSubArguments, ss );
+ ss << " int nSettle = fSettle;\n";
+ ss << " int nMat = fMat;\n";
+ ss << " int nFreq = fFreq;\n";
+ ss << " int nBase = fBase;\n";
ss <<" tmp = coupdaysnc_new(nSettle,nMat,nFreq,nBase);\n";
ss <<" return tmp;\n";
ss << "}";
@@ -3177,59 +1753,19 @@ void OpCoupnum::BinInlineFun(std::set<std::string>&
decls,
void OpCoupnum::GenSlidingWindowFunction(outputstream &ss,
const std::string &sSymName, SubArguments &vSubArguments)
{
+ CHECK_PARAMETER_COUNT( 3, 4 );
GenerateFunctionDeclaration( sSymName, vSubArguments, ss );
ss << "{\n";
ss << " double tmp = 0;\n";
ss << " int gid0 = get_global_id(0);\n";
- ss << " int nSettle,nMat,nFreq,nBase;\n";
- FormulaToken* tmpCur0 = vSubArguments[0]->GetFormulaToken();
- FormulaToken* tmpCur1 = vSubArguments[1]->GetFormulaToken();
- FormulaToken* tmpCur2 = vSubArguments[2]->GetFormulaToken();
- FormulaToken* tmpCur3 = vSubArguments[3]->GetFormulaToken();
- if(tmpCur0->GetType() == formula::svSingleVectorRef)
- {
- const formula::SingleVectorRefToken*tmpCurDVR0= static_cast<const
- formula::SingleVectorRefToken *>(tmpCur0);
- ss <<" if(isnan("<<vSubArguments[0]->GenSlidingWindowDeclRef();
- ss <<")||(gid0 >="<<tmpCurDVR0->GetArrayLength()<<"))\n";
- ss <<" nSettle = 0;\n else\n";
- }
- ss <<" nSettle=(int)";
... etc. - the rest is truncated
