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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#include <nan.h>
#include <string.h>
#include "randomsequencegenerator.hpp"
#include <qlo/qladdindefines.hpp>
#include <qlo/randomsequencegenerator.hpp>
#include <oh/objecthandler.hpp>
#include <oh/conversions/getobjectvector.hpp>
#include <qlo/valueobjects/vo_all.hpp>
#include <qlo/conversions/all.hpp>
#include "../loop.hpp"
void MersenneTwisterRsgWorker::Execute(){
try{
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlMersenneTwisterRsg(
mObjectID,
mDimension,
mSeed,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::MersenneTwisterRsg(
valueObject,
mDimension,
mSeed,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void MersenneTwisterRsgWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::MersenneTwisterRsg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Dimension is required.");
}
if (info.Length() == 2 || !info[2]->IsNumber()) {
return Nan::ThrowError("Seed is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
long DimensionCpp = Nan::To<int32_t>(info[1]).FromJust();
// convert js argument to c++ type
long SeedCpp = Nan::To<int32_t>(info[2]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[3].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new MersenneTwisterRsgWorker(
callback
,ObjectIDCpp
,DimensionCpp
,SeedCpp
));
}
//MersenneTwisterRsgWorker::~MersenneTwisterRsgWorker(){
//
//}
//void MersenneTwisterRsgWorker::Destroy(){
//
//}
void FaureRsgWorker::Execute(){
try{
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlFaureRsg(
mObjectID,
mDimension,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::FaureRsg(
valueObject,
mDimension,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void FaureRsgWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::FaureRsg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Dimension is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
long DimensionCpp = Nan::To<int32_t>(info[1]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new FaureRsgWorker(
callback
,ObjectIDCpp
,DimensionCpp
));
}
//FaureRsgWorker::~FaureRsgWorker(){
//
//}
//void FaureRsgWorker::Destroy(){
//
//}
void HaltonRsgWorker::Execute(){
try{
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlHaltonRsg(
mObjectID,
mDimension,
mSeed,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::HaltonRsg(
valueObject,
mDimension,
mSeed,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void HaltonRsgWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::HaltonRsg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Dimension is required.");
}
if (info.Length() == 2 || !info[2]->IsNumber()) {
return Nan::ThrowError("Seed is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
long DimensionCpp = Nan::To<int32_t>(info[1]).FromJust();
// convert js argument to c++ type
long SeedCpp = Nan::To<int32_t>(info[2]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[3].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new HaltonRsgWorker(
callback
,ObjectIDCpp
,DimensionCpp
,SeedCpp
));
}
//HaltonRsgWorker::~HaltonRsgWorker(){
//
//}
//void HaltonRsgWorker::Destroy(){
//
//}
void SobolRsgWorker::Execute(){
try{
// Construct the Value Object
boost::shared_ptr<ObjectHandler::ValueObject> valueObject(
new QuantLibAddin::ValueObjects::qlSobolRsg(
mObjectID,
mDimension,
mSeed,
false
));
// Construct the Object
boost::shared_ptr<ObjectHandler::Object> object(
new QuantLibAddin::SobolRsg(
valueObject,
mDimension,
mSeed,
false
));
// Store the Object in the Repository
mReturnValue = ObjectHandler::Repository::instance().storeObject(mObjectID, object, false, valueObject);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void SobolRsgWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<String>(mReturnValue).ToLocalChecked()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::SobolRsg) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Dimension is required.");
}
if (info.Length() == 2 || !info[2]->IsNumber()) {
return Nan::ThrowError("Seed is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
long DimensionCpp = Nan::To<int32_t>(info[1]).FromJust();
// convert js argument to c++ type
long SeedCpp = Nan::To<int32_t>(info[2]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[3].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new SobolRsgWorker(
callback
,ObjectIDCpp
,DimensionCpp
,SeedCpp
));
}
//SobolRsgWorker::~SobolRsgWorker(){
//
//}
//void SobolRsgWorker::Destroy(){
//
//}
void VariatesWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_OBJECT(ObjectIDObjPtr, mObjectID, QuantLibAddin::RandomSequenceGenerator)
std::vector< std::vector<double> > returnValue;
// invoke the member function
returnValue = ObjectIDObjPtr->variates(
mSamples
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void VariatesWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<Array> tmpMatrix = Nan::New<Array>(mReturnValue.size());
for (unsigned int i = 0; i < mReturnValue.size(); i++) {
Local<Array> tmpArray = Nan::New<Array>(mReturnValue[i].size());
for (unsigned int j = 0; j < mReturnValue[i].size(); j++) {
Nan::Set(tmpArray,j,Nan::New<Number>(mReturnValue[i][j]));
}
Nan::Set(tmpMatrix,i,tmpArray);
}
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
tmpMatrix
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::Variates) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Samples is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
long SamplesCpp = Nan::To<int32_t>(info[1]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new VariatesWorker(
callback
,ObjectIDCpp
,SamplesCpp
));
}
//VariatesWorker::~VariatesWorker(){
//
//}
//void VariatesWorker::Destroy(){
//
//}
void RandWorker::Execute(){
try{
// invoke the utility function
mReturnValue = QuantLibAddin::rand(
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RandWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Number>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::Rand) {
// validate js arguments
// declare callback
Nan::Callback *callback = new Nan::Callback(info[0].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RandWorker(
callback
));
}
//RandWorker::~RandWorker(){
//
//}
//void RandWorker::Destroy(){
//
//}
void RandomizeWorker::Execute(){
try{
// invoke the utility function
QuantLibAddin::randomize(
mSeed
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void RandomizeWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::Null()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::Randomize) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsNumber()) {
return Nan::ThrowError("Seed is required.");
}
// convert js argument to c++ type
long SeedCpp = Nan::To<int32_t>(info[0]).FromJust();
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new RandomizeWorker(
callback
,SeedCpp
));
}
//RandomizeWorker::~RandomizeWorker(){
//
//}
//void RandomizeWorker::Destroy(){
//
//}