/***************************************************************************                                                                         **             Java Grande Forum Benchmark Suite - MPJ Version 1.0         **                                                                         **                            produced by                                  **                                                                         **                  Java Grande Benchmarking Project                       **                                                                         **                                at                                       **                                                                         **                Edinburgh Parallel Computing Centre                      **                                                                         **                email: epcc-javagrande@epcc.ed.ac.uk                     **                                                                         **      Original version of this code by Hon Yau (hwyau@epcc.ed.ac.uk)     **                                                                         **      This version copyright (c) The University of Edinburgh, 2001.      **                         All rights reserved.                            **                                                                         ***************************************************************************/package jgf_mpj_benchmarks.section3.montecarlo; //package montecarlo;import jgf_mpj_benchmarks.jgfutil.*;//aimport jgfutil.*;import java.util.*;import java.awt.*;import mpi.*;/**  * Code, a test-harness for invoking and driving the Applications  * Demonstrator classes.  *  * <p>To do:  * <ol>  *   <li>Very long delay prior to connecting to the server.</li>  *   <li>Some text output seem to struggle to get out, without  *       the user tapping ENTER on the keyboard!</li>  * </ol>  *  * @author H W Yau  * @version $Revision: 1.1 $ $Date: 2005/04/29 17:43:42 $  */public class AppDemo extends Universal {  //------------------------------------------------------------------------  // Class variables.  //------------------------------------------------------------------------    public static double JGFavgExpectedReturnRateMC =0.0;  /**    * A class variable.    */  public static boolean DEBUG=true;  /**    * The prompt to write before any debug messages.    */  protected static String prompt="AppDemo> ";  public static final int Serial=1;  //------------------------------------------------------------------------  // Instance variables.  //------------------------------------------------------------------------  /**    * Directory in which to find the historical rates.    */  private String dataDirname;  /**    * Name of the historical rate to model.    */  private String dataFilename;  /**    * The number of time-steps which the Monte Carlo simulation should    * run for.    */  private int nTimeStepsMC=0;  /**    * The number of Monte Carlo simulations to run.    */  private int nRunsMC=0;  /**    * The max no of Monte Carlo simulations per process    */  private int p_nRunsMC=0;  /**    * The default duration between time-steps, in units of a year.    */  private double dTime = 1.0/365.0;  /**    * Flag to determine whether initialisation has already taken place.    */  private boolean initialised=false;  /**    * Variable to determine which deployment scenario to run.    */  private int runMode;  private java.util.Vector tasks;  private java.util.Vector results;  /**    * temporary vector for MPI    */  private java.util.Vector [] p_results = new java.util.Vector[1];  public AppDemo(    String dataDirname, String dataFilename, int nTimeStepsMC,   int nRunsMC) {    this.dataDirname    = dataDirname;    this.dataFilename   = dataFilename;    this.nTimeStepsMC   = nTimeStepsMC;    this.nRunsMC        = nRunsMC;    this.initialised    = false;    set_prompt(prompt);    set_DEBUG(DEBUG);  }  /**    * Single point of contact for running this increasingly bloated    * class.  Other run modes can later be defined for whether a new rate    * should be loaded in, etc.    * Note that if the <code>hostname</code> is set to the string "none",    * then the demonstrator runs in purely serial mode.    */  /**    * Initialisation and Run methods.    */    PriceStock psMC;    double pathStartValue = 100.0;    double avgExpectedReturnRateMC = 0.0;    double avgVolatilityMC = 0.0;    ToInitAllTasks initAllTasks = null;    public void initSerial() {     try{      //      // Measure the requested path rate.      RatePath rateP = new RatePath(dataDirname, dataFilename);      rateP.dbgDumpFields();      ReturnPath returnP = rateP.getReturnCompounded();      returnP.estimatePath();      returnP.dbgDumpFields();      double expectedReturnRate = returnP.get_expectedReturnRate();      double volatility         = returnP.get_volatility();      //      // Now prepare for MC runs.      initAllTasks = new ToInitAllTasks(returnP, nTimeStepsMC,       pathStartValue);      String slaveClassName = "MonteCarlo.PriceStock";      //      // Now create the tasks.      initTasks(nRunsMC);      //    } catch( DemoException demoEx ) {      dbgPrintln(demoEx.toString());      System.exit(-1);    }  }  public void runSerial() throws MPIException{    int ilow,ihigh;    if(JGFMonteCarloBench.rank==0) {       results = new java.util.Vector(nRunsMC);    }     p_nRunsMC = (nRunsMC + JGFMonteCarloBench.nprocess -1) / JGFMonteCarloBench.nprocess;    p_results[0] = new java.util.Vector(p_nRunsMC);    ilow = JGFMonteCarloBench.rank*p_nRunsMC;    ihigh = (JGFMonteCarloBench.rank+1)*p_nRunsMC;    if (JGFMonteCarloBench.rank==JGFMonteCarloBench.nprocess-1) ihigh = nRunsMC;      // Now do the computation.      PriceStock ps;      for( int iRun=ilow; iRun < ihigh; iRun++ ) {	ps = new PriceStock();	ps.setInitAllTasks(initAllTasks);	ps.setTask(tasks.elementAt(iRun));	ps.run();	p_results[0].addElement(ps.getResult());      }    if(JGFMonteCarloBench.rank==0) {     for(int i=0;i<p_results[0].size();i++){       results.addElement((ToResult) p_results[0].elementAt(i));     }     for(int j=1;j<JGFMonteCarloBench.nprocess;j++) {       p_results[0].removeAllElements();       MPI.COMM_WORLD.Recv(p_results,0,1,MPI.OBJECT,j,j);       for(int i=0;i<p_results[0].size();i++){         results.addElement((ToResult) p_results[0].elementAt(i));       }     }    } else {     MPI.COMM_WORLD.Send(p_results,0,1,MPI.OBJECT,0,JGFMonteCarloBench.rank);    }  }  public void processSerial() {      //      // Process the results.    try {      processResults();    } catch( DemoException demoEx ) {      dbgPrintln(demoEx.toString());      System.exit(-1);    }  }  //------------------------------------------------------------------------  /**    * Generates the parameters for the given Monte Carlo simulation.    *    * @param nRunsMC the number of tasks, and hence Monte Carlo paths to    *        produce.    */  private void initTasks(int nRunsMC) {    tasks = new java.util.Vector(nRunsMC);    for( int i=0; i < nRunsMC; i++ ) {      String header="MC run "+String.valueOf(i);      ToTask task = new ToTask(header, (long)i*11);      tasks.addElement((Object) task);    }  }  /**    * Method for doing something with the Monte Carlo simulations.    * It's probably not mathematically correct, but shall take an average over    * all the simulated rate paths.    *    * @exception DemoException thrown if there is a problem with reading in    *            any values.    */  private void processResults() throws DemoException{    double avgExpectedReturnRateMC = 0.0;    double avgVolatilityMC = 0.0;    double runAvgExpectedReturnRateMC = 0.0;    double runAvgVolatilityMC = 0.0;    ToResult returnMC;    if( nRunsMC != results.size() ) {      errPrintln("Fatal: TaskRunner managed to finish with no all the results gathered in!");      System.exit(-1);    }    //    // Create an instance of a RatePath, for accumulating the results of the    // Monte Carlo simulations.    RatePath avgMCrate = new RatePath(nTimeStepsMC, "MC", 19990109, 19991231, dTime);    for( int i=0; i < nRunsMC; i++ ) {      // First, create an instance which is supposed to generate a      // particularly simple MC path.      returnMC = (ToResult) results.elementAt(i);      avgMCrate.inc_pathValue(returnMC.get_pathValue());      avgExpectedReturnRateMC += returnMC.get_expectedReturnRate();      avgVolatilityMC         += returnMC.get_volatility();      runAvgExpectedReturnRateMC = avgExpectedReturnRateMC /((double)(i+1));      runAvgVolatilityMC = avgVolatilityMC / ((double)(i+1));    } // for i;    avgMCrate.inc_pathValue((double)1.0/((double)nRunsMC));    avgExpectedReturnRateMC /= nRunsMC;    avgVolatilityMC         /= nRunsMC;    /*    try{      Thread.sleep(200);    } catch( InterruptedException intEx) {      errPrintln(intEx.toString());    }    */    JGFavgExpectedReturnRateMC = avgExpectedReturnRateMC;//    dbgPrintln("Average over "+nRunsMC+": expectedReturnRate="+//    avgExpectedReturnRateMC+" volatility="+avgVolatilityMC + JGFavgExpectedReturnRateMC);  }  //  //------------------------------------------------------------------------  // Accessor methods for class AppDemo.  // Generated by 'makeJavaAccessor.pl' script.  HWY.  20th January 1999.  //------------------------------------------------------------------------  /**    * Accessor method for private instance variable <code>dataDirname</code>.    *    * @return Value of instance variable <code>dataDirname</code>.    */  public String get_dataDirname() {    return(this.dataDirname);  }  /**    * Set method for private instance variable <code>dataDirname</code>.    *    * @param dataDirname the value to set for the instance variable <code>dataDirname</code>.    */  public void set_dataDirname(String dataDirname) {    this.dataDirname = dataDirname;  }  /**    * Accessor method for private instance variable <code>dataFilename</code>.    *    * @return Value of instance variable <code>dataFilename</code>.    */  public String get_dataFilename() {    return(this.dataFilename);  }  /**    * Set method for private instance variable <code>dataFilename</code>.    *    * @param dataFilename the value to set for the instance variable <code>dataFilename</code>.    */  public void set_dataFilename(String dataFilename) {    this.dataFilename = dataFilename;  }  /**    * Accessor method for private instance variable <code>nTimeStepsMC</code>.    *    * @return Value of instance variable <code>nTimeStepsMC</code>.    */  public int get_nTimeStepsMC() {    return(this.nTimeStepsMC);  }  /**    * Set method for private instance variable <code>nTimeStepsMC</code>.    *    * @param nTimeStepsMC the value to set for the instance variable <code>nTimeStepsMC</code>.    */  public void set_nTimeStepsMC(int nTimeStepsMC) {    this.nTimeStepsMC = nTimeStepsMC;  }  /**    * Accessor method for private instance variable <code>nRunsMC</code>.    *    * @return Value of instance variable <code>nRunsMC</code>.    */  public int get_nRunsMC() {    return(this.nRunsMC);  }  /**    * Set method for private instance variable <code>nRunsMC</code>.    *    * @param nRunsMC the value to set for the instance variable <code>nRunsMC</code>.    */  public void set_nRunsMC(int nRunsMC) {    this.nRunsMC = nRunsMC;  }  /**    * Accessor method for private instance variable <code>tasks</code>.    *    * @return Value of instance variable <code>tasks</code>.    */  public java.util.Vector get_tasks() {    return(this.tasks);  }  /**    * Set method for private instance variable <code>tasks</code>.    *    * @param tasks the value to set for the instance variable <code>tasks</code>.    */  public void set_tasks(java.util.Vector tasks) {    this.tasks = tasks;  }  /**    * Accessor method for private instance variable <code>results</code>.    *    * @return Value of instance variable <code>results</code>.    */  public java.util.Vector get_results() {    return(this.results);  }  /**    * Set method for private instance variable <code>results</code>.    *    * @param results the value to set for the instance variable <code>results</code>.    */  public void set_results(java.util.Vector results) {    this.results = results;  }  //------------------------------------------------------------------------}