/**
* Updates this bar with next bar.
*
* @param bar Next bar.
*/
public synchronized void update(Bar bar) {
if (open == 0) open = bar.open;
high = Math.max(high, bar.high);
low = Math.min(low, bar.low);
close = bar.close;
}
/**
* Updates this bar with last price.
*
* @param price Price.
*/
public synchronized void update(double price) {
if (open == 0) open = price;
high = Math.max(high, price);
low = Math.min(low, price);
close = price;
}
/**
* Creates closures for calculating credit risks.
*
* @param gridSize Size of the grid.
* @param portfolio Portfolio.
* @param horizon Forecast horizon in days.
* @param iter Number of Monte-Carlo iterations.
* @param percentile Percentile.
* @return Collection of closures.
*/
private static Collection<GridOutClosure<Double>> closures(
int gridSize,
final GridCredit[] portfolio,
final int horizon,
int iter,
final double percentile) {
// Number of iterations should be done by each node.
int iterPerNode = Math.round(iter / (float) gridSize);
// Number of iterations for the last/the only node.
int lastNodeIter = iter - (gridSize - 1) * iterPerNode;
Collection<GridOutClosure<Double>> cls = new ArrayList<GridOutClosure<Double>>(gridSize);
// Note that for the purpose of this example we perform a simple homogeneous
// (non weighted) split assuming that all computing resources in this split
// will be identical. In real life scenarios when heterogeneous environment
// is used a split that is weighted by, for example, CPU benchmarks of each
// node in the split will be more efficient. It is fairly easy addition and
// GridGain comes with convenient Spring-compatible benchmark that can be
// used for weighted splits.
for (int i = 0; i < gridSize; i++) {
final int nodeIter = i == gridSize - 1 ? lastNodeIter : iterPerNode;
cls.add(
new CO<Double>() {
/** {@inheritDoc} */
@Override
public Double apply() {
return new GridCreditRiskManager()
.calculateCreditRiskMonteCarlo(portfolio, horizon, nodeIter, percentile);
}
});
}
return cls;
}
/**
* Removes locks regardless of whether they are owned or not for given version and keys.
*
* @param ver Lock version.
* @param keys Keys.
*/
@SuppressWarnings({"unchecked"})
public void removeLocks(GridCacheVersion ver, Collection<? extends K> keys) {
if (keys.isEmpty()) return;
try {
Collection<GridRichNode> affNodes = null;
int keyCnt = -1;
Map<GridNode, GridNearUnlockRequest<K, V>> map = null;
for (K key : keys) {
// Send request to remove from remote nodes.
GridNearUnlockRequest<K, V> req = null;
while (true) {
GridDistributedCacheEntry<K, V> entry = peekExx(key);
try {
if (entry != null) {
GridCacheMvccCandidate<K> cand = entry.candidate(ver);
if (cand != null) {
if (affNodes == null) {
affNodes = CU.allNodes(ctx, cand.topologyVersion());
keyCnt = (int) Math.ceil((double) keys.size() / affNodes.size());
map = new HashMap<GridNode, GridNearUnlockRequest<K, V>>(affNodes.size());
}
GridRichNode primary = CU.primary0(ctx.affinity(key, affNodes));
if (!primary.isLocal()) {
req = map.get(primary);
if (req == null) {
map.put(primary, req = new GridNearUnlockRequest<K, V>(keyCnt));
req.version(ver);
}
}
// Remove candidate from local node first.
if (entry.removeLock(cand.version())) {
if (primary.isLocal()) {
dht.removeLocks(primary.id(), ver, F.asList(key), true);
assert req == null;
continue;
}
req.addKey(entry.key(), entry.getOrMarshalKeyBytes(), ctx);
}
}
}
break;
} catch (GridCacheEntryRemovedException ignored) {
if (log.isDebugEnabled())
log.debug(
"Attempted to remove lock from removed entry (will retry) [rmvVer="
+ ver
+ ", entry="
+ entry
+ ']');
}
}
}
if (map == null || map.isEmpty()) return;
Collection<GridCacheVersion> committed = ctx.tm().committedVersions(ver);
Collection<GridCacheVersion> rolledback = ctx.tm().rolledbackVersions(ver);
for (Map.Entry<GridNode, GridNearUnlockRequest<K, V>> mapping : map.entrySet()) {
GridNode n = mapping.getKey();
GridDistributedUnlockRequest<K, V> req = mapping.getValue();
if (!req.keyBytes().isEmpty()) {
req.completedVersions(committed, rolledback);
// We don't wait for reply to this message.
ctx.io().send(n, req);
}
}
} catch (GridException ex) {
U.error(log, "Failed to unlock the lock for keys: " + keys, ex);
}
}
/** {@inheritDoc} */
@Override
public void unlockAll(
Collection<? extends K> keys, GridPredicate<? super GridCacheEntry<K, V>>[] filter) {
if (keys.isEmpty()) return;
try {
GridCacheVersion ver = null;
Collection<GridRichNode> affNodes = null;
int keyCnt = -1;
Map<GridRichNode, GridNearUnlockRequest<K, V>> map = null;
Collection<K> locKeys = new LinkedList<K>();
GridCacheVersion obsoleteVer = ctx.versions().next();
for (K key : keys) {
while (true) {
GridDistributedCacheEntry<K, V> entry = peekExx(key);
if (entry == null || !ctx.isAll(entry.wrap(false), filter)) break; // While.
try {
GridCacheMvccCandidate<K> cand =
entry.candidate(ctx.nodeId(), Thread.currentThread().getId());
if (cand != null) {
ver = cand.version();
if (affNodes == null) {
affNodes = CU.allNodes(ctx, cand.topologyVersion());
keyCnt = (int) Math.ceil((double) keys.size() / affNodes.size());
map = new HashMap<GridRichNode, GridNearUnlockRequest<K, V>>(affNodes.size());
}
// Send request to remove from remote nodes.
GridRichNode primary = CU.primary0(ctx.affinity(key, affNodes));
GridNearUnlockRequest<K, V> req = map.get(primary);
if (req == null) {
map.put(primary, req = new GridNearUnlockRequest<K, V>(keyCnt));
req.version(ver);
}
// Remove candidate from local node first.
GridCacheMvccCandidate<K> rmv = entry.removeLock();
if (rmv != null) {
if (!rmv.reentry()) {
if (ver != null && !ver.equals(rmv.version()))
throw new GridException(
"Failed to unlock (if keys were locked separately, "
+ "then they need to be unlocked separately): "
+ keys);
if (!primary.isLocal()) {
assert req != null;
req.addKey(entry.key(), entry.getOrMarshalKeyBytes(), ctx);
} else locKeys.add(key);
if (log.isDebugEnabled()) log.debug("Removed lock (will distribute): " + rmv);
} else if (log.isDebugEnabled())
log.debug(
"Current thread still owns lock (or there are no other nodes)"
+ " [lock="
+ rmv
+ ", curThreadId="
+ Thread.currentThread().getId()
+ ']');
}
// Try to evict near entry if it's dht-mapped locally.
evictNearEntry(entry, obsoleteVer);
}
break;
} catch (GridCacheEntryRemovedException ignore) {
if (log.isDebugEnabled())
log.debug("Attempted to unlock removed entry (will retry): " + entry);
}
}
}
if (ver == null) return;
for (Map.Entry<GridRichNode, GridNearUnlockRequest<K, V>> mapping : map.entrySet()) {
GridRichNode n = mapping.getKey();
GridDistributedUnlockRequest<K, V> req = mapping.getValue();
if (n.isLocal()) dht.removeLocks(ctx.nodeId(), req.version(), locKeys, true);
else if (!req.keyBytes().isEmpty())
// We don't wait for reply to this message.
ctx.io().send(n, req);
}
} catch (GridException ex) {
U.error(log, "Failed to unlock the lock for keys: " + keys, ex);
}
}
/**
* Rounds double value to two significant signs.
*
* @param val value to be rounded.
* @return rounded double value.
*/
private static double round2(double val) {
return Math.floor(100 * val + 0.5) / 100;
}