private void adjustDateLineCrossingPoints() {
ArrayList<LatLon> corners = new ArrayList<LatLon>(Arrays.asList(sw, se, nw, ne));
if (!LatLon.locationsCrossDateLine(corners)) return;
double lonSign = 0;
for (LatLon corner : corners) {
if (Math.abs(corner.getLongitude().degrees) != 180)
lonSign = Math.signum(corner.getLongitude().degrees);
}
if (lonSign == 0) return;
if (Math.abs(sw.getLongitude().degrees) == 180
&& Math.signum(sw.getLongitude().degrees) != lonSign)
sw = new Position(sw.getLatitude(), sw.getLongitude().multiply(-1), sw.getElevation());
if (Math.abs(se.getLongitude().degrees) == 180
&& Math.signum(se.getLongitude().degrees) != lonSign)
se = new Position(se.getLatitude(), se.getLongitude().multiply(-1), se.getElevation());
if (Math.abs(nw.getLongitude().degrees) == 180
&& Math.signum(nw.getLongitude().degrees) != lonSign)
nw = new Position(nw.getLatitude(), nw.getLongitude().multiply(-1), nw.getElevation());
if (Math.abs(ne.getLongitude().degrees) == 180
&& Math.signum(ne.getLongitude().degrees) != lonSign)
ne = new Position(ne.getLatitude(), ne.getLongitude().multiply(-1), ne.getElevation());
}
public static Sector[] splitBoundingSectors(Iterable<? extends LatLon> locations) {
if (locations == null) {
throw new IllegalArgumentException("Location In List Is Null");
}
if (!locations.iterator().hasNext()) {
return null;
}
double minLat = Angle.POS90.getDegrees();
double minLon = Angle.POS180.getDegrees();
double maxLat = Angle.NEG90.getDegrees();
double maxLon = Angle.NEG180.getDegrees();
LatLon lastLocation = null;
for (LatLon ll : locations) {
double lat = ll.getLatitude().getDegrees();
if (lat < minLat) {
minLat = lat;
}
if (lat > maxLat) {
maxLat = lat;
}
double lon = ll.getLongitude().getDegrees();
if (lon >= 0 && lon < minLon) {
minLon = lon;
}
if (lon <= 0 && lon > maxLon) {
maxLon = lon;
}
if (lastLocation != null) {
double lastLon = lastLocation.getLongitude().getDegrees();
if (Math.signum(lon) != Math.signum(lastLon)) {
if (Math.abs(lon - lastLon) < 180) {
// Crossing the zero longitude line too
maxLon = 0;
minLon = 0;
}
}
}
lastLocation = ll;
}
if (minLat == maxLat && minLon == maxLon) {
return null;
}
return new Sector[] {
Sector.fromDegrees(minLat, maxLat, minLon, 180), // Sector on eastern hemisphere.
Sector.fromDegrees(minLat, maxLat, -180, maxLon) // Sector on western hemisphere.
};
}
private final void computeArea() {
// The area of a quadrilateral is 0.5*p*q*sin(theta)
// Where p and q are the length of the 2 diagonals and theta is the angle between them
// If we rotate P in the right direction, then area = 0.5*p*q*cos(theta) where theta is
// the angle between Q and the rotated P, but this is simply 0.5 * dot product of P' and Q
// Note, it is possible because of the cos to get a negative area, when this happens, it means
// that the quadrilateral has flipped and that the normally inward pointing normals are
// now pointing outward, so if we get a negative area, we should flip the force vectors...
Vector2D P = tv.getPosition().subtract(d.getPosition());
Vector2D Q = dt.getPosition().subtract(v.getPosition());
area = 0.5 * P.rotate90().dot(Q);
if (Math.signum(area) != Math.signum(desiredArea) && desiredArea != 0) {
System.err.println(
"Compartment:" + this.toString() + " has flipped inside out. Area:" + area);
}
}
public void update() {
// See Compute Area for reason of the absolute value and signum of area...
double pressureForce =
Constants.get().getPressure() * (Math.abs(area) - Math.abs(desiredArea));
pressureForce =
Math.signum(area) * Math.signum(pressureForce) * Math.sqrt(Math.abs(pressureForce));
// The pressure is applied on every segment proportionally to its area.
for (int i = 0, n = nodeList.size(); i < n; i++) {
Node prevNode = nodeList.get(i);
Node curNode = nodeList.get((i + 1) % n);
Node nextNode = nodeList.get((i + 2) % n);
Vector2D prevVector = curNode.getPosition().subtract(prevNode.getPosition()).rotate270();
Vector2D nextVector = nextNode.getPosition().subtract(curNode.getPosition()).rotate270();
forces.put(curNode, prevVector.scale(pressureForce).add(nextVector.scale(pressureForce)));
}
}
/**
* convenience API to add a curved section to the design
*
* @param radius: the bending radius of the section
* @param eighths: the angle in multiples of 45 deg
* @return the resulting track design
*/
public TrackDesign curve(double radius, int eighths) {
// reasoning: with quarters only, boxing the track becomes a matter of boxing the anchors
for (int i = 0; i < Math.abs(eighths); i++) {
Anchor previous = getLastAnchor();
TrackSection section = new Curve(radius, (int) (Math.signum(eighths)), previous);
sections.add(section);
}
return this;
}
public void addPerLengthNumericProximity(
Counter<String> features, final NumericMentionExpression e) {
List<NumericTuple> args = e.expression.arguments();
{
double multiplier = e.mention_normalized_value / args.get(0).val;
features.incrementCount("abs-numeric-distance-1", Math.abs(Math.log(multiplier)));
features.incrementCount("sign-numeric-distance-1", Math.signum(Math.log(multiplier)));
}
if (args.size() > 1) {
double multiplier = e.mention_normalized_value / args.get(1).val;
features.incrementCount("abs-numeric-distance-2", Math.abs(Math.log(multiplier)));
features.incrementCount("sign-numeric-distance-2", Math.signum(Math.log(multiplier)));
}
if (args.size() > 2) {
double multiplier = e.mention_normalized_value / args.get(2).val;
features.incrementCount("abs-numeric-distance-3", Math.abs(Math.log(multiplier)));
features.incrementCount("sign-numeric-distance-3", Math.signum(Math.log(multiplier)));
}
}
private Point teleport(Point location, double offset, Map<Integer, Point> id_lut) {
Point self = id_lut.get(self_id);
double x = Math.max(Math.min(location.x, 20), 0);
double y = Math.max(Math.min(location.y, 20), 0);
double dx = x - self.x;
double dy = y - self.y;
double r = Math.hypot(dx, dy) - offset;
if (Math.abs(r) > 6) {
r = Math.signum(r) * 6;
}
double th = Math.atan2(dy, dx);
return new Point(r * Math.cos(th), r * Math.sin(th), self_id);
}
/**
* Compute the (inward) normal at each node by averaging the unit direction vectors of the two
* edges connected to it.
*/
private void computeNormals() {
for (int i = 0, n = nodeList.size(); i < n; i++) {
Node prevNode = nodeList.get(i);
Node curNode = nodeList.get((i + 1) % n);
Node nextNode = nodeList.get((i + 2) % n);
Vector2D prevEdge = curNode.getPosition().subtract(prevNode.getPosition());
Vector2D nextEdge = nextNode.getPosition().subtract(curNode.getPosition());
double crossProd = prevEdge.crossMag(nextEdge);
Vector2D normal =
prevEdge.normalize().subtract(nextEdge.normalize()).scaleTo(Math.signum(crossProd));
normals.put(curNode, normal);
}
}
@SuppressWarnings({"UnnecessaryLocalVariable"})
public double[] getBilinearCoords(double alpha, double beta) {
// TODO: this method isn't always finding the correct -- or any -- roots
double eps = 1e-9;
double u, v;
double alpha11 = this.w11[1];
double beta11 = this.w11[2];
if (Math.abs(alpha11 - 1) < eps) // if alpha11 == 1
{
u = alpha;
if (Math.abs(beta11 - 1) < eps) // if beta == 1
v = beta;
else v = beta / (u * (beta11 - 1) + 1);
} else if (Math.abs(beta11 - 1) < eps) // if beta = 1
{
v = beta;
u = alpha / (v * (alpha11 - 1) + 1);
} else {
double a = 1d - beta11;
double b = alpha * (beta11 - 1) - beta * (alpha11 - 1) - 1;
double c = alpha;
double b24ac = b * b - 4 * a * c;
if (a == 0 || b24ac < 0) return new double[] {-1, -1}; // TODO: Warn.
double q = -0.5 * (b + (b != 0 ? Math.signum(b) : 1) * Math.sqrt(b24ac));
u = q / a;
double ualt = c / q;
u = Math.abs(u) <= Math.abs(ualt) ? u : ualt;
if (u < 0 || u > 1) u = c / q;
v = u * (beta11 - 1) + 1;
v = Math.abs(v) >= eps ? beta / v : -1;
}
return new double[] {u, v};
}
@Override
public int compareTo(X that) {
// TODO Auto-generated method stub
if (this.b == that.b) return this.a - that.a;
return (int) Math.signum(that.b - this.b);
}
public int compare(ScoreDoc o1, ScoreDoc o2) {
return (int) Math.signum(o2.score - o1.score);
}
/**
* See how far we have gone in which direction since last going the other direction.
*
* @return The (signed) distance.
*/
public int getCurrentDistance() {
return m_distanceThisDirection * (int) Math.signum(m_lastStep);
}
// To add/remove functions change evaluateOperator() and registration
public double evaluateFunction(String fncnam, ArgParser fncargs) throws ArithmeticException {
switch (Character.toLowerCase(fncnam.charAt(0))) {
case 'a':
{
if (fncnam.equalsIgnoreCase("abs")) {
return Math.abs(fncargs.next());
}
if (fncnam.equalsIgnoreCase("acos")) {
return Math.acos(fncargs.next());
}
if (fncnam.equalsIgnoreCase("asin")) {
return Math.asin(fncargs.next());
}
if (fncnam.equalsIgnoreCase("atan")) {
return Math.atan(fncargs.next());
}
}
break;
case 'c':
{
if (fncnam.equalsIgnoreCase("cbrt")) {
return Math.cbrt(fncargs.next());
}
if (fncnam.equalsIgnoreCase("ceil")) {
return Math.ceil(fncargs.next());
}
if (fncnam.equalsIgnoreCase("cos")) {
return Math.cos(fncargs.next());
}
if (fncnam.equalsIgnoreCase("cosh")) {
return Math.cosh(fncargs.next());
}
}
break;
case 'e':
{
if (fncnam.equalsIgnoreCase("exp")) {
return Math.exp(fncargs.next());
}
if (fncnam.equalsIgnoreCase("expm1")) {
return Math.expm1(fncargs.next());
}
}
break;
case 'f':
{
if (fncnam.equalsIgnoreCase("floor")) {
return Math.floor(fncargs.next());
}
}
break;
case 'g':
{
// if(fncnam.equalsIgnoreCase("getExponent" )) { return
// Math.getExponent(fncargs.next()); } needs Java 6
}
break;
case 'l':
{
if (fncnam.equalsIgnoreCase("log")) {
return Math.log(fncargs.next());
}
if (fncnam.equalsIgnoreCase("log10")) {
return Math.log10(fncargs.next());
}
if (fncnam.equalsIgnoreCase("log1p")) {
return Math.log1p(fncargs.next());
}
}
break;
case 'm':
{
if (fncnam.equalsIgnoreCase("max")) {
return Math.max(fncargs.next(), fncargs.next());
}
if (fncnam.equalsIgnoreCase("min")) {
return Math.min(fncargs.next(), fncargs.next());
}
}
break;
case 'n':
{
// if(fncnam.equalsIgnoreCase("nextUp" )) { return Math.nextUp
// (fncargs.next()); } needs Java 6
}
break;
case 'r':
{
if (fncnam.equalsIgnoreCase("random")) {
return Math.random();
} // impure
if (fncnam.equalsIgnoreCase("round")) {
return Math.round(fncargs.next());
}
if (fncnam.equalsIgnoreCase("roundHE")) {
return Math.rint(fncargs.next());
} // round half-even
}
break;
case 's':
{
if (fncnam.equalsIgnoreCase("signum")) {
return Math.signum(fncargs.next());
}
if (fncnam.equalsIgnoreCase("sin")) {
return Math.sin(fncargs.next());
}
if (fncnam.equalsIgnoreCase("sinh")) {
return Math.sinh(fncargs.next());
}
if (fncnam.equalsIgnoreCase("sqrt")) {
return Math.sqrt(fncargs.next());
}
}
break;
case 't':
{
if (fncnam.equalsIgnoreCase("tan")) {
return Math.tan(fncargs.next());
}
if (fncnam.equalsIgnoreCase("tanh")) {
return Math.tanh(fncargs.next());
}
if (fncnam.equalsIgnoreCase("toDegrees")) {
return Math.toDegrees(fncargs.next());
}
if (fncnam.equalsIgnoreCase("toRadians")) {
return Math.toRadians(fncargs.next());
}
}
break;
case 'u':
{
if (fncnam.equalsIgnoreCase("ulp")) {
return Math.ulp(fncargs.next());
}
}
break;
// no default
}
throw new UnsupportedOperationException(
"MathEval internal function setup is incorrect - internal function \""
+ fncnam
+ "\" not handled");
}
private long estimateNj(final long nj, final double q) {
// To estimate Nj.
// 1. Know that Nj >= nj
// 2. Know that Nj <= N (rowCount)
long minNj = nj;
long maxNj = N;
// Binary search our way to a best Nj value. Could do this in
// floating point and come within epsilon of the correct value,
// but I think we just want to round to the nearest integer.
final double _1q = 1.0 - q;
final double njTarget = (double) nj;
long bestNj = -1;
long prevBestNj = -1;
double bestNjDelta = Double.MAX_VALUE;
do {
long Nj = ((maxNj - minNj) / 2) + minNj;
// nj = (q * Nj) / (1 - (1 - q)^Nj)
double njGuess = compute_nj(q, _1q, (double) Nj);
if (njGuess == njTarget) {
// Nailed it.
return Nj;
}
double delta = njTarget - njGuess;
if (Double.isNaN(delta)) {
throw new RuntimeException("Got NaN");
}
int sign = (int) Math.signum(delta);
delta = Math.abs(delta);
if (sign < 0) {
// Guess is too high
maxNj = Nj;
} else if (sign > 0) {
// Guess it too low
minNj = Nj;
} else {
// Shouldn't be possible.
assert (false);
return Nj;
}
if (delta <= 1.0) {
// Very close.
if (sign < 0) {
if ((Nj - 1) < minNj) {
return Nj;
}
// Make one last attempt at Nj - 1
minNj = Nj - 1;
} else {
// sign > 0
if ((Nj + 1) > maxNj) {
return Nj;
}
maxNj = Nj + 1;
}
}
if (delta < bestNjDelta) {
prevBestNj = bestNj;
bestNjDelta = delta;
bestNj = Nj;
}
} while ((maxNj - minNj) > 1);
if (bestNj == minNj) {
if (prevBestNj == maxNj) {
// Just tried maxNj, don't try it again.
return bestNj;
}
// Try maxNj to make sure.
// nj = (q * Nj) / (1 - (1 - q)^Nj)
double njGuess = compute_nj(q, _1q, (double) maxNj);
if (Math.abs(njTarget - njGuess) < bestNjDelta) {
return maxNj;
}
} else if (bestNj == maxNj) {
if (prevBestNj == minNj) {
// Just tried minNj, don't try it again.
return bestNj;
}
// Try minNj to make sure
// Try maxNj to make sure.
// nj = (q * Nj) / (1 - (1 - q)^Nj)
double njGuess = compute_nj(q, _1q, (double) minNj);
if (Math.abs(njTarget - njGuess) < bestNjDelta) {
return minNj;
}
} else {
assert (false);
}
return bestNj;
}
public void addObservedResult(
double min, double max, double closeVal, long currentTime, String passCode)
throws IllegalStateValueDataModificationException {
if (!this.passCode.equals(passCode)) {
throw new IllegalStateValueDataModificationException();
}
int priority = 0;
Set<Long> closedOrders = new HashSet<Long>();
for (Map.Entry<Long, OpenOrder> entry : openOrders.entrySet()) {
long orderNumber = entry.getKey();
if (orderNumber != currentTime) {
OpenOrder order = entry.getValue();
double weight = Math.exp(-priority);
Integer timeClass = (int) (Math.log(currentTime - orderNumber) / Math.log(2));
int maxClass = (int) ((max - order.getPrice()) / res);
int minClass = (int) ((min - order.getPrice()) / res);
if (!dist.containsKey(timeClass)) {
dist.put(timeClass, new TreeMap<Integer, Double>());
}
for (int i = minClass; i <= maxClass; i++) {
if (!dist.get(timeClass).containsKey(i)) {
dist.get(timeClass).put(i, 0.0);
}
if (!collapsedDist.containsKey(i)) {
collapsedDist.put(i, 0.0);
}
}
if (minClass != 0 && maxClass != 0) {
for (int i = minClass; i <= maxClass; i++) {
dist.get(timeClass).put(i, dist.get(timeClass).get(i) + weight);
collapsedDist.put(i, collapsedDist.get(i) + weight);
}
}
sumWeights += weight;
boolean closed = false;
if (!order.isClosed()) {
if (order.getPosition() == 'L') {
closed = order.newPrice(min);
if (Math.random() > 0.5) // (!closed)
{
closed = order.newPrice(max);
}
} else {
closed = order.newPrice(max);
if (Math.random() > 0.5) // (!closed)
{
closed = order.newPrice(min);
}
}
if (!closed && (currentTime - orderNumber) > maxAge) {
order.close(closeVal);
closed = true;
}
if (closed) {
double profit = weight * (order.getPnL() / res);
// System.out.println("Order Closed from " + state + ": " + orderNumber + ": Profit: " +
// profit);
pnl += profit;
sum = pnl;
sum2PnL += (profit * profit);
sum2 = sum2PnL;
correlator.pnl -= average;
countClosed += weight;
average = pnl / countClosed;
correlator.pnl += average;
correlator.stackPnL.addToStack(Math.signum(profit));
double variance = Math.abs(sum2 / countClosed - average);
sdev = Math.sqrt(variance);
double average2PnL = average * average;
sharpe = Math.sqrt(average2PnL / variance);
}
}
if (closed && (currentTime - orderNumber) >= maxAge) {
closedOrders.add(orderNumber);
}
priority++;
}
}
for (long orderNumber : closedOrders) {
openOrders.remove(orderNumber);
}
if (openOrders.isEmpty()) {
correlator.removeLiveState(this);
}
}
public void addNumericProximity(Counter<String> features, final NumericMentionExpression e) {
double multiplier = e.mention_normalized_value / e.expression_value;
features.incrementCount("numeric-distance", Math.log(multiplier));
features.incrementCount("abs-numeric-distance", Math.abs(Math.log(multiplier)));
features.incrementCount("sign-numeric-distance", Math.signum(Math.log(multiplier)));
}
