[Rprotobuf-commits] r341 - pkg/inst/examples/HighFrequencyFinance

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sun Jul 18 22:12:16 CEST 2010


Author: edd
Date: 2010-07-18 22:12:15 +0200 (Sun, 18 Jul 2010)
New Revision: 341

Modified:
   pkg/inst/examples/HighFrequencyFinance/loadInR.r
   pkg/inst/examples/HighFrequencyFinance/protoCreate.cpp
Log:
minor changes, one is just whitespace


Modified: pkg/inst/examples/HighFrequencyFinance/loadInR.r
===================================================================
--- pkg/inst/examples/HighFrequencyFinance/loadInR.r	2010-07-18 15:54:32 UTC (rev 340)
+++ pkg/inst/examples/HighFrequencyFinance/loadInR.r	2010-07-18 20:12:15 UTC (rev 341)
@@ -100,9 +100,9 @@
 
 dll <- dyn.load("protoModule.so")
 
-print(summary(moduled()));
-print(summary(moduled()));
-q()
+#print(summary(moduled()));
+#print(summary(moduled()));
+#q()
 
 
 

Modified: pkg/inst/examples/HighFrequencyFinance/protoCreate.cpp
===================================================================
--- pkg/inst/examples/HighFrequencyFinance/protoCreate.cpp	2010-07-18 15:54:32 UTC (rev 340)
+++ pkg/inst/examples/HighFrequencyFinance/protoCreate.cpp	2010-07-18 20:12:15 UTC (rev 341)
@@ -1,47 +1,46 @@
 // -*- mode: C++; c-indent-level: 4; c-basic-offset: 4; tab-width: 4 -*-
 
-#include "TradeData.pb.h"		// auto-generated ProtoBuffer data structure accessor
+#include "TradeData.pb.h"       // auto-generated ProtoBuffer data structure accessor
 #include <iostream>
 #include <fstream>
 
-#define MATHLIB_STANDALONE 1	// so that we get set_seed()
-#include <Rmath.h>				// to use R's RNGs and random distribution functions
+#define MATHLIB_STANDALONE 1    // so that we get set_seed()
+#include <Rmath.h>              // to use R's RNGs and random distribution functions
 
 int main(int argc, char **argv)
 {
-	// Verify that the version of the library that we linked against is
-	// compatible with the version of the headers we compiled against.
-	GOOGLE_PROTOBUF_VERIFY_VERSION;
+    // Verify that the version of the library that we linked against is
+    // compatible with the version of the headers we compiled against.
+    GOOGLE_PROTOBUF_VERIFY_VERSION;
 
-	const char* pbfile = "trades.pb";
-	const int N = 1000;
+    const char* pbfile = "trades.pb";
+    const int N = 1000;
 
     set_seed(123, 456);
 
-	double tstamp = 1277973000;		// 2010-07-01 08:30:00
-	double tprice = 100.0;			// gotta start somewhere
-	char sym[] = "ABC";
+    double tstamp = 1277973000;     // 2010-07-01 08:30:00
+    double tprice = 100.0;          // gotta start somewhere
+    char sym[] = "ABC";
 
-	TradeData::Trades tr;
-	for (int i=0; i<N; i++) {
-		TradeData::Fill *fill = tr.add_fill();
-		tstamp += runif(0.000, 0.100); 		 	 	// time steps anywhere between 0 and 100 msec
-		tprice += round(rt(5) * 0.01 * 100)/100;  	// price move as dampened t(5), rounded to pennies
-		int tsize = 100 + round(runif(0,9))*100;	 // size in 100 lots
+    TradeData::Trades tr;
+    for (int i=0; i<N; i++) {
+        TradeData::Fill *fill = tr.add_fill();
+        tstamp += runif(0.000, 0.100);              // time steps anywhere between 0 and 100 msec
+        tprice += round(rt(5) * 0.01 * 100)/100;    // price move as dampened t(5), rounded to pennies
+        int tsize = 100 + round(runif(0,9))*100;     // size in 100 lots
 
-		fill->set_timestamp(tstamp); 
-		fill->set_price(tprice); 
-		fill->set_symbol(sym); 
-		fill->set_size(tsize); 
-	}
+        fill->set_timestamp(tstamp); 
+        fill->set_price(tprice); 
+        fill->set_symbol(sym); 
+        fill->set_size(tsize); 
+    }
 
-    // Write the new address book back to disk.
-	std::fstream output(pbfile, std::ios::out | std::ios::binary);
+    std::fstream output(pbfile, std::ios::out | std::ios::binary);
     if (!tr.SerializeToOstream(&output)) {
-		std::cerr << "Failed to write address book." << std::endl;
-		return -1;
+        std::cerr << "Failed to write data." << std::endl;
+        return -1;
     }
-	google::protobuf::ShutdownProtobufLibrary();
+    google::protobuf::ShutdownProtobufLibrary();
 
-	return 0;
+    return 0;
 }



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