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instruments.cpp
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410 lines (297 loc) · 8.8 KB
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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#include <nan.h>
#include <string.h>
#include "instruments.hpp"
#include <qlo/qladdindefines.hpp>
#include <qlo/baseinstruments.hpp>
#include <qlo/pricingengines.hpp>
#include <ql/instrument.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 InstrumentNPVWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::Instrument, QuantLib::Instrument)
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->NPV(
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InstrumentNPVWorker::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::InstrumentNPV) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InstrumentNPVWorker(
callback
,ObjectIDCpp
));
}
//InstrumentNPVWorker::~InstrumentNPVWorker(){
//
//}
//void InstrumentNPVWorker::Destroy(){
//
//}
void InstrumentErrorEstimateWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::Instrument, QuantLib::Instrument)
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->errorEstimate(
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InstrumentErrorEstimateWorker::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::InstrumentErrorEstimate) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InstrumentErrorEstimateWorker(
callback
,ObjectIDCpp
));
}
//InstrumentErrorEstimateWorker::~InstrumentErrorEstimateWorker(){
//
//}
//void InstrumentErrorEstimateWorker::Destroy(){
//
//}
void InstrumentValuationDateWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::Instrument, QuantLib::Instrument)
// invoke the member function
QuantLib::Date returnValue = ObjectIDLibObjPtr->valuationDate(
);
mReturnValue = QuantLibAddin::libraryToScalar(returnValue);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InstrumentValuationDateWorker::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::InstrumentValuationDate) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InstrumentValuationDateWorker(
callback
,ObjectIDCpp
));
}
//InstrumentValuationDateWorker::~InstrumentValuationDateWorker(){
//
//}
//void InstrumentValuationDateWorker::Destroy(){
//
//}
void InstrumentResultsWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::Instrument, QuantLib::Instrument)
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->result<QuantLib::Real>(
mResultType
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InstrumentResultsWorker::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::InstrumentResults) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsString()) {
return Nan::ThrowError("ResultType is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
String::Utf8Value strResultType(info[1]->ToString());
string ResultTypeCpp(strdup(*strResultType));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InstrumentResultsWorker(
callback
,ObjectIDCpp
,ResultTypeCpp
));
}
//InstrumentResultsWorker::~InstrumentResultsWorker(){
//
//}
//void InstrumentResultsWorker::Destroy(){
//
//}
void InstrumentIsExpiredWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_REFERENCE(ObjectIDLibObjPtr, mObjectID,
QuantLibAddin::Instrument, QuantLib::Instrument)
// invoke the member function
mReturnValue = ObjectIDLibObjPtr->isExpired(
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InstrumentIsExpiredWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::New<Boolean>(mReturnValue)
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::InstrumentIsExpired) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[1].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InstrumentIsExpiredWorker(
callback
,ObjectIDCpp
));
}
//InstrumentIsExpiredWorker::~InstrumentIsExpiredWorker(){
//
//}
//void InstrumentIsExpiredWorker::Destroy(){
//
//}
void InstrumentSetPricingEngineWorker::Execute(){
try{
// convert object IDs into library objects
OH_GET_OBJECT(PricingEngineObjPtr, mPricingEngine, QuantLibAddin::PricingEngine)
// convert object IDs into library objects
OH_GET_OBJECT(ObjectIDObjPtr, mObjectID, QuantLibAddin::Instrument)
// invoke the member function
ObjectIDObjPtr->setPricingEngine(
PricingEngineObjPtr
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
void InstrumentSetPricingEngineWorker::HandleOKCallback(){
Nan::HandleScope scope;
Local<v8::Value> argv[2] = {
Nan::New<String>(mError).ToLocalChecked(),
Nan::Null()
};
callback->Call(2, argv);
}
NAN_METHOD(QuantLibNode::InstrumentSetPricingEngine) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsString()) {
return Nan::ThrowError("ObjectID is required.");
}
if (info.Length() == 1 || !info[1]->IsString()) {
return Nan::ThrowError("PricingEngine is required.");
}
// convert js argument to c++ type
String::Utf8Value strObjectID(info[0]->ToString());
string ObjectIDCpp(strdup(*strObjectID));
// convert js argument to c++ type
String::Utf8Value strPricingEngine(info[1]->ToString());
string PricingEngineCpp(strdup(*strPricingEngine));
// declare callback
Nan::Callback *callback = new Nan::Callback(info[2].As<Function>());
// launch Async worker
Nan::AsyncQueueWorker(new InstrumentSetPricingEngineWorker(
callback
,ObjectIDCpp
,PricingEngineCpp
));
}
//InstrumentSetPricingEngineWorker::~InstrumentSetPricingEngineWorker(){
//
//}
//void InstrumentSetPricingEngineWorker::Destroy(){
//
//}