add new repoHEADmaster

1 files changed, 160 insertions, 0 deletions

diff --git a/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Parametrisation.h b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Parametrisation.h
new file mode 100644
index 0000000..337442e
--- /dev/null
+++ b/Master/Modellbildung_und_Simulation/Aufgabenblatt2/Aufgabe2und3/src/Parametrisation.h
@@ -0,0 +1,160 @@
+/*
+ * Parametrisation.h
+ *
+ *  Created on: 13.05.2011
+ *      Author: sven
+ */
+
+#ifndef PARAMETRISATION_H_
+#define PARAMETRISATION_H_
+
+#include <vector>
+#include <map>
+#include <string>
+
+enum enCompany
+{
+	nenDaimler = 0,
+	nenDeuBa,
+	nenFMC,
+	nenRWE,
+	nenSolarWorld,
+
+	// must be last entry
+	nenEndOfCompanies
+};
+
+enum enHoldingTime
+{
+	nenOneDay = 1,
+	nenTenDays = 10
+};
+
+struct Stock
+{
+	double mValue;
+	double mValueRelChangeOne;
+	double mValueRelChangeTen;
+	Stock()
+	:mValue(-99999999.9),mValueRelChangeOne(-99999999.9),mValueRelChangeTen(-99999999.9)
+	{}
+	void calcRelChange(const Stock& prev, const enHoldingTime& holdingTime)
+	{
+		switch (holdingTime)
+		{
+		case nenOneDay:
+			mValueRelChangeOne = ((mValue - prev.mValue) / prev.mValue) * 100.0;
+			break;
+		case nenTenDays:
+			mValueRelChangeTen = ((mValue - prev.mValue) / prev.mValue) * 100.0;
+			break;
+		default:
+			break;
+		}
+
+	}
+};
+
+struct StockPrices
+{
+	StockPrices()
+	:mStock(nenEndOfCompanies) {}
+	std::string mDate;
+	unsigned mDayIdx;
+	std::vector<Stock> mStock;
+	void calcRelChanges(const StockPrices& prevDay, const enHoldingTime& holdingTime)
+	{
+		for (unsigned c = static_cast<unsigned>(nenDaimler) ; c < static_cast<unsigned>(nenEndOfCompanies); c++) {
+			mStock.at(c).calcRelChange(prevDay.mStock.at(c), holdingTime);
+		}
+	}
+};
+
+
+struct ArithAverages{
+	double mArithAverOneDay;
+	double mArithAverTenDays;
+	ArithAverages()
+	:mArithAverOneDay(0.0),mArithAverTenDays(0.0) {}
+};
+
+
+typedef std::vector< std::vector<double> > CovarianceMatrix;
+typedef CovarianceMatrix CorrelationMatrix;
+
+
+class Parametrisation {
+public:
+	Parametrisation();
+	virtual ~Parametrisation();
+	void readCsvFile();
+	void calcRelChanges(const enHoldingTime& holdingTime);
+	void calcArithAverageVectors();
+	void calcCovarianceMatrices();
+	void calcCorrelationMatrices();
+
+	double getLastValue(const enCompany& comp) const
+	{
+		return mLastYearData.back().mStock.at(comp).mValue;
+	}
+
+	const CovarianceMatrix& getCovarianceMatrix(const enHoldingTime& holdingTime) const
+	{
+		switch (holdingTime)
+		{
+		case nenOneDay:
+			//return mCorrelationMatrixOneDay;
+			return mCovarinaceMatrixOneDay;
+		case nenTenDays:
+			//return mCorrelationMatrixTenDays;
+			return mCovarinaceMatrixTenDays;
+		default:
+			throw 17 ;
+		}
+	}
+	void getArithAverages(std::vector<double>& mu, const enHoldingTime holdingTime) const
+	{
+		unsigned c;
+		switch(holdingTime)
+		{
+		case nenOneDay:
+			for (c = nenDaimler; c < nenEndOfCompanies; c++)
+			{
+				mu.at(c) = mArithAverageVectors.at(c).mArithAverOneDay;
+			}
+			return;
+		case nenTenDays:
+			for (c = nenDaimler; c < nenEndOfCompanies; c++)
+			{
+				mu.at(c) = mArithAverageVectors.at(c).mArithAverTenDays;
+			}
+			return;
+		default:
+			throw 17;
+		}
+	}
+	const std::vector<StockPrices>& getStockPrices() const
+		{
+		return mLastYearData;
+		}
+private:
+	const static char* msInputFilename;
+	std::vector< StockPrices > mLastYearData;
+	std::vector<ArithAverages> mArithAverageVectors;
+	std::vector<double> mStandardDeviationsOneDay;
+	std::vector<double> mStandardDeviationsTenDays;
+	CovarianceMatrix mCovarinaceMatrixOneDay;
+	CovarianceMatrix mCovarinaceMatrixTenDays;
+	CorrelationMatrix mCorrelationMatrixOneDay;
+	CorrelationMatrix mCorrelationMatrixTenDays;
+
+	void tokenize(const std::string& str, std::vector<std::string>& tokens, const std::string& delimiters = ";");
+	double toDouble(const std::string& str);
+	void dumpValues();
+	void dumpRelChanges(const enHoldingTime& holdingTime);
+	void dumpArithAverageVectors();
+	void dumpCovarianceMatrices();
+	void dumpCorrelationMatrices();
+};
+
+#endif /* PARAMETRISATION_H_ */