// cmvc_id = %Z% %W% %I% %E% %U%

#ifndef histgenIMPLEMENTATION
#define histgenIMPLEMENTATION

#include <stdlib.h>
#include <stdio.h>
#include <unistd.h>
#include <iostream.h>
#include <fstream.h>
#include <sys/time.h>

#include "RandGen.H"
#include "cal.H"
#include "Time.H"

inline int max(int a, int b) 
{
  return (a>b)?a:b;
}

inline int min(int a, int b) 
{
  return (a<b)?a:b;
}

int main(int ac, char *av[])
{
  RandNumGen rg;
  int i, j, d, k;
  ofstream basefile("tick-base-file");
  ofstream pricefile("tick-price-file");
  

  if (!basefile) 
   {
     cerr << "Cannot open base-file" << endl;
     return 1;
   }

  if (!pricefile) 
   {
     cerr << "Cannot open price-file" << endl;
     return 1;
   }

  if (ac < 3) 
   {
     cerr << "Usage: " << av[0] << " <n -no of elements> <t -no of ticks per day>" << endl;
     return 1;
   }

  int n = atoi(av[1]);
  int t = atoi(av[2]);
  int tps = (n*t)/28800; // ticks per second
  tps++;
  cout << "Ticks per second: " << tps << endl;

  // Generation of base info
  int nex = 5;
  char *ex[] = { "NY", "O", "AM", "LN", "TK"};

  int nsic = 10;
  char *sic[] = { "COMPUTERS", "CHEMICALS", "FINANCIAL", "INDUSTRIAL", "PHARMACEUTICALS",
                       "MEDICAL", "BANKING", "SOFTWARE", "ENTERTAINMENT", "CONSTRUCTION" };
  
  char *cu[] = { "USD", "DEM", "JPY", "FFR", "GBP"};
  int ncu = 5;
  
  char *spr[] = { "AAA", "AA", "A", "BBB", "BB", "B", "CCC", "CC", "C"};
  int nspr = 9;
  

  unsigned int rnum;
  char id[100];
  char descr[256];
  char *crdate = "3/11/1999";
  
  for (i=0; i<n; i++) 
   {
     sprintf(id,"Security_%d", i);
     sprintf(descr, "'Financial security number: %d'", i);
     
     basefile << id;
     basefile << ", " << ex[rg(0,nex)];
     basefile << ", " << descr;
     basefile << ", " << sic[rg(0,nsic)];
     basefile << ", " << cu[rg(0, ncu)];
     basefile << endl;
   }
  basefile.close();

  
  // generation of price info
  double tick=1.0/32.0;
  
  // 1. gen the starting price of each security
  double *bp = new double[n];
  int *seq = new int[n];
  
  for (i=0;i<n;i++)
   {
     bp[i] = rg(0,100);
     seq[i] = 0;
   }
  
  Calendar cal;
  Time tm("9:00:00");
  cal.nextWeekday();
  
  // for each second of the day
  for(i=0;i<28800;i++) 
   {
     // generate the required ticks
     for(j=0;j<tps;j++) 
      {
        //1. select a security
        int sec = rg(0,n);
        sprintf(id, "Security_%d", sec);
        
        //2.  select  if it is a trade, ask, bid
        int tqb = rg(0,4);
        switch (tqb) 
         {
         case 0: // trade
         {
           double tp = bp[sec];
           int ts = rg(1,100) * 100;
           pricefile << "Id: " << id;
           pricefile << ",SeqNo: " << ++seq[sec];
           pricefile << ",TradeDate: " << cal;
           pricefile << ",TimeStamp: " << tm;
           pricefile << ",TradePrice: " << tp;
           pricefile << ",TradeSize: " << ts;
           pricefile << ",Type : T" << endl;
           break;
         }
         case 1: // ask
         {
           double ap = rg(0,4)*tick+bp[sec];
           int as = rg(1,100) * 100;
           pricefile << "Id: " << id;
           pricefile << ",SeqNo: " << ++seq[sec];
           pricefile << ",TradeDate: " << cal;
           pricefile << ",TimeStamp: " << tm;
           pricefile << ",AskPrice: " << ap;
           pricefile << ",AskSize: " << as;
           pricefile << ",Type : Q" << endl;
           break;
         }
         case 2: // bid
         {
           int dir = (rg(3,10) > 5)? +1:-1;
           bp[sec] = (dir*rg(0,3)*tick)+bp[sec];
           int bs = rg(1,100) * 100;
           pricefile << "Id: " << id;
           pricefile << ",SeqNo: " << ++seq[sec];
           pricefile << ",TradeDate: " << cal;
           pricefile << ",TimeStamp: " << tm;
           pricefile << ",BidPrice: " << bp[sec];
           pricefile << ",BidSize: " << bs;
           pricefile << ",Type : Q" << endl;
           break;
         }
         case 3: // cancel/correct as a trade
         {
           if (rg(0,100)  < 5) break;
           double tp = bp[sec];
           int ts = rg(1,100) * 100;
           pricefile << "Id: " << id;
           pricefile << ",SeqNo: " << seq[sec];
           pricefile << ",TradeDate: " << cal;
           pricefile << ",TimeStamp: " << tm;
           pricefile << ",TradePrice: " << tp;
           pricefile << ",TradeSize: " << ts;
           pricefile << ",Type : CT" << endl;
           break;
         }
         default:
           break;
         }
      }
     // Go to the next second
     tm++;
   }         
  pricefile.close();
}


#endif