Changeset 1358 for applications/robust

Timestamp:

05/06/11 19:13:05 (14 years ago)

Author:

sindj

Message:

DDE data. JS

Location:

applications/robust

Files:

• CMakeLists.txt (modified) (1 diff)
• DCErrors.h (added)
• DDEClient.cpp (added)
• DDEClient.h (added)
• main.cpp (modified) (5 diffs)

applications/robust/CMakeLists.txt

@@ -15 +15 @@
 
 add_library(robustlib robustlib.cpp robustlib.h)
+add_library(DDEClient ddeclient.cpp ddeclient.h dcerrors.h)
 
-EXEC(main robustlib )
+EXEC(main robustlib DDEClient)
 
 

applications/robust/main.cpp

@@ -13 +13 @@
 #include <fstream>
 #include <itpp/itsignal.h>
+#include <windows.h>
+#include "DDEClient.h"
+#include <conio.h>
+
 
 using namespace itpp;
@@ -25 +29 @@
         itpp::Laplace_RNG LapRNG = Laplace_RNG();
 
+        WORD wConvNo;
+        char szType[] = "request";
+        char szData[21]; 
+        char szItem[] = "EURUSD";
+        char szService[] = "MT4";
+        char szTopic[] = "BID";
+        char szFormat[] = "CF_TEXT";
+        DWORD dwTimeout = 0;
+        //char szAccess[] = "string";
+
+        if(!DCInit()) 
+        {
+                cout << "DDE doesn't work." << endl;
+        }
+        else
+        {
+                // The following if-block shows a complete conversation with a
+                // single transaction. You therefore do not need to free any memory
+                // explicitly.
+
+                // connect to server
+                if (!DCConnect(&wConvNo,szService, szTopic)) 
+                {
+                        cout << "Couldn't connect DDE." << endl;
+                }
+                else
+                {
+                        // do synchronous request transaction, wait max. 1000 ms, 
+                        // return data as string
+                        if(!DCRequestString(wConvNo,szItem,100000))
+                        {
+                                cout << "No data available." << endl;
+                        }
+                        else
+                        {
+                                if(!DCAsynchTransactionCompleted(wConvNo,DCDA[wConvNo]->dwTransID,true))
+                                {
+                                        cout << "Asynchronous transaction error." << endl;
+                                }
+                                else
+                                {
+                                // output data to console if transaction complete
+                                // DCDA[wConvNo]->pszData is the pointer to the data string
+                                        cprintf(DCDA[wConvNo]->pszData);
+                                        DCFreeDdeMem(wConvNo);
+                                }
+                        }
+                        // end conversation
+                        if(!DCDisconnect(wConvNo))
+                        {
+                                cout << "Couldn't disconnect DDE." << endl;
+                        } 
+                }
+        }
+        
         /*
         // EXPERIMENT: 100 AR model generated time series of length of 30 from y_t=0.95*y_(t-1)+0.05*y_(t-2)+0.2*e_t, 
@@ -173 +232 @@
                 vector<vec> conditions;
                 //emlig* emliga = new emlig(2);
-                RARX* my_rarx = new RARX(2,8,false);
+                RARX* my_rarx = new RARX(2,10,false);
                 
                 
@@ -224 +283 @@
                                         
                                         vec sample_prediction;
+                                        vec averaged_params = zeros(imp_samples.second.rows());
                                         for(int t = 0;t<imp_samples.first.size();t++)
                                         {
@@ -232 +292 @@
 
                                                 sample_prediction.ins(0,lap_sample*imp_samples.second.get_col(t));
-                                        }
-
-                                        
-                                        vec sample_pow = sample_prediction;
+
+                                                averaged_params += imp_samples.first[t]*imp_samples.second.get_col(t);
+                                        }
+
+                                        averaged_params = averaged_params*(1/(imp_samples.first*ones(imp_samples.first.size())));
+
+                                        // cout << "Averaged estimated parameters: " << averaged_params << endl;
+                                        
+                                        vec sample_pow = sample_prediction;                                     
                                         
                                         // cout << sample_prediction << endl;