cF Vitis Quantitative Finance

This is the accelerated functions of Vitis Quantitative Finance sub-library from Vitis Open Source Library. More...

Collaboration diagram for cF Vitis Quantitative Finance:

Modules
	MCEuropeanEngine
	This is the MCEuropeanEngine accelerated function from Vitis Quantitative Finance Open Source Library.

Macros
#define	THIS_NAME   "TB"
#define	TRACE_OFF   0x0000
#define	TRACE_URIF   1 << 1
#define	TRACE_UAF   1 << 2
#define	TRACE_MMIO   1 << 3
#define	TRACE_ALL   0xFFFF
#define	DEBUG_LEVEL   (TRACE_ALL)
#define	OK   true
#define	KO   false
#define	VALID   true
#define	UNVALID   false
#define	DEBUG_TRACE   true
#define	ENABLED   (ap_uint<1>)1
#define	DISABLED   (ap_uint<1>)0

Functions
bool	setInputDataStream (stream< UdpWord > &sDataStream, const std::string dataStreamName, const std::string inpFileName, int simCnt)
	Initialize an input data stream from a file. More...
bool	readDataStream (stream< UdpWord > &sDataStream, UdpWord *udpWord)
	Read data from a stream. More...
ap_uint< 64 >	pack_ap_uint_64_ (ap_uint< 8 > *buffer)
	Pack an array of 8 x ap_uint<8> into a ap_uint<64> word. More...
bool	dumpDataToFile (UdpWord *udpWord, std::ofstream &outFileStream)
	Dump a data word to a file. More...
bool	dumpFileToString (const std::string inpFileName, std::string strOutput, int simCnt)
	Initialize an input data stream from a file. More...
bool	getOutputDataStream (stream< UdpWord > &sDataStream, const std::string dataStreamName, const std::string outFileName, int simCnt)
	Fill an output file with data from an output stream. More...
bool	dumpStructToFile (varin *s, const std::string outFileName, int simCnt)
	Fill an output file with data from an output stream. More...
bool	setInputDataStream (stream< UdpWord > &sDataStream, const string dataStreamName, const string inpFileName, int simCnt)
	Initialize an input data stream from a file. More...
void	unpack_ap_uint_64_ (ap_uint< 64 > value, ap_uint< 8 > *buffer)
	Unpack an ap_uint<64> word to an array of 8 x ap_uint<8>. More...
bool	dumpDataToFile (UdpWord *udpWord, ofstream &outFileStream)
	Dump a data word to a file. More...
bool	getOutputDataStream (stream< UdpWord > &sDataStream, const string dataStreamName, const string outFileName, int simCnt)
	Fill an output file with data from an output stream. More...
bool	dumpStructToFile (varin *instruct, const string outFileName, int simCnt)
	Fill an output file with data from an image. More...
bool	dumpFileToArray (const string inpFileName, double *out, int simCnt)
	Initialize an input data stream from a file. More...

Detailed Description

This is the accelerated functions of Vitis Quantitative Finance sub-library from Vitis Open Source Library.

Macro Definition Documentation

DEBUG_LEVEL

#define DEBUG_LEVEL   (TRACE_ALL)

Definition at line 54 of file common.hpp.

DEBUG_TRACE

#define DEBUG_TRACE   true

Definition at line 64 of file common.hpp.

DISABLED

#define DISABLED   (ap_uint<1>)0

Definition at line 67 of file common.hpp.

ENABLED

#define ENABLED   (ap_uint<1>)1

Definition at line 66 of file common.hpp.

KO

#define KO   false

Definition at line 61 of file common.hpp.

OK

#define OK   true

Definition at line 60 of file common.hpp.

THIS_NAME

#define THIS_NAME   "TB"

Definition at line 46 of file common.hpp.

TRACE_ALL

#define TRACE_ALL   0xFFFF

Definition at line 52 of file common.hpp.

TRACE_MMIO

#define TRACE_MMIO   1 << 3

Definition at line 51 of file common.hpp.

TRACE_OFF

#define TRACE_OFF   0x0000

Definition at line 48 of file common.hpp.

TRACE_UAF

#define TRACE_UAF   1 << 2

Definition at line 50 of file common.hpp.

TRACE_URIF

#define TRACE_URIF   1 << 1

Definition at line 49 of file common.hpp.

UNVALID

#define UNVALID   false

Definition at line 63 of file common.hpp.

VALID

#define VALID   true

Definition at line 62 of file common.hpp.

Function Documentation

dumpDataToFile() [1/2]

bool dumpDataToFile	(	UdpWord *	udpWord,
		ofstream &	outFileStream
	)

Dump a data word to a file.

Parameters

[in]	udpWord,a	pointer to the data word to dump.
[in]	outFileStream,the	output file stream to write to.

Returns

OK if successful, otherwise KO.

Definition at line 150 of file common.cpp.

                                                               {
    if (!outFileStream.is_open()) {
        printf("### ERROR : Output file stream is not open. \n");
        return(KO);
    }
    outFileStream << hex << noshowbase << setfill('0') << setw(16) << udpWord->tdata.to_uint64();
    outFileStream << " ";
    outFileStream << hex << noshowbase << setfill('0') << setw(2)  << udpWord->tkeep.to_int();
    outFileStream << " ";
    outFileStream << setw(1) << udpWord->tlast.to_int() << "\n";
    return(OK);
}

dumpDataToFile() [2/2]

bool dumpDataToFile	(	UdpWord *	udpWord,
		std::ofstream &	outFileStream
	)

Dump a data word to a file.

Parameters

[in]	udpWord,a	pointer to the data word to dump.
[in]	outFileStream,the	output file stream to write to.

Returns

OK if successful, otherwise KO.

dumpFileToArray()

bool dumpFileToArray	(	const string	inpFileName,
		double *	out,
		int	simCnt
	)

Initialize an input data stream from a file.

Parameters

[in]	inpFileName	the name of the input file to read from.
[out]	strOutput	the output string to set.

Returns

OK if successful otherwise KO.

Definition at line 332 of file common.cpp.

                                                                        {
    string      strLine;
    ifstream    inpFileStream;
    string      datFile = "../../../../test/" + inpFileName;
    UdpWord     udpWord;
    unsigned int i = 0;
    unsigned int bytes_per_line = 8;
    ap_uint<8> value[bytes_per_line];
    intToFloatUnion intToFloat;
    //-- STEP-1 : OPEN FILE
    inpFileStream.open(datFile.c_str());
    if ( !inpFileStream ) {
        cout << "### ERROR : Could not open the input data file " << datFile << endl;
        return(KO);
    }
 
    //-- STEP-2 : SET DATA STREAM
    while (inpFileStream) {
 
        if (!inpFileStream.eof()) {
 
          getline(inpFileStream, strLine);
          if (strLine.empty()) continue;
          sscanf(strLine.c_str(), "%llx %x %d", &udpWord.tdata, &udpWord.tkeep, &udpWord.tlast);
      //unpack_ap_uint_64_(udpWord.tdata, value);
 
      intToFloatUnion intToFloat;
      intToFloat.i  = (DtUsedInt)(udpWord.tdata);
      assert(i<OUTDEP);
      out[i++] = intToFloat.f;
    }
    }
 
    //-- STEP-3: CLOSE FILE
    inpFileStream.close();
 
    return(OK);
}

dumpFileToString()

bool dumpFileToString	(	const std::string	inpFileName,
		std::string	strOutput,
		int	simCnt
	)

Initialize an input data stream from a file.

Parameters

[in]	inpFileName	the name of the input file to read from.
[out]	strOutput	the output string to set.

Returns

OK if successful otherwise KO.

dumpStructToFile() [1/2]

bool dumpStructToFile	(	varin *	instruct,
		const string	outFileName,
		int	simCnt
	)

Fill an output file with data from an image.

Parameters

[in]	sDataStream	the input image in xf::cv::Mat format.
[in]	outFileName	the name of the output file to write to.

Returns

OK if successful, otherwise KO.

Definition at line 217 of file common.cpp.

{
    string      strLine;
    ofstream    outFileStream;
    string      datFile = "../../../../test/" + outFileName;
    UdpWord     udpWord;
    bool        rc = OK;
    unsigned int bytes_per_line = 8;
    
    //-- STEP-1 : OPEN FILE
    outFileStream.open(datFile.c_str());
    if ( !outFileStream ) {
        cout << "### ERROR : Could not open the output data file " << datFile << endl;
        return(KO);
    }
    ap_uint<8> value[bytes_per_line];
    unsigned int total_bytes = 0;
 
    
    intToFloatUnion intToFloat;
    
    //-- STEP-2 : DUMP STRING DATA TO FILE
    for (unsigned int i = 0, j = 0; i < INSIZE; i+=sizeof(DtUsed), j++, total_bytes+=bytes_per_line) {
      switch(j)
      {
        case 0:
          intToFloat.i = instruct->loop_nm;
          printf("DEBUG instruct->loop_nm = %u\n", (unsigned int)instruct->loop_nm);
          break;
        case 1:
          intToFloat.i = instruct->seed;
          printf("DEBUG instruct->seed = %u\n", (unsigned int)instruct->seed);
          break;  
        case 2:
          intToFloat.f = instruct->underlying;
          printf("DEBUG instruct->underlying = %f\n", instruct->underlying);
          break;
        case 3:
          intToFloat.f = instruct->volatility;
          printf("DEBUG instruct->volatility = %f\n", instruct->volatility);
          break;
        case 4:
          intToFloat.f = instruct->dividendYield;
          printf("DEBUG instruct->dividendYield = %f\n", instruct->dividendYield);
          break;
        case 5:
          intToFloat.f = instruct->riskFreeRate;
          printf("DEBUG instruct->riskFreeRate = %f\n", instruct->riskFreeRate);
          break;
        case 6:
          intToFloat.f = instruct->timeLength;
          printf("DEBUG instruct->timeLength = %f\n", instruct->timeLength);
          break;  
        case 7:
          intToFloat.f = instruct->strike;
          printf("DEBUG instruct->strike = %f\n", instruct->strike);
          break;
        case 8:
          intToFloat.i = instruct->optionType;
          printf("DEBUG instruct->optionType = %u\n", (unsigned int)instruct->optionType);
          break;
        case 9:
          intToFloat.f = instruct->requiredTolerance;
          printf("DEBUG instruct->requiredTolerance = %f\n", instruct->requiredTolerance);
          break;
        case 10:
          intToFloat.i = instruct->requiredSamples;
          printf("DEBUG instruct->requiredSamples = %u\n", (unsigned int)instruct->requiredSamples);
          break;
        case 11:
          intToFloat.i = instruct->timeSteps;
          printf("DEBUG instruct->timeSteps = %u\n", (unsigned int)instruct->timeSteps);
          break;  
        case 12:
          intToFloat.i = instruct->maxSamples;
          printf("DEBUG instruct->maxSamples = %u\n", (unsigned int)instruct->maxSamples);
          break;
        default:
          printf("ERROR: unknown value %u\n", j);
          rc = KO;
          break;
      }
      
        udpWord.tdata = (ap_uint<64>)intToFloat.i;
        udpWord.tkeep = 255;
        // We are signaling a packet termination either at the end of the image or the end of MTU
        if ((total_bytes >= (INSIZE - bytes_per_line)) || 
            ((total_bytes + bytes_per_line) % PACK_SIZE == 0)) {
          udpWord.tlast = 1;
        }
        else {
          udpWord.tlast = 0;
        }
            printf("[%4.4d] IMG TB is dumping string to file [%s] - Data read [%u] = {val=%u, D=0x%16.16llX, K=0x%2.2X, L=%d} \n",
                    simCnt, datFile.c_str(), total_bytes, value,
                    udpWord.tdata.to_long(), udpWord.tkeep.to_int(), udpWord.tlast.to_int());
            if (!dumpDataToFile(&udpWord, outFileStream)) {
          rc = KO;
              break;
            }
    }
    //-- STEP-3: CLOSE FILE
    outFileStream.close();
 
    return(rc);
}

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dumpStructToFile() [2/2]

bool dumpStructToFile	(	varin *	s,
		const std::string	outFileName,
		int	simCnt
	)

Fill an output file with data from an output stream.

Parameters

[in]	s	the struct with configuration parameters for MCEuropeanEngine.
[in]	outFileName	the name of the output file to write to.

Returns

OK if successful, otherwise KO.

getOutputDataStream() [1/2]

bool getOutputDataStream	(	stream< UdpWord > &	sDataStream,
		const std::string	dataStreamName,
		const std::string	outFileName,
		int	simCnt
	)

Fill an output file with data from an output stream.

Parameters

[in]	sDataStream	the output data stream to set.
[in]	dataStreamName	the name of the data stream.
[in]	outFileName	the name of the output file to write to.

Returns

OK if successful, otherwise KO.

getOutputDataStream() [2/2]

bool getOutputDataStream	(	stream< UdpWord > &	sDataStream,
		const string	dataStreamName,
		const string	outFileName,
		int	simCnt
	)

Fill an output file with data from an output stream.

Parameters

[in]	sDataStream,the	output data stream to set.
[in]	dataStreamName,the	name of the data stream.
[in]	outFileName,the	name of the output file to write to.

Returns

OK if successful, otherwise KO.

Definition at line 173 of file common.cpp.

{
    string      strLine;
    ofstream    outFileStream;
    string      datFile = "../../../../test/" + outFileName;
    UdpWord     udpWord;
    bool        rc = OK;
 
    //-- STEP-1 : OPEN FILE
    outFileStream.open(datFile.c_str());
    if ( !outFileStream ) {
        cout << "### ERROR : Could not open the output data file " << datFile << endl;
        return(KO);
    }
 
    //-- STEP-2 : EMPTY STREAM AND DUMP DATA TO FILE
    while (!sDataStream.empty()) {
        if (readDataStream(sDataStream, &udpWord) == VALID) {
            // Print DUT/Data to console
            printf("[%4.4d] TB is draining output stream [%s] - Data read = {D=0x%16.16llX, K=0x%2.2X, L=%d} \n",
                    simCnt, dataStreamName.c_str(),
                    udpWord.tdata.to_long(), udpWord.tkeep.to_int(), udpWord.tlast.to_int());
            if (!dumpDataToFile(&udpWord, outFileStream)) {
                rc = KO;
                break;
            }
        }
    }
 
    //-- STEP-3: CLOSE FILE
    outFileStream.close();
 
    return(rc);
}

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pack_ap_uint_64_()

ap_uint<64> pack_ap_uint_64_

(

ap_uint< 8 > *

buffer

)

Pack an array of 8 x ap_uint<8> into a ap_uint<64> word.

Parameters

[in]

buffer

A pointer to an array of 8 x ap_uint<8>

Returns

An ap_uint<64> word.

Definition at line 113 of file common.cpp.

                                                  {
 
    ap_uint<64>  value;
 
    value = buffer[7];
    value = (value << 8 ) + buffer[6];
    value = (value << 8 ) + buffer[5];
    value = (value << 8 ) + buffer[4];
    value = (value << 8 ) + buffer[3];
    value = (value << 8 ) + buffer[2];
    value = (value << 8 ) + buffer[1];
    value = (value << 8 ) + buffer[0];
 
    return value ;
 
}

readDataStream()

bool readDataStream	(	stream< UdpWord > &	sDataStream,
		UdpWord *	udpWord
	)

Read data from a stream.

Parameters

[in]	sDataStream,the	output data stream to read.
[in]	dataStreamName,the	name of the data stream.
[out]	udpWord,a	pointer to the storage location of the data to read.

Returns

VALID if a data was read, otherwise UNVALID.

Definition at line 100 of file common.cpp.

                                                                     {
    // Get the DUT/Data results
    sDataStream.read(*udpWord);
    return(VALID);
}

setInputDataStream() [1/2]

bool setInputDataStream	(	stream< UdpWord > &	sDataStream,
		const std::string	dataStreamName,
		const std::string	inpFileName,
		int	simCnt
	)

Initialize an input data stream from a file.

Parameters

[in]	sDataStream	the input data stream to set.
[in]	dataStreamName	the name of the data stream.
[in]	inpFileName	the name of the input file to read from.

Returns

OK if successful otherwise KO.

setInputDataStream() [2/2]

bool setInputDataStream	(	stream< UdpWord > &	sDataStream,
		const string	dataStreamName,
		const string	inpFileName,
		int	simCnt
	)

Initialize an input data stream from a file.

Parameters

[in]	sDataStream	the input data stream to set.
[in]	dataStreamName	the name of the data stream.
[in]	inpFileName	the name of the input file to read from.

Returns

OK if successful otherwise KO.

Definition at line 45 of file common.cpp.

                                                  {
    string      strLine;
    ifstream    inpFileStream;
    string      datFile = "../../../../test/" + inpFileName;
    UdpWord     udpWord;
 
    //-- STEP-1 : OPEN FILE
    inpFileStream.open(datFile.c_str());
    if ( !inpFileStream ) {
        cout << "### ERROR : Could not open the input data file " << datFile << endl;
        return(KO);
    }
 
    //-- STEP-2 : SET DATA STREAM
    while (inpFileStream) {
 
        if (!inpFileStream.eof()) {
 
            getline(inpFileStream, strLine);
            if (strLine.empty()) continue;
            sscanf(strLine.c_str(), "%llx %x %d", &udpWord.tdata, &udpWord.tkeep, &udpWord.tlast);
 
            // Write to sDataStream
            if (sDataStream.full()) {
                printf("### ERROR : Stream is full. Cannot write stream with data from file \"%s\".\n", inpFileName.c_str());
                return(KO);
            } else {
                sDataStream.write(udpWord);
                // Print Data to console
                printf("[%4.4d] TB is filling input stream [%s] - Data write = {D=0x%16.16llX, K=0x%2.2X, L=%d} \n",
                        simCnt, dataStreamName.c_str(),
                        udpWord.tdata.to_long(), udpWord.tkeep.to_int(), udpWord.tlast.to_int());
            }
        }
    }
 
    //-- STEP-3: CLOSE FILE
    inpFileStream.close();
 
    return(OK);
}

unpack_ap_uint_64_()

void unpack_ap_uint_64_	(	ap_uint< 64 >	value,
		ap_uint< 8 > *	buffer
	)

Unpack an ap_uint<64> word to an array of 8 x ap_uint<8>.

Parameters

[in]

buffer

A pointer to an ap_uint<64> word

Returns

An ap_uint<64> word.

Definition at line 136 of file common.cpp.

                                                                {
 
  for (unsigned int i=0; i<8; i++) {
    buffer[i] = (value >> 8*i );
  }
}