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products/sources/formale Sprachen/VDM/VDMPP/AutomatedStockBrokerPP/ (Wiener Entwicklungsmethode ^©) Datei vom 13.4.2020 mit Größe 6 kB

Quelle StockWatcher.vdmpp Sprache: VDM

class StockWatcher is subclass of GLOBAL

instance variables
  eventHistory : seq of Event;
  stockRecord : StockRecord;
  sm : [StockMarket];
  currentlyTriggeredAction : [ActionType];

  inv  eventHistory(len eventHistory).Type = <EntersNoActionRegion>
    and
   forall e in set inds eventHistory & e <> len eventHistory =>
      (eventHistory(e).Type = <LeavesNoActionRegion> => eventHistory(e + 1).Type = <LowerLimit>
                or eventHistory(e + 1).Type = <UpperLimit>)
      and
      (eventHistory(e).Type = <EntersNoActionRegion> => eventHistory(e + 1).Type = <LeavesNoActionRegion>
                  or eventHistory(e + 1).Type = <Valley>
                  or eventHistory(e + 1).Type = <Peak>);

operations
  public StockWatcher: StockRecord * seq1 of Event ==> StockWatcher
  StockWatcher(sr, predefinedEvents) == (
   eventHistory := predefinedEvents;
   sm := nil;
   stockRecord := sr;
   currentlyTriggeredAction := nil;
  )
  pre let val = predefinedEvents(len predefinedEvents).Value
      in
        IsInRegion(val,sr.NoActionReg);

  public StockWatcher: StockRecord ==> StockWatcher
  StockWatcher(sr) == (
   sm := World`stockMarket;
   stockRecord := sr;
   eventHistory := [mk_Event(<EntersNoActionRegion>,0,
     sm.GetStock(stockRecord.Name).GetCurrentValue())];
   currentlyTriggeredAction := nil;
  )
  pre (sr.Name in set World`stockMarket.GetStockNames())
   and
    let val = World`stockMarket.GetStock(sr.Name).GetCurrentValue()
    in
     IsInRegion(val,sr.NoActionReg);

  UpdateEvents : nat ==> ()
  UpdateEvents(time) ==
   let stock = sm.GetStock(stockRecord.Name)
    in
     let stockHistory = stock.GetValueHistory(), reg = stockRecord.NoActionReg,
         l = reg.LowerValue, u = reg.UpperValue, cv = stock.GetCurrentValue()
      in
      (if IsInRegion(hd stockHistory, reg) and
          not IsInRegion(stockHistory(2), reg)
       then eventHistory := [mk_Event(<EntersNoActionRegion>,time,cv)] ^ eventHistory
       elseif not IsInRegion(hd stockHistory, reg) and
              IsInRegion(stockHistory(2), reg)
       then eventHistory := [mk_Event(<LeavesNoActionRegion>,time,cv)] ^ eventHistory;

       if hd stockHistory = u and stockHistory(2)  <> u
       then eventHistory := [mk_Event(<UpperLimit>,time,cv)] ^ eventHistory
       elseif hd stockHistory = l
              and stockHistory(2) <> l
       then eventHistory := [mk_Event(<LowerLimit>,time,cv)] ^ eventHistory
       elseif not IsInRegion(hd stockHistory, reg) and IsPeak(stockHistory)
       then eventHistory := [mk_Event(<Peak>,time,cv)] ^ eventHistory
       elseif (not IsInRegion(hd stockHistory, reg)
              and IsValley(stockHistory) )
       then eventHistory := [mk_Event(<Valley>,time,cv)] ^ eventHistory;

       IO`print(eventHistory)
      )
  pre let stockHistory = sm.GetStock(stockRecord.Name).GetValueHistory()
      in len stockHistory >= 2
  post eventHistory(len eventHistory).Type = <EntersNoActionRegion>
    and
   forall e in set inds eventHistory & e <> len eventHistory =>
      (eventHistory(e).Type = <LeavesNoActionRegion> => eventHistory(e + 1).Type = <LowerLimit>
                or eventHistory(e + 1).Type = <UpperLimit>)
      and
      (eventHistory(e).Type = <EntersNoActionRegion> => eventHistory(e + 1).Type = <LeavesNoActionRegion>
                  or eventHistory(e + 1).Type = <Valley>
                  or eventHistory(e + 1).Type = <Peak>);

  UpdateAction : nat ==> ()
  UpdateAction(tim) ==
   let actionTrigger = stockRecord.Triggers(stockRecord.State)
    in
     currentlyTriggeredAction :=
        if IsActionTriggeredAtTime(tim,actionTrigger,eventHistory) and
           not IsInRegion(GetStockValue(tim), stockRecord.NoActionReg)
        then actionTrigger.Action
        else nil;

  public ObserveStock : nat ==> ()
  ObserveStock(time) == (
   if (World`simulate)
   then UpdateEvents(time);

   UpdateAction(time);
  )
  post NoActiveTriggerInNoActionRegion(GetStockValue(time),stockRecord.NoActionReg,currentlyTriggeredAction);

  public updateStockRecord : StockRecord ==> ()
  updateStockRecord(sr) ==
   stockRecord := sr;

  pure public GetStockValue : nat ==> StockValue
  GetStockValue(time) ==
   if World`simulate
   then return eventHistory(1).Value
   else return eventHistory(len eventHistory - time).Value
  pre len eventHistory > 0;

  pure public GetTriggeredAction : () ==> [ActionType]
  GetTriggeredAction() ==
   return currentlyTriggeredAction;

functions

  NoActiveTriggerInNoActionRegion: StockValue * Region * [ActionType]  -> bool
  NoActiveTriggerInNoActionRegion(sv,reg,at) ==
   IsInRegion(sv,reg) => at = nil;

  IsInRegion: StockValue * Region -> bool
  IsInRegion(sv,reg) ==
   let u = reg.UpperValue , l = reg.LowerValue
    in
     sv >= l and sv <= u;

  IsPeak: seq of StockValue -> bool
  IsPeak(svs) ==
   let current = hd svs
    in
     let indicesOneAbove = {i | i in set inds svs
                              & current+1 = svs(i) and i <> len svs}
      in
       exists i in set indicesOneAbove &
        forall v in set {2,...,i} & current+1 = svs(v)
        and
        svs(i+1) = current;

  IsValley: seq of StockValue -> bool
  IsValley(svs) ==
   let current = hd svs
    in
     let indicesOneBelow = {i | i in set inds svs & current-1 = svs(i) and i <> len svs}
      in
       exists i in set indicesOneBelow &
        forall v in set {2,...,i} & current-1 = svs(v)
        and
        svs(i+1) = current;

  FindLowestIndexFromTime: nat * seq of Event  -> nat1
  FindLowestIndexFromTime(time,events) ==
   let pastEvents = { x | x in set inds events & events(x).TimeStamp <= time  }
    in
     let i,j in set pastEvents be st (i <> j) => (events(i).TimeStamp <= events(j).TimeStamp)
     in
       i;

  public IsActionTriggeredAtTime: nat * ActionTrigger * seq of Event  -> bool
  IsActionTriggeredAtTime(time,action,eventHistory) ==
   let tgr = action.Trigger
    in
     let index = FindLowestIndexFromTime(time,eventHistory),
         s = eventHistory(index,...,index + len tgr - 1)
      in
      ((forall i in set inds s & s(i).Type = tgr(i))
      and (s(1).TimeStamp = time)
      and len s = len tgr)

end StockWatcher

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