GPU Calc: Optimized NPV

AMLOEXT-263

Change-Id: Ifb2359a42329d48d14a26a2aeefae8e3b1122932
Signed-off-by: haochen <haochen@multicorewareinc.com>
Signed-off-by: Wei Wei <weiwei@multicorewareinc.com>
Signed-off-by: I-Jui (Ray) Sung <ray@multicorewareinc.com>

sc/source/core/opencl/op_financial.cxx

@@ -2526,124 +2526,129 @@ void OpPMT::GenSlidingWindowFunction(std::stringstream &ss,
     ss << "return tmp;\n";
     ss << "}";
 }
- void OpNPV::GenSlidingWindowFunction(std::stringstream &ss,
-       const std::string sSymName, SubArguments &vSubArguments)
- {
-     ss << "\ndouble " << sSymName;
-     ss << "_"<< BinFuncName() <<"(";
-     for (unsigned i = 0; i < vSubArguments.size(); i++)
-     {
-         if (i)
-             ss << ", ";
-         vSubArguments[i]->GenSlidingWindowDecl(ss);
-     }
-     ss << ") {\n";
-     ss << "    double tmp = 0;\n";
-     ss << "    int gid0 = get_global_id(0);\n";
-     ss << "    int nCount = 1;\n";
-     size_t nItems = 0;
-     ss << "    double arg0=";
-     ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
-     ss <<";\n";
-     //while (i-- > 1)
-     for (size_t i = 1; i < vSubArguments.size(); i++)
-     {
-         FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
-         assert(pCur);
-         if (pCur->GetType() == formula::svDoubleVectorRef)
-         {
-             const formula::DoubleVectorRefToken* pDVR =
-             dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
-             size_t nCurWindowSize = pDVR->GetRefRowSize();
-             ss << "    for (int i = ";
-             if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
+void OpNPV::GenSlidingWindowFunction(std::stringstream &ss,
+    const std::string sSymName, SubArguments &vSubArguments)
+{
+    ss << "\ndouble " << sSymName;
+    ss << "_"<< BinFuncName() <<"(";
+    for (unsigned i = 0; i < vSubArguments.size(); i++)
+    {
+      if (i)
+          ss << ", ";
+      vSubArguments[i]->GenSlidingWindowDecl(ss);
+    }
+    ss << ") {\n";
+    ss << "    double tmp = 0.0;\n";
+    ss << "    int gid0 = get_global_id(0);\n";
+    ss << "    int nCount = 1;\n";
+    ss << "    double arg0=";
+    ss <<vSubArguments[0]->GenSlidingWindowDeclRef();
+    ss <<";\n";
+    //while (i-- > 1)
+    for (size_t i = 1; i < vSubArguments.size(); i++)
+    {
+      FormulaToken *pCur = vSubArguments[i]->GetFormulaToken();
+      assert(pCur);
+      if (pCur->GetType() == formula::svDoubleVectorRef)
+      {
+            const formula::DoubleVectorRefToken* pDVR =
+            dynamic_cast<const formula::DoubleVectorRefToken *>(pCur);
+            size_t nCurWindowSize = pDVR->GetRefRowSize();
+            ss << "    for (int i = ";
+            if (!pDVR->IsStartFixed() && pDVR->IsEndFixed()) {
 #ifdef  ISNAN
-                 ss << "gid0; i < " << pDVR->GetArrayLength();
-                 ss << " && i < " << nCurWindowSize  << "; i++){\n";
+                ss << "gid0; i < " << pDVR->GetArrayLength();
+                ss << " && i < " << nCurWindowSize  << "; i++){\n";
 #else
-                 ss << "gid0; i < "<< nCurWindowSize << "; i++)\n";
+                ss << "gid0; i < "<< nCurWindowSize << "; i++)\n";
 #endif
-             } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
+            } else if (pDVR->IsStartFixed() && !pDVR->IsEndFixed()) {
 #ifdef  ISNAN
-                 ss << "0; i < " << pDVR->GetArrayLength();
-                 ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
+                ss << "0; i < " << pDVR->GetArrayLength();
+                ss << " && i < gid0+"<< nCurWindowSize << "; i++){\n";
 #else
-                 ss << "0; i < gid0+"<< nCurWindowSize << "; i++)\n";
+                ss << "0; i < gid0+"<< nCurWindowSize << "; i++)\n";
 #endif
-             } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
+            } else if (!pDVR->IsStartFixed() && !pDVR->IsEndFixed()){
 #ifdef  ISNAN
-                 ss << "0; i + gid0 < " << pDVR->GetArrayLength();
-                 ss << " &&  i < "<< nCurWindowSize << "; i++){\n";
+                ss << "0; i + gid0 < " << pDVR->GetArrayLength();
+                ss << " &&  i < "<< nCurWindowSize << "; i++){\n";
 #else
-                 ss << "0; i < "<< nCurWindowSize << "; i++)\n";
+                ss << "0; i < "<< nCurWindowSize << "; i++)\n";
 #endif
-             }
-             else {
+            }
+            else {
 #ifdef  ISNAN
-                 ss << "0; i < "<< nCurWindowSize << "; i++){\n";
+                ss << "0; i < "<< nCurWindowSize << "; i++){\n";
 #else
-                 ss << "0; i < "<< nCurWindowSize << "; i++)\n";
+                ss << "0; i < "<< nCurWindowSize << "; i++)\n";
 #endif
-             }
-             nItems += nCurWindowSize;
-         }
-         else if (pCur->GetType() == formula::svSingleVectorRef)
-         {
+            }
+        }
+        else if (pCur->GetType() == formula::svSingleVectorRef)
+        {
 #ifdef  ISNAN
-             const formula::SingleVectorRefToken* pSVR =
-               dynamic_cast< const formula::SingleVectorRefToken* >(pCur);
-             ss << "    if (gid0 < " << pSVR->GetArrayLength() << "){\n";
+            const formula::SingleVectorRefToken* pSVR =
+            dynamic_cast< const formula::SingleVectorRefToken* >(pCur);
+            ss << "    if (gid0 < " << pSVR->GetArrayLength() << "){\n";
 #else
-             nItems += 1;
 #endif
-         }
-         else if (pCur->GetType() == formula::svDouble)
-         {
+        }
+        else if (pCur->GetType() == formula::svDouble)
+        {
 #ifdef  ISNAN
-             ss << "{\n";
+            ss << "{\n";
 #endif
-             nItems += 1;
-         }
-         else
-         {
+        }
+        else
+        {
 #ifdef  ISNAN
-             ss << "nCount += 1;\n";
+            ss << "nCount += 1;\n";
 #endif
-             nItems += 1;
-         }
+        }
 #ifdef  ISNAN
-         if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
-         {
-             ss << "        if (isNan(";
-             ss << vSubArguments[i]->GenSlidingWindowDeclRef();
-             ss << ")){\n";
-             ss << "            tmp += 0;}\n";
-             ss << "        else{\n";
-             ss << "            tmp +="<<vSubArguments[i]
-               ->GenSlidingWindowDeclRef();
-             ss <<" / pow(1.0f+ arg0 ,";
-             ss <<" (double)nCount );\n";
-             ss << "        nCount += 1;\n";
-             ss << "        }\n";
-             ss << "    }\n";
-         }
-         else
-         {
-             ss << "    tmp +="<<vSubArguments[i]->GenSlidingWindowDeclRef();
-             ss <<" / pow(1.0f+ arg0 ,";
-             ss <<" (double)nCount );\n";
-             ss << "        nCount += 1;\n";
-         }
+        if(ocPush==vSubArguments[i]->GetFormulaToken()->GetOpCode())
+        {
+            ss << "        double temp=";
+            ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+            ss << ";\n";
+            ss << "        double temp1=1.0;";
+            ss << "        if (isNan(temp)){\n";
+            ss << "            tmp += 0;}\n";
+            ss << "        else{\n";
+            ss << "            for(int i=1;i<nCount;i+=2)\n";
+            ss << "                temp1*=pow(1.0f+ arg0 ,2);\n";
+            ss << "            if(nCount%2)\n";
+            ss << "                temp1*=1.0f+ arg0;\n";
+            ss << "            tmp +=temp/ temp1;\n";
+            ss << "        nCount += 1;\n";
+            ss << "        }\n";
+            ss << "    }\n";
+        }
+        else
+        {
+            ss << "        double temp=";
+            ss << vSubArguments[i]->GenSlidingWindowDeclRef();
+            ss << ";\n";
+            ss << "    double temp1=1.0;";
+            ss << "            for(int i=1;i<nCount;i+=2)";
+            ss << "                temp1*=pow(1.0f+ arg0 ,2);\n";
+            ss << "            if(nCount%2)";
+            ss << "                temp1*=1.0f+ arg0;\n";
+            ss << "            tmp +=temp/ temp1;\n";
+            ss << "        nCount += 1;\n";
+        }
 #else
-         ss << "tmp +="<<vSubArguments[i]->GenSlidingWindowDeclRef();
-         ss <<" / pow(1.0f+ arg0 ,";
-         ss <<" (double)nCount );\n";
-         ss << "        nCount += 1;\n";
-#endif
-     }
-     ss << "    return tmp;\n";
-     ss << "}";
- }
+            ss << "tmp +="<<vSubArguments[i]->GenSlidingWindowDeclRef();
+            ss <<" / pow(1.0f+ arg0 ,";
+            ss <<" (double)nCount );\n";
+            ss << "        nCount += 1;\n";
+#endif
+    }
+        ss << "    return tmp;\n";
+        ss << "}";
+}
+
  void OpPrice::BinInlineFun(std::set<std::string>& decls,
      std::set<std::string>& funs)
  {