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142 lines (111 loc) · 3.06 KB
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/*
Copyright (C) 2016 -2017 Jerry Jin
*/
#include <nan.h>
#include <string.h>
#include "prices.hpp"
#include <qlo/qladdindefines.hpp>
#include <ql/prices.hpp>
#include <oh/objecthandler.hpp>
#include <oh/conversions/getobjectvector.hpp>
#include <qlo/valueobjects/vo_all.hpp>
#include <qlo/conversions/all.hpp>
#include "../loop.hpp"
void MidEquivalentWorker::Execute(){
try{
// invoke the utility function
mReturnValue = QuantLib::midEquivalent(
mBid
,
mAsk
,
mLast
,
mClose
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
NAN_METHOD(QuantLibXL::MidEquivalent) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsNumber()) {
return Nan::ThrowError("Bid is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Ask is required.");
}
if (info.Length() == 2 || !info[2]->IsNumber()) {
return Nan::ThrowError("Last is required.");
}
if (info.Length() == 3 || !info[3]->IsNumber()) {
return Nan::ThrowError("Close is required.");
}
// convert js argument to c++ type
double BidCpp = Nan::To<double>(info[0]).FromJust();
// convert js argument to c++ type
double AskCpp = Nan::To<double>(info[1]).FromJust();
// convert js argument to c++ type
double LastCpp = Nan::To<double>(info[2]).FromJust();
// convert js argument to c++ type
double CloseCpp = Nan::To<double>(info[3]).FromJust();
// launch worker
MidEquivalentWorker* worker = new MidEquivalentWorker(
BidCpp
, AskCpp
, LastCpp
, CloseCpp
);
worker->Execute();
Local<v8::Value> argv[2] = {
Nan::New<String>(worker->mError).ToLocalChecked(),
Nan::New<Number>(worker->mReturnValue)
};
v8::Local<v8::Array> results = Nan::New<v8::Array>();
Nan::Set(results, 0, argv[0]);
Nan::Set(results, 1, argv[1]);
info.GetReturnValue().Set(results);
}
void MidSafeWorker::Execute(){
try{
// invoke the utility function
mReturnValue = QuantLib::midSafe(
mBid
,
mAsk
);
}catch(const std::exception &e){
mError = e.what();
}catch (...){
mError = "unkown error";
}
}
NAN_METHOD(QuantLibXL::MidSafe) {
// validate js arguments
if (info.Length() == 0 || !info[0]->IsNumber()) {
return Nan::ThrowError("Bid is required.");
}
if (info.Length() == 1 || !info[1]->IsNumber()) {
return Nan::ThrowError("Ask is required.");
}
// convert js argument to c++ type
double BidCpp = Nan::To<double>(info[0]).FromJust();
// convert js argument to c++ type
double AskCpp = Nan::To<double>(info[1]).FromJust();
// launch worker
MidSafeWorker* worker = new MidSafeWorker(
BidCpp
, AskCpp
);
worker->Execute();
Local<v8::Value> argv[2] = {
Nan::New<String>(worker->mError).ToLocalChecked(),
Nan::New<Number>(worker->mReturnValue)
};
v8::Local<v8::Array> results = Nan::New<v8::Array>();
Nan::Set(results, 0, argv[0]);
Nan::Set(results, 1, argv[1]);
info.GetReturnValue().Set(results);
}