From 58d17adfa2c6f7c6d9a6f8115210b502351509bd Mon Sep 17 00:00:00 2001 From: Kevin Keogh Date: Sun, 23 Jul 2017 22:48:20 -0400 Subject: [PATCH] Should be able to cross-compile for Windows now --- Makefile | 15 +- src/opt-pricer.c | 4 + src/strptime.c | 397 +++++++++++++++++++++++++++++++++++++++++++++++ src/strptime.h | 6 + 4 files changed, 421 insertions(+), 1 deletion(-) create mode 100644 src/strptime.c create mode 100644 src/strptime.h diff --git a/Makefile b/Makefile index 1dfdcf9..ce147fc 100644 --- a/Makefile +++ b/Makefile @@ -1,5 +1,7 @@ CC=gcc +WINDOWS_CC=x86_64-w64-mingw32-gcc CFLAGS=-Wall -fPIC -O3 -ansi -pedantic-errors +WINDOWS_CFLAGS= -Wall -O3 -ansi -pedantic-errors LDFLAGS=-lm PREFIX= /usr/local @@ -15,6 +17,17 @@ black_scholes.o : src/black_scholes.c utils.o : src/utils.c @$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@ +strptime.o : src/strptime.c + @$(CC) $(CFLAGS) -c $^ $(LDFLAGS) -o $@ + +opt-pricer.exe : CC=$(WINDOWS_CC) +opt-pricer.exe : CFLAGS=$(WINDOWS_CFLAGS) +opt-pricer.exe : src/opt-pricer.c gbm.o black_scholes.o utils.o strptime.o + @$(WINDOWS_CC) $(WINDOWS_CFLAGS) $^ $(LDFLAGS) -o $@ + +.PHONY: windows +windows: opt-pricer.exe + .PHONY: install install : opt-pricer @mkdir -p $(DESTDIR)$(PREFIX)/bin @@ -27,4 +40,4 @@ uninstall : .PHONY: clean clean : - @rm -f gbm.o black_scholes.o utils.o + @rm -f gbm.o black_scholes.o utils.o strptime.o diff --git a/src/opt-pricer.c b/src/opt-pricer.c index 5c68263..940af29 100644 --- a/src/opt-pricer.c +++ b/src/opt-pricer.c @@ -3,6 +3,10 @@ #include "black_scholes.h" #include "gbm_mc.h" +#ifdef __MINGW32__ +#include "strptime.h" +#endif + #include #include #include diff --git a/src/strptime.c b/src/strptime.c new file mode 100644 index 0000000..cc7a887 --- /dev/null +++ b/src/strptime.c @@ -0,0 +1,397 @@ +/* $Id$ */ +/* $NetBSD: strptime.c,v 1.18 1999/04/29 02:58:30 tv Exp $ */ + +/*- + * Copyright (c) 1997, 1998 The NetBSD Foundation, Inc. + * All rights reserved. + * + * This code was contributed to The NetBSD Foundation by Klaus Klein. + * + * Redistribution and use in source and binary forms, with or without + * modification, are permitted provided that the following conditions + * are met: + * 1. Redistributions of source code must retain the above copyright + * notice, this list of conditions and the following disclaimer. + * 2. Redistributions in binary form must reproduce the above copyright + * notice, this list of conditions and the following disclaimer in the + * documentation and/or other materials provided with the distribution. + * 3. All advertising materials mentioning features or use of this software + * must display the following acknowledgement: + * This product includes software developed by the NetBSD + * Foundation, Inc. and its contributors. + * 4. Neither the name of The NetBSD Foundation nor the names of its + * contributors may be used to endorse or promote products derived + * from this software without specific prior written permission. + * + * THIS SOFTWARE IS PROVIDED BY THE NETBSD FOUNDATION, INC. AND CONTRIBUTORS + * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED + * TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR + * PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE FOUNDATION OR CONTRIBUTORS + * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR + * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF + * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS + * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN + * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) + * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE + * POSSIBILITY OF SUCH DAMAGE. + */ + +/* Adjusted includes for only the things I need */ +#include +#include +#include +#include + +/* + * We do not implement alternate representations. However, we always + * check whether a given modifier is allowed for a certain conversion. + */ +#define ALT_E 0x01 +#define ALT_O 0x02 +#define LEGAL_ALT(x) { if (alt_format & ~(x)) return (0); } +#define TM_YEAR_BASE 1900 /* Added by Kevin Keogh */ + + +static int conv_num(const char **, int *, int, int); + +static const char *day[7] = { + "Sunday", "Monday", "Tuesday", "Wednesday", "Thursday", + "Friday", "Saturday" +}; +static const char *abday[7] = { + "Sun","Mon","Tue","Wed","Thu","Fri","Sat" +}; +static const char *mon[12] = { + "January", "February", "March", "April", "May", "June", "July", + "August", "September", "October", "November", "December" +}; +static const char *abmon[12] = { + "Jan", "Feb", "Mar", "Apr", "May", "Jun", + "Jul", "Aug", "Sep", "Oct", "Nov", "Dec" +}; +static const char *am_pm[2] = { + "AM", "PM" +}; + + +char * +strptime(const char *buf, const char *fmt, struct tm *tm) +{ + char c; + const char *bp; + size_t len = 0; + int alt_format, i, split_year = 0; + + bp = buf; + + while ((c = *fmt) != '\0') { + /* Clear `alternate' modifier prior to new conversion. */ + alt_format = 0; + + /* Eat up white-space. */ + if (isspace(c)) { + while (isspace(*bp)) + bp++; + + fmt++; + continue; + } + + if ((c = *fmt++) != '%') + goto literal; + + +again: switch (c = *fmt++) { + case '%': /* "%%" is converted to "%". */ +literal: + if (c != *bp++) + return (0); + break; + + /* + * "Alternative" modifiers. Just set the appropriate flag + * and start over again. + */ + case 'E': /* "%E?" alternative conversion modifier. */ + LEGAL_ALT(0); + alt_format |= ALT_E; + goto again; + + case 'O': /* "%O?" alternative conversion modifier. */ + LEGAL_ALT(0); + alt_format |= ALT_O; + goto again; + + /* + * "Complex" conversion rules, implemented through recursion. + */ + case 'c': /* Date and time, using the locale's format. */ + LEGAL_ALT(ALT_E); + if (!(bp = strptime(bp, "%x %X", tm))) + return (0); + break; + + case 'D': /* The date as "%m/%d/%y". */ + LEGAL_ALT(0); + if (!(bp = strptime(bp, "%m/%d/%y", tm))) + return (0); + break; + + case 'R': /* The time as "%H:%M". */ + LEGAL_ALT(0); + if (!(bp = strptime(bp, "%H:%M", tm))) + return (0); + break; + + case 'r': /* The time in 12-hour clock representation. */ + LEGAL_ALT(0); + if (!(bp = strptime(bp, "%I:%M:%S %p", tm))) + return (0); + break; + + case 'T': /* The time as "%H:%M:%S". */ + LEGAL_ALT(0); + if (!(bp = strptime(bp, "%H:%M:%S", tm))) + return (0); + break; + + case 'X': /* The time, using the locale's format. */ + LEGAL_ALT(ALT_E); + if (!(bp = strptime(bp, "%H:%M:%S", tm))) + return (0); + break; + + case 'x': /* The date, using the locale's format. */ + LEGAL_ALT(ALT_E); + if (!(bp = strptime(bp, "%m/%d/%y", tm))) + return (0); + break; + + /* + * "Elementary" conversion rules. + */ + case 'A': /* The day of week, using the locale's form. */ + case 'a': + LEGAL_ALT(0); + for (i = 0; i < 7; i++) { + /* Full name. */ + len = strlen(day[i]); + if (strncasecmp(day[i], bp, len) == 0) + break; + + /* Abbreviated name. */ + len = strlen(abday[i]); + if (strncasecmp(abday[i], bp, len) == 0) + break; + } + + /* Nothing matched. */ + if (i == 7) + return (0); + + tm->tm_wday = i; + bp += len; + break; + + case 'B': /* The month, using the locale's form. */ + case 'b': + case 'h': + LEGAL_ALT(0); + for (i = 0; i < 12; i++) { + /* Full name. */ + len = strlen(mon[i]); + if (strncasecmp(mon[i], bp, len) == 0) + break; + + /* Abbreviated name. */ + len = strlen(abmon[i]); + if (strncasecmp(abmon[i], bp, len) == 0) + break; + } + + /* Nothing matched. */ + if (i == 12) + return (0); + + tm->tm_mon = i; + bp += len; + break; + + case 'C': /* The century number. */ + LEGAL_ALT(ALT_E); + if (!(conv_num(&bp, &i, 0, 99))) + return (0); + + if (split_year) { + tm->tm_year = (tm->tm_year % 100) + (i * 100); + } else { + tm->tm_year = i * 100; + split_year = 1; + } + break; + + case 'd': /* The day of month. */ + case 'e': + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &tm->tm_mday, 1, 31))) + return (0); + break; + + case 'k': /* The hour (24-hour clock representation). */ + LEGAL_ALT(0); + /* FALLTHROUGH */ + case 'H': + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &tm->tm_hour, 0, 23))) + return (0); + break; + + case 'l': /* The hour (12-hour clock representation). */ + LEGAL_ALT(0); + /* FALLTHROUGH */ + case 'I': + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &tm->tm_hour, 1, 12))) + return (0); + if (tm->tm_hour == 12) + tm->tm_hour = 0; + break; + + case 'j': /* The day of year. */ + LEGAL_ALT(0); + if (!(conv_num(&bp, &i, 1, 366))) + return (0); + tm->tm_yday = i - 1; + break; + + case 'M': /* The minute. */ + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &tm->tm_min, 0, 59))) + return (0); + break; + + case 'm': /* The month. */ + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &i, 1, 12))) + return (0); + tm->tm_mon = i - 1; + break; + + case 'p': /* The locale's equivalent of AM/PM. */ + LEGAL_ALT(0); + /* AM? */ + if (strcasecmp(am_pm[0], bp) == 0) { + if (tm->tm_hour > 11) + return (0); + + bp += strlen(am_pm[0]); + break; + } + /* PM? */ + else if (strcasecmp(am_pm[1], bp) == 0) { + if (tm->tm_hour > 11) + return (0); + + tm->tm_hour += 12; + bp += strlen(am_pm[1]); + break; + } + + /* Nothing matched. */ + return (0); + + case 'S': /* The seconds. */ + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &tm->tm_sec, 0, 61))) + return (0); + break; + + case 'U': /* The week of year, beginning on sunday. */ + case 'W': /* The week of year, beginning on monday. */ + LEGAL_ALT(ALT_O); + /* + * XXX This is bogus, as we can not assume any valid + * information present in the tm structure at this + * point to calculate a real value, so just check the + * range for now. + */ + if (!(conv_num(&bp, &i, 0, 53))) + return (0); + break; + + case 'w': /* The day of week, beginning on sunday. */ + LEGAL_ALT(ALT_O); + if (!(conv_num(&bp, &tm->tm_wday, 0, 6))) + return (0); + break; + + case 'Y': /* The year. */ + LEGAL_ALT(ALT_E); + if (!(conv_num(&bp, &i, 0, 9999))) + return (0); + + tm->tm_year = i - TM_YEAR_BASE; + break; + + case 'y': /* The year within 100 years of the epoch. */ + LEGAL_ALT(ALT_E | ALT_O); + if (!(conv_num(&bp, &i, 0, 99))) + return (0); + + if (split_year) { + tm->tm_year = ((tm->tm_year / 100) * 100) + i; + break; + } + split_year = 1; + if (i <= 68) + tm->tm_year = i + 2000 - TM_YEAR_BASE; + else + tm->tm_year = i + 1900 - TM_YEAR_BASE; + break; + + /* + * Miscellaneous conversions. + */ + case 'n': /* Any kind of white-space. */ + case 't': + LEGAL_ALT(0); + while (isspace(*bp)) + bp++; + break; + + + default: /* Unknown/unsupported conversion. */ + return (0); + } + + + } + + /* LINTED functional specification */ + return ((char *)bp); +} + + +static int +conv_num(const char **buf, int *dest, int llim, int ulim) +{ + int result = 0; + + /* The limit also determines the number of valid digits. */ + int rulim = ulim; + + if (**buf < '0' || **buf > '9') + return (0); + + do { + result *= 10; + result += *(*buf)++ - '0'; + rulim /= 10; + } while ((result * 10 <= ulim) && rulim && **buf >= '0' && **buf <= '9'); + + if (result < llim || result > ulim) + return (0); + + *dest = result; + return (1); +} diff --git a/src/strptime.h b/src/strptime.h new file mode 100644 index 0000000..cc52de9 --- /dev/null +++ b/src/strptime.h @@ -0,0 +1,6 @@ +#ifndef STRPTIME_H +#define STRPTIME_H + +char *strptime(const char* s, const char* format, struct tm *tm); + +#endif