picking the correct row in a map <string, vector <string> >
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picking the correct row in a map <string, vector <string> >
 
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I have a map <string, vector <string> > with hundreds of rows in it and several columns. In other words, it looks like the following:
6567 12/20/2010 EUR 50000.58 12/20/2014 7894 12/20/2011 CAD 50000.58 12/20/2014
1237 12/20/2012 EUR 50000.58 12/20/2019 1237 12/20/2013 GBP 50000.58 12/20/2017 ......................................................................
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1237 12/20/2013 GBP 50000.58 12/20/2017 the first column are my keys but they are not in any order. They are just random numbers stored as string.
I want to work with only rows that have a mapped value as "EUR" in the 3rd column and then pick out the last mapped value in that row (which is a date) and pass this date to another function .
How do I do this ? thanks
Pavan ------------------------------------------------------------------------------ Master Visual Studio, SharePoint, SQL, ASP.NET, C# 2012, HTML5, CSS, MVC, Windows 8 Apps, JavaScript and much more. Keep your skills current with LearnDevNow - 3,200 step-by-step video tutorials by Microsoft MVPs and experts. ON SALE this month only -- learn more at: http://p.sf.net/sfu/learnmore_122712 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: picking the correct row in a map <string, vector <string> >
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Hi Pavan,
How are you using QuantLib in your project? It seems like the way the data is stored may be causing some headaches for you. If you can give some background on the problem that you're trying to solve then we may be able to suggest design ideas that may not even require you to use this map / vector structure.
For this specific question I think you could do something similar to your previous parsing question. Instead of using a vector<string> to store each of your column values, you could use a struct where each field is stored as its native type. For example:
struct row { string key; Date d1; std::string currency; double value; Date d2; }; // your map would be: map<string, row> data; // and you can iterate over your map and call whatever function you need to call for each EUR date ...
for (map<string, row>::iterator it = data.begin(); it != data.end(); ++it) { if (it->second.currency == "EUR") { process_eur_date(it->second.d2);
} } Or, if the only requirement is simply to process a list of dates for EUR lines, then it's probably easiest to just use unix to get the list of dates and pipe the list to your c++ program:
fgrep EUR /path/to/your/data.log | awk '{ print $NF }' | /path/to/proc-eur-dates where proc-eur-dates.cpp is something like: int main(int argc, char **argv) { Date d; while (std::cin >> d) { process_eur_date(d); } return 0;
} -- Kyle Schlansker Partner Parametros Capital LLC <a href="tel:978.500.0388" value="+19785000388" target="_blank">978.500.0388 On Thu, Jan 10, 2013 at 2:38 PM, Pavan Shah <[hidden email]> wrote:
------------------------------------------------------------------------------ Master HTML5, CSS3, ASP.NET, MVC, AJAX, Knockout.js, Web API and much more. Get web development skills now with LearnDevNow - 350+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only -- learn more at: http://p.sf.net/sfu/learnmore_122812 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: picking the correct row in a map <string, vector <string> >
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Hi Kyle, thanks a lot for your response I am using QuantLib in this project mostly to handle dates, calendars and also for interpolation and to gather some statistics.
My starting point is few csv files which contains my input data. Couple of these files contain hundreds of rows (even thousands). But that is not a problem.
As you might have guessed by now, these files contain various types of data, i.e. string, double, Date, etc. I have been using Boost tokenizer to parse the data from these files and then storing the data into maps and in one case multimap (because this file contains history of rates for various currencies but same dates).
That being said, once the data is stored, I wish to compute a fully interpolated vol curve, compute expiry (which is easy using QuantLib), compute standard deviation using the vol and expiry (which is just a simple formula).
It certainly seems like for the example above, I should abandon my method of storing the data into a map <string, vector <string> > and replace it with map < string, Struct> .
would you agree? thanks Pavan fyi, this is how I parse the data and store the data line by line into the current map<string, vector <string> > .
typedef tokenizer <escaped_list_separator <char> > Tokenizer;
vector <string> vec; //the actual data structure map<string,vector<string> > testmap;
while (getline(Ports,line)) {
Tokenizer tok(line); vec.assign(tok.begin(),tok.end()); string key = vec[0]; vector <string>row;
/*vector <string>::iterator start = row.begin()+1, end = row.end();*/ for (int i=1;i<vec.size();i++)
{ row.push_back(vec[i]); }
//put the sample data into the map testmap[key]=row;
//output the data from the map //cout<<testmap[key].at(0)<<" " << testmap[key].at(1)<<" " << testmap[key].at(12)<<endl; // There are a total of 13 mapped values to a single trade it in this file.
/*if (vec.size() < 3) continue;*/
/*copy (vec.begin(),vec.end(), ostream_iterator<string> (cout," "));*/ } On Thu, Jan 10, 2013 at 8:55 PM, Kyle Schlansker <[hidden email]> wrote:
------------------------------------------------------------------------------ Master HTML5, CSS3, ASP.NET, MVC, AJAX, Knockout.js, Web API and much more. Get web development skills now with LearnDevNow - 350+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only -- learn more at: http://p.sf.net/sfu/learnmore_122812 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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