Question

我有一段代码可以计算任何给定日的股价，给出漂移，波动率和随机数。但是当我检查输出列表时 - 它们是算术级数，而不是几何级数（幂函数）。我分享的变量有问题吗？

代码如下：

#include <stdio.h>
#include <stdlib.h>
#include <omp.h>
#include <time.h>
#include <math.h>
#include <limits.h>
#include <string.h>

int main()
{
    long double  drift_year,volatility_year,volatility_day,drift_day,drift_mean,stockprice_initial,stockprice[100000],prefixsum[100000];
    int i,len=0;
    printf("Enter the yearly drift in percentage : ");  //Drift factor of stock
    scanf("%Lg",&drift_year);
    printf("Enter the yearly volatility in percentage : "); //Volatility factor of stock - how much the "random shock" must affect the stock price
    scanf("%Lg",&volatility_year);
    printf("Enter initial stock price : $");  //Initial Stock Price
    scanf("%Lg",&stockprice_initial);
    FILE *myFile = fopen("RNG2.txt", "r"); //File with the random numbers I have
    while (!feof(myFile))
    {
      long double number;
      fscanf(myFile, "%Lg", &number);  //Reading the random numbers from file
      prefixsum[len++]=number;
    }
    fclose(myFile);
  drift_day = drift_year/(100*252);  //converting per annum drift to per day drift
  volatility_day = volatility_year/(100*sqrt(252)); //similarly for volatility 
  drift_mean = drift_day - (0.5*pow(volatility_day,2)); //average it out
#pragma omp parallel for default(none) private(i)  shared(drift_mean,volatility_day,stockprice,stockprice_initial,len,prefixsum)  //parallelising code in OpenMP - check for missing variable in shared - mifght be causing error
    for(i=0;i<len;i++)
    {
        stockprice[i] = stockprice_initial*pow(2.71828,((drift_mean*(i+1))+(volatility_day*prefixsum[i]))); //Must give me an exponential curve if volatility is 0;
    }

    for(i=0;i<len;i++)
    {
        printf("%d : %Lg\n",i,stockprice[i]);
    }
    FILE *fp = fopen("StockPrice.txt", "w");
  for(i=0;i<len-1;i++)
    {
       fprintf(fp, "%Lg", stockprice[i]);
       fprintf(fp, "\n");
    }
    fprintf(fp, "%Lg", stockprice[len-1]);
    fclose(fp);
    return 0;
}

随机数文件的链接是here

Answer 1

在

上发出警告

drift_year在此行中未初始化使用：

drift_day = drift_year/(100*252);

Openmp代码与数学函数无法正常工作

1 个答案: