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#ifndef MONTECARLOASIANDP_H_
#define MONTECARLOASIANDP_H_

#define GROUP_SIZE 256

#include <stdio.h>
#include <stdlib.h>
#include <assert.h>
#include <string.h>
#include <SDKCommon.hpp>
#include <SDKApplication.hpp>
#include <SDKFile.hpp>

/**
 * MonteCarloAsian 
 * Class implements OpenCL  Monte Carlo Simution sample for Asian Option pricing using double
 * Derived from SDKSample base class
 */

class MonteCarloAsianDP : public SDKSample
{

    cl_int steps;                       /**< Steps for Asian Monte Carlo simution */
    cl_double initPrice;                 /**< Initial price */
    cl_double strikePrice;               /**< Stirke price */
    cl_double interest;                  /**< Interest rate */
    cl_double maturity;                  /**< maturity */

    cl_int noOfSum;                     /**< Number of excersize points */
    cl_int noOfTraj;                    /**< Number of samples */

    cl_double setupTime;                /**< time taken to setup OpenCL resources and building kernel */
    cl_double kernelTime;               /**< time taken to run kernel and read result back */

    cl_double *sigma;                    /**< Array of sigma values */
    cl_double *price;                    /**< Array of price values */
    cl_double *vega;                     /**< Array of vega values */

    cl_double *refPrice;                 /**< Array of reference price values */
    cl_double *refVega;                  /**< Array of reference vega values */

    cl_uint *randNum;                   /**< Array of random numbers */

    cl_double *priceVals;                /**< Array of price values for given samples */
    cl_double *priceDeriv;               /**< Array of price derivative values for given samples */

    cl_context context;                 /**< CL context */
    cl_device_id *devices;              /**< CL device list */

    cl_mem priceBuf;                    /**< CL memory buffer for sigma */
    cl_mem priceDerivBuf;               /**< CL memory buffer for price */
    cl_mem randBuf;                     /**< CL memroy buffer for random number */
    cl_command_queue commandQueue;      /**< CL command queue */
    cl_program program;                 /**< CL program  */
    cl_kernel kernel;                   /**< CL kernel */

    cl_int width;
    cl_int height;

    //size_t kernelWorkGroupSize;         /**< Group size returned by kernel */
    size_t blockSizeX;                  /**< Group-size in x-direction */ 
    size_t blockSizeY;                  /**< Group-size in y-direction */

    int iterations;                     /**< Number of iterations for kernel execution */

    cl_mem priceBufAsync;                    /**< CL memory buffer for sigma */
    cl_mem priceDerivBufAsync;               /**< CL memory buffer for price */
    cl_mem randBufAsync;                     /**< CL memroy buffer for random number */
    streamsdk::SDKDeviceInfo deviceInfo;     /**<Structure to store device related info */
    streamsdk::KernelWorkGroupInfo kernelInfo;/**< Structure to store kernel related info */
public:
    /** 
     * Constructor 
     * Initialize member variables
     * @param name name of sample (string)
     */
    MonteCarloAsianDP(std::string name)
        : SDKSample(name)
    {
        steps = 10;
        initPrice = 50.0;
        strikePrice = 55.0;
        interest = 0.06;
        maturity = 1.0;

        setupTime = 0;
        kernelTime = 0;
        blockSizeX = GROUP_SIZE;
        blockSizeY = 1;

        sigma = NULL;
        price = NULL;
        vega = NULL;
        refPrice = NULL;
        refVega = NULL;
        randNum = NULL;
        priceVals = NULL;
        priceDeriv = NULL;
        devices = NULL;
        iterations = 1;
    }

    /** 
     * Constructor 
     * Initialize member variables
     * @param name name of sample (const char*)
     */
    MonteCarloAsianDP(const char* name)
        : SDKSample(name)	
    {
        steps = 10;
        initPrice = 50.0;
        strikePrice = 55.0;
        interest = 0.06;
        maturity = 1.0;

        setupTime = 0;
        kernelTime = 0;
        blockSizeX = GROUP_SIZE;
        blockSizeY = 1;

        sigma = NULL;
        price = NULL;
        vega = NULL;
        refPrice = NULL;
        refVega = NULL;
        randNum = NULL;
        priceVals = NULL;
        priceDeriv = NULL;
        devices = NULL;

        iterations = 1;

    }

    /**
     * Destructor
     */
    ~MonteCarloAsianDP()
    {

            FREE(sigma);
            FREE(price);
            FREE(vega);
            FREE(refPrice);
            FREE(refVega);
        #ifdef _WIN32
            ALIGNED_FREE(randNum);
        #else
            FREE(randNum);
        #endif
            FREE(priceVals);
            FREE(priceDeriv);
            FREE(devices);



    }


    /**
     * Allocate and initialize host memory with appropriate values
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int setupMonteCarloAsianDP();


    /**
     * Override from SDKSample, Generate binary image of given kernel 
     * and exit application
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int genBinaryImage();

    /**
     * OpenCL related initialisations. 
     * Set up Context, Device list, Command Queue, Memory buffers
     * Build CL kernel program executable
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int setupCL();

    /**
     * Set values for kernels' arguments, enqueue calls to the kernels
     * on to the command queue, wait till end of kernel execution.
     * Get kernel start and end time if timing is enabled
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int runCLKernels();

    /**
     * Override from SDKSample. Print sample stats.
     */
    void printStats();

    /**
     * Override from SDKSample. Initialize 
     * command line parser, add custom options
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int initialize();

    /**
     * Override from SDKSample, adjust width and height 
     * of execution domain, perform all sample setup
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int setup();

    /**
     * Override from SDKSample
     * Run OpenCL Bitonic Sort
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int run();

    /**
     * Override from SDKSample
    * Cleanup memory allocations
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int cleanup();

    /**
     * Override from SDKSample
     * Verify against reference implementation
     * @return SDK_SUCCESS on success and SDK_FAILURE on failure
     */
    int verifyResults();

    private:

    /**
     * @brief Left shift
     * @param input input to be shifted
     * @param shift shifting count
     * @param output result after shifting input
     */
    void lshift128(unsigned int* input, unsigned int shift, unsigned int* output);

    /**
     * @brief Right shift
     * @param input input to be shifted
     * @param shift shifting count
     * @param output result after shifting input
     */
    void rshift128(unsigned int* input, unsigned int shift, unsigned int* output);


    /**
     * @brief Generates gaussian random numbers by using 
     *        Mersenenne Twister algo and box muller transformation
     * @param seedArray  seed
     * @param gaussianRand1 gaussian random number generatred
     * @param gaussianRand2 gaussian random number generarted 
     * @param nextRand  generated seed for next usage
     */
    void generateRand(unsigned int* seed,
                      double *gaussianRand1,
                      double *gaussianRand2,
                      unsigned int* nextRand);

    /**
     * @brief   calculates the  price and vega for all trajectories
     */
    void calOutputs(double strikePrice, double* meanDeriv1, 
                    double*  meanDeriv2, double* meanPrice1,
                    double* meanPrice2, double* pathDeriv1, 
                    double* pathDeriv2, double* priceVec1, double* priceVec2);

    /**
     * @brief   Reference implementation for Monte Carlo simuation for
     *          Asian Option pricing 
     */
    void cpuReferenceImpl();
};

#endif