/// <summary>
/// Called by Simulator after parse.
/// Initializes here time-dependant but not state dependent variables.
/// </summary>
/// <param name="simulationDates">
/// The dates at which the process realizations will be requested.
/// </param>
public void Setup(double[] simulationDates)
{
try
{
if (File.Exists(this.FilePath))
{
// Store the lines of the file.
string[] fileLines = File.ReadAllLines(this.FilePath)
.Where(s => s != string.Empty)
.ToArray();
List <string> tmpList = new List <string>(fileLines);
tmpList.Sort((s1, s2) =>
{
string d1String = s1.Split(HistoricalSimulator.elementSeparators)[0];
DateTime d1 = DateTime.Parse(d1String);
string d2String = s2.Split(HistoricalSimulator.elementSeparators)[0];
DateTime d2 = DateTime.Parse(d2String);
return(d1.CompareTo(d2));
});
fileLines = tmpList.ToArray();
// Use the file lines in order to get the file content.
this.fileContent = new List <Tuple <DateTime, Vector> >();
for (int i = 0; i < fileLines.Length; i++)
{
string[] lineTokens = fileLines[i].Split(HistoricalSimulator.elementSeparators);
DateTime date = DateTime.Parse(lineTokens[0]);
double[] data = new double[lineTokens.Length - 1];
for (int j = 0; j < data.Length; j++)
{
data[j] = DoubleHelper.FromString(lineTokens[j + 1]);
}
this.fileContent.Add(new Tuple <DateTime, Vector>(date, new Vector(data)));
}
// Calculate the entry point in the file (the index of the starting line).
DateTime nearestDate = DateTime.Now.Date;
for (int i = 0; i < this.fileContent.Count; i++)
{
DateTime date = this.fileContent[i].Item1;
if (i == 0)
{
nearestDate = date;
}
else
{
nearestDate = NearestDate(StartDate, nearestDate, date);
}
if (nearestDate == date)
{
this.startIndex = i;
}
}
// Calculate the list of dates in the file.
List <DateTime> dateList = new List <DateTime>();
for (int i = 0; i < this.fileContent.Count; i++)
{
DateTime date = this.fileContent[i].Item1;
dateList.Add(date);
}
// Calculate for each date the line of the file to use in order the get the
// values. Gets the nearest date between each simulation date and the dates
// present in the file (if the date is before the entry point use the entry
// point instead).
this.simulationDateIndexes = new Dictionary <double, int>();
foreach (double doubleDate in simulationDates)
{
DateTime date = Document.ActiveDocument.DefaultProject.GetDate(doubleDate);
TimeSpan dateDifference = date - Document.ActiveDocument.SimulationStartDate;
int dateIndex = NearestDateIndex(StartDate + dateDifference, dateList.ToArray());
this.simulationDateIndexes.Add(doubleDate, Math.Max(dateIndex, this.startIndex));
}
}
else
{
this.fileContent = null;
}
}
catch
{
this.fileContent = null;
}
// After reading the input, do the other initializations, if needed.
if (OperatingMode == OperatingMode.Bootstrap)
{
this.bootstrap = new Bootstrap(this.fileContent);
}
}
