public static IIntrinsicAddInterpolator <T> WithFixedNumberOfPointsOnGlobalInventoryRange <T>(
[NotNull] this IIntrinsicAddInventoryGridCalculation <T> intrinsicAddSpacing, int numGridPointsOverGlobalInventoryRange)
where T : ITimePeriod <T>
{
if (intrinsicAddSpacing == null)
{
throw new ArgumentNullException(nameof(intrinsicAddSpacing));
}
if (numGridPointsOverGlobalInventoryRange < 3)
{
throw new ArgumentException($"Parameter {nameof(numGridPointsOverGlobalInventoryRange)} value must be at least 3.", nameof(numGridPointsOverGlobalInventoryRange));
}
IDoubleStateSpaceGridCalc GridCalcFactory(ICmdtyStorage <T> storage)
{
T[] storagePeriods = storage.StartPeriod.EnumerateTo(storage.EndPeriod).ToArray();
double globalMaxInventory = storagePeriods.Max(period => storage.MaxInventory(period));
double globalMinInventory = storagePeriods.Min(period => storage.MaxInventory(period));
double gridSpacing = (globalMaxInventory - globalMinInventory) /
(numGridPointsOverGlobalInventoryRange - 1);
return(new FixedSpacingStateSpaceGridCalc(gridSpacing));
}
return(intrinsicAddSpacing.WithStateSpaceGridCalculation(GridCalcFactory));
}
public static IIntrinsicAddInterpolator <T> WithFixedGridSpacing <T>([NotNull] this IIntrinsicAddInventoryGridCalculation <T> intrinsicAddSpacing, double gridSpacing)
where T : ITimePeriod <T>
{
if (intrinsicAddSpacing == null)
{
throw new ArgumentNullException(nameof(intrinsicAddSpacing));
}
if (gridSpacing <= 0.0)
{
throw new ArgumentException($"Parameter {nameof(gridSpacing)} value must be positive.", nameof(gridSpacing));
}
return(intrinsicAddSpacing.WithStateSpaceGridCalculation(storage => new FixedSpacingStateSpaceGridCalc(gridSpacing)));
}