public void CanMerge()
{
var x = new ResultCube();
x.Initialize(new Dictionary <string, Type> {
{ "gwah", typeof(string) }, { "wwahh", typeof(int) }
});
var y = new ResultCube();
y.Initialize(new Dictionary <string, Type> {
{ "gwah", typeof(string) }, { "wwahh", typeof(int) }
});
x.AddRow(new object[] { "woooh", 6 }, 77.6);
y.AddRow(new object[] { "woooh", 6 }, 77.4);
var d = x.MergeQuick(y);
Assert.Equal(2, d.GetAllRows().Length);
d = x.Merge(y);
Assert.Equal(2, d.GetAllRows().Length);
var z = new ResultCube();
z.Initialize(new Dictionary <string, Type> {
{ "gwah", typeof(bool) }, { "wwahh", typeof(int) }
});
Assert.Throws <Exception>(() => x.MergeQuick(z));
Assert.Throws <Exception>(() => x.Merge(z));
}
public ICube Generate(IPvModel model, Portfolio portfolio = null)
{
var o = new ResultCube();
o.Initialize(new Dictionary <string, Type>
{
{ "AxisA", typeof(string) },
{ "AxisB", typeof(string) }
});
var scenarios = GenerateScenarios(model);
ICube baseRiskCube = null;
if (ReturnDifferential)
{
var baseModel = model;
if (portfolio != null)
{
baseModel = baseModel.Rebuild(baseModel.VanillaModel, portfolio);
}
baseRiskCube = GetRisk(baseModel);
}
var threadLock = new object();
var results = new ICube[scenarios.Count];
var scList = scenarios.ToList();
ParallelUtils.Instance.For(0, scList.Count, 1, i =>
{
var scenario = scList[i];
var pvModel = scenario.Value;
if (portfolio != null)
{
pvModel = pvModel.Rebuild(pvModel.VanillaModel, portfolio);
}
var result = GetRisk(pvModel);
if (ReturnDifferential)
{
result = result.Difference(baseRiskCube);
}
results[i] = result;
}).Wait();
for (var i = 0; i < results.Length; i++)
{
o = (ResultCube)o.Merge(results[i],
new Dictionary <string, object>
{
{ "AxisA", scList[i].Key.Item1 },
{ "AxisB", scList[i].Key.Item2 }
}, null, true);
}
return(o);
}
