private static void TestRITEMap(PartitionData pd, long conID)
{
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(pd, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conID);
ISubPerilConfig subperilInfo = new RMSSubPerilConfig();
RITEmapper1 mapper = new RITEmapper1(expData, new RAPSettings(new HashSet <string> {
"EQ"
}), subperilInfo);
}
private static void TestGULossVector(PartitionData pd, long conID)
{
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(pd, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conID);
ISubPerilConfig subperilInfo = new RMSSubPerilConfig();
IRITEindexMapper mapper = new RITEmapper1(expData, new RAPSettings(new HashSet <string> {
"EQ"
}), subperilInfo);
HashSet <String> subperils = new HashSet <string> {
"EQ", "WS"
};
VectorGUInputGeneratorFactory vectorgeneratorFactory = new VectorGUInputGeneratorFactory(pd, new HashSet <string> {
"EQ"
}, TimeStyle.ConstantTimeStamps, LossStyle.GroundUp, true, subSamplingSettings);
VectorGUInputGenerator ReferenceEventGen = vectorgeneratorFactory.GetGeneratorForContract(conID);
IVectorEvent Event = ReferenceEventGen.GenerateRITELoss(1);
}
private static void TestMatrixHDFM(PartitionData pd, long conID)
{
Stopwatch sw = new Stopwatch();
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(pd, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conID);
ISubPerilConfig subperilInfo = new RMSSubPerilConfig();
HashSet <String> subperils = new HashSet <string> {
"WI"
};
IRITEindexMapper mapper = new RITEmapper1(expData, new RAPSettings(subperils), subperilInfo);
VectorGUInputGeneratorFactory vectorgeneratorFactory = new VectorGUInputGeneratorFactory(pd, subperils, TimeStyle.ConstantTimeStamps, LossStyle.GroundUp, true, subSamplingSettings);
VectorGUInputGenerator vectorGenerator = vectorgeneratorFactory.GetGeneratorForContract(conID);
FixedMatrixGraphJPTY JPTYGraph = new FixedMatrixGraphJPTY(expData);
JPTYGraph.Initialize();
MatrixGraphExecuter executer = new MatrixGraphExecuter(JPTYGraph);
int NumOfEvents = 100;
double totalTime = 0;
for (int eventId = 6; eventId < NumOfEvents; eventId++)
{
IVectorEvent Event = vectorGenerator.GenerateRITELoss(eventId);
sw.Start();
float payout = (float)(executer.Run(Event).TotalPayOut);
sw.Stop();
long test = sw.ElapsedMilliseconds;
//totalTime += sw.Elapsed.TotalMilliseconds;
}
double avgTime = sw.Elapsed.TotalMilliseconds / NumOfEvents;
double avgGraphState = executer.IniGraphState.Elapsed.TotalMilliseconds / NumOfEvents;
double avgAggregation = executer.Aggregation.Elapsed.TotalMilliseconds / NumOfEvents;
double avgInteraction = executer.Interaction.Elapsed.TotalMilliseconds / NumOfEvents;
double avgFillARite = executer.AssignGUtoARite.Elapsed.TotalMilliseconds / NumOfEvents;
double avgSumByPattern = executer.Aggregation1.Elapsed.TotalMilliseconds / NumOfEvents;
double avgAllocation = executer.Allocationtimer.Elapsed.TotalMilliseconds / NumOfEvents;
Console.WriteLine("For " + NumOfEvents + " Events avg execution time is "
+ avgTime + " Milliseconds");
Console.WriteLine("For" + NumOfEvents + "avg GraphState Instantiation is "
+ avgGraphState + "Milliseconds");
Console.WriteLine("For" + NumOfEvents + "avg Aggregation is "
+ avgAggregation + "Milliseconds");
Console.WriteLine("For" + NumOfEvents + "avg Interaction is "
+ avgInteraction + "Milliseconds");
Console.WriteLine("For" + NumOfEvents + "avg Assigning GU to Arites is "
+ avgFillARite + "Milliseconds");
Console.WriteLine("For" + NumOfEvents + "avg SumArrayByPattern is "
+ avgSumByPattern + "Milliseconds");
Console.WriteLine("For" + NumOfEvents + "avg allocation time is "
+ avgAllocation + "Milliseconds");
Console.ReadLine();
}
