public Dictionary <long, ResultPosition> ExecuteFM(int eventID,
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > EventOccurrenceDRs,
bool ShouldAllocate,
int MaxConcurrencyContracts,
params long[] exposureIDs)
{
return(_handleHDFM.ProcessEvent(eventID, EventOccurrenceDRs, ShouldAllocate, MaxConcurrencyContracts, exposureIDs));
}
public void HDFM()
{
var testCases = new Dictionary <string, Dictionary <string, string> >();
#region Get Testing Configurations
using (StreamReader sr = new StreamReader("TestCases_FMExecution.txt"))
{
string str;
Dictionary <string, string> testContent = null;
while ((str = sr.ReadLine()) != null)
{
if (string.IsNullOrEmpty(str) || string.IsNullOrEmpty(str) || str.StartsWith("//"))//Commenting
{
continue;
}
else if (str.StartsWith("[Test"))
{
testContent = new Dictionary <string, string>();
testCases.Add(str, testContent);
}
else if (null != testContent)
{
string[] pair = str.Replace(" ", string.Empty)
.Split(new char[] { ':' }, 2);
testContent.Add(pair[0], pair[1]);
}
}
}
#endregion
#region === Construct NGFMPrototype & ProcessEvent() ===
HDFM HDFM = new HDFM();
#endregion
int j = 1;
foreach (var kv in testCases)
{
#region Get Expected Results
var lossesPerSubPeril = ReadGULossFromFile(kv.Value["DR"]);
PartitionData pData = RMS.Prototype.NGFM.Utilities.DeserializePartitionData(kv.Value["RITE"]);
if (kv.Value.ContainsKey("CDL"))
{
string cdl = ReadCDL(kv.Value["CDL"]);
foreach (var ce in pData.Exposures)
{
ce.Contract.CDLString = cdl;
}
}
string[] res = kv.Value["RESULT"].Split(new char[] { ';', ',', ' ' });
var expectedResult = new Dictionary <long, double>();
for (int i = 0; i < res.Length - 1; i += 2)
{
long id = long.Parse(res[i]);
if (!expectedResult.ContainsKey(id))
{
expectedResult.Add(id, double.Parse(res[i + 1]));
}
}
#endregion
#region === ProcessEvent() ===
Stopwatch sw = Stopwatch.StartNew();
HDFM.Prepare(pData);
sw.Stop();
//Debug.WriteLine("Prepare(" + kv.Key + ") took " + ElapsedNanoSeconds(sw) + " ns!");
sw.Restart();
var payOutDict = HDFM.ProcessEvent(0, lossesPerSubPeril, false, 1);
sw.Stop();
//Debug.WriteLine("Process(" + kv.Key + ") took " + ElapsedNanoSeconds(sw) + " ns!");
Debug.WriteLine(j + "," + ElapsedNanoSeconds(sw));
j++;
#endregion
#region Comparison
foreach (long id in expectedResult.Keys)
{
double actualResult = (payOutDict.ContainsKey(id)) ? payOutDict[id].PayOut : -1;
Assert.AreEqual(expectedResult[id], actualResult, 0.01, "Test \"{0}\" (ID={1}) is failed.", kv.Key, id);
//string r = expectedResult[id];
//int n = r.Length - 1 - r.IndexOf('.');
//double payOut = (payOutDict.ContainsKey(id)) ? payOutDict[id].PayOut : -1;
//double d = Math.Round(payOut, n);
//string actualResult = d.ToString();
//Assert.AreEqual(expectedResult[id], actualResult, "Test \"{0}\" (ID={1}) is failed.", kv.Key, id);
}
#endregion
}
}