public void ReadWriteCollateralCsv()
{
var csv = new CollateralCsv();
var csvPath = @"D:\collateral.csv";
csv.Load(csvPath);
csv.UpdateCellValue(3, "PrincipalBalance", "12345");
csv.UpdateCellValue(5, "AsOfDate", "2016/12/07");
var newCsvPath = @"D:\collateral-new.csv";
csv.Save(newCsvPath);
}
public static void UpdateDatasetByPredictModel(ProjectLogicModel project)
{
var dbAdapter = new DBAdapter();
var dealSchedule = project.DealSchedule.Instanse;
var errorMsg = "Error occurred in UpdateDatasetByPredictModel";
CommUtils.Assert(dealSchedule.DeterminationDates != null && dealSchedule.DeterminationDates.Length > 0, errorMsg);
CommUtils.Assert(dealSchedule.PaymentDates != null && dealSchedule.PaymentDates.Length > 0, errorMsg);
CommUtils.Assert(dealSchedule.DeterminationDates.Length == dealSchedule.PaymentDates.Length, errorMsg);
var asOfDateEndList = dealSchedule.DeterminationDates.ToList();
var asOfDateBeginList = asOfDateEndList.Select(x => x).ToList();
asOfDateBeginList.RemoveAt(asOfDateBeginList.Count - 1);
asOfDateBeginList.Insert(0, dealSchedule.FirstCollectionPeriodStartDate);
var newAsOfDateList = project.EnablePredictMode ? asOfDateBeginList : asOfDateEndList;
var oldAsOfDateList = project.EnablePredictMode ? asOfDateEndList : asOfDateBeginList;
var paymentDateList = dealSchedule.PaymentDates.ToList();
var durationPeriods = new List <DatasetScheduleLogicModel>();
if (project.EnablePredictMode)
{
//切换到预测模式
//使用过去一期的模型collateral里asset的PrincipalBalance覆盖掉未来一期的值
//从过去到未来遍历
durationPeriods.AddRange(project.DealSchedule.DurationPeriods);
}
else
{
//切换到当期模式：
//使用未来一期的模型collateral里asset的PrincipalBalance覆盖掉过去一期的值
//从未来到过去遍历
durationPeriods.AddRange(project.DealSchedule.DurationPeriods);
durationPeriods.Reverse();
}
//Fields: asOfDate, assetId, principalBalance
foreach (var period in durationPeriods)
{
var dataset = period.Dataset.Instance;
if (dataset == null)
{
continue;
}
var idx = paymentDateList.IndexOf(period.PaymentDate);
if (idx < 0 || idx >= newAsOfDateList.Count)
{
continue;
}
var ymlFolder = dbAdapter.Dataset.GetYmlFolder(project.Instance);
var newAsOfDate = newAsOfDateList[idx];
var newDatasetFolder = dbAdapter.Dataset.GetDatasetFolder(project.Instance, newAsOfDate);
var newCollateralCsvPath = Path.Combine(newDatasetFolder, "collateral.csv");
var oldAsOfDate = oldAsOfDateList[idx];
var oldDatasetFolder = dbAdapter.Dataset.GetDatasetFolder(project.Instance, oldAsOfDate);
var oldCollateralCsvPath = Path.Combine(oldDatasetFolder, "collateral.csv");
dataset.AsOfDate = DateUtils.DateToDigitString(newAsOfDate);
dbAdapter.Dataset.Update(dataset);
if (File.Exists(newCollateralCsvPath))
{
var assetPrincipalBalance = new Dictionary <int, string>();
if (File.Exists(oldCollateralCsvPath))
{
var oldCollateralCsv = new CollateralCsv();
oldCollateralCsv.Load(oldCollateralCsvPath);
foreach (var record in oldCollateralCsv)
{
//保存当次遍历Asset的期初本金
assetPrincipalBalance[record.AssetId] = record.Items["PrincipalBalance"];
}
}
else
{
if (oldAsOfDate > newAsOfDate && period.Next != null)
{
var deal = new ABSDeal(ymlFolder, newDatasetFolder);
var acfDataset = deal.Result.AcfResult.Dataset.FirstOrDefault(x =>
x.PaymentDay == period.Previous.PaymentDate);
if (acfDataset != null)
{
assetPrincipalBalance = acfDataset.ToDictionary(x => x.Asset.Id, x => x.Performing.ToString("n2"));
}
}
}
var collateralAsOfDate = asOfDateBeginList[idx];
var newCollateralCsv = new CollateralCsv();
newCollateralCsv.Load(newCollateralCsvPath);
foreach (var record in newCollateralCsv)
{
var assetId = record.AssetId;
//更新封包日日期
newCollateralCsv.UpdateCellValue(assetId, "AsOfDate",
collateralAsOfDate.ToString("MM/dd/yyyy"));
//更新Asset的期初本金
if (assetPrincipalBalance.ContainsKey(assetId))
{
newCollateralCsv.UpdateCellValue(assetId, "PrincipalBalance",
assetPrincipalBalance[assetId]);
}
}
newCollateralCsv.Save(newCollateralCsvPath);
}
}
}
public void GenerateNextDataset(int projectId)
{
CommUtils.Assert(m_isInitialized, "AssetModifier hasn't been initialized!");
var project = m_dbAdapter.Project.GetProjectById(projectId);
var datasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(project, m_asOfDay);
CommUtils.Assert(Directory.Exists(datasetFolder), "Load dataset [" + project.ProjectGuid + "][" + m_asOfDay + "] failed!");
if (!m_nextAsOfDay.HasValue)
{
return;
}
//Create folder for next dataset if not exists.
var nextDatasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(project, m_nextAsOfDay.Value);
if (!Directory.Exists(nextDatasetFolder))
{
try
{
Directory.CreateDirectory(nextDatasetFolder);
}
catch (Exception e)
{
throw new ApplicationException("Create dataset [" + project.ProjectGuid + "][" + m_asOfDay + "] folder failed! Exception: " + e.Message);
}
}
//Copy and modify collertal.csv
var collateralPath = Path.Combine(datasetFolder, "collateral.csv");
var nextCollateralPath = Path.Combine(nextDatasetFolder, "collateral.csv");
FileUtils.Copy(collateralPath, nextCollateralPath);
var amortizationPath = Path.Combine(datasetFolder, "AmortizationSchedule.csv");
var nextAmortizationPath = Path.Combine(nextDatasetFolder, "AmortizationSchedule.csv");
FileUtils.Copy(amortizationPath, nextAmortizationPath, false);
var promisedCashflowPath = Path.Combine(datasetFolder, "PromisedCashflow.csv");
var nextPromisedCashflowPath = Path.Combine(nextDatasetFolder, "PromisedCashflow.csv");
FileUtils.Copy(promisedCashflowPath, nextPromisedCashflowPath, false);
var reinvestmentPath = Path.Combine(datasetFolder, "Reinvestment.csv");
var nextReinvestmentPath = Path.Combine(nextDatasetFolder, "Reinvestment.csv");
FileUtils.Copy(reinvestmentPath, nextReinvestmentPath, false);
var currentCombileVaiablesPath = Path.Combine(datasetFolder, "CombinedVariables.csv");
var nextCombileVaiablesPath = Path.Combine(nextDatasetFolder, "CombinedVariables.csv");
FileUtils.Copy(currentCombileVaiablesPath, nextCombileVaiablesPath, false);
var currentVariablesPath = Path.Combine(datasetFolder, "CurrentVariables.csv");
var nextCurrentVariablesPath = Path.Combine(nextDatasetFolder, "CurrentVariables.csv");
FileUtils.Copy(currentVariablesPath, nextCurrentVariablesPath, false);
var futureVariablesPath = Path.Combine(datasetFolder, "FutureVariables.csv");
var nextFutureVariablesPath = Path.Combine(nextDatasetFolder, "FutureVariables.csv");
FileUtils.Copy(futureVariablesPath, nextFutureVariablesPath, false);
var pastVariablesPath = Path.Combine(datasetFolder, "PastVariables.csv");
var nextPastVariablesPath = Path.Combine(nextDatasetFolder, "PastVariables.csv");
FileUtils.Copy(pastVariablesPath, nextPastVariablesPath, false);
BasicAnalyticsData basicAnalyticsData = NancyUtils.GetBasicAnalyticsData(projectId, null, m_asOfDay);
//AssetId, 剩余本金
var dictPrincipalBalance = new Dictionary <int, double>();
foreach (var assetCashFlow in basicAnalyticsData.BasicAssetCashflow.BasicAssetCashflowItems)
{
if (assetCashFlow.PaymentDate == m_paymentDay)
{
dictPrincipalBalance[assetCashFlow.AssetId] = assetCashFlow.Performing;
}
}
var collateralCsv = new CollateralCsv();
collateralCsv.Load(nextCollateralPath);
foreach (var record in collateralCsv)
{
var assetId = record.AssetId;
//更新封包日日期
collateralCsv.UpdateCellValue(assetId, "AsOfDate",
m_nextAsOfDay.Value.ToString("MM/dd/yyyy"));
//更新剩余本金
collateralCsv.UpdateCellValue(assetId, "PrincipalBalance",
dictPrincipalBalance.ContainsKey(assetId) ? dictPrincipalBalance[assetId].ToString() : "0");
if (collateralCsv.ContainsColumn("AccrueFromAsOfDate"))
{
collateralCsv.UpdateCellValue(assetId, "AccrueFromAsOfDate", "FALSE");
}
}
collateralCsv.Save(nextCollateralPath);
ProcessVaiables(m_dbAdapter.Dataset.GetYmlFolder(project), basicAnalyticsData);
if (m_previousPaymentDay != m_paymentDay && File.Exists(nextPromisedCashflowPath))
{
var p = new PromisedCashflowCsv(nextPromisedCashflowPath);
p.Load();
p.Records = p.Records.Where(o => o.PaymentDate > m_previousPaymentDay).ToList();
p.Save();
}
}
