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 void Initialize(PartitionData partitionData, bool append = false)
{
Initialize(append);
#region VECTORIZED REFERENCE PROTOTYPE INTEGRATION
_ReferencePrototype = null;
UseReference = Convert.ToBoolean(ConfigurationManager.AppSettings["UseReference"]);
if (UseReference)
{
//Sunny hack... need to change to read from Model Setings Provider from the DLM..
RAPSettings RapSettings = new RAPSettings(new HashSet <string> {
"WS", "WI", "WA"
});
SubSamplingAnalysisSetting subSamplingSetiings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
if (RapSettings != null || subSamplingSetiings != null)
{
_ReferencePrototype = new ReferencePrototype(partitionData, RapSettings, subSamplingSetiings);
}
else
{
throw new InvalidOperationException("Cannot run in Array Mode and have null RapSettings or null SubSampling Settings!");
}
}
#endregion
if (null != partitionData && null != partitionData.Exposures)
{
foreach (ContractExposure ce in partitionData.Exposures)
{
if ((ce.ContractType != null) && ce.ContractType.IsReinsuranceContract())
{ //Treaty Contract
ContractExposureDataIndex.TryAdd(ce.ExposureID, new TreatyContractExposureData(JavaScriptHarness, false, ce));
}
else if (null != ce.ContractSubjectExposures && null != ce.Subschedules)
{ // Primary Contract
ContractExposureDataIndex.TryAdd(ce.ExposureID, new PrimaryContractExposureData(JavaScriptHarness, false, ce, "", _ReferencePrototype));
}
}
}
}
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);
}
public static void TestReferenceWithPeriods(GraphType type, PartitionData PD, int conID, COLCollection COLSet)
{
RAPSettings settings = new RAPSettings(COLSet.GetSubperils());
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
//NGFMPrototype NGFM = new NGFMPrototype(PD);
ReferencePrototype Reference = new ReferencePrototype(PD, settings, subSamplingSettings);
//Reference.ReferencePrepare(GraphType.Auto);
NGFMPrototype NGFM = new NGFMPrototype(1);
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
DateTime start = DateTime.Now;
PLTGenertorFactory generatorFactory = new PLTGenertorFactory(PD, COLSet, subSamplingSettings, start, TimeStyle.ConstantTimeStamps, LossStyle.DamagaeRatio);
PLTGenerator NGFMEventGen = generatorFactory.GetGeneratorForContract(conID);
//GUInputGenerator ReferenceEventGen = generatorFactory.GetGeneratorForContract(conID);
//VectorGUInputGeneratorFactory vectorgeneratorFactory = new VectorGUInputGeneratorFactory(PD, COLSet.GetSubperils(), TimeStyle.ConstantTimeStamps, LossStyle.DamagaeRatio, true, subSamplingSettings);
//VectorGUInputGenerator ReferenceEventGen = vectorgeneratorFactory.GetGeneratorForContract(conID);
int counter = 0;
int total = 0;
Console.WriteLine("State at: " + DateTime.Now.ToString("h:mm:ss tt"));
//NGFMPrototype NGFM = new NGFMPrototype(PD);
for (int i = 1; i < 200; i += 1)
{
Period NGFMPeriod;
List <Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > > NGFMguLossList;
IVectorEvent RefguLoss;
if (NGFMEventGen.GeneratePeriodLoss(i))
{
NGFMPeriod = NGFMEventGen.PeriodLoss;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
//if (ReferenceEventGen.GenerateRITELoss(i))
//{
// RefguLoss = ReferenceEventGen.GULosses;
//}
//else
// throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
//RefguLoss = ReferenceEventGen.GenerateRITELoss(i);
//Contract ID 11236672 hard coded.. 11324656
//double ReferencePayout = 0;
ReferenceResultOutput ReferenceOutput = Reference.ExecutePeriod(conID, type, NGFMPeriod.EventLossList);
double ReferencePayout = ReferenceOutput.TotalPayout;
//double ReferencePayout2 = Reference.Execute(conIndex, GraphType.FixedGraph1, RefguLoss);
//double NGFMpayout = NGFM.ExecuteFM(NGFMguLoss)[11324656];
List <RMS.ContractObjectModel.ResultPosition> results = NGFM.ProcessPeriod(i, NGFMPeriod.EventLossList, true, 1, conID)[conID];
double NGFMpayout = results.Select(result => result.PayOut).Sum();
//double NGFMpayout = 0;
double diff = NGFMpayout - ReferencePayout;
total += 1;
if (Math.Abs(diff) > 0.1)
{
counter += 1;
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 5) + " || " + "Reference: " + Math.Round(ReferencePayout, 5) + " || " + Math.Round(diff, 5));
}
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 2) + " || " + "Reference: " + Math.Round(ReferencePayout, 2) + " || " + Math.Round(diff, 2));
}
Console.WriteLine("Number of difference: " + counter);
Console.WriteLine("total event = " + total);
Console.WriteLine("End at: " + DateTime.Now.ToString("h:mm:ss tt"));
Console.ReadLine();
}
public static void TestReferenceSpeed(GraphType type, PartitionData PD, int conIndex, COLCollection COLSet)
{
RAPSettings settings = new RAPSettings(COLSet.GetSubperils());
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
//NGFMPrototype NGFM = new NGFMPrototype(PD);
ReferencePrototype Reference = new ReferencePrototype(PD, settings, subSamplingSettings);
Reference.ReferencePrepare(GraphType.Auto);
NGFMPrototype NGFM = new NGFMPrototype();
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
double MicroSecondTicks = Stopwatch.Frequency / 1000000.0;
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start();
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
stopwatch.Stop();
double NGFMGraphTime = Convert.ToDouble(stopwatch.ElapsedTicks) / MicroSecondTicks;
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(PD, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conIndex);
GUInputGeneratorFactory generatorFactory = new GUInputGeneratorFactory(PD, COLSet, subSamplingSettings, TimeStyle.ConstantTimeStamps, LossStyle.DamagaeRatio);
GUInputGenerator NGFMEventGen = generatorFactory.GetGeneratorForContract(conIndex);
VectorGUInputGeneratorFactory vectorgeneratorFactory = new VectorGUInputGeneratorFactory(PD, COLSet.GetSubperils(), TimeStyle.ConstantTimeStamps, LossStyle.GroundUp, true, subSamplingSettings);
VectorGUInputGenerator ReferenceEventGen = vectorgeneratorFactory.GetGeneratorForContract(conIndex);
int counter = 0;
int total = 0;
Console.WriteLine("State at: " + DateTime.Now.ToString("h:mm:ss tt"));
//NGFMPrototype NGFM = new NGFMPrototype(PD);
for (int i = 1; i < 100; i += 1)
{
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > NGFMguLoss;
//Dictionary<string, Dictionary<int, Dictionary<long, Tuple<double, uint, List<float>>>>> RefguLoss;
if (NGFMEventGen.GenerateRITELoss(i))
{
NGFMguLoss = NGFMEventGen.GULosses;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
IVectorEvent RefguLoss = ReferenceEventGen.GenerateRITELoss(i);
stopwatch = new Stopwatch();
stopwatch.Start();
double ReferencePayout = Reference.Execute(conIndex, type, RefguLoss).TotalPayout;
stopwatch.Stop();
double ReferenceTime = Convert.ToDouble(stopwatch.ElapsedTicks) / MicroSecondTicks;
stopwatch.Reset();
stopwatch.Start();
double NGFMpayout = 0;
//double NGFMpayout = NGFM.ExecuteFM(NGFMguLoss)[conIndex];
RMS.ContractObjectModel.ResultPosition result = NGFM.ProcessEvent(i, NGFMguLoss, true, 1, new long[] { conIndex })[conIndex];
NGFMpayout = result.PayOut;
stopwatch.Stop();
double NGFMTime = Convert.ToDouble(stopwatch.ElapsedTicks) / MicroSecondTicks;
double diff = NGFMTime - ReferenceTime;
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + NGFMTime + " || " + "Reference: " + ReferenceTime + " || " + diff);
}
Console.WriteLine("total event = " + total);
Console.WriteLine("NGFM Graph Building Time = " + NGFMGraphTime);
Console.WriteLine("End at: " + DateTime.Now.ToString("h:mm:ss tt"));
Console.ReadLine();
}
public static void TestReference(GraphType type, PartitionData PD, int conID, COLCollection COLSet)
{
RAPSettings settings = new RAPSettings(COLSet.GetSubperils());
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
//NGFMPrototype NGFM = new NGFMPrototype(PD);
ReferencePrototype Reference = new ReferencePrototype(PD, settings, subSamplingSettings);
Reference.ReferencePrepare(GraphType.Auto);
NGFMPrototype NGFM = new NGFMPrototype();
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(PD, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conID);
GUInputGeneratorFactory generatorFactory = new GUInputGeneratorFactory(PD, COLSet, subSamplingSettings, TimeStyle.RandomTimeStamps, LossStyle.DamagaeRatio);
GUInputGenerator NGFMEventGen = generatorFactory.GetGeneratorForContract(conID);
GUInputGenerator ReferenceEventGen = generatorFactory.GetGeneratorForContract(conID);
int counter = 0;
int total = 0;
Console.WriteLine("State at: " + DateTime.Now.ToString("h:mm:ss tt"));
//NGFMPrototype NGFM = new NGFMPrototype(PD);
for (int i = 247; i < 248; i += 1)
{
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > NGFMguLoss;
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > RefguLoss;
if (NGFMEventGen.GenerateRITELoss(i))
{
NGFMguLoss = NGFMEventGen.GULosses;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
if (ReferenceEventGen.GenerateRITELoss(i))
{
RefguLoss = ReferenceEventGen.GULosses;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
//Contract ID 11236672 hard coded.. 11324656
double ReferencePayout = Reference.Execute(conID, type, RefguLoss).TotalPayout;
//double ReferencePayout2 = Reference.Execute(conIndex, GraphType.FixedGraph1, RefguLoss);
//double NGFMpayout = NGFM.ExecuteFM(NGFMguLoss)[11324656];
RMS.ContractObjectModel.ResultPosition result = NGFM.ProcessEvent(i, NGFMguLoss, true, 1, new long[] { conID })[conID];
double NGFMpayout = result.PayOut;
//double NGFMpayout = 0;
double diff = NGFMpayout - ReferencePayout;
total += 1;
if (Math.Abs(diff) > 0.1)
{
counter += 1;
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 5) + " || " + "Reference: " + Math.Round(ReferencePayout, 5) + " || " + Math.Round(diff, 5));
}
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 2) + " || " + "Reference: " + Math.Round(ReferencePayout, 2) + " || " + Math.Round(diff, 2));
}
Console.WriteLine("Number of difference: " + counter);
Console.WriteLine("total event = " + total);
Console.WriteLine("End at: " + DateTime.Now.ToString("h:mm:ss tt"));
Console.ReadLine();
}
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();
}