static void Main(string[] args)
{
string globalFileName, modelsFilename, countriesFileName;
Portfolio portfolio = Portfolio.Single;
SweepMode sweepMode = SweepMode.No;
SweepParameters[] sweeps = new SweepParameters[1];
int nFactors = 0;
const int maxFactors = 10;
Factor[] factors = new Factor[maxFactors];
int cp = 0;
for (int f = 0; f < factors.Length; f++)
{
factors[f] = Factor.None;
}
// Global params file
if (args.Length <= cp)
{
Console.Write("Usage: <globals.csv> <countries.csv> <models.csv> [single|dual] [sweep N factor-1 ... factor-n]");
return;
}
globalFileName = args[cp++];
Globals.ReadParams(globalFileName);
string resultPrefix = "R_" + Globals.Singleton().Prefix;
// Countries file
if (args.Length <= cp)
{
Console.Write("Second parameter must point to the countries file");
return;
}
countriesFileName = args[cp++];
List <Country> countries = Country.ReadCountries(countriesFileName, false);
// Models file
if (args.Length <= cp)
{
Console.Write("Third parameter must point to the models file");
return;
}
modelsFilename = args[cp++];
List <Model> models = Model.ReadModels(modelsFilename);
// Portfolio Composition Mode
if (args.Length > cp)
{
if (args[cp].ToLower().Trim() == "single")
{
Console.WriteLine("The whole portfolio is managed as one thing");
portfolio = Portfolio.Single;
resultPrefix += "_Single";
}
else if (args[cp].ToLower().Trim() == "double")
{
portfolio = Portfolio.Double;
Console.WriteLine("The portfolio is composed of 2 separate parts: all countries except last, and last");
resultPrefix += "_Double";
}
else
{
Console.WriteLine("First parameter can be only 'single' or 'double'. It defines portfolio composition");
return;
}
cp++;
}
// Sweep mode
if (args.Length > cp)
{
if (args[cp].ToLower().Trim() != "sweep")
{
Console.WriteLine("This parameter can be only 'sweep'. It would request sweep by few listed parameters.");
return;
}
else
{
sweepMode = SweepMode.SweepNoCountry;
resultPrefix += "_Sweep";
}
cp++;
}
if (sweepMode != SweepMode.No)
{
// Sweep factors counter
if (args.Length > cp)
{
nFactors = int.Parse(args[cp]);
if (nFactors >= maxFactors)
{
Console.WriteLine("You cannot Sweep by more than {0} factors", maxFactors);
return;
}
Console.WriteLine("Sweep is requested for {0} factors", nFactors);
cp++;
}
else
{
Console.WriteLine("This parameter can be only sweep factor count");
return;
}
for (int i = 0; i < nFactors; i++)
{
//Country| Strategy | Withdrawal | DualShare | Eq | Bo
switch (args[cp].ToLower().Trim())
{
case "country":
sweepMode = SweepMode.SweepAndCountry;
resultPrefix += "_Country";
break;
case "str":
factors[i] = Factor.Strategy;
resultPrefix += "_Strategy";
break;
case "world":
factors[i] = Factor.WorldShare;
resultPrefix += "_World";
break;
case "wd":
factors[i] = Factor.Withdrawal;
resultPrefix += "_Withdrawal";
break;
case "eq":
factors[i] = Factor.Equity;
resultPrefix += "_Equity";
break;
case "bo":
factors[i] = Factor.Bonds;
resultPrefix += "_Bonds";
break;
default:
Console.Write("This parameter can be only Country| Strategy | Withdrawal | WorldShare | Equity | Bonds");
return;
}
cp++;
}
}
// Prepare sweep parameters
if (sweepMode != SweepMode.No)
{
sweeps = Utils.Factorize(factors, countries);
Console.WriteLine("You requested to sweep across {0} combinations", sweeps.Length);
}
// Create results dir and copy controling files
Utils.CreateResultDir(resultPrefix, globalFileName, countriesFileName, modelsFilename);
Utils.SaveCommand(Utils.CommandFileName(resultPrefix), args);
// Run simulations
Execute(
countries,
models,
portfolio,
sweepMode,
sweeps,
Utils.ResultFileName(resultPrefix),
Utils.PerCountryFileName(resultPrefix),
Utils.CrossCountryFileName(resultPrefix));
}
public static void ReadParams(string fname)
{
int cycles = 400;
int repeats = 1000;
int startsize = 4000000;
int doublerebalance = cycles;
int doubleCountryWeight = 1;
int doubleWorldWeight = 1;
double stepsInYear = 10.8684;
int bins = 200;
int wdBins = 5;
double[] qtops = { 0.5, 0.8, 1.2, 2.0 }; // wdBins length
int cutoff = 95;
int essentialsPercent = 80;
int allowedInsufficientRate = 5;
string doubleWorldName = "world.jpg";
Double[] sweepWithdrawalRates = { 0, 0.5, 1, 1.5, 2, 2.5, 3, 3.5, 4, 4.5, 5, 5.5, 6, 6.5, 7, 7.5, 8, 8.5, 9, 9.5 };
double[] sweepWorldShares = { 0, 0.25, 0.5, 0.75 };
int[] sweepEquities = { 0, 10, 20, 30, 40, 50, 60, 70, 80, 90, 100 };
int[] sweepBonds = { 0, 10, 20, 30, 40, 50, 60, 70, 80, 90, 100 };
int[] sweepStrategies = { 1, 2, 3 };
string resultLocation = ".";
string prefix = "R";
var sr = new StreamReader(File.OpenRead(fname));
while (!sr.EndOfStream)
{
var line = sr.ReadLine().Trim();
if (line.Length == 0 || line.StartsWith("#"))
continue;
var values = line.Split(',');
switch (values[0].ToLower().Trim())
{
case "prefix":
prefix = values[1];
break;
case "location":
resultLocation = values[1];
break;
case "cycles":
cycles = int.Parse(values[1]);
break;
case "repeats":
repeats = int.Parse(values[1]);
break;
case "startsum":
startsize = int.Parse(values[1]);
break;
case "doubleworldname":
doubleWorldName = values[1];
break;
case "doublerebalance":
doublerebalance = int.Parse(values[1]);
break;
case "doubleworldweight":
doubleWorldWeight = int.Parse(values[1]);
break;
case "doublecountryweight":
doubleCountryWeight = int.Parse(values[1]);
break;
case "bins":
bins = int.Parse(values[1]);
break;
case "wdbins":
wdBins = int.Parse(values[1]);
break;
case "qtops":
qtops = new double[wdBins-1];
for (int i = 1; i < wdBins; i++)
qtops[i - 1] = double.Parse(values[i]);
break;
case "cutoff":
cutoff = int.Parse(values[1]);
break;
case "essentialspercent":
essentialsPercent = int.Parse(values[1]);
break;
case "allowedinsufficientrate":
allowedInsufficientRate = int.Parse(values[1]);
break;
case "stepsinyear":
stepsInYear = double.Parse(values[1]);
break;
case "sweepwithdrawalrates":
sweepWithdrawalRates = new double[values.Length - 2];
for (int i = 1; i < values.Length - 1; i++)
sweepWithdrawalRates[i - 1] = double.Parse(values[i]);
break;
case "sweepworld":
sweepWorldShares = new double[values.Length - 2];
for (int i = 1; i < values.Length - 1; i++)
sweepWorldShares[i - 1] = double.Parse(values[i]);
break;
case "sweepequities":
sweepEquities = new int[values.Length - 2];
for (int i = 1; i < values.Length - 1; i++)
sweepEquities[i - 1] = int.Parse(values[i]);
break;
case "sweepbonds":
sweepBonds = new int[values.Length - 2];
for (int i = 1; i < values.Length - 1; i++)
sweepBonds[i - 1] = int.Parse(values[i]);
break;
case "sweepstr":
sweepStrategies = new int[values.Length - 2];
for (int i = 1; i < values.Length - 1; i++)
sweepStrategies[i - 1] = int.Parse(values[i]);
break;
}
}
s_globals = new Globals(
cycles,
repeats,
startsize,
doublerebalance,
doubleCountryWeight,
doubleWorldWeight,
doubleWorldName,
bins,
wdBins,
cutoff,
essentialsPercent,
allowedInsufficientRate,
stepsInYear,
prefix,
resultLocation,
sweepWithdrawalRates,
sweepWorldShares,
sweepEquities,
sweepBonds,
sweepStrategies,
qtops);
}
