// Sweep run for a single portfolio
public static void ExecuteSweepSingle(
List <Country> countries,
List <Model> models,
SweepParameters[] sweeps,
ConcurrentBag <ModelResult> modelResults,
StreamWriter swr,
Object printlock)
{
Country c = new Country("", 0, 0, 0.0, 0.0, 0.0, 0.0, 0);
List <int> equityChanges = new List <int>();
List <int> bondChanges = new List <int>();
List <int> billChanges = new List <int>();
GraphAcquierer.Acquire(countries, equityChanges, bondChanges, billChanges, printlock);
Distro distroEquities = new Distro(Globals.Singleton().Bins);
Distro distroBonds = new Distro(Globals.Singleton().Bins);
Distro distroBills = new Distro(Globals.Singleton().Bins);
Distro.Prepare(
equityChanges, bondChanges, billChanges,
distroEquities, distroBonds, distroBills,
printlock);
Distro.Test(
distroEquities, distroBonds, distroBills,
printlock);
lock (printlock)
{
Console.WriteLine(Utils.ResultHeader);
}
var res2 = Parallel.ForEach(
models,
(m) =>
{
var res1 = Parallel.ForEach(
sweeps,
(sw) =>
{
Model mm = Model.SweepModel(m, sw, c);
if (mm.Validate())
{
List <SingleRunResult> result = Market.RunSinglePortfolioExperiment(
mm,
distroEquities, distroBonds, distroBills);
ModelResult mr = new ModelResult(mm, result);
modelResults.Add(mr);
Utils.WriteResult(null, mm, mr, printlock);
Utils.WriteResult(swr, mm, mr, printlock);
}
});
});
}
// One run for a 2-part portfolio
public static void ExecuteDouble(
List <Country> countries,
List <Model> models,
ConcurrentBag <ModelResult> modelResults,
StreamWriter swr,
Object printlock)
{
// Separate countries into 2 groups: 2=WORLD, 1=all others
double weight1 = 0.0, weight2 = 0.0;
List <Country> countries1 = new List <Country>();
List <Country> countries2 = new List <Country>();
foreach (Country c in countries)
{
if (Globals.IsWorld(c.Filename))
{
countries2.Add(c);
weight2 += c.Weight;
}
else
{
countries1.Add(c);
weight1 += c.Weight;
}
}
if (weight1 <= 0 || weight2 <= 0)
{
throw new Exception("Cannot find the world or others");
}
// Group2 is just the World
List <int> equityChanges2 = new List <int>();
List <int> bondChanges2 = new List <int>();
List <int> billChanges2 = new List <int>();
GraphAcquierer.Acquire(countries2, equityChanges2, bondChanges2, billChanges2, printlock);
Distro distroEquities2 = new Distro(Globals.Singleton().Bins);
Distro distroBonds2 = new Distro(Globals.Singleton().Bins);
Distro distroBills2 = new Distro(Globals.Singleton().Bins);
Distro.Prepare(
equityChanges2, bondChanges2, billChanges2,
distroEquities2, distroBonds2, distroBills2,
printlock);
// Group1 is all except World
List <int> equityChanges1 = new List <int>();
List <int> bondChanges1 = new List <int>();
List <int> billChanges1 = new List <int>();
GraphAcquierer.Acquire(countries1, equityChanges1, bondChanges1, billChanges1, printlock);
Distro distroEquities1 = new Distro(Globals.Singleton().Bins);
Distro distroBonds1 = new Distro(Globals.Singleton().Bins);
Distro distroBills1 = new Distro(Globals.Singleton().Bins);
Distro.Prepare(
equityChanges1, bondChanges1, billChanges1,
distroEquities1, distroBonds1, distroBills1,
printlock);
lock (printlock)
{
Console.WriteLine(Utils.ResultHeader);
}
var res = Parallel.ForEach(
models,
(m) =>
{
if (m.Validate())
{
List <SingleRunResult> result = Market.RunDoublePortfolioExperiment(
m,
weight2 / (weight1 + weight2),
distroEquities1, distroBonds1, distroBills1,
distroEquities2, distroBonds2, distroBills2);
ModelResult mr = new ModelResult(m, result);
modelResults.Add(mr);
Utils.WriteResult(null, m, mr, printlock);
Utils.WriteResult(swr, m, mr, printlock);
}
});
}
// Sweep run for a double-part portfolio by country
public static void ExecuteSweepDoubleByCountry(
List <Country> countries,
List <Model> models,
SweepParameters[] sweeps,
ConcurrentBag <ModelResult> modelResults,
StreamWriter swr,
Object printlock)
{
// Group2 is just the World
List <Country> countries2 = new List <Country>();
foreach (Country c in countries)
{
if (Globals.IsWorld(c.Filename))
{
countries2.Add(c);
countries2.Last().Weight = 1;
}
}
List <int> equityChanges2 = new List <int>();
List <int> bondChanges2 = new List <int>();
List <int> billChanges2 = new List <int>();
GraphAcquierer.Acquire(countries2, equityChanges2, bondChanges2, billChanges2, printlock);
Distro distroEquities2 = new Distro(Globals.Singleton().Bins);
Distro distroBonds2 = new Distro(Globals.Singleton().Bins);
Distro distroBills2 = new Distro(Globals.Singleton().Bins);
Distro.Prepare(
equityChanges2, bondChanges2, billChanges2,
distroEquities2, distroBonds2, distroBills2,
printlock);
// Now enumerate countries; Group1 each time will carry just one
foreach (var c in countries)
{
if (Globals.IsWorld(c.Filename))
{
continue;
}
List <Country> countries1 = new List <Country>();
countries1.Add(c);
countries1.Last().Weight = 1;
// Group1 is just one country
List <int> equityChanges1 = new List <int>();
List <int> bondChanges1 = new List <int>();
List <int> billChanges1 = new List <int>();
GraphAcquierer.Acquire(countries1, equityChanges1, bondChanges1, billChanges1, printlock);
Distro distroEquities1 = new Distro(Globals.Singleton().Bins);
Distro distroBonds1 = new Distro(Globals.Singleton().Bins);
Distro distroBills1 = new Distro(Globals.Singleton().Bins);
Distro.Prepare(
equityChanges1, bondChanges1, billChanges1,
distroEquities1, distroBonds1, distroBills1,
printlock);
lock (printlock)
{
Console.WriteLine(Utils.ResultHeader);
}
var res2 = Parallel.ForEach(
models,
(m) =>
{
var res1 = Parallel.ForEach(
sweeps,
(sw) =>
{
Model mm = Model.SweepModel(m, sw, c);
if (mm.Validate())
{
if (mm.StartEq + mm.StartBo <= 100)
{
List <SingleRunResult> result = Market.RunDoublePortfolioExperiment(
mm,
sw.WorldShare,
distroEquities1, distroBonds1, distroBills1,
distroEquities2, distroBonds2, distroBills2);
ModelResult mr = new ModelResult(mm, result);
modelResults.Add(mr);
Utils.WriteResult(null, mm, mr, printlock);
Utils.WriteResult(swr, mm, mr, printlock);
}
}
});
});
c.Weight = 0;
}
}