public static IAddMinInventory <T> WithConstantInjectWithdrawRange <T>([NotNull] this IAddInjectWithdrawConstraints <T> builder,
double minInjectWithdrawRate, double maxInjectWithdrawRate)
where T : ITimePeriod <T>
{
if (builder == null)
{
throw new ArgumentNullException(nameof(builder));
}
var constantInjectWithdrawConstraint = new ConstantInjectWithdrawConstraint(minInjectWithdrawRate, maxInjectWithdrawRate);
return(builder.WithInjectWithdrawConstraint(constantInjectWithdrawConstraint));
}
private static IAddInjectionCost <T> AddInjectWithdrawRanges <T>(
IAddInjectWithdrawConstraints <T> builder,
IEnumerable <InjectWithdrawRangeByInventoryAndPeriod <T> > injectWithdrawRanges,
Func <InjectWithdrawRangeByInventory[], IInjectWithdrawConstraint> constraintFactory) where T : ITimePeriod <T>
{
var injectWithdrawSortedList = new SortedList <T, IInjectWithdrawConstraint>();
var inventoryRangeList = new List <InventoryRange>();
foreach ((T period, IEnumerable <InjectWithdrawRangeByInventory> injectWithdrawRange) in injectWithdrawRanges)
{
if (period == null)
{
throw new ArgumentException("Null Period in collection.", nameof(injectWithdrawRanges));
}
if (injectWithdrawRange == null)
{
throw new ArgumentException("Null InjectWithdrawRanges in collection.", nameof(injectWithdrawRange));
}
InjectWithdrawRangeByInventory[] injectWithdrawRangeArray = injectWithdrawRange.ToArray();
if (injectWithdrawRangeArray.Length < 2)
{
throw new ArgumentException($"Period {period} contains less than 2 inject/withdraw/inventory constraints.",
nameof(injectWithdrawRanges));
}
IInjectWithdrawConstraint constraint;
if (injectWithdrawRangeArray.Length == 2 &&
injectWithdrawRangeArray[0].InjectWithdrawRange.MinInjectWithdrawRate.AlmostEqual(
injectWithdrawRangeArray[1].InjectWithdrawRange.MinInjectWithdrawRate, double.Epsilon) &&
injectWithdrawRangeArray[0].InjectWithdrawRange.MaxInjectWithdrawRate.AlmostEqual(
injectWithdrawRangeArray[1].InjectWithdrawRange.MaxInjectWithdrawRate, double.Epsilon))
{
// Two rows which represent constant inject/withdraw constraints over all inventories
constraint = new ConstantInjectWithdrawConstraint(injectWithdrawRangeArray[0].InjectWithdrawRange);
}
else
{
constraint = constraintFactory(injectWithdrawRangeArray);
}
double minInventory = injectWithdrawRangeArray.Min(inventoryRange => inventoryRange.Inventory);
double maxInventory = injectWithdrawRangeArray.Max(inventoryRange => inventoryRange.Inventory);
try
{
injectWithdrawSortedList.Add(period, constraint);
inventoryRangeList.Add(new InventoryRange(minInventory, maxInventory));
}
catch (ArgumentException) // TODO unit test
{
throw new ArgumentException("Repeated periods found in inject/withdraw ranges.",
nameof(injectWithdrawRanges));
}
}
if (injectWithdrawSortedList.Count == 0)
{
throw new ArgumentException("No inject/withdraw constrains provided.", nameof(injectWithdrawRanges));
}
// TODO create helper method (in Cmdty.TimeSeries) to create TimeSeries from piecewise data?
T firstPeriod = injectWithdrawSortedList.Keys[0];
T lastPeriod = injectWithdrawSortedList.Keys[injectWithdrawSortedList.Count - 1];
int numPeriods = lastPeriod.OffsetFrom(firstPeriod) + 1;
var timeSeriesInjectWithdrawValues = new IInjectWithdrawConstraint[numPeriods];
var timeSeriesInventoryRangeValues = new InventoryRange[numPeriods];
T periodLoop = firstPeriod;
IInjectWithdrawConstraint constraintLoop = injectWithdrawSortedList.Values[0];
InventoryRange inventoryRangeLoop = inventoryRangeList[0];
int arrayCounter = 0;
int sortedListCounter = 0;
do
{
if (periodLoop.Equals(injectWithdrawSortedList.Keys[sortedListCounter]))
{
constraintLoop = injectWithdrawSortedList.Values[sortedListCounter];
inventoryRangeLoop = inventoryRangeList[sortedListCounter];
sortedListCounter++;
}
timeSeriesInjectWithdrawValues[arrayCounter] = constraintLoop;
timeSeriesInventoryRangeValues[arrayCounter] = inventoryRangeLoop;
periodLoop = periodLoop.Offset(1);
arrayCounter++;
} while (periodLoop.CompareTo(lastPeriod) <= 0);
var injectWithdrawTimeSeries =
new TimeSeries <T, IInjectWithdrawConstraint>(firstPeriod, timeSeriesInjectWithdrawValues);
var inventoryRangeTimeSeries = new TimeSeries <T, InventoryRange>(firstPeriod, timeSeriesInventoryRangeValues);
IInjectWithdrawConstraint GetInjectWithdrawConstraint(T period)
{
if (period.CompareTo(injectWithdrawTimeSeries.End) > 0)
{
return(injectWithdrawTimeSeries[injectWithdrawTimeSeries.End]);
}
return(injectWithdrawTimeSeries[period]);
}
IAddMinInventory <T>
addMinInventory = builder.WithInjectWithdrawConstraint(GetInjectWithdrawConstraint);
double GetMinInventory(T period)
{
if (period.CompareTo(inventoryRangeTimeSeries.End) > 0)
{
return(inventoryRangeTimeSeries[inventoryRangeTimeSeries.End].MinInventory);
}
return(inventoryRangeTimeSeries[period].MinInventory);
}
IAddMaxInventory <T> addMaxInventory = addMinInventory.WithMinInventory(GetMinInventory);
double GetMaxInventory(T period)
{
if (period.CompareTo(inventoryRangeTimeSeries.End) > 0)
{
return(inventoryRangeTimeSeries[inventoryRangeTimeSeries.End].MaxInventory);
}
return(inventoryRangeTimeSeries[period].MaxInventory);
}
IAddInjectionCost <T> addInjectionCost = addMaxInventory.WithMaxInventory(GetMaxInventory);
return(addInjectionCost);
}