//+ TestMethods
private void a_valid_FxArray(double[][] data, double eRate)
{
var stochArray = new FxArray(data, eRate);
bool result = _fxArrayCache.TryAddItem(stochArray, out _fxHash, FxArrayIdentifier);
result.ShouldBeTrue();
}
private static string ReadFxArray(string fullPath, Cache <FxArray> cache, int maxHorizon, int maxSim)
{
List <List <double> > unstructuredData = new List <List <double> >();
double currentExchangeRate;
using (var reader = new StreamReader(fullPath))
{
string line = reader.ReadLine();
var values = line.Split(',');
if (!(string.Equals(values[0], "1") && string.Equals(values[1], "0")))
{
throw new ArgumentException("Fx Data is in an unexpected format");
}
var firstLoopData = new List <double>();
currentExchangeRate = values[2].ConvertParameterToDouble("Fx Value");
int colsToRead = 1;
do
{
if (reader.EndOfStream)
{
throw new ArgumentException("Fx Data is in an unexpected format");
}
line = reader.ReadLine();
values = line.Split(',');
if (values[1].ConvertParameterToInt("Fx Data") == 0)
{
if (currentExchangeRate != values[2].ConvertParameterToDouble("Fx Value"))
{
throw new ArgumentException("Fx Data is in an unexpected format");
}
break;
}
if (colsToRead > maxHorizon)
{
continue;
}
if (!string.Equals(values[0], "1") || values[1].ConvertParameterToInt("Fx Value") != colsToRead)
{
throw new ArgumentException("Fx Data is in an unexpected format");
}
var data = new List <double>();
data.Add(values[2].ConvertParameterToDouble("Fx Value"));
unstructuredData.Add(data);
colsToRead++;
} while (true);
int currentSim = 2;
var yearsRead = new Queue <int>(Enumerable.Range(1, colsToRead - 1));
int currentYear = 0;
while (!reader.EndOfStream)
{
line = reader.ReadLine();
values = line.Split(',');
// in case you have blank rows
if (values.All(val => string.IsNullOrWhiteSpace(val)))
{
continue;
}
int simRead = values[0].ConvertParameterToInt("Fx Data");
int yearRead = values[1].ConvertParameterToInt("Fx Data");
if (yearRead > maxHorizon)
{
continue;
}
if (yearsRead.Count() == 0)
{
yearsRead = new Queue <int>(Enumerable.Range(1, colsToRead - 1));
currentSim++;
if (currentSim > maxSim)
{
break;
}
if (!values[2].ConvertParameterToDouble("Fx Value").EqualsWithPrecision(currentExchangeRate))
{
throw new ArgumentException("Current Exchange Rates do not match in ESG File");
}
continue;
}
currentYear = yearsRead.Dequeue();
if (simRead != currentSim || yearRead != currentYear)
{
throw new ArgumentException("Fx Data is in an unexpected format");
}
unstructuredData[currentYear - 1].Add(values[2].ConvertParameterToDouble("Fx Data"));
}
}
var structuredData = unstructuredData.InvertEnumerableOrder();
var fxArray = new FxArray(structuredData, currentExchangeRate);
_ = cache.TryAddItem(fxArray, out var hash, fullPath, maxHorizon, maxSim);
return(hash);
}
public void TestInitialiser()
{
_fxArray = null;
_stochArray = null;
}
public void TestCompletion()
{
_fxArray = null;
_stochArray = null;
}
//+ TestMethods
private void a_valid_fxArray(double[][] rates, double currentFx)
{
_fxArray = new FxArray(rates, currentFx);
}
