public void CalculateBangBangDecisionSet_InjectWithdrawRangeBothPositiveUnconstrainedWithExtraDecisions_ReturnsMinAndMaxRateWithExtraDecisions()
{
var injectWithdrawRange = new InjectWithdrawRange(15.5, 65.685);
const double currentInventory = 1010.0;
const double inventoryLoss = 10.0;
const double nextStepMinInventory = 900.0;
const double nextStepMaxInventory = 1070.0;
const int numExtraDecisions = 1;
double[] decisionSet = StorageHelper.CalculateBangBangDecisionSet(injectWithdrawRange, currentInventory, inventoryLoss,
nextStepMinInventory, nextStepMaxInventory, NumericalTolerance, numExtraDecisions);
double[] expectedDecisionSet = new[] { injectWithdrawRange.MinInjectWithdrawRate,
(injectWithdrawRange.MinInjectWithdrawRate + injectWithdrawRange.MaxInjectWithdrawRate) / 2.0, injectWithdrawRange.MaxInjectWithdrawRate };
Assert.Equal(expectedDecisionSet, decisionSet);
}
public void CalculateBangBangDecisionSet_NextStepInventoryConstrainsWithdrawalHigherThanCurrentNoExtraDecisions_ReturnsArrayWithTwoValuesNoneZero()
{
var injectWithdrawRange = new InjectWithdrawRange(-15.5, 65.685);
const double currentInventory = 1010.0;
const double inventoryLoss = 10.0;
const double nextStepMinInventory = 1001.8;
const double nextStepMaxInventory = 1009.51;
const int numExtraDecisions = 0;
double[] decisionSet = StorageHelper.CalculateBangBangDecisionSet(injectWithdrawRange, currentInventory, inventoryLoss,
nextStepMinInventory, nextStepMaxInventory, NumericalTolerance, numExtraDecisions);
double expectedWithdrawalRate = nextStepMaxInventory - currentInventory + inventoryLoss;
double expectedInjectionRate = nextStepMinInventory - currentInventory + inventoryLoss; // Negative injection, i.e. withdrawal
double[] expectedDecisionSet = new[] { expectedInjectionRate, expectedWithdrawalRate };
Assert.Equal(expectedDecisionSet, decisionSet);
}
CalculateBangBangDecisionSet_NextStepInventoryConstrainsInjectionAndWithdrawalAroundCurrentInventoryExtraDecisions_ReturnsAdjustedInjectWithdrawRangeZeroAndExtraDecisions() // TODO rename!
{
var injectWithdrawRange = new InjectWithdrawRange(-15.5, 65.685);
const double currentInventory = 1010.0;
const double inventoryLoss = 10.0;
const double nextStepMinInventory = 991.87;
const double nextStepMaxInventory = 1051.8;
const int numExtraDecisions = 1;
double[] decisionSet = StorageHelper.CalculateBangBangDecisionSet(injectWithdrawRange, currentInventory, inventoryLoss,
nextStepMinInventory, nextStepMaxInventory, NumericalTolerance, numExtraDecisions);
double expectedWithdrawalRate = nextStepMaxInventory - currentInventory + inventoryLoss;
double expectedInjectionRate = nextStepMinInventory - currentInventory + inventoryLoss;
double[] expectedDecisionSet = new[] { expectedInjectionRate, expectedInjectionRate / 2.0, 0.0, expectedWithdrawalRate / 2.0, expectedWithdrawalRate };
Assert.Equal(expectedDecisionSet, decisionSet);
}
public void GetInjectWithdrawRange_InventoryDependentInjectWithdrawRate_EqualToInputsAtInventoryPillars()
{
var injectWithdrawalRanges = new List <InjectWithdrawRangeByInventory>
{
(inventory : 0.0, (minInjectWithdrawRate : -44.85, maxInjectWithdrawRate : 56.8)),
(inventory : 100.0, (minInjectWithdrawRate : -45.01, maxInjectWithdrawRate : 54.5)),
(inventory : 300.0, (minInjectWithdrawRate : -45.78, maxInjectWithdrawRate : 52.01)),
(inventory : 600.0, (minInjectWithdrawRate : -46.17, maxInjectWithdrawRate : 51.9)),
(inventory : 800.0, (minInjectWithdrawRate : -46.99, maxInjectWithdrawRate : 50.8)),
(inventory : 1000.0, (minInjectWithdrawRate : -47.12, maxInjectWithdrawRate : 50.01))
};
var linearInjectWithdrawConstraint = new PiecewiseLinearInjectWithdrawConstraint(injectWithdrawalRanges);
foreach ((double inventoryPillar, InjectWithdrawRange inputInjectWithdrawRange) in injectWithdrawalRanges)
{
InjectWithdrawRange outputInjectWithdrawRange =
linearInjectWithdrawConstraint.GetInjectWithdrawRange(inventoryPillar);
Assert.Equal(inputInjectWithdrawRange.MinInjectWithdrawRate, outputInjectWithdrawRange.MinInjectWithdrawRate);
Assert.Equal(inputInjectWithdrawRange.MaxInjectWithdrawRate, outputInjectWithdrawRange.MaxInjectWithdrawRate);
}
}
