public static void CrossCountryAnalysis(
List <Country> countries,
List <Model> models,
Portfolio portfolio,
SweepMode sweepMode,
SweepParameters[] sweeps,
ConcurrentBag <ModelResult> modelResults,
string perCountrySummaryFilename,
string crossCountrySummaryFilename,
Object printLock)
{
Dictionary <SweepParameters, SweepStat> sorter = new Dictionary <SweepParameters, SweepStat>();
foreach (ModelResult mr in modelResults)
{
SweepParameters swp = new SweepParameters();
swp.Country = -1;
swp.WithdrawalRate = mr.model.YearlyWithdrawal;
swp.WorldShare = mr.model.WorldShare;
swp.Equity = mr.model.StartEq;
swp.Bonds = mr.model.StartBo;
swp.Strategy = mr.model.Strategy;
int countryIndex = 0;
foreach (Country c in countries)
{
if (c.Filename == mr.model.CountryName)
{
break;
}
else
{
countryIndex++;
}
}
if (!sorter.ContainsKey(swp))
{
SweepStat sws = new SweepStat();
sws.sweepResults = new Dictionary <int, List <ModelResult> >();
sorter.Add(swp, sws);
}
if (!sorter[swp].sweepResults.ContainsKey(countryIndex))
{
sorter[swp].sweepResults.Add(countryIndex, new List <ModelResult>());
}
sorter[swp].sweepResults[countryIndex].Add(mr);
}
List <SweepResult> sweepResults = new List <SweepResult>();
foreach (SweepParameters swp in sorter.Keys)
{
SweepStat sws = sorter[swp];
foreach (int country in sorter[swp].sweepResults.Keys)
{
foreach (ModelResult mr in sorter[swp].sweepResults[country])
{
sws.totalPop += countries[country].Population;
sws.weightedProd += mr.productivity * countries[country].Population;
sws.weightedSuccessRate += mr.overallSuccessRate * countries[country].Population;
}
}
sws.weightedProd /= sws.totalPop;
sws.weightedSuccessRate /= sws.totalPop;
SweepResult swr = new SweepResult();
swr.parameters = swp;
swr.stat = sws;
sweepResults.Add(swr);
}
IEnumerable <SweepResult> sortedResults = sweepResults.OrderBy(
sr => (sr.stat.weightedSuccessRate * 10000.0 + sr.stat.weightedProd));
using (StreamWriter sw = new StreamWriter(crossCountrySummaryFilename))
{
sw.WriteLine("WdRate,Strategy,World,Eq,Bo,Prod,Success,");
foreach (SweepResult sr in sortedResults)
{
sw.WriteLine("{0:F2},{1},{2:F2},{3},{4},{5:F2},{6:F2},",
sr.parameters.WithdrawalRate,
sr.parameters.Strategy,
sr.parameters.WorldShare,
sr.parameters.Equity,
sr.parameters.Bonds,
sr.stat.weightedProd,
sr.stat.weightedSuccessRate);
}
}
}
public static void CrossCountryAnalysis(
List<Country> countries,
List<Model> models,
Portfolio portfolio,
SweepMode sweepMode,
SweepParameters[] sweeps,
ConcurrentBag<ModelResult> modelResults,
string perCountrySummaryFilename,
string crossCountrySummaryFilename,
Object printLock)
{
Dictionary<SweepParameters, SweepStat> sorter = new Dictionary<SweepParameters, SweepStat>();
foreach (ModelResult mr in modelResults)
{
SweepParameters swp = new SweepParameters();
swp.Country = -1;
swp.WithdrawalRate = mr.model.YearlyWithdrawal;
swp.WorldShare = mr.model.WorldShare;
swp.Equity = mr.model.StartEq;
swp.Bonds = mr.model.StartBo;
swp.Strategy = mr.model.Strategy;
int countryIndex = 0;
foreach(Country c in countries)
{
if (c.Filename == mr.model.CountryName)
break;
else
countryIndex++;
}
if (!sorter.ContainsKey(swp))
{
SweepStat sws = new SweepStat();
sws.sweepResults = new Dictionary<int, List<ModelResult>>();
sorter.Add(swp, sws);
}
if (!sorter[swp].sweepResults.ContainsKey(countryIndex))
sorter[swp].sweepResults.Add(countryIndex, new List<ModelResult>());
sorter[swp].sweepResults[countryIndex].Add(mr);
}
List<SweepResult> sweepResults = new List<SweepResult>();
foreach(SweepParameters swp in sorter.Keys)
{
SweepStat sws = sorter[swp];
foreach (int country in sorter[swp].sweepResults.Keys)
{
foreach (ModelResult mr in sorter[swp].sweepResults[country])
{
sws.totalPop += countries[country].Population;
sws.weightedProd += mr.productivity * countries[country].Population;
sws.weightedSuccessRate += mr.overallSuccessRate * countries[country].Population;
}
}
sws.weightedProd /= sws.totalPop;
sws.weightedSuccessRate /= sws.totalPop;
SweepResult swr = new SweepResult();
swr.parameters = swp;
swr.stat = sws;
sweepResults.Add(swr);
}
IEnumerable<SweepResult> sortedResults = sweepResults.OrderBy(
sr => (sr.stat.weightedSuccessRate * 10000.0 + sr.stat.weightedProd));
using (StreamWriter sw = new StreamWriter(crossCountrySummaryFilename))
{
sw.WriteLine("WdRate,Strategy,World,Eq,Bo,Prod,Success,");
foreach (SweepResult sr in sortedResults)
{
sw.WriteLine("{0:F2},{1},{2:F2},{3},{4},{5:F2},{6:F2},",
sr.parameters.WithdrawalRate,
sr.parameters.Strategy,
sr.parameters.WorldShare,
sr.parameters.Equity,
sr.parameters.Bonds,
sr.stat.weightedProd,
sr.stat.weightedSuccessRate);
}
}
}
