/// <summary> /// Run a test on the rand generators, return true on success /// </summary> /// <param type="outputAction"></param> /// <returns></returns> public static bool Test64(Action <string> outputAction) { TestRand01(outputAction); // local testing helper Func <Action <string>, bool, ulong[], bool> RunTest = (printf, use128Bit, vals) => { var rand = new LocalRandom(use128Bit, 0, 0); rand.SetSeed(42, 0); // seed from paper var success1 = true; foreach (var correctValue in vals) { var randValue = rand.Next64(); printf($"0x{randValue:X16}=0x{correctValue:X16}, {randValue == correctValue} "); success1 &= randValue == correctValue; } return(success1); }; var success = true; outputAction("Testing rand 64"); success &= RunTest(outputAction, false, new ulong[] { 0x27a53829edf003a9, 0xdf28458e5c04c31c, 0x2756dc550bc36037, 0xa10325553eb09ee9, 0x40a0fccb8d9df09f, 0x5c2047cfefb5e9ca }); outputAction("Testing rand 128"); success &= RunTest(outputAction, true, new ulong[] { 0x287472e87ff5705a, 0xbbd190b04ed0b545, 0xb6cee3580db14880, 0xbf5f7d7e4c3d1864, 0x734eedbe7e50bbc5, 0xa5b6b5f867691c77 }); outputAction(success ? "Rand test succeeded." : "Rand test failed."); return(success); }
/// <summary> /// return logger that has data for monte carlo sim /// todo - count, parallel /// </summary> /// <param name="state"></param> /// <param name="count"></param> /// <returns></returns> public static async Task <Tuple <GDataTable, double[]> > RunSimulations(State state, int count, ulong randomSeed, double [] percentiles) { var logs = new ConcurrentQueue <DDataTable>(); await Task.Run(() => { var rand1 = new LocalRandom(true, randomSeed); var seeds = new ulong[count]; for (var i = 0; i < count; ++i) { seeds[i] = rand1.Next64(); } Parallel.For(0, count, n => { var log = new DDataTable(); var tempState = DeepClone(state); Simulation.Simulate(tempState, seeds[n], log); logs.Enqueue(log); }); }); var finalLog = new GDataTable(); if (count == 1) { // create log of proper type var log = logs.First(); foreach (var row in Enumerable.Range(0, log.RowCount)) { finalLog.StartRow(); foreach (var col in Enumerable.Range(0, log.ColCount)) { finalLog.AddData(new double[] { log[row, col] }, log.ColumnNames[col]); } } return(new Tuple <GDataTable, double[]>(finalLog, new double[] { 0.50 })); } // sort by sum of total worths in item var sortedLogs = new List <Tuple <DDataTable, double> >(); foreach (var log in logs) { var maxCol = log.ColumnNames.Count; var lastRow = log.RowCount - 1; var value = 0.0; for (var i = 0; i < maxCol; ++i) { if (log.ColumnNames[i].ToString().Contains(Actor.FinalValueText)) { value += log[lastRow, i]; } } sortedLogs.Add(new Tuple <DDataTable, double>(log, value)); } sortedLogs.Sort((a, b) => a.Item2.CompareTo(b.Item2)); var rowMax = sortedLogs.Max(r => r.Item1.RowCount); var columnNames = sortedLogs[0].Item1.ColumnNames; foreach (var row in Enumerable.Range(0, rowMax + 1)) { finalLog.StartRow(); foreach (var name in columnNames) { var value = new List <double>(); foreach (var entry in percentiles) { var log = sortedLogs[(int)(sortedLogs.Count * entry)].Item1; var column = log.GetColumn(name); if (column.Count > row) { value.Add(column[row]); } } finalLog.AddData(value.ToArray(), name); } } return(new Tuple <GDataTable, double[]>(finalLog, percentiles)); }