private void AggregateMaxSubject(int ParentPosition, ICoverState TotalCoverState, ICoverLevelNodeAggInfo LevelAggInfo, float[] coverRatio, float[] FactorVector)
{
int[] ChildrenMap = LevelAggInfo.GetChildrenMap();
int[] MapPartitions = LevelAggInfo.GetCoverAggregationPartitions();
float[] TotalPayoutState = TotalCoverState.GetPayout();
float[] TotalSubjectState = TotalCoverState.GetSubjectLoss();
//float[] factors = LevelAggInfo.GetFactor();
int[] factorsIndex = LevelAggInfo.GetFactorIndex();
int counter = factorsIndex.Count();
float[] factors = new float[counter];
for (int i = 0; i < counter; i++)
{
int uniqueIndex = factorsIndex[i];
if (uniqueIndex == -1)
{
factors[i] = 1;
}
else
{
factors[i] = FactorVector[uniqueIndex];
}
}
FactorPattern factorPattern = LevelAggInfo.GetLevelFactorPattern();
int MapPosition = 1;
float MaxSubject = 0;
int numOfMax = 0;
if (factorPattern == FactorPattern.AllOnes || factorPattern == FactorPattern.Constant)
{
for (int i = 0; i < MapPartitions.Length; i++) //for each parent
{
//MaxSubject = TotalPayoutState[ChildrenMap[0]];
//MaxSubject = 0;
MaxSubject = TotalPayoutState[ChildrenMap[MapPosition - 1]] * factors[MapPosition - 1];
numOfMax = 0;
for (int j = MapPosition + 1; j <= MapPartitions[i]; j++)
{
float temp = TotalPayoutState[ChildrenMap[j - 1]] * factors[j - 1];
MaxSubject = Math.Max(MaxSubject, temp);
}
//ratio
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
if (MaxSubject == TotalPayoutState[ChildrenMap[j]] * factors[j])
{
coverRatio[j - 1] = 1;
numOfMax++;
}
}
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
coverRatio[j - 1] /= numOfMax;
}
TotalSubjectState[ParentPosition] = MaxSubject * factors[MapPosition];
//MapPosition += MapPartitions[i];
MapPosition = MapPartitions[i] + 1;
ParentPosition++;
}
}
else
{
for (int i = 0; i < MapPartitions.Length; i++) //for each parent
{
MaxSubject = TotalPayoutState[ChildrenMap[MapPosition - 1]] * factors[MapPosition - 1];
numOfMax = 0;
for (int j = MapPosition + 1; j <= MapPartitions[i]; j++)
{
float temp = TotalPayoutState[ChildrenMap[j - 1]] * factors[j - 1];
MaxSubject = Math.Max(MaxSubject, temp);
}
//ratio
for (int j = MapPosition; j <= MapPartitions[i]; j++)
{
if (MaxSubject == TotalPayoutState[ChildrenMap[j - 1]] * factors[j - 1])
{
coverRatio[j - 1] = 1;
numOfMax++;
}
}
for (int j = MapPosition; j <= MapPartitions[i]; j++)
{
coverRatio[j - 1] /= numOfMax;
}
TotalSubjectState[ParentPosition] = MaxSubject;
//MapPosition += MapPartitions[i];
MapPosition = MapPartitions[i] + 1;
ParentPosition++;
}
}
}
private void AggregateMixSubject(int ParentPosition, ICoverState TotalCoverState, ICoverLevelNodeAggInfo LevelAggInfo, IDerivedCoverLevelNodeAggInfo DerivedInfo, float[] coverRatio, float[] FactorVector)
{
//TODO: for agg is fine, but for allocation we cannot use this method
throw new NotSupportedException("Mix Derived cover subject is not supported");
int[] ChildrenMap = LevelAggInfo.GetChildrenMap();
int[] MapPartitions = LevelAggInfo.GetCoverAggregationPartitions();
float[] TotalPayoutState = TotalCoverState.GetPayout();
float[] TotalSubjectState = TotalCoverState.GetSubjectLoss();
int MapPosition = 1;
float TempSubject = 0;
float ChildR = 0;
float x = 0;
float[] multiplier = DerivedInfo.GetMixFunctionMultiplier();
//float[] factors = LevelAggInfo.GetFactor();
int[] factorsIndex = LevelAggInfo.GetFactorIndex();
int counter = factorsIndex.Count();
float[] factors = new float[counter];
for (int i = 0; i < counter; i++)
{
int uniqueIndex = factorsIndex[i];
if (uniqueIndex == -1)
{
factors[i] = 1;
}
else
{
factors[i] = FactorVector[uniqueIndex];
}
}
FactorPattern factorPattern = LevelAggInfo.GetLevelFactorPattern();
if (factorPattern == FactorPattern.AllOnes || factorPattern == FactorPattern.Constant)
{
for (int i = 0; i < MapPartitions.Length; i++)
{
TempSubject = TotalPayoutState[ChildrenMap[0]];
x = multiplier[i];
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
ChildR = TotalPayoutState[ChildrenMap[j]];
TempSubject = (TempSubject + ChildR) - x * Math.Abs(TempSubject - ChildR) - Math.Abs(x) * (TempSubject + ChildR);
}
TotalSubjectState[ParentPosition] = TempSubject * factors[MapPosition];
MapPosition += MapPartitions[i];
ParentPosition++;
}
}
else
{
for (int i = 0; i < MapPartitions.Length; i++)
{
TempSubject = TotalPayoutState[ChildrenMap[0]] * factors[0];
x = multiplier[i];
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
ChildR = TotalPayoutState[ChildrenMap[j]] * factors[j];
TempSubject = (TempSubject + ChildR) - x * Math.Abs(TempSubject - ChildR) - Math.Abs(x) * (TempSubject + ChildR);
}
TotalSubjectState[ParentPosition] = TempSubject;
MapPosition += MapPartitions[i];
ParentPosition++;
}
}
}
private void AggregateSumSubject(int ParentPosition, ICoverState TotalCoverState, ICoverLevelNodeAggInfo LevelAggInfo, float[] coverRatio, float[] FactorVector)
{
int[] ChildrenMap = LevelAggInfo.GetChildrenMap();
int[] MapPartitions = LevelAggInfo.GetCoverAggregationPartitions();
float[] TotalPayoutState = TotalCoverState.GetPayout();
float[] TotalSubjectState = TotalCoverState.GetSubjectLoss();
int MapPosition = 0;
int[] factorsIndex = LevelAggInfo.GetFactorIndex();
int counter = factorsIndex.Count();
float[] factors = new float[counter];
for (int i = 0; i < counter; i++)
{
int uniqueIndex = factorsIndex[i];
if (uniqueIndex == -1)
{
factors[i] = 1;
}
else
{
factors[i] = FactorVector[uniqueIndex];
}
}
FactorPattern factorPattern = LevelAggInfo.GetLevelFactorPattern();
if (factorPattern == FactorPattern.AllOnes || factorPattern == FactorPattern.Constant)
{
for (int i = 0; i < MapPartitions.Length; i++)
{
float ParentSubject = 0;
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
ParentSubject += TotalPayoutState[ChildrenMap[j]] * factors[j]; //denominator
}
//ratio
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
coverRatio[j] = (ParentSubject == 0) ? 0 : TotalPayoutState[ChildrenMap[j]] * factors[j] / ParentSubject;
}
TotalSubjectState[ParentPosition] = ParentSubject;
MapPosition = MapPartitions[i] + 1;
ParentPosition++;
}
}
else
{
for (int i = 0; i < MapPartitions.Length; i++)
{
float ParentSubject = 0;
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
ParentSubject += TotalPayoutState[ChildrenMap[j]] * factors[j]; //denominator
}
//ratio
for (int j = MapPosition; j < MapPartitions[i]; j++)
{
coverRatio[j] = (ParentSubject == 0) ? 0 : TotalPayoutState[ChildrenMap[j]] * factors[j] / ParentSubject;
}
TotalSubjectState[ParentPosition] = ParentSubject;
MapPosition = MapPartitions[i] + 1;
ParentPosition++;
}
}
}