public void API_ExecuteFM()
{
var testCases = new Dictionary <string, Dictionary <string, string> >();
#region Get Testing Configurations
using (StreamReader sr = new StreamReader("TestCases_FMExecution.txt"))
{
string str;
Dictionary <string, string> testContent = null;
while ((str = sr.ReadLine()) != null)
{
if (string.IsNullOrEmpty(str) || string.IsNullOrEmpty(str) || str.StartsWith("//"))//Commenting
{
continue;
}
else if (str.StartsWith("[Test"))
{
testContent = new Dictionary <string, string>();
testCases.Add(str, testContent);
}
else if (null != testContent)
{
string[] pair = str.Replace(" ", string.Empty)
.Split(new char[] { ':' }, 2);
testContent.Add(pair[0], pair[1]);
}
}
}
#endregion
#region === Construct NGFMPrototype ===
NGFMPrototype ngfmPrototype = new NGFMPrototype();
#endregion
foreach (var kv in testCases)
{
#region Get Expected Results
var lossesPerSubPeril = ReadGULossFromFile(kv.Value["DR"]);
PartitionData pData = RMS.Prototype.NGFM.Utilities.DeserializePartitionData(kv.Value["RITE"]);
if (kv.Value.ContainsKey("CDL"))
{
string cdl = ReadCDL(kv.Value["CDL"]);
foreach (var ce in pData.Exposures)
{
ce.Contract.CDLString = cdl;
}
}
string[] res = kv.Value["RESULT"].Split(new char[] { ';', ',', ' ' });
var expectedResult = new Dictionary <long, double>();
for (int i = 0; i < res.Length - 1; i += 2)
{
long id = long.Parse(res[i]);
if (!expectedResult.ContainsKey(id))
{
expectedResult.Add(id, double.Parse(res[i + 1]));
}
}
#endregion
#region === ProcessEvent() ===
ngfmPrototype.Prepare(pData);
// old API ----------------
//var payOutDict = HDFM.ProcessEvent(EventOccurrenceDRs);
//-------------------------
// new new API ----------------
int eventID = 0;
ngfmPrototype.ProcessEvent_OLDNEWNEWAPI(eventID, lossesPerSubPeril);
var payOutDict = ngfmPrototype.GetResultPositions(eventID, expectedResult.Keys.ToArray())
.ToDictionary(p => p.Key, p => p.Value.PayOut);
//-------------------------
#endregion
#region Comparison
foreach (long id in expectedResult.Keys)
{
double actualResult = (payOutDict.ContainsKey(id)) ? payOutDict[id] : -1;
Assert.AreEqual(expectedResult[id], actualResult, 0.01, "Test \"{0}\" (ID={1}) is failed.", kv.Key, id);
//string r = expectedResult[id];
//int n = r.Length - 1 - r.IndexOf('.');
//double payOut = (payOutDict.ContainsKey(id)) ? payOutDict[id] : -1;
//double d = Math.Round(payOut, n);
//string actualResult = d.ToString();
//Assert.AreEqual(expectedResult[id], actualResult, "Test \"{0}\" (ID={1}) is failed.", kv.Key, id);
}
#endregion
}
ngfmPrototype.Dispose();
}
public static void TestReferenceWithPeriods(GraphType type, PartitionData PD, int conID, COLCollection COLSet)
{
RAPSettings settings = new RAPSettings(COLSet.GetSubperils());
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
//NGFMPrototype NGFM = new NGFMPrototype(PD);
ReferencePrototype Reference = new ReferencePrototype(PD, settings, subSamplingSettings);
//Reference.ReferencePrepare(GraphType.Auto);
NGFMPrototype NGFM = new NGFMPrototype(1);
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
DateTime start = DateTime.Now;
PLTGenertorFactory generatorFactory = new PLTGenertorFactory(PD, COLSet, subSamplingSettings, start, TimeStyle.ConstantTimeStamps, LossStyle.DamagaeRatio);
PLTGenerator NGFMEventGen = generatorFactory.GetGeneratorForContract(conID);
//GUInputGenerator ReferenceEventGen = generatorFactory.GetGeneratorForContract(conID);
//VectorGUInputGeneratorFactory vectorgeneratorFactory = new VectorGUInputGeneratorFactory(PD, COLSet.GetSubperils(), TimeStyle.ConstantTimeStamps, LossStyle.DamagaeRatio, true, subSamplingSettings);
//VectorGUInputGenerator ReferenceEventGen = vectorgeneratorFactory.GetGeneratorForContract(conID);
int counter = 0;
int total = 0;
Console.WriteLine("State at: " + DateTime.Now.ToString("h:mm:ss tt"));
//NGFMPrototype NGFM = new NGFMPrototype(PD);
for (int i = 1; i < 200; i += 1)
{
Period NGFMPeriod;
List <Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > > NGFMguLossList;
IVectorEvent RefguLoss;
if (NGFMEventGen.GeneratePeriodLoss(i))
{
NGFMPeriod = NGFMEventGen.PeriodLoss;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
//if (ReferenceEventGen.GenerateRITELoss(i))
//{
// RefguLoss = ReferenceEventGen.GULosses;
//}
//else
// throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
//RefguLoss = ReferenceEventGen.GenerateRITELoss(i);
//Contract ID 11236672 hard coded.. 11324656
//double ReferencePayout = 0;
ReferenceResultOutput ReferenceOutput = Reference.ExecutePeriod(conID, type, NGFMPeriod.EventLossList);
double ReferencePayout = ReferenceOutput.TotalPayout;
//double ReferencePayout2 = Reference.Execute(conIndex, GraphType.FixedGraph1, RefguLoss);
//double NGFMpayout = NGFM.ExecuteFM(NGFMguLoss)[11324656];
List <RMS.ContractObjectModel.ResultPosition> results = NGFM.ProcessPeriod(i, NGFMPeriod.EventLossList, true, 1, conID)[conID];
double NGFMpayout = results.Select(result => result.PayOut).Sum();
//double NGFMpayout = 0;
double diff = NGFMpayout - ReferencePayout;
total += 1;
if (Math.Abs(diff) > 0.1)
{
counter += 1;
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 5) + " || " + "Reference: " + Math.Round(ReferencePayout, 5) + " || " + Math.Round(diff, 5));
}
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 2) + " || " + "Reference: " + Math.Round(ReferencePayout, 2) + " || " + Math.Round(diff, 2));
}
Console.WriteLine("Number of difference: " + counter);
Console.WriteLine("total event = " + total);
Console.WriteLine("End at: " + DateTime.Now.ToString("h:mm:ss tt"));
Console.ReadLine();
}
public static void TestReference(GraphType type, PartitionData PD, int conID, COLCollection COLSet)
{
RAPSettings settings = new RAPSettings(COLSet.GetSubperils());
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
//NGFMPrototype NGFM = new NGFMPrototype(PD);
ReferencePrototype Reference = new ReferencePrototype(PD, settings, subSamplingSettings);
Reference.ReferencePrepare(GraphType.Auto);
NGFMPrototype NGFM = new NGFMPrototype();
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(PD, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conID);
GUInputGeneratorFactory generatorFactory = new GUInputGeneratorFactory(PD, COLSet, subSamplingSettings, TimeStyle.RandomTimeStamps, LossStyle.DamagaeRatio);
GUInputGenerator NGFMEventGen = generatorFactory.GetGeneratorForContract(conID);
GUInputGenerator ReferenceEventGen = generatorFactory.GetGeneratorForContract(conID);
int counter = 0;
int total = 0;
Console.WriteLine("State at: " + DateTime.Now.ToString("h:mm:ss tt"));
//NGFMPrototype NGFM = new NGFMPrototype(PD);
for (int i = 247; i < 248; i += 1)
{
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > NGFMguLoss;
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > RefguLoss;
if (NGFMEventGen.GenerateRITELoss(i))
{
NGFMguLoss = NGFMEventGen.GULosses;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
if (ReferenceEventGen.GenerateRITELoss(i))
{
RefguLoss = ReferenceEventGen.GULosses;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
//Contract ID 11236672 hard coded.. 11324656
double ReferencePayout = Reference.Execute(conID, type, RefguLoss).TotalPayout;
//double ReferencePayout2 = Reference.Execute(conIndex, GraphType.FixedGraph1, RefguLoss);
//double NGFMpayout = NGFM.ExecuteFM(NGFMguLoss)[11324656];
RMS.ContractObjectModel.ResultPosition result = NGFM.ProcessEvent(i, NGFMguLoss, true, 1, new long[] { conID })[conID];
double NGFMpayout = result.PayOut;
//double NGFMpayout = 0;
double diff = NGFMpayout - ReferencePayout;
total += 1;
if (Math.Abs(diff) > 0.1)
{
counter += 1;
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 5) + " || " + "Reference: " + Math.Round(ReferencePayout, 5) + " || " + Math.Round(diff, 5));
}
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + Math.Round(NGFMpayout, 2) + " || " + "Reference: " + Math.Round(ReferencePayout, 2) + " || " + Math.Round(diff, 2));
}
Console.WriteLine("Number of difference: " + counter);
Console.WriteLine("total event = " + total);
Console.WriteLine("End at: " + DateTime.Now.ToString("h:mm:ss tt"));
Console.ReadLine();
}
public static void TestReferenceSpeed(GraphType type, PartitionData PD, int conIndex, COLCollection COLSet)
{
RAPSettings settings = new RAPSettings(COLSet.GetSubperils());
//Default SubSampling Settings
SubSamplingAnalysisSetting subSamplingSettings = new SubSamplingAnalysisSetting(false, 1, 0, 250, "", "");
//NGFMPrototype NGFM = new NGFMPrototype(PD);
ReferencePrototype Reference = new ReferencePrototype(PD, settings, subSamplingSettings);
Reference.ReferencePrepare(GraphType.Auto);
NGFMPrototype NGFM = new NGFMPrototype();
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
double MicroSecondTicks = Stopwatch.Frequency / 1000000.0;
Stopwatch stopwatch = new Stopwatch();
stopwatch.Start();
NGFM.Prepare(PD); //NGFM result is cached, so create another object for each event
stopwatch.Stop();
double NGFMGraphTime = Convert.ToDouble(stopwatch.ElapsedTicks) / MicroSecondTicks;
PartitionDataAdpator PDataAdap = new PartitionDataAdpator(PD, subSamplingSettings);
ExposureDataAdaptor expData = PDataAdap.GetExposureAdaptor(conIndex);
GUInputGeneratorFactory generatorFactory = new GUInputGeneratorFactory(PD, COLSet, subSamplingSettings, TimeStyle.ConstantTimeStamps, LossStyle.DamagaeRatio);
GUInputGenerator NGFMEventGen = generatorFactory.GetGeneratorForContract(conIndex);
VectorGUInputGeneratorFactory vectorgeneratorFactory = new VectorGUInputGeneratorFactory(PD, COLSet.GetSubperils(), TimeStyle.ConstantTimeStamps, LossStyle.GroundUp, true, subSamplingSettings);
VectorGUInputGenerator ReferenceEventGen = vectorgeneratorFactory.GetGeneratorForContract(conIndex);
int counter = 0;
int total = 0;
Console.WriteLine("State at: " + DateTime.Now.ToString("h:mm:ss tt"));
//NGFMPrototype NGFM = new NGFMPrototype(PD);
for (int i = 1; i < 100; i += 1)
{
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > NGFMguLoss;
//Dictionary<string, Dictionary<int, Dictionary<long, Tuple<double, uint, List<float>>>>> RefguLoss;
if (NGFMEventGen.GenerateRITELoss(i))
{
NGFMguLoss = NGFMEventGen.GULosses;
}
else
{
throw new InvalidOperationException("Cannot get ground-up loss for event: " + i);
}
IVectorEvent RefguLoss = ReferenceEventGen.GenerateRITELoss(i);
stopwatch = new Stopwatch();
stopwatch.Start();
double ReferencePayout = Reference.Execute(conIndex, type, RefguLoss).TotalPayout;
stopwatch.Stop();
double ReferenceTime = Convert.ToDouble(stopwatch.ElapsedTicks) / MicroSecondTicks;
stopwatch.Reset();
stopwatch.Start();
double NGFMpayout = 0;
//double NGFMpayout = NGFM.ExecuteFM(NGFMguLoss)[conIndex];
RMS.ContractObjectModel.ResultPosition result = NGFM.ProcessEvent(i, NGFMguLoss, true, 1, new long[] { conIndex })[conIndex];
NGFMpayout = result.PayOut;
stopwatch.Stop();
double NGFMTime = Convert.ToDouble(stopwatch.ElapsedTicks) / MicroSecondTicks;
double diff = NGFMTime - ReferenceTime;
Console.WriteLine("Event ID: " + i + " || " + "NGFM: " + NGFMTime + " || " + "Reference: " + ReferenceTime + " || " + diff);
}
Console.WriteLine("total event = " + total);
Console.WriteLine("NGFM Graph Building Time = " + NGFMGraphTime);
Console.WriteLine("End at: " + DateTime.Now.ToString("h:mm:ss tt"));
Console.ReadLine();
}
public NGFMPrototypeDLL(PartitionData partitionData)
{
_handleNGFMPrototype = new NGFMPrototype();
_handleNGFMPrototype.Prepare(partitionData);
}
