Exemplo n.º 1
0
        public Dictionary <long, List <ResultPosition> > ProcessPeriod(
            int PeriodID,
            List <Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > > PeriodOfEventOccurrenceDRs,
            bool ShouldAllocate,
            int MaxConcurrencyContracts,
            params long[] ContractIDs)
        {
            ConcurrentDictionary <long, List <ResultPosition> > ContractIdToResultMap = new ConcurrentDictionary <long, List <ResultPosition> >();

            #region Recursion

            List <long> IndependentContractIDs = GetIndependentContractIDs(ContractIDs);
            //int LevelConcurrency = Environment.ProcessorCount - 1;
            //int BatchSize = 100;
            //int TotalSize = IndependentContractIDs.Count;
            //Parallel.For(0, ((TotalSize / BatchSize) + 1), new ParallelOptions { MaxDegreeOfParallelism = MaxConcurrencyContracts }, i =>
            Parallel.ForEach(IndependentContractIDs, new ParallelOptions {
                MaxDegreeOfParallelism = MaxConcurrencyContracts
            }, id =>         //UNCOMMENT FOR CONTRACTS IN PARALLEL
                             //foreach (long id in IndependentContractIDs) // UNCOMMENT FOR CONTRACTS IN SEQUENCE
            {
                //int BatchUpper = ((i + 1) * BatchSize);
                //for (int j = i * BatchSize; j < BatchUpper && j < TotalSize; j++)
                //{
                //long id = IndependentContractIDs[j];

                var ced = GetContractData(id);
                if (!(ced.state == ProcessState.ContractGraphBuilt || ced.state == ProcessState.FMExecuted || ced.state == ProcessState.FMFailed))
                {
                    Console.WriteLine("Contract with ID : " + id + " is invalid and is not executable!");
                    //Logger.LogInfoFormatExt("Contract with ID : " + id + " is invalid and is not executable!");
                    return;
                }
                if (ced is PrimaryContractExposureData)
                {
                    ced = new PrimaryContractExposureData((PrimaryContractExposureData)ced);
                }
                else
                {
                    ced = new TreatyContractExposureData((TreatyContractExposureData)ced);
                }
                List <ResultPosition> Result = ProcessPeriodRecursor(PeriodID, ContractIdToResultMap, PeriodOfEventOccurrenceDRs, ced, ShouldAllocate);
                if (null != Result)
                {
                    ContractIdToResultMap.TryAdd(id, Result);
                }
                //}
            }
                             );//UNCOMMENT FOR CONTRACTS IN PARALLEL

            return(ContractIdToResultMap.ToDictionary(kvp => kvp.Key, kvp => kvp.Value));

            #endregion
        }
Exemplo n.º 2
0
        private List <ResultPosition> ProcessPeriodRecursor(
            int PeriodID,
            ConcurrentDictionary <long, List <ResultPosition> > ContractIdToResultMap,
            List <Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > > PeriodOfEventOccurrenceDRs,
            ContractExposureData node,
            bool ShouldAllocate)
        {
            if (node is TreatyContractExposureData)
            {
                #region Recursion

                var childrenIDs = ((TreatyContractExposureData)node).ChildContractExposureIDs;
                foreach (long id in childrenIDs)
                {
                    var ced = GetContractData(id);
                    if (ced is PrimaryContractExposureData)
                    {
                        ced = new PrimaryContractExposureData((PrimaryContractExposureData)ced);
                    }
                    else
                    {
                        ced = new TreatyContractExposureData((TreatyContractExposureData)ced);
                    }
                    List <ResultPosition> Result = ProcessPeriodRecursor(PeriodID, ContractIdToResultMap, PeriodOfEventOccurrenceDRs, ced, true);
                    if (null != Result)
                    {
                        ContractIdToResultMap.TryAdd(id, Result);
                    }
                }

                #endregion
            }

            if ((node.state == ProcessState.ContractGraphBuilt || node.state == ProcessState.FMExecuted || node.state == ProcessState.FMFailed))
            {
                return(node.ExecuteFM(PeriodOfEventOccurrenceDRs, ShouldAllocate, ContractIdToResultMap.ToDictionary(kvp => kvp.Key, kvp => kvp.Value)));
            }

            return(null);
        }