static void Main(string[] args)
{
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases\NewRL131_RMS_EDM_FinMod_Automation_RL131_72514_PortID_120_1000002113_1\4248\2050305\635447355784670000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases\PerRisk_RMS_EDM_FinMod_Automation_RL131_72514_PortID_896_1000002164_1\4438\2142576\635447551688220000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases\PerRisk_RMS_EDM_FinMod_Automation_RL131_72514_PortID_1013_1000002151_1\4413\2142553\635447537560220000\rites_batch0.dat";
// string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases Overlap Max Ded\NewRL131_RMS_EDM_FinMod_Automation_RL131_BT4IT4Aug30thNGtoRLAndInvalidationScriptsRanOnThisEDM_PortID_923_1000001480_1\6611\11352686\635416896292050000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases Overlap Max Ded\PerRisk_RMS_EDM_FinMod_Automation_RL13_BT4IT4Aug30thNGtoRLAndInvalidationScriptsRanOnThisEDM_PortID_958_1000001574_1\7066\11353699\635417441336090000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases Overlap Max Ded\EDM_RLFM_RL13_BT4IT4Aug30thNGtoRLAndInvalidationScriptsRanOnThisEDM_PortID_132_1000001835_1\8170\11366277\635419079253350000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases Overlap Max Ded\RMS_RLFM_EDM2_ForPlatformQA_PortID_1_1000001611_1\7239\11360603\635417579575500000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases\PerRisk_RMS_EDM_FinMod_Automation_RL131_72514_PortID_1021_1000002108_1\4233\2050284\635447346491010000\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases\MTH_200_rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\MTH Cases\rites_batch0_MTH1.dat";
//string filepath = @" C:\LocalNGFM\EDS Extracts\FromRain\Large Extracts\rites_batch62001_PerRisk.dat";
//string filepath = @"D:\Nina_Automation_Testing\NTA_EDS_Extract\PerRisk_RMS_EDM_FinMod_Automation_RL13_BT4IT4Aug30thNGtoRLAndInvalidationScriptsRanOnThisEDM_PortID_897_1000001508_1\6752\11353141\635417040157160000\rites_batch0.dat";
//string filepath = @"D:\Matrix_Prototype_Storage\EDS Extract\JPTY_Multibuilding_PerRisk.dat";
string filepath = @"D:\Nina_Automation_Testing\Treaties\NoHoursClause\No_Reinstatement_NoAgg\From_Slava\rites_batch0_FromSlava.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\From Swapna\rites_batch260197453_swapna_profile_case_Updated.dat";
//string filepath1 = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_batch1.dat";
//string filepath1 = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_SingleBuilding_overlap_subperil.dat";
// string filepath1 = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_FixedGraph1.dat";
//string filepath1 = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_FixedGraphOverlap.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_batch0.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_batch0_SingleBuilding_overlap.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\rites_batch0_SingleBuilding.dat"; //step policy
//string filepath = @"C:\LocalNGFM\EDS Extracts\SunnyCreated\TreatyTestCaseWithPositions.dat";
//string filepath = @"C:\LocalNGFM\EDS Extracts\FromRain\Version2\Test1EQ_StepPGU_CDL.dat";
// string filepath = @"C:\LocalNGFM\EDS Extracts\SunnyCreated\TreatyTestCaseWithPositions.dat";
PartitionData pd = GetPDFromPath(filepath);
UpdateCDLFOrGUSublimits(pd, 0);
long conID = 11331;
//long conID = 42586728;
//long conID = 2050306;
//TestMatrixHDFM(pd, conID);
COLCollection COLSet = new COLCollection(new HashSet <string>()
{
"EQ"
}); //{ "EQ", "WS" });
//COLCollection COLSet = new COLCollection(new HashSet<string>() { "CSWT" }); //{ "EQ", "WS" });
//TestRITEMap(pd, conID);
//TestGULossVector(pd, conID);
//TestReference(GraphType.FixedGraph1, pd, (int)conID, COLSet); //CDL: 3
//TestReference(GraphType.FixedGraphOverlap, pd, (int)conID, COLSet); //CDL:6
//TestReference(GraphType.FixedGraphOverlapSubperil, pd, (int)conID, COLSet); //CDL: 7
//TestReference(GraphType.FixedGraphOverlapSubperil2, pd, (int)conID, COLSet); //CDL: 8
//TestReference(GraphType.StepPolicyGraph, pd, (int)conID, COLSet); //CDL: 10
TestReference(GraphType.Auto, pd, (int)conID, COLSet); //CDL: 10
//TestReferenceWithPeriods(GraphType.Auto, pd, (int)conID, COLSet); /
//TestReferenceSpeed(GraphType.Auto, pd, (int)conID, COLSet);
//testPerformance();
//TestExposureDataAdaptor(pd, (int)conID);
}
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 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 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();
}
