protected List <CreditIndex_Output> GetCreditRiskResult()
{
_creditIndex = new CreditIndex(this._eclId, this._eclType);
var data = _creditIndex.GetCreditIndexResult();
Log4Net.Log.Info($"LGD_CreditRiskResult");
return(data);
}
public ScenarioLifetimeLGD(Guid eclId, EclType eclType, ECL_Scenario _scenario)
{
this._eclId = eclId;
// this._scenario = scenario;
this._eclType = eclType;
_sicrInputs = new SicrInputWorkings(this._eclId, _eclType);
_sicrWorkings = new SicrWorkings(this._eclId, _eclType);
_lifetimeEadWorkings = new LifetimeEadWorkings(this._eclId, _eclType);
_scenarioLifetimeCollateral = new ScenarioLifetimeCollateral(ECL_Scenario.Best, this._eclId, _eclType);
_pdMapping = new PDMapping(this._eclId, _eclType);
_creditIndex = new CreditIndex(this._eclId, _eclType);
}
public bool ProcessTask(List <Loanbook_Data> loanbooks)
{
try
{
// Compute Credit Index
var crdIndx = new CreditIndex(this._eclId, this._eclType);
crdIndx.Run();
if (loanbooks.Count <= 1000) //1 !=1)//
{
RunPDJob(loanbooks);
}
else
{
//var checker = loanbooks.Count / 60;
var groupedLoanBook = new List <List <Loanbook_Data> >();
var threads = loanbooks.Count / 500;
threads = threads + 1;
for (int i = 0; i < threads; i++)
{
var sub_items = loanbooks.Skip(i * 500).Take(500).ToList();
if (sub_items.Count > 0)
{
groupedLoanBook.Add(sub_items);
}
}
var allAccountsGrouped = false;
try
{
while (!allAccountsGrouped)
{
allAccountsGrouped = true;
for (int i = 1; i < groupedLoanBook.Count; i++)
{
var lstfromPrev = groupedLoanBook[i - 1].LastOrDefault();
var fstfromCurr = groupedLoanBook[i].FirstOrDefault();
if (lstfromPrev.AccountNo == fstfromCurr.AccountNo)
{
groupedLoanBook[i - 1].Add(fstfromCurr);
groupedLoanBook[i].RemoveAt(0);
allAccountsGrouped = false;
}
}
}
}
catch (Exception ex)
{
}
var taskLst = new List <Task>();
//threads = 1;
for (int i = 0; i < threads; i++)
{
var sub_LoanBook = groupedLoanBook[i];//.Skip(i * 500).Take(500).ToList();
var task = Task.Run(() =>
{
RunPDJob(sub_LoanBook);
});
taskLst.Add(task);
}
Log4Net.Log.Info($"Total Task : {taskLst.Count()}");
var completedTask = taskLst.Where(o => o.IsCompleted).Count();
Log4Net.Log.Info($"Task Completed: {completedTask}");
//while (!taskLst.Any(o => o.IsCompleted))
var tskStatusLst = new List <TaskStatus> {
TaskStatus.RanToCompletion, TaskStatus.Faulted
};
while (0 < 1)
{
if (taskLst.All(o => tskStatusLst.Contains(o.Status)))
{
break;
}
//Do Nothing
}
//Task t = Task.WhenAll(taskLst);
//try
//{
// t.Wait();
//}
//catch (Exception ex)
//{
// Log4Net.Log.Error(ex);
//}
//Log4Net.Log.Info($"All Task status: {t.Status}");
//if (t.Status == TaskStatus.RanToCompletion)
//{
// Log4Net.Log.Info($"All Task ran to completion");
//}
//if (t.Status == TaskStatus.Faulted)
//{
// Log4Net.Log.Info($"All Task ran to fault");
//}
}
// Compute Scenario Life time Pd -- best
var _slt_Pd_b = new ScenarioLifetimePd(ECL_Scenario.Best, this._eclId, this._eclType);
_slt_Pd_b.Run();
// Compute Scenario Redefault Lifetime Pds -- best
var sRedefault_lt_pd_b = new ScenarioRedefaultLifetimePds(Util.ECL_Scenario.Best, this._eclId, this._eclType);
sRedefault_lt_pd_b.Run();
// Compute Scenario Life time Pd -- Optimistic
var _slt_Pd_o = new ScenarioLifetimePd(ECL_Scenario.Optimistic, this._eclId, this._eclType);
_slt_Pd_o.Run();
// Compute Scenario Redefault Lifetime Pds -- Optimistic
var sRedefault_lt_pd_o = new ScenarioRedefaultLifetimePds(Util.ECL_Scenario.Optimistic, this._eclId, this._eclType);
sRedefault_lt_pd_o.Run();
// Compute Scenario Life time Pd -- Downturn
var slt_Pd_de = new ScenarioLifetimePd(ECL_Scenario.Downturn, this._eclId, this._eclType);
slt_Pd_de.Run();
// Compute Scenario Redefault Lifetime Pds -- Downturn
var sRedefault_lt_pd_de = new ScenarioRedefaultLifetimePds(Util.ECL_Scenario.Downturn, this._eclId, this._eclType);
sRedefault_lt_pd_de.Run();
return(true);
}
catch (Exception ex)
{
Log4Net.Log.Error(ex);
return(true);
}
}
