public bool ProcessMacroRunTask()
{
var macroId = 0;
try
{
var macro = Queries.MacroRegister();
var dt = DataAccess.i.GetData(macro);
if (dt.Rows.Count == 0)
{
Log4Net.Log.Info($"No new pending Macro");
return(true);
}
else
{
Log4Net.Log.Info($"Found Macro to RUN");
}
var affId = (long)dt.Rows[0]["AffiliateId"];
macroId = (int)dt.Rows[0]["Id"];
//var qry = Queries.UpdateIntTableServiceId("CalibrationRunMacroAnalysis", this.serviceId, macroId);
//DataAccess.i.ExecuteQuery(qry);
var qry = Queries.MacroRegisterUpdate(macroId, 4, "Processing");
DataAccess.i.ExecuteQuery(qry);
try
{
var macroP = new Macro_Processor();
macroP.ProcessMacro(macroId, affId);
qry = Queries.MacroRegisterUpdate(macroId, 5, "Completed");
DataAccess.i.ExecuteQuery(qry);
}
catch (Exception ex)
{
Log4Net.Log.Info("At Macro");
Log4Net.Log.Error(ex);
Log4Net.Log.Error(ex.ToString());
Log4Net.Log.Error(ex.StackTrace);
qry = Queries.MacroRegisterUpdate(macroId, 10, ex.ToString());
DataAccess.i.ExecuteQuery(qry);
}
}
catch (Exception ex)
{
Log4Net.Log.Info("At Macro");
Log4Net.Log.Error(ex);
var qry = Queries.MacroRegisterUpdate(macroId, 10, ex.ToString());
DataAccess.i.ExecuteQuery(qry);
}
return(true);
}
public List <IndexForecast> ComputeIndexForecast()
{
List <IndexForecast> indexForecast = new List <IndexForecast>();
var statisticalInputs = GetStatisticalInputData();
var principalData = ComputeScenarioPrincipalComponents(statisticalInputs);
double indexStandardDeviation = ComputeHistoricIndexStandardDeviation();
double indexMean = ComputeHistoricIndexMean();
var cp = new Macro_Processor().GetMacroResult_Statistics(this._eclId, this._eclType);
var engenValues = statisticalInputs.Where(o => o.Mode == StatisticalInputsRowKeys.Eigenvalues).Select(p => p.MacroEconomicValue).ToList();
for (int i = 0; i < engenValues.Count; i++)
{
if (i == 0)
{
cp.IndexWeight1 = engenValues[i] / engenValues.Take(2).Sum();
}
if (i == 1)
{
cp.IndexWeight2 = engenValues[i] / engenValues.Take(2).Sum();
}
if (i == 2)
{
cp.IndexWeight3 = 0;// engenValues[i] / engenValues.Take(3).Sum();
}
if (i == 3)
{
cp.IndexWeight4 = 0;// engenValues[i] / engenValues.Take(4).Sum();
}
}
foreach (var itm in principalData)
{
double actual = (itm.Principal1 * cp.IndexWeight1.Value) + (itm.Principal2 * cp.IndexWeight2.Value) + (itm.Principal3 * cp.IndexWeight3.Value) + (itm.Principal4 * cp.IndexWeight4.Value);
var dr = new IndexForecast();
dr.Date = itm.Date;
dr.Actual = actual;
dr.Standardised = indexStandardDeviation == 0 ? 0 : (actual - indexMean) / indexStandardDeviation;
indexForecast.Add(dr);
}
return(indexForecast);
}
protected List <PDI_StatisticalInputs> GetStatisticalInputData()
{
var actualMacEcoVar = new Macro_Processor().Get_MacroResult_SelectedMacroEconomicVariables(this._eclId, this._eclType.ToString());
var prinCSummary = new Macro_Processor().GetMacroResult_PCSummary(this._eclId, this._eclType);
var itms = new List <PDI_StatisticalInputs>();
for (int i = 0; i < actualMacEcoVar.Count; i++)
{
var sub = prinCSummary.Where(o => o.PrincipalComponentIdB == i + 4).OrderBy(p => p.PricipalComponentLabelA).ToList();
foreach (var _v in sub)
{
itms.Add(new PDI_StatisticalInputs {
EclId = this._eclId, Mode = _v.PricipalComponentLabelA, MacroEconomicValue = _v.Value ?? 0, MacroEconomicVariableId = actualMacEcoVar[i].MacroeconomicVariableId
});
}
}
return(itms);
//foreach (var itm in prinCSummary)
//{
// var o = new PDI_StatisticalInputs();
// if (itm.PrincipalComponentIdA == 1)
// {
// if(actualMacEcoVar.Count> itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// if (itm.PrincipalComponentIdA == 2)
// {
// if (actualMacEcoVar.Count > itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// if (itm.PrincipalComponentIdA == 3)
// {
// if (actualMacEcoVar.Count > itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// if (itm.PrincipalComponentIdA == 4)
// {
// if (actualMacEcoVar.Count > itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// if (itm.PrincipalComponentIdA == 5)
// {
// if (actualMacEcoVar.Count > itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// if (itm.PrincipalComponentIdA == 6)
// {
// if (actualMacEcoVar.Count > itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// if (itm.PrincipalComponentIdA == 7)
// {
// if (actualMacEcoVar.Count > itm.PrincipalComponentIdB - varBle)
// {
// o.MacroEconomicVariableId = actualMacEcoVar[itm.PrincipalComponentIdB - varBle].MacroeconomicVariableId;
// o.MacroEconomicValue = itm.Value.Value;
// o.Mode = itm.PricipalComponentLabelA;
// }
// }
// itms.Add(o);
//}
//var obj = new ProcessECL_PD(this._eclId, this._eclType).Get_PDI_StatisticalInputs();
//return obj;
}
