示例#1
0
        public void ReadWriteCollateralCsv()
        {
            var csv     = new CollateralCsv();
            var csvPath = @"D:\collateral.csv";

            csv.Load(csvPath);
            csv.UpdateCellValue(3, "PrincipalBalance", "12345");
            csv.UpdateCellValue(5, "AsOfDate", "2016/12/07");
            var newCsvPath = @"D:\collateral-new.csv";

            csv.Save(newCsvPath);
        }
示例#2
0
        public static void UpdateDatasetByPredictModel(ProjectLogicModel project)
        {
            var dbAdapter = new DBAdapter();

            var dealSchedule = project.DealSchedule.Instanse;

            var errorMsg = "Error occurred in UpdateDatasetByPredictModel";

            CommUtils.Assert(dealSchedule.DeterminationDates != null && dealSchedule.DeterminationDates.Length > 0, errorMsg);
            CommUtils.Assert(dealSchedule.PaymentDates != null && dealSchedule.PaymentDates.Length > 0, errorMsg);
            CommUtils.Assert(dealSchedule.DeterminationDates.Length == dealSchedule.PaymentDates.Length, errorMsg);

            var asOfDateEndList = dealSchedule.DeterminationDates.ToList();

            var asOfDateBeginList = asOfDateEndList.Select(x => x).ToList();

            asOfDateBeginList.RemoveAt(asOfDateBeginList.Count - 1);
            asOfDateBeginList.Insert(0, dealSchedule.FirstCollectionPeriodStartDate);

            var newAsOfDateList = project.EnablePredictMode ? asOfDateBeginList : asOfDateEndList;
            var oldAsOfDateList = project.EnablePredictMode ? asOfDateEndList : asOfDateBeginList;
            var paymentDateList = dealSchedule.PaymentDates.ToList();

            var durationPeriods = new List <DatasetScheduleLogicModel>();

            if (project.EnablePredictMode)
            {
                //切换到预测模式
                //使用过去一期的模型collateral里asset的PrincipalBalance覆盖掉未来一期的值
                //从过去到未来遍历
                durationPeriods.AddRange(project.DealSchedule.DurationPeriods);
            }
            else
            {
                //切换到当期模式:
                //使用未来一期的模型collateral里asset的PrincipalBalance覆盖掉过去一期的值
                //从未来到过去遍历
                durationPeriods.AddRange(project.DealSchedule.DurationPeriods);
                durationPeriods.Reverse();
            }

            //Fields: asOfDate, assetId, principalBalance
            foreach (var period in durationPeriods)
            {
                var dataset = period.Dataset.Instance;
                if (dataset == null)
                {
                    continue;
                }

                var idx = paymentDateList.IndexOf(period.PaymentDate);
                if (idx < 0 || idx >= newAsOfDateList.Count)
                {
                    continue;
                }

                var ymlFolder = dbAdapter.Dataset.GetYmlFolder(project.Instance);

                var newAsOfDate          = newAsOfDateList[idx];
                var newDatasetFolder     = dbAdapter.Dataset.GetDatasetFolder(project.Instance, newAsOfDate);
                var newCollateralCsvPath = Path.Combine(newDatasetFolder, "collateral.csv");

                var oldAsOfDate          = oldAsOfDateList[idx];
                var oldDatasetFolder     = dbAdapter.Dataset.GetDatasetFolder(project.Instance, oldAsOfDate);
                var oldCollateralCsvPath = Path.Combine(oldDatasetFolder, "collateral.csv");

                dataset.AsOfDate = DateUtils.DateToDigitString(newAsOfDate);
                dbAdapter.Dataset.Update(dataset);

                if (File.Exists(newCollateralCsvPath))
                {
                    var assetPrincipalBalance = new Dictionary <int, string>();
                    if (File.Exists(oldCollateralCsvPath))
                    {
                        var oldCollateralCsv = new CollateralCsv();
                        oldCollateralCsv.Load(oldCollateralCsvPath);
                        foreach (var record in oldCollateralCsv)
                        {
                            //保存当次遍历Asset的期初本金
                            assetPrincipalBalance[record.AssetId] = record.Items["PrincipalBalance"];
                        }
                    }
                    else
                    {
                        if (oldAsOfDate > newAsOfDate && period.Next != null)
                        {
                            var deal       = new ABSDeal(ymlFolder, newDatasetFolder);
                            var acfDataset = deal.Result.AcfResult.Dataset.FirstOrDefault(x =>
                                                                                          x.PaymentDay == period.Previous.PaymentDate);
                            if (acfDataset != null)
                            {
                                assetPrincipalBalance = acfDataset.ToDictionary(x => x.Asset.Id, x => x.Performing.ToString("n2"));
                            }
                        }
                    }

                    var collateralAsOfDate = asOfDateBeginList[idx];

                    var newCollateralCsv = new CollateralCsv();
                    newCollateralCsv.Load(newCollateralCsvPath);

                    foreach (var record in newCollateralCsv)
                    {
                        var assetId = record.AssetId;
                        //更新封包日日期
                        newCollateralCsv.UpdateCellValue(assetId, "AsOfDate",
                                                         collateralAsOfDate.ToString("MM/dd/yyyy"));

                        //更新Asset的期初本金
                        if (assetPrincipalBalance.ContainsKey(assetId))
                        {
                            newCollateralCsv.UpdateCellValue(assetId, "PrincipalBalance",
                                                             assetPrincipalBalance[assetId]);
                        }
                    }
                    newCollateralCsv.Save(newCollateralCsvPath);
                }
            }
        }
示例#3
0
        public void GenerateNextDataset(int projectId)
        {
            CommUtils.Assert(m_isInitialized, "AssetModifier hasn't been initialized!");

            var project       = m_dbAdapter.Project.GetProjectById(projectId);
            var datasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(project, m_asOfDay);

            CommUtils.Assert(Directory.Exists(datasetFolder), "Load dataset [" + project.ProjectGuid + "][" + m_asOfDay + "] failed!");

            if (!m_nextAsOfDay.HasValue)
            {
                return;
            }

            //Create folder for next dataset if not exists.
            var nextDatasetFolder = m_dbAdapter.Dataset.GetDatasetFolder(project, m_nextAsOfDay.Value);

            if (!Directory.Exists(nextDatasetFolder))
            {
                try
                {
                    Directory.CreateDirectory(nextDatasetFolder);
                }
                catch (Exception e)
                {
                    throw new ApplicationException("Create dataset [" + project.ProjectGuid + "][" + m_asOfDay + "] folder failed! Exception: " + e.Message);
                }
            }

            //Copy and modify collertal.csv
            var collateralPath     = Path.Combine(datasetFolder, "collateral.csv");
            var nextCollateralPath = Path.Combine(nextDatasetFolder, "collateral.csv");

            FileUtils.Copy(collateralPath, nextCollateralPath);

            var amortizationPath     = Path.Combine(datasetFolder, "AmortizationSchedule.csv");
            var nextAmortizationPath = Path.Combine(nextDatasetFolder, "AmortizationSchedule.csv");

            FileUtils.Copy(amortizationPath, nextAmortizationPath, false);

            var promisedCashflowPath     = Path.Combine(datasetFolder, "PromisedCashflow.csv");
            var nextPromisedCashflowPath = Path.Combine(nextDatasetFolder, "PromisedCashflow.csv");

            FileUtils.Copy(promisedCashflowPath, nextPromisedCashflowPath, false);

            var reinvestmentPath     = Path.Combine(datasetFolder, "Reinvestment.csv");
            var nextReinvestmentPath = Path.Combine(nextDatasetFolder, "Reinvestment.csv");

            FileUtils.Copy(reinvestmentPath, nextReinvestmentPath, false);

            var currentCombileVaiablesPath = Path.Combine(datasetFolder, "CombinedVariables.csv");
            var nextCombileVaiablesPath    = Path.Combine(nextDatasetFolder, "CombinedVariables.csv");

            FileUtils.Copy(currentCombileVaiablesPath, nextCombileVaiablesPath, false);

            var currentVariablesPath     = Path.Combine(datasetFolder, "CurrentVariables.csv");
            var nextCurrentVariablesPath = Path.Combine(nextDatasetFolder, "CurrentVariables.csv");

            FileUtils.Copy(currentVariablesPath, nextCurrentVariablesPath, false);

            var futureVariablesPath     = Path.Combine(datasetFolder, "FutureVariables.csv");
            var nextFutureVariablesPath = Path.Combine(nextDatasetFolder, "FutureVariables.csv");

            FileUtils.Copy(futureVariablesPath, nextFutureVariablesPath, false);

            var pastVariablesPath     = Path.Combine(datasetFolder, "PastVariables.csv");
            var nextPastVariablesPath = Path.Combine(nextDatasetFolder, "PastVariables.csv");

            FileUtils.Copy(pastVariablesPath, nextPastVariablesPath, false);



            BasicAnalyticsData basicAnalyticsData = NancyUtils.GetBasicAnalyticsData(projectId, null, m_asOfDay);

            //AssetId, 剩余本金
            var dictPrincipalBalance = new Dictionary <int, double>();

            foreach (var assetCashFlow in basicAnalyticsData.BasicAssetCashflow.BasicAssetCashflowItems)
            {
                if (assetCashFlow.PaymentDate == m_paymentDay)
                {
                    dictPrincipalBalance[assetCashFlow.AssetId] = assetCashFlow.Performing;
                }
            }



            var collateralCsv = new CollateralCsv();

            collateralCsv.Load(nextCollateralPath);
            foreach (var record in collateralCsv)
            {
                var assetId = record.AssetId;
                //更新封包日日期
                collateralCsv.UpdateCellValue(assetId, "AsOfDate",
                                              m_nextAsOfDay.Value.ToString("MM/dd/yyyy"));

                //更新剩余本金
                collateralCsv.UpdateCellValue(assetId, "PrincipalBalance",
                                              dictPrincipalBalance.ContainsKey(assetId) ? dictPrincipalBalance[assetId].ToString() : "0");

                if (collateralCsv.ContainsColumn("AccrueFromAsOfDate"))
                {
                    collateralCsv.UpdateCellValue(assetId, "AccrueFromAsOfDate", "FALSE");
                }
            }
            collateralCsv.Save(nextCollateralPath);



            ProcessVaiables(m_dbAdapter.Dataset.GetYmlFolder(project), basicAnalyticsData);

            if (m_previousPaymentDay != m_paymentDay && File.Exists(nextPromisedCashflowPath))
            {
                var p = new PromisedCashflowCsv(nextPromisedCashflowPath);
                p.Load();
                p.Records = p.Records.Where(o => o.PaymentDate > m_previousPaymentDay).ToList();
                p.Save();
            }
        }