public Dictionary <long, ResultPosition> ProcessEvent(int eventID,
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > EventOccurrenceDRs,
bool ShouldAllocate,
int MaxConcurrencyContracts,
params long[] exposureIDs)
{
return(_handleNGFMPrototype.ProcessEvent(eventID, EventOccurrenceDRs, ShouldAllocate, MaxConcurrencyContracts, exposureIDs));
}
static void Main(string[] args)
{
ProcessCommandLineArgs(args);
NGFMPrototypeDLL_Handle = new NGFMPrototype();
if (InputFile != null)
{
NGFMPrototypeDLL_Handle.UploadContractExposures(new string[] { InputFile });
}
else
{
NGFMPrototypeDLL_Handle.UploadContractExposures(Directory.GetFiles(InputDirectory, "*.dat"));
}
Dictionary <long, Task> tasks = null;
NGFMPrototypeDLL_Handle.BuildParsingContext();
tasks = NGFMPrototypeDLL_Handle.Prepare_OLDAPI();
if (tasks != null)
{
Task.WaitAll(tasks.Select(kv => kv.Value).ToArray());
}
NGFMPrototypeDLL_Handle.DisposeParsingContext();
// Iterate through all events
foreach (string _GUInputFile in Directory.GetFiles(GUInputDirectory, GUInputFile))
{
Dictionary <string, Dictionary <int, Dictionary <long, Tuple <double, uint, List <float> > > > > dr = null;
dr = NGFMPrototypeDLL_Handle.ReadDamageRatiosFromFile(_GUInputFile);
NGFMPrototypeDLL_Handle.TransformDamageRatios(dr);
Dictionary <long, ResultPosition> Results = NGFMPrototypeDLL_Handle.ProcessEvent((int)_GUInputFile.GetHashCode(),
NGFMPrototypeDLL_Handle.DamageRatiosPerSubPeril, true, 1);
string InputPrefix = (InputFile != null) ? Path.GetFileNameWithoutExtension(InputFile) : "";
string OutputFileName = "_" + InputPrefix +
Path.GetFileNameWithoutExtension(_GUInputFile) + "_Output.csv";
Utilities.WriteResultsToCSVFile(OutputDirectory + "\\" + OutputFileName, Results);
}
}
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();
}