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Merged
nnikolopoulos merged 8 commits into from
Dec 8, 2022
Merged

Split compute all scopes #119

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199f114
First commit of potential scope names
Dec 2, 2022
6a176ec
Initial split for ComputeAllScopes
Dec 5, 2022
d3afd3b
Break ComputeAllScopes into 5 scopes
Dec 5, 2022
e870786
Remove commented off cell
Dec 5, 2022
1028778
Create scopes for Actuals, Cashflows and Openings
Dec 7, 2022
feab199
Implement feedback
Dec 7, 2022
3d3d4df
Change modifier of amortizationFactor to public
Dec 8, 2022
7952d5f
Implement feedbackx2
Dec 8, 2022
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159 changes: 122 additions & 37 deletions ifrs17/Import/ImportScopeCalculation.ipynb
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Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2042,7 +2042,7 @@
"source": [
"## Computing All Scopes",
"\n",
"\nSince all the calculations defined in the various scopes are to be performed together, it is useful to introduce the scope <code>ComputeAllScopes</code> below, which given a certain Import Identity and Import Storage, performs all the calculations (defined above) based on the corresponding data:"
"\nSince all the calculations defined in the various scopes are to be performed together, it is useful to introduce the scopes: <code>ComputeIfrsVarsActuals</code>, <code>ComputeIfrsVarsCashflows</code> and the <code>ComputeIfrsVarsOpenings</code> below, which given a certain Import Format and Import Storage, performs all the calculations (defined above) based on the corresponding data:"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -2051,9 +2051,9 @@
{
"cell_type": "code",
"source": [
"public interface ComputeAllScopes: IScope<ImportIdentity, ImportStorage> //ComputeIfrsVariable",
"public interface PvToIfrsVariable: IScope<ImportIdentity, ImportStorage>",
"\n{",
"\n IEnumerable<IfrsVariable> PvLocked => GetScope<PvLocked>(Identity).PresentValues.Where(x => Math.Abs(x.Value) >= Precision).Select(x => new IfrsVariable{ EconomicBasis = x.EconomicBasis, ",
"\n IEnumerable<IfrsVariable> PvLocked => GetScope<PvLocked>(Identity).PresentValues.Where(x => Math.Abs(x.Value) >= Precision).Select(x => new IfrsVariable{ EconomicBasis = x.EconomicBasis, ",
"\n EstimateType = x.Identity.EstimateType, ",
"\n DataNode = x.Identity.Id.DataNode, ",
"\n AocType = x.Identity.Id.AocType, ",
Expand All @@ -2073,6 +2073,17 @@
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n });",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface RaToIfrsVariable: IScope<ImportIdentity, ImportStorage>",
"\n{",
"\n IEnumerable<IfrsVariable> RaCurrent => GetScope<RaCurrent>(Identity).PresentValues.Where(x => Math.Abs(x.Value) >= Precision).Select(x => new IfrsVariable{ EconomicBasis = x.EconomicBasis, ",
"\n EstimateType = x.Identity.EstimateType, ",
"\n DataNode = x.Identity.Id.DataNode, ",
Expand All @@ -2093,20 +2104,17 @@
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n });",
"\n private string EconomicBasis => Identity.ValuationApproach == ValuationApproaches.VFA ? EconomicBases.C : EconomicBases.L;",
"\n private IEnumerable<IfrsVariable> amortizationFactor => Identity.AocType == AocTypes.AM",
"\n ? GetScope<CurrentPeriodAmortizationFactor>(Identity, o => o.WithContext(EconomicBasis))",
"\n .RepeatOnce()",
"\n .Where(x => Math.Abs(x.Value) >= Precision)",
"\n .Select(x => new IfrsVariable{ EstimateType = x.EstimateType,",
"\n DataNode = x.Identity.DataNode,",
"\n AocType = x.Identity.AocType,",
"\n Novelty = x.Identity.Novelty,",
"\n EconomicBasis = x.EconomicBasis,",
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n })",
"\n : Enumerable.Empty<IfrsVariable>();",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface ActualToIfrsVariable: IScope<ImportIdentity, ImportStorage>",
"\n{",
"\n IEnumerable<IfrsVariable> Actual => GetScope<Actual>(Identity).Actuals.Where(x => Math.Abs(x.Value) >= Precision).Select(x => new IfrsVariable{ EstimateType = x.Identity.EstimateType,",
"\n DataNode = x.Identity.Id.DataNode,",
"\n AocType = x.Identity.Id.AocType,",
Expand Down Expand Up @@ -2134,15 +2142,36 @@
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n });",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface DeferrableToIfrsVariable: IScope<ImportIdentity, ImportStorage>",
"\n{",
"\n IEnumerable<IfrsVariable> DeferrableActual => GetScope<DeferrableActual>(Identity).RepeatOnce().Where(x => Math.Abs(x.Value) >= Precision).Select(x => new IfrsVariable{ EstimateType = x.EstimateType,",
"\n DataNode = x.Identity.DataNode,",
"\n AocType = x.Identity.AocType,",
"\n Novelty = x.Identity.Novelty,",
"\n AccidentYear = null,",
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n });",
"\n ",
"\n DataNode = x.Identity.DataNode,",
"\n AocType = x.Identity.AocType,",
"\n Novelty = x.Identity.Novelty,",
"\n AccidentYear = null,",
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n });",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface EaForPremiumToIfrsVariable: IScope<ImportIdentity, ImportStorage>",
"\n{",
"\n IEnumerable<IfrsVariable> BeEAForPremium => GetStorage().DataNodeDataBySystemName[Identity.DataNode].LiabilityType == LiabilityTypes.LIC",
"\n || Identity.IsReinsurance",
"\n ? Enumerable.Empty<IfrsVariable>()",
Expand Down Expand Up @@ -2174,7 +2203,31 @@
"\n AmountType = sc.Identity.AmountType,",
"\n Value = sc.Value,",
"\n Partition = GetStorage().TargetPartition });",
"\n ",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface TmToIfrsVariable: IScope<ImportIdentity, ImportStorage>",
"\n{",
"\n private string EconomicBasis => Identity.ValuationApproach == ValuationApproaches.VFA ? EconomicBases.C : EconomicBases.L;",
"\n IEnumerable<IfrsVariable> AmortizationFactor => Identity.AocType == AocTypes.AM",
"\n ? GetScope<CurrentPeriodAmortizationFactor>(Identity, o => o.WithContext(EconomicBasis))",
"\n .RepeatOnce()",
"\n .Where(x => Math.Abs(x.Value) >= Precision)",
"\n .Select(x => new IfrsVariable{ EstimateType = x.EstimateType,",
"\n DataNode = x.Identity.DataNode,",
"\n AocType = x.Identity.AocType,",
"\n Novelty = x.Identity.Novelty,",
"\n EconomicBasis = x.EconomicBasis,",
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n })",
"\n : Enumerable.Empty<IfrsVariable>();",
"\n IEnumerable<IfrsVariable> Csms => GetStorage().DataNodeDataBySystemName[Identity.DataNode].LiabilityType == LiabilityTypes.LIC",
"\n ? Enumerable.Empty<IfrsVariable>()",
"\n : GetScope<ContractualServiceMargin>(Identity).RepeatOnce()",
Expand Down Expand Up @@ -2208,16 +2261,6 @@
"\n Value = x.Value,",
"\n Partition = GetStorage().TargetPartition",
"\n });",
"\n ",
"\n IEnumerable<IfrsVariable> CalculatedIfrsVariables => GetStorage().ImportFormat switch {",
"\n ImportFormats.Actual => Actual.Concat(AdvanceActual).Concat(OverdueActual).Concat(ActEAForPremium)",
"\n .Concat(DeferrableActual).Concat(Csms).Concat(Loss),",
"\n ImportFormats.Cashflow => PvLocked.Concat(PvCurrent).Concat(RaCurrent).Concat(RaLocked)",
"\n .Concat(amortizationFactor).Concat(BeEAForPremium)",
"\n .Concat(DeferrableActual).Concat(Csms).Concat(Loss),",
"\n ImportFormats.Opening => AdvanceActual.Concat(OverdueActual).Concat(DeferrableActual)",
"\n .Concat(Csms).Concat(Loss),",
"\n };",
"\n}"
],
"metadata": {},
Expand All @@ -2227,7 +2270,49 @@
{
"cell_type": "code",
"source": [
""
"public interface ComputeIfrsVarsActuals : ActualToIfrsVariable, DeferrableToIfrsVariable, EaForPremiumToIfrsVariable, TmToIfrsVariable",
"\n{",
"\n IEnumerable<IfrsVariable> CalculatedIfrsVariables => Actual.Concat(AdvanceActual)",
"\n .Concat(OverdueActual)",
"\n .Concat(ActEAForPremium)",
"\n .Concat(DeferrableActual)",
"\n .Concat(Csms)",
"\n .Concat(Loss);",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface ComputeIfrsVarsCashflows : PvToIfrsVariable, RaToIfrsVariable, DeferrableToIfrsVariable, EaForPremiumToIfrsVariable, TmToIfrsVariable",
"\n{",
"\n IEnumerable<IfrsVariable> CalculatedIfrsVariables => PvLocked.Concat(PvCurrent)",
"\n .Concat(RaCurrent)",
"\n .Concat(RaLocked)",
"\n .Concat(amortizationFactor)",
"\n .Concat(BeEAForPremium)",
"\n .Concat(DeferrableActual)",
"\n .Concat(Csms)",
"\n .Concat(Loss);",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public interface ComputeIfrsVarsOpenings : ActualToIfrsVariable, DeferrableToIfrsVariable, TmToIfrsVariable",
"\n{",
"\n IEnumerable<IfrsVariable> CalculatedIfrsVariables => AdvanceActual.Concat(OverdueActual)",
"\n .Concat(DeferrableActual)",
"\n .Concat(Csms)",
"\n .Concat(Loss);",
"\n} "
],
"metadata": {},
"execution_count": 0,
Expand Down
6 changes: 3 additions & 3 deletions ifrs17/Import/Importers.ipynb
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -998,7 +998,7 @@
"\n ",
"\n var universe = Scopes.ForStorage(storage).ToScope<IModel>();",
"\n var identities = universe.GetScopes<GetIdentities>(storage.DataNodesByImportScope[ImportScope.Primary]).SelectMany(s => s.Identities);",
"\n var ivs = universe.GetScopes<ComputeAllScopes>(identities).SelectMany(x => x.CalculatedIfrsVariables);",
"\n var ivs = universe.GetScopes<ComputeIfrsVarsCashflows>(identities).SelectMany(x => x.CalculatedIfrsVariables);",
"\n if(Activity.HasErrors()) return Activity.Finish().Merge(parsingLog);",
"\n ",
"\n await workspace.UpdateAsync<IfrsVariable>(ivs);",
Expand Down Expand Up @@ -1120,7 +1120,7 @@
"\n",
"\n var universe = Scopes.ForStorage(storage).ToScope<IModel>();",
"\n var identities = universe.GetScopes<GetIdentities>(storage.DataNodesByImportScope[ImportScope.Primary]).SelectMany(s => s.Identities);",
"\n var ivs = universe.GetScopes<ComputeAllScopes>(identities).SelectMany(x => x.CalculatedIfrsVariables);",
"\n var ivs = universe.GetScopes<ComputeIfrsVarsActuals>(identities).SelectMany(x => x.CalculatedIfrsVariables);",
"\n if(Activity.HasErrors()) return Activity.Finish().Merge(parsingLog);",
"\n",
"\n await workspace.UpdateAsync<IfrsVariable>(ivs);",
Expand Down Expand Up @@ -1275,7 +1275,7 @@
"\n ",
"\n var universe = Scopes.ForStorage(storage).ToScope<IModel>();",
"\n var identities = universe.GetScopes<GetIdentities>(storage.DataNodesByImportScope[ImportScope.Primary]).SelectMany(s => s.Identities);",
"\n var ivs = universe.GetScopes<ComputeAllScopes>(identities).SelectMany(x => x.CalculatedIfrsVariables);",
"\n var ivs = universe.GetScopes<ComputeIfrsVarsOpenings>(identities).SelectMany(x => x.CalculatedIfrsVariables);",
"\n if(Activity.HasErrors()) return Activity.Finish().Merge(parsingLog);",
"\n",
"\n await workspace.UpdateAsync<IfrsVariable>(ivs);",
Expand Down