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Merged
sbusato merged 4 commits into from
Dec 12, 2022
Merged

Aggregate Extension #129

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812b293
fixing double[] aggregation
sbusato Dec 12, 2022
6239226
Adding test for AggregateDoubleArray
sbusato Dec 12, 2022
1b14d73
fixed AggregateDoubleArray
sbusato Dec 12, 2022
919eb9a
AggregateDoubleArrayTest enhancement
sbusato Dec 12, 2022
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6 changes: 3 additions & 3 deletions ifrs17/Import/ImportScopeCalculation.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -549,7 +549,7 @@
"\n{",
"\n private double[] NominalClaimsCashflow => GetStorage().GetClaims()",
"\n .Select(claim => GetStorage().GetValues(Identity.Id with {AocType = referenceAocStep.AocType, Novelty = referenceAocStep.Novelty}, claim, Identity.EstimateType, Identity.AccidentYear))",
"\n .Aggregate();",
"\n .AggregateDoubleArray();",
"\n ",
"\n private double nonPerformanceRiskRate => GetStorage().GetNonPerformanceRiskRate(Identity.Id);",
"\n ",
Expand All @@ -566,7 +566,7 @@
"\n{",
"\n double[] NominalCashflow.Values => GetStorage().GetClaims()",
"\n .Select(claim => GetStorage().GetValues(Identity.Id with {AocType = referenceAocStep.AocType, Novelty = referenceAocStep.Novelty}, claim, Identity.EstimateType, Identity.AccidentYear))",
"\n .Aggregate();",
"\n .AggregateDoubleArray();",
"\n}"
],
"metadata": {},
Expand Down Expand Up @@ -691,7 +691,7 @@
"\n .Values",
"\n .Select(aoc => GetScope<DiscountedCashflow>((Identity.Id with {AocType = aoc.AocType, Novelty = aoc.Novelty}, Identity.AmountType, Identity.EstimateType, Identity.Accidentyear)).Values)",
"\n .Where(cf => cf.Count() > 0)",
"\n .Aggregate();",
"\n .AggregateDoubleArray();",
"\n ",
"\n double[] Values => Subtract(CurrentValues, PreviousValues);",
"\n}"
Expand Down
131 changes: 131 additions & 0 deletions ifrs17/Test/AggregateDoubleArrayTest.ipynb
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Original file line number Diff line number Diff line change
@@ -0,0 +1,131 @@
{
"metadata": {
"authors": [],
"kernelspec": {
"display_name": "Formula Framework",
"language": "C#",
"name": "C#"
},
"language_info": {
"file_extension": ".cs",
"mimetype": "text/plain",
"name": "C#"
}
},
"nbformat": 4,
"nbformat_minor": 5,
"cells": [
{
"cell_type": "code",
"source": [
"#!import \"../Utils/Extensions\"",
"\n#!import \"../Utils/TestHelper\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public void CheckAggregateDoubleArray(double[][] arrayOfDoubleArrays, double[] bmAggregatedArray)",
"\n{",
"\n var aggregatedArray = arrayOfDoubleArrays.AggregateDoubleArray();",
"\n aggregatedArray.Should().BeEquivalentTo(bmAggregatedArray);",
"\n}"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var array = new double [] [] {new[] {-100d,-50d }, new[] {-100d,-50d,-50d,-50d,0d,0d,0d,0d, 0d,0d,}, new[] {-100d,-50d,-50d,-50d,0d,0d,0d,0d, 0d,0d,}, new[] {-100d,-50d,-50d,-50d,0d,0d,0d,0d, 0d,0d,} };",
"\nCheckAggregateDoubleArray(array, new[] {-400d,-200d,-150d,-150d,0d,0d,0d,0d, 0d,0d,})"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {null, new[] {-100d,-50d }};",
"\nCheckAggregateDoubleArray(array, new[] {-100d,-50d })"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {new[] {-100d,-50d }, null};",
"\nCheckAggregateDoubleArray(array, new[] {-100d,-50d })"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {Enumerable.Empty<double>().ToArray(), new[] {-100d,-50d }};",
"\nCheckAggregateDoubleArray(array, new[] {-100d,-50d })"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {Enumerable.Empty<double>().ToArray(), Enumerable.Empty<double>().ToArray()};",
"\nCheckAggregateDoubleArray(array, Enumerable.Empty<double>().ToArray())"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {new[] {-100d,-50d }};",
"\nCheckAggregateDoubleArray(array, new[] {-100d,-50d })"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {Enumerable.Empty<double>().ToArray()};",
"\nCheckAggregateDoubleArray(array, Enumerable.Empty<double>().ToArray())"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"array = new double [] [] {null};",
"\nCheckAggregateDoubleArray(array, Enumerable.Empty<double>().ToArray())"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
""
],
"metadata": {},
"execution_count": 0,
"outputs": []
}
]
}
9 changes: 9 additions & 0 deletions ifrs17/Test/Tests.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -41,6 +41,15 @@
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!eval-notebook \"AggregateDoubleArrayTest\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
}
]
}
38 changes: 37 additions & 1 deletion ifrs17/Utils/Extensions.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -36,6 +36,33 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Loading external dependencies"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#r \"nuget:morelinq\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"using static MoreLinq.Extensions.ZipLongestExtension;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
Expand Down Expand Up @@ -96,7 +123,16 @@
{
"cell_type": "code",
"source": [
"public static double[] Prune (this IEnumerable<double> source, double precision = Precision) => source.Reverse().SkipWhile(x => Math.Abs(x) < precision).Reverse().ToArray();"
"public static double[] Prune(this IEnumerable<double> source, double precision = Precision) => source.Reverse().SkipWhile(x => Math.Abs(x) < precision).Reverse().ToArray();"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"public static double[] AggregateDoubleArray(this IEnumerable<IEnumerable<double>> source) => source.Where(x => x is not null).DefaultIfEmpty(Enumerable.Empty<double>()).Aggregate((x, y) => x.ZipLongest(y, (a, b) => a + b)).ToArray();"
],
"metadata": {},
"execution_count": 0,
Expand Down