Yield curve import triggers calculations

PresentValueSeries/PresentValue - Episode 2.ipynb

@@ -168,10 +168,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"YieldCurve.xlsx\")",
-                "\n            .WithType<YieldCurve>()",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"YieldCurve.xlsx\").WithType<YieldCurve>().WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -180,10 +177,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"Cashflows.xlsx\")",
-                "\n            .WithFormat(\"Cashflow\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"Cashflows.xlsx\").WithFormat(\"Cashflow\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -507,4 +501,4 @@
             "outputs": []
         }
     ]
-}
+}

PresentValueSeries/PresentValue - Episode 3.ipynb

@@ -168,10 +168,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"DataNodes_CH.xlsx\")",
-                "\n            .WithFormat(\"DataNode\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"DataNodes_CH.xlsx\").WithFormat(\"DataNode\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -180,10 +177,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"DataNodes_DE.xlsx\")",
-                "\n            .WithFormat(\"DataNode\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"DataNodes_DE.xlsx\").WithFormat(\"DataNode\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -192,10 +186,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"YieldCurve.xlsx\")",
-                "\n            .WithType<YieldCurve>()",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"YieldCurve.xlsx\").WithType<YieldCurve>().WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -204,10 +195,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"Cashflows.xlsx\")",
-                "\n            .WithFormat(\"Cashflow\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"Cashflows.xlsx\").WithFormat(\"Cashflow\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -216,10 +204,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"CF_CH_2021_12.xlsx\")",
-                "\n            .WithFormat(\"Cashflow\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"CF_CH_2021_12.xlsx\").WithFormat(\"Cashflow\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -228,10 +213,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"CF_DE_2021_12.xlsx\")",
-                "\n            .WithFormat(\"Cashflow\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"CF_DE_2021_12.xlsx\").WithFormat(\"Cashflow\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -240,10 +222,7 @@
         {
             "cell_type": "code",
             "source": [
-                "await Import.FromFile(\"CF_DE_2022_12.xlsx\")",
-                "\n            .WithFormat(\"Cashflow\")",
-                "\n            .WithTarget(DataSource)",
-                "\n            .ExecuteAsync()"
+                "await Import.FromFile(\"CF_DE_2022_12.xlsx\").WithFormat(\"Cashflow\").WithTarget(DataSource).ExecuteAsync()"
             ],
             "metadata": {},
             "execution_count": 0,

ifrs17-template/Files/Parameters/YieldCurve_2020_1.csv

@@ -1,6 +1,6 @@
 @@Main
 Year,Month
-2020,12
+2020,1
 @@YieldCurve
 Currency,Values0,Values1,Values2,Values3
 USD,0.002,0.002,0.002,0.002

ifrs17-template/Files/Parameters/YieldCurve_2020_12.csv

@@ -1,6 +1,6 @@
 @@Main
 Year,Month
-2020,1
+2020,12
 @@YieldCurve
 Currency,Values0,Values1,Values2,Values3
 USD,0.002,0.002,0.002,0.002

ifrs17-template/Test/ScenarioDataImportTest.ipynb

@@ -42,16 +42,49 @@
             "execution_count": 0,
             "outputs": []
         },
+        {
+            "cell_type": "markdown",
+            "source": [
+                "# Setting Constants"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
         {
             "cell_type": "code",
             "source": [
                 "var ws = Workspace.CreateNew();",
-                "\nws.InitializeFrom(DataSource);",
-                "\nvar argsBestEstimate = new ImportArgs (\"CH\", 2020, 12, Periodicity.Quarterly, null, ImportFormats.Cashflow);",
-                "\nvar argsScenario = new ImportArgs (\"CH\", 2020, 12, Periodicity.Quarterly, \"Test\", ImportFormats.Cashflow);",
-                "\nvar initStorage = new ImportStorage(argsBestEstimate, DataSource, ws);",
-                "\nawait initStorage.InitializeAsync();",
-                "\nvar actualETs = initStorage.EstimateTypesByImportFormat[ImportFormats.Actual];",
+                "\nws.InitializeFrom(DataSource);"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var argsBestEstimate = new ImportArgs (\"CH\", 2020, 12, Periodicity.Quarterly, null, ImportFormats.Cashflow);",
+                "\nvar argsScenario = new ImportArgs (\"CH\", 2020, 12, Periodicity.Quarterly, \"Test\", ImportFormats.Cashflow);"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var initStorage = new ImportStorage(argsBestEstimate, DataSource, ws);",
+                "\nawait initStorage.InitializeAsync();"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                "var actualETs = initStorage.EstimateTypesByImportFormat[ImportFormats.Actual];",
                 "\nvar cashflowETs = initStorage.EstimateTypesByImportFormat[ImportFormats.Cashflow];",
                 "\nvar actualOrCashflowETs = actualETs.Intersect(cashflowETs);",
                 "\nvar onlyActualETs = actualETs.Except(cashflowETs);",
@@ -192,9 +225,11 @@
         {
             "cell_type": "code",
             "source": [
-                "actualVars.Length.Should().Be(0);",
-                "\ncashflowVars.Length.Should().NotBe(0);",
-                "\ndiffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    actualVars.Length.Should().Be(0);",
+                "\n    cashflowVars.Length.Should().NotBe(0);",
+                "\n    diffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -250,9 +285,11 @@
         {
             "cell_type": "code",
             "source": [
-                "actualVars.Length.Should().NotBe(0);",
-                "\ncashflowVars.Length.Should().Be(0);",
-                "\ndiffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    actualVars.Length.Should().NotBe(0);",
+                "\n    cashflowVars.Length.Should().Be(0);",
+                "\n    diffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -317,9 +354,11 @@
         {
             "cell_type": "code",
             "source": [
-                "actualVars.Length.Should().Be(0);",
-                "\ncashflowVars.Length.Should().NotBe(0);",
-                "\ndiffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    actualVars.Length.Should().Be(0);",
+                "\n    cashflowVars.Length.Should().NotBe(0);",
+                "\n    diffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -376,9 +415,11 @@
         {
             "cell_type": "code",
             "source": [
-                "diffs.Where(x => x.EstimateType == EstimateTypes.DA).ToArray().Length.Should().NotBe(0);",
-                "\ndiffs.Where(x => x.EstimateType == EstimateTypes.F).ToArray().Length.Should().Be(0);",
-                "\ndiffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    diffs.Where(x => x.EstimateType == EstimateTypes.DA).ToArray().Length.Should().NotBe(0);",
+                "\n    diffs.Where(x => x.EstimateType == EstimateTypes.F).ToArray().Length.Should().Be(0);",
+                "\n    diffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -441,9 +482,11 @@
         {
             "cell_type": "code",
             "source": [
-                "diffs.Where(x => x.EstimateType == EstimateTypes.DA).ToArray().Length.Should().NotBe(0);",
-                "\nivsScenarioActualNoACAAEA.Where(x => x.EstimateType == EstimateTypes.F).Count().Should().NotBe(0);",
-                "\nivsScenarioActualNoACAAEA.Where(x => x.EstimateType == EstimateTypes.DA && Math.Abs(x.Value) > Precision).Count().Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    diffs.Where(x => x.EstimateType == EstimateTypes.DA).ToArray().Length.Should().NotBe(0);",
+                "\n    ivsScenarioActualNoACAAEA.Where(x => x.EstimateType == EstimateTypes.F).Count().Should().NotBe(0);",
+                "\n    ivsScenarioActualNoACAAEA.Where(x => x.EstimateType == EstimateTypes.DA && Math.Abs(x.Value) > Precision).Count().Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -525,7 +568,7 @@
         {
             "cell_type": "code",
             "source": [
-                "diffs.Count().Should().Be(0);"
+                "if(EnableScenario) diffs.Count().Should().Be(0);"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -619,8 +662,10 @@
         {
             "cell_type": "code",
             "source": [
-                "diffs.Where(x => onlyCashflowETs.Contains(x.EstimateType) && x.EstimateType != EstimateTypes.F && Math.Abs(x.Value) > Precision).Count().Should().Be(0);",
-                "\ndiffs.Where(x => onlyActualETs.Contains(x.EstimateType) && Math.Abs(x.Value) > Precision).Count().Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    diffs.Where(x => onlyCashflowETs.Contains(x.EstimateType) && x.EstimateType != EstimateTypes.F && Math.Abs(x.Value) > Precision).Count().Should().Be(0);",
+                "\n    diffs.Where(x => onlyActualETs.Contains(x.EstimateType) && Math.Abs(x.Value) > Precision).Count().Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -680,9 +725,11 @@
         {
             "cell_type": "code",
             "source": [
-                "cashflowVars.Length.Should().NotBe(0);",
-                "\nactualVars.Length.Should().Be(0);",
-                "\ndiffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    cashflowVars.Length.Should().NotBe(0);",
+                "\n    actualVars.Length.Should().Be(0);",
+                "\n    diffs.Except(actualVars.Union(cashflowVars).Union(actualOrCashflowVars)).ToArray().Length.Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -762,9 +809,11 @@
         {
             "cell_type": "code",
             "source": [
-                "actualVars.Length.Should().Be(0);",
-                "\ncashflowVars.Length.Should().NotBe(0);",
-                "\ncashflowVars.Where(x => x.EstimateType == EstimateTypes.DA).Count().Should().Be(0);"
+                "if(EnableScenario) {",
+                "\n    actualVars.Length.Should().Be(0);",
+                "\n    cashflowVars.Length.Should().NotBe(0);",
+                "\n    cashflowVars.Where(x => x.EstimateType == EstimateTypes.DA).Count().Should().Be(0);",
+                "\n}"
             ],
             "metadata": {},
             "execution_count": 0,
@@ -877,8 +926,28 @@
         {
             "cell_type": "code",
             "source": [
-                "actualVars.Length.Should().Be(0);",
-                "\ncashflowVars.Length.Should().NotBe(0);"
+                "if(EnableScenario) {",
+                "\n    actualVars.Length.Should().Be(0);",
+                "\n    cashflowVars.Length.Should().NotBe(0);",
+                "\n}"
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                ""
+            ],
+            "metadata": {},
+            "execution_count": 0,
+            "outputs": []
+        },
+        {
+            "cell_type": "code",
+            "source": [
+                ""
             ],
             "metadata": {},
             "execution_count": 0,