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Merged
dcolleoni merged 10 commits into from
Apr 10, 2023
Merged

Cumulate nominal #263

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3b2c247
wip on Nominal CC and debugging setup
dcolleoni Mar 31, 2023
81e8b28
debug: evaluate and re-evaluate import scopes
dcolleoni Mar 31, 2023
d4cea08
improve scopes and debug nb
dcolleoni Apr 4, 2023
4061d3a
update bms
dcolleoni Apr 4, 2023
882fce3
clean up + allow locked in for ppa
dcolleoni Apr 4, 2023
fa0c0a9
update bm
dcolleoni Apr 6, 2023
77c1a2e
clean up and update discount and cumulate methods
dcolleoni Apr 6, 2023
44f37d6
Merge remote-tracking branch 'origin/develop' into CumulateNominal
dcolleoni Apr 10, 2023
63d5d16
address PR comments
dcolleoni Apr 10, 2023
b058ee4
memory usage of test nb
dcolleoni Apr 10, 2023
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256 changes: 256 additions & 0 deletions ifrs17-template/Import/InteractWithImportScopes/EvaluateImportScopes.ipynb
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{
"metadata": {
"authors": [],
"id": "qeOnUAhRJ0ihlDezHlrM-w",
"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": "markdown",
"source": [
"<p style=\"font-weight:bold;\"> <span style=\"font-size: 36px\"> Interact With Import Scope Calculation</span> </p>",
"\n",
"\n<br><br>",
"\nAfter successfully loading the parsed data in the dataSource, the import scopes with for a specific partition can be re-evaluated in this notebook. ",
"\nThe import scopes can then be displayed, examined and used for further calculations."
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Basic Initialization"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!import \"../../Constants/CalculationEngine\""
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var mystring = $\"#!eval-notebook \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";",
"\nmystring"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!eval mystring"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"#!eval-notebook \"../../Initialization/InitSystemorphBaseToMemory\"",
"\nWorkspace.Reset(x => x.ResetInitializationRules().ResetCurrentPartitions());",
"\nWorkspace.InitializeFrom(DataSource);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Import of parsed data"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"Debug.Enable = true;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"../../Files/TransactionalData/NominalCashflows_CH_2020_12.csv\")",
"\n .WithFormat(ImportFormats.Cashflow)",
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync()"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Args"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Primary Args"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var reportingNode = \"CH\";",
"\nvar year = 2020;",
"\nvar month = 12;",
"\nvar importFormat = ImportFormats.Cashflow;",
"\nvar scenario = (string)null;",
"\n",
"\nImportArgs args = new ImportArgs(reportingNode, year, month, default(Periodicity), scenario, importFormat);",
"\nargs"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Secondary Args"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var allArgs = await GetAllArgsAsync(args, DataSource, ImportFormats.Cashflow);",
"\nallArgs"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"// var workspaceToCompute = Workspace.CreateNew();",
"\n// workspaceToCompute.InitializeFrom(DataSource);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"// await ComputeAsync(args, Workspace, workspaceToCompute, true)"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Construct ImportStorage"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var storage = new ImportStorage(args, DataSource, Workspace);",
"\nawait storage.InitializeAsync();"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"# Create universe and Identities"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var universe = Scopes.ForStorage(storage).ToScope<IModel>();",
"\nvar identities = universe.GetScopes<GetIdentities>(storage.DataNodesByImportScope[ImportScope.Primary]).SelectMany(s => s.Identities);"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var ret = universe.GetScopes<CumulatedNominal>(identities)",
"\n .SelectMany(x => x.PresentValues)",
"\n .Select(x => new {Value= x.Value, ",
"\n Id = x.Identity.Id, ",
"\n AmoutType = x.Identity.AmountType,",
"\n EstimateType = x.Identity.EstimateType,",
"\n AccidentYear = x.Identity.AccidentYear});",
"\nret.ToArray();"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"var ivs = Scopes.ForIdentities(identities, storage).ToScopes<ComputeAllScopes>().SelectMany(x => x.CalculatedIfrsVariables).ToArray();"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"await Workspace.UpdateAsync<IfrsVariable>(ivs.Where(x => storage.DefaultPartition != storage.TargetPartition || Math.Abs(x.Value) >= Precision));"
],
"metadata": {},
"execution_count": 0,
"outputs": []
}
]
}
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