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Merged
dtrzesniak merged 6 commits into from
Jul 26, 2023
Merged

Ce for projections #352

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463172c
Filter AYs
Jul 21, 2023
e57c0c2
Working, checking deltas to DEV
Jul 24, 2023
f30b05e
Update
Jul 25, 2023
9187e45
Update
Jul 25, 2023
1b59223
Fixed projections
Jul 25, 2023
edff7ea
Tests green, actuals == expected for ALL projections
Jul 26, 2023
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8 changes: 4 additions & 4 deletions ifrs17-template/Files/DataNodes/DataNodes_CH.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,7 @@ DT5,DT5 Simple Import,USD,ANN,BBA,Default,
DT10,DT10 PPA,USD,ANN,PAA,Default,
,,,,,,
@@GroupOfInsuranceContract,,,,,,
SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,
SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,YieldCurveName
GicComplex,Gic test discounting,DT,2020,LRC,P,
DT1.1,DT1.1 OCI LRC PA 0.8,DT1,2020,LRC,P,
DT1.2,DT1.2 OCI LIC,DT1,2020,LIC,P,
Expand All @@ -25,9 +25,9 @@ DT2.2,DT2.2 NOCI LIC,DT2,2020,LIC,P,
DT3.1,DT3.1 Runoff - PA 0.8,DT3,2020,LRC,P,
DT4.1,DT4.1 CSM PA 0.8,DT4,2020,LRC,P,
DT5.1,DT5.1 Simple Import on DT 4.1,DT5,2020,LRC,P,
DTP1.1,DTP1.1 Projection,DT1,2020,LRC,P,
DT10.1,DT10.1 PAA,DT10,2020,LIC,P
DT10.2,DT10.1 PAA,DT10,2020,LRC,P
DTP1.1,DTP1.1 Projection,DT1,2020,LRC,P,NoDiscount
DT10.1,DT10.1 PAA,DT10,2020,LIC,P,
DT10.2,DT10.1 PAA,DT10,2020,LRC,P,
,,,,,,
@@ReinsurancePortfolio,,,,,,
SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,
Expand Down
14 changes: 7 additions & 7 deletions ifrs17-template/Files/Parameters/YieldCurve_2020_1.csv
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@@ -1,7 +1,7 @@
@@Main
Year,Month
2020,1
@@YieldCurve
Currency,Values0,Values1,Values2,Values3
USD,0.002,0.002,0.002,0.002

@@Main,,,,,
Year,Month,,,,
2020,1,,,,
@@YieldCurve,,,,,
Currency,Name,Values0,Values1,Values2,Values3
USD,,0.002,0.002,0.002,0.002
USD,NoDiscount,0,,,
8 changes: 4 additions & 4 deletions ifrs17-template/Files/TransactionalData/NominalCashflows_CH_2020_12_Projection.csv
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Expand Up @@ -7,7 +7,7 @@ DTP1.1,PR,BE,BOP,N,,100,0,0,100,0,0,100,0,0,100,0,0,0,100,0,0,100,0,0,100,0,0,10
DTP1.1,NIC,BE,BOP,N,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25
DTP1.1,CU,P,BOP,N,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3
DTP1.1,,RA,BOP,N,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5
DTP1.1,PR,BE,CL,C,,100,0,0,100,0,0,100,0,0,100,0,0,0,100,0,0,100,0,0,100,0,0,100,0
DTP1.1,NIC,BE,CL,C,,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25
DTP1.1,CU,P,CL,C,,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3
DTP1.1,,RA,CL,C,,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5
DTP1.1,PR,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,0,100,0,0,100,0,0,100,0,0,100,0
DTP1.1,NIC,BE,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25,-25
DTP1.1,CU,P,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-10,-5,-5,-5,-5,-5,-5,-5,-5,-5,-5,-3
DTP1.1,,RA,CL,C,,0,0,0,0,0,0,0,0,0,0,0,0,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5,-2.5
49 changes: 30 additions & 19 deletions ifrs17-template/Files/TransactionalData/NominalCashflows_CH_2021_3_Projection.csv
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116 changes: 78 additions & 38 deletions ifrs17-template/Test/Data/ExportIfrsVariable.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,35 @@
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
"## Extra Imports"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"ProjectionCount = 5;",
"\nvar activity1 = await Import.FromFile(\"../../Files/TransactionalData/NominalCashflows_CH_2020_12_Projection.csv\")",
"\n .WithFormat(ImportFormats.Cashflow)",
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync();",
"\nvar activity2 = await Import.FromFile(\"../../Files/TransactionalData/NominalCashflows_CH_2021_3_Projection.csv\")",
"\n .WithFormat(ImportFormats.Cashflow)",
"\n .WithTarget(DataSource)",
"\n .WithActivityLog()",
"\n .ExecuteAsync();",
"\nProjectionCount = 1;"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "markdown",
"source": [
Expand Down Expand Up @@ -123,7 +152,7 @@
{
"cell_type": "code",
"source": [
"var args = exportScope[2];",
"var args = new ImportArgs (\"CH\", 2021, 3, (Periodicity)default, null, null);",
"\nargs"
],
"metadata": {},
Expand All @@ -135,8 +164,9 @@
"source": [
"await DataSource.Partition.SetAsync<PartitionByReportingNodeAndPeriod>(new {ReportingNode = args.ReportingNode, Year = args.Year, Month = args.Month, Scenario = args.Scenario});",
"\nvar ifrsVariables = (await DataSource.Query<IfrsVariable>().ToArrayAsync())",
"\n .Where(x => x.DataNode == \"DTP1.1\") //Extra Filter",
"\n .Select(v => v with {Values = v.Values.Select(x => Math.Round(x, roundingDigits)).ToArray()})",
"\n .OrderBy(v => v.DataNode).ThenBy(v => v.AccidentYear).ThenBy(v => v.EstimateType).ThenBy(v => v.EconomicBasis).ThenBy(v => v.AmountType).ThenBy(v => v.Novelty)",
"\n .OrderBy(v => v.DataNode).ThenBy(v => v.AccidentYear).ThenBy(v => v.EstimateType).ThenBy(v => v.EconomicBasis).ThenBy(v => v.AmountType).ThenBy(v => (v.AocType, v.Novelty))",
"\n .ThenBy(v => v.AocType)",
"\n .ToArray();"
],
Expand Down Expand Up @@ -165,7 +195,7 @@
{
"cell_type": "code",
"source": [
"const string fileNamePrefix = \"SimpleValue\";"
"string fileNamePrefix = \"SimpleValue\";"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -174,22 +204,22 @@
{
"cell_type": "code",
"source": [
"await Export.ToCsv(fileNamePrefix + \"_\" + args.ReportingNode + \"_\" + args.Year.ToString() + \"_\" + args.Month.ToString() + \"_\" + args.Scenario)",
"\n .WithTable<ImportArgs>(tableConfig => tableConfig",
"\n .AtBeginning()",
"\n .WithName(Main)",
"\n .WithSource(source => args.RepeatOnce().AsQueryable())",
"\n .WithColumn(x => x.Periodicity, x => x.Delete())",
"\n .WithColumn(x => x.ImportFormat, x => x.Delete())",
"\n )",
"\n .WithTable<IfrsVariable>(tableConfig => tableConfig",
"\n .WithSource(source => ifrsVariables.AsQueryable())",
"\n .WithName(fileNamePrefix)",
"\n .WithColumn(x => x.Partition, x => x.Delete())",
"\n .WithColumn(x => x.Id, x => x.Delete())",
"\n )",
"\n .WithSource(DataSource)",
"\n .ExecuteAsync() "
"// await Export.ToCsv(fileNamePrefix + \"_\" + args.ReportingNode + \"_\" + args.Year.ToString() + \"_\" + args.Month.ToString() + \"_\" + args.Scenario)",
"\n// .WithTable<ImportArgs>(tableConfig => tableConfig",
"\n// .AtBeginning()",
"\n// .WithName(Main)",
"\n// .WithSource(source => args.RepeatOnce().AsQueryable())",
"\n// .WithColumn(x => x.Periodicity, x => x.Delete())",
"\n// .WithColumn(x => x.ImportFormat, x => x.Delete())",
"\n// )",
"\n// .WithTable<IfrsVariable>(tableConfig => tableConfig",
"\n// .WithSource(source => ifrsVariables.AsQueryable())",
"\n// .WithName(fileNamePrefix)",
"\n// .WithColumn(x => x.Partition, x => x.Delete())",
"\n// .WithColumn(x => x.Id, x => x.Delete())",
"\n// )",
"\n// .WithSource(DataSource)",
"\n// .ExecuteAsync() "
],
"metadata": {},
"execution_count": 0,
Expand All @@ -207,7 +237,16 @@
{
"cell_type": "code",
"source": [
"const string benchmarkFileNamePrefix = \"BM\";"
"string benchmarkFileNamePrefix = \"BM\";"
],
"metadata": {},
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
"source": [
"string benchmarkFileNameSuffix = \"Projection_DTP\";"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -216,7 +255,7 @@
{
"cell_type": "code",
"source": [
"var estimateType = \"RA\";"
"var estimateType = EstimateTypes.BE;"
],
"metadata": {},
"execution_count": 0,
Expand All @@ -225,22 +264,23 @@
{
"cell_type": "code",
"source": [
"await Export.ToCsv(benchmarkFileNamePrefix + \"_\" + args.ReportingNode +\"_\" + args.Year.ToString() + \"_\" + args.Month.ToString() + \"_\" + args.Scenario + \"_\" + estimateType)",
"\n .WithTable<ImportArgs>(tableConfig => tableConfig",
"\n .AtBeginning()",
"\n .WithName(Main)",
"\n .WithSource(source => args.RepeatOnce().AsQueryable())",
"\n .WithColumn(x => x.Periodicity, x => x.Delete())",
"\n .WithColumn(x => x.ImportFormat, x => x.Delete())",
"\n )",
"\n .WithTable<IfrsVariable>(tableConfig => tableConfig",
"\n .WithSource(source => ifrsVariables.Where(x => x.EstimateType == estimateType).AsQueryable())",
"\n .WithName(estimateType)",
"\n .WithColumn(x => x.Partition, x => x.Delete())",
"\n .WithColumn(x => x.Id, x => x.Delete())",
"\n )",
"\n .WithSource(DataSource)",
"\n .ExecuteAsync() "
"var filename = benchmarkFileNamePrefix + \"_\" + args.ReportingNode +\"_\" + args.Year.ToString() + \"_\" + args.Month.ToString() + \"_\" + args.Scenario + \"_\" + estimateType + (string.IsNullOrWhiteSpace(benchmarkFileNameSuffix) ? string.Empty : \"_\" + benchmarkFileNameSuffix);",
"\nawait Export.ToCsv(filename)",
"\n .WithTable<ImportArgs>(tableConfig => tableConfig",
"\n .AtBeginning()",
"\n .WithName(Main)",
"\n .WithSource(source => args.RepeatOnce().AsQueryable())",
"\n .WithColumn(x => x.Periodicity, x => x.Delete())",
"\n .WithColumn(x => x.ImportFormat, x => x.Delete())",
"\n )",
"\n .WithTable<IfrsVariable>(tableConfig => tableConfig",
"\n .WithSource(source => ifrsVariables.Where(x => x.EstimateType == estimateType).AsQueryable())",
"\n .WithName(estimateType)",
"\n .WithColumn(x => x.Partition, x => x.Delete())",
"\n .WithColumn(x => x.Id, x => x.Delete())",
"\n )",
"\n .WithSource(DataSource)",
"\n .ExecuteAsync() "
],
"metadata": {},
"execution_count": 0,
Expand All @@ -249,7 +289,7 @@
{
"cell_type": "code",
"source": [
""
"ifrsVariables"
],
"metadata": {},
"execution_count": 0,
Expand Down
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