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Merged
amuolo merged 8 commits into from
Oct 17, 2022
Merged

Default aoc configuration with format #43

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92f6876
adapt to the split
Oct 13, 2022
49a3b6f
approaching
Oct 14, 2022
bf8c098
Merge branch 'develop' of https://github.com/Systemorph/IFRS17Calcula…
Oct 14, 2022
59e5ca0
better
Oct 16, 2022
efd06dc
implement feedback
Oct 17, 2022
886ec68
final feedback
Oct 17, 2022
7b8850b
fix
Oct 17, 2022
34a97cf
const version ce
Oct 17, 2022
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28 changes: 28 additions & 0 deletions full-ifrs17-template/Constants/Consts.ipynb
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@@ -0,0 +1,28 @@
{
"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": [
"var projectName = \"ifrs17ce\";",
"\nvar environmentName = \"dev\";",
"\nvar notebookName = \"CalculationEngine\";",
"\nvar calculationEngine = $\"#!import \\\"//{projectName}/{environmentName}/{notebookName}\\\"\";"
]
}
]
}
10 changes: 8 additions & 2 deletions full-ifrs17-template/Initialization/InitSystemorphBaseToMemory.ipynb
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Expand Up @@ -29,7 +29,8 @@
{
"cell_type": "code",
"source": [
"#!import \"//ifrs17ce/dev/CalculationEngine\""
"#!import \"../Constants/Consts\"",
"\n#!eval calculationEngine"
]
},
{
Expand Down Expand Up @@ -77,7 +78,6 @@
"\n .WithType<AocType>()",
"\n .WithType<PnlVariableType>()",
"\n .WithType<BsVariableType>()",
"\n .WithType<AocConfiguration>()",
"\n .WithType<PvAmountType>()",
"\n .WithType<DeferrableAmountType>()",
"\n .WithType<RiskDriver>()",
Expand All @@ -97,6 +97,12 @@
"\n .ExecuteAsync()"
]
},
{
"cell_type": "code",
"source": [
"await Import.FromFile(\"../Files/DimensionsAndPartitions.csv\").WithFormat(\"AocConfiguration\").WithTarget(DataSource).ExecuteAsync()"
]
},
{
"cell_type": "code",
"source": [
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6 changes: 0 additions & 6 deletions full-ifrs17-template/Test/Tests.ipynb
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Expand Up @@ -41,12 +41,6 @@
"#!eval-notebook \"ReportStorageTest\""
]
},
{
"cell_type": "code",
"source": [
"#!eval-notebook \"QueriesTest\""
]
},
{
"cell_type": "code",
"source": [
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3 changes: 3 additions & 0 deletions ifrs17/Constants/Consts.ipynb
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Expand Up @@ -198,9 +198,12 @@
"public static class AocTypes{",
"\n public const string BOP = nameof(BOP);",
"\n public const string MC = nameof(MC);",
"\n public const string PC = nameof(PC);",
"\n public const string RCU = nameof(RCU);",
"\n public const string CF = nameof(CF);",
"\n public const string IA = nameof(IA);",
"\n public const string AU = nameof(AU);",
"\n public const string FAU = nameof(FAU);",
"\n public const string YCU = nameof(YCU);",
"\n public const string CRU = nameof(CRU);",
"\n public const string WO = nameof(WO);",
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6 changes: 5 additions & 1 deletion ifrs17/Constants/Validations.ipynb
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Expand Up @@ -53,7 +53,8 @@
"source": [
"public enum Error { ",
"\n // Import",
"\n NoMainTab, IncompleteMainTab, ParsingScientificNotation, ValueTypeNotFound, ValueTypeNotValid, AocTypeNotValid,",
"\n NoMainTab, IncompleteMainTab, ParsingScientificNotation, ValueTypeNotFound, ValueTypeNotValid, ",
"\n AocTypeNotValid, AocTypeCompulsoryNotFound, AocTypePositionNotSupported, AocConfigurationOrderNotUnique,",
"\n // Partition",
"\n PartitionNotFound, ParsedPartitionNotFound, PartititionNameNotFound, PartitionTypeNotFound,",
"\n // Dimensions",
Expand Down Expand Up @@ -95,6 +96,9 @@
"\n (Error.ValueTypeNotFound , _) => $\"Value Type not found.\",",
"\n (Error.ValueTypeNotValid , 1) => $\"The Value Type {s[0]} is invalid.\",",
"\n (Error.AocTypeNotValid , 1) => $\"The parsed AocType {s[0]} is invalid.\",",
"\n (Error.AocTypeCompulsoryNotFound , _) => $\"Not all compulsory AocTypes have been imported.\",",
"\n (Error.AocTypePositionNotSupported , 1) => $\"The position of the AocType {s[0]} is not supported.\",",
"\n (Error.AocConfigurationOrderNotUnique , _) => $\"Two or more Aoc Configurations have the same Order.\",",
"\n // Partition",
"\n (Error.PartitionNotFound , _) => $\"Partition do not found.\",",
"\n (Error.ParsedPartitionNotFound , 1) => $\"Parsed partition not available: ReportingNode {s[0]}.\",",
Expand Down
111 changes: 106 additions & 5 deletions ifrs17/Import/Importers.ipynb
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Expand Up @@ -266,21 +266,20 @@
{
"cell_type": "code",
"source": [
"public async Task DataNodeFactoryAsync (string file, string tab, ImportArgs args)",
"public async Task DataNodeFactoryAsync(string file, string tab, ImportArgs args)",
"\n{",
"\n var partition = (await DataSource.Query<PartitionByReportingNode>().Where(p => p.ReportingNode == args.ReportingNode && p.Scenario == null).ToArrayAsync()).SingleOrDefault();",
"\n if(partition == null) { ApplicationMessage.Log(Error.ParsedPartitionNotFound); return; }",
"\n",
"\n var extension = System.IO.Path.GetExtension(file);",
"\n var stream = await Project.FileStorage.ReadAsync(file);",
"\n var target = (await DataSetReader.ReadFromStream(stream).WithContentType(extension).ExecuteAsync()).DataSet.Tables[tab];",
"\n ",
"\n",
"\n var dataNodesImported = target.Rows.Select(x => x.Field<string>(nameof(RawVariable.DataNode))).ToHashSet();",
"\n var dataNodesDefined = await DataSource.Query<GroupOfContract>().Where(x => dataNodesImported.Contains(x.SystemName)).ToArrayAsync();",
"\n var dataNodeStatesDefined = await DataSource.Query<DataNodeState>().Select(x => x.DataNode).ToArrayAsync();",
"\n var dataNodeParametersDefined = await DataSource.Query<SingleDataNodeParameter>().Select(x => x.DataNode).ToArrayAsync(); ",
"\n ",
"\n",
"\n var dataNodeStatesUndefined = dataNodesImported.Where(x => x != null && !dataNodeStatesDefined.Contains(x)).ToHashSet();",
"\n var dataNodeSingleParametersUndefined = dataNodesImported.Where(x => x != null &&",
"\n !dataNodeParametersDefined.Contains(x) && ",
Expand All @@ -291,7 +290,7 @@
"\n",
"\n await DataSource.UpdateAsync( dataNodeSingleParametersUndefined.Select(x => ",
"\n new SingleDataNodeParameter {DataNode = x, Year = args.Year, Month = DefaultDataNodeActivationMonth, PremiumAllocation = DefaultPremiumExperienceAdjustmentFactor, Partition = partition.Id}).ToArray() );",
"\n ",
"\n",
"\n await DataSource.CommitAsync();",
"\n}"
]
Expand Down Expand Up @@ -319,6 +318,109 @@
"\n}"
]
},
{
"cell_type": "markdown",
"source": [
"### Analysis of Change Configuration"
]
},
{
"cell_type": "markdown",
"source": [
"The Analysis of Change configuration is parsed from the input file and complemented with defaults to allow for an easy insertion of new AOC steps. ",
"\n",
"\nAfter having checked that the AocTypes loaded in the target DataSource are including all the compulsory ones, default configurations are generated on the basis of the AocTypes ordering. ",
"\n",
"\nThe following categories have been identified based on the *Order* of the novel AOC step:",
"\n",
"\n| Category | Default added with same configuration of |",
"\n| --------------------- | ----------------------------------------------------- |",
"\n| Order < RCU | MC with Novelty I |",
"\n| RCU < Order < CF | RCU with Novelty I |",
"\n| IA < Order < YCU | AU with both Novelty I and N |",
"\n| CRU < Order < WO | EV with Novelty I and N |",
"\n| WO < Order < CL | WO with Novelty C (only for Import Source = Actual) |",
"\n",
"\nThe new Aoc Configurations are created with the same order of the Aoc Types. "
]
},
{
"cell_type": "code",
"source": [
"Import.DefineFormat(\"AocConfiguration\", async (options, dataSet) => {",
"\n Activity.Start();",
"\n var workspace = Workspace.CreateNew();",
"\n workspace.InitializeFrom(options.TargetDataSource);",
"\n",
"\n var aocTypes = await options.TargetDataSource.Query<AocType>().OrderBy(x => x.Order).ToArrayAsync();",
"\n var aocTypesCompulsory = typeof(AocTypes).GetFields().Select(x => (string)x.Name);",
"\n if(aocTypesCompulsory.Where(x => !aocTypes.Select(x => x.SystemName).Contains(x)).Any()) {",
"\n ApplicationMessage.Log(Error.AocTypeCompulsoryNotFound);",
"\n return Activity.Finish().RepeatOnce();",
"\n }",
"\n ",
"\n var logConfig = await Import.FromDataSet(dataSet).WithType<AocConfiguration>().WithTarget(workspace).ExecuteAsync();",
"\n if(logConfig.Errors.Any()) return logConfig.RepeatOnce(); ",
"\n",
"\n var orderByName = aocTypes.ToDictionary(x => x.SystemName, x => x.Order);",
"\n var aocConfigs = (await workspace.Query<AocConfiguration>().ToArrayAsync())",
Comment thread
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"\n .GroupBy(x => (x.AocType, x.Novelty))",
"\n .Select(y => y.OrderByDescending(x => x.Year).ThenByDescending(x => x.Month).FirstOrDefault())",
"\n .ToDictionary(x => (x.AocType, x.Novelty));",
"\n var aocOrder = aocConfigs.ToDictionary(x => x.Key, x => x.Value.Order);",
"\n var newAocTypes = orderByName.Keys.Where(x => !aocConfigs.Keys.Contains((x, Novelties.I)) && ",
"\n !aocConfigs.Keys.Contains((x, Novelties.N)) && ",
"\n !aocConfigs.Keys.Contains((x, Novelties.C)) && ",
"\n !aocTypes.Any(y => y.Parent == x) &&",
"\n !aocTypesCompulsory.Contains(x)).ToArray();",
"\n",
"\n foreach(var newAocType in newAocTypes) {",
"\n if(orderByName[newAocType] < orderByName[AocTypes.RCU])",
"\n {",
"\n var step = (AocTypes.MC, Novelties.I);",
"\n await workspace.UpdateAsync( aocConfigs[step] with { AocType = newAocType, DataType = DataType.Optional, Order = ++aocOrder[step] }); ",
"\n }",
"\n else if(orderByName[newAocType] > orderByName[AocTypes.RCU] && orderByName[newAocType] < orderByName[AocTypes.CF]) ",
"\n {",
"\n var step = (AocTypes.RCU, Novelties.I);",
"\n await workspace.UpdateAsync( aocConfigs[step] with { AocType = newAocType, DataType = DataType.Optional, Order = ++aocOrder[step] });",
"\n }",
"\n else if(orderByName[newAocType] > orderByName[AocTypes.IA] && orderByName[newAocType] < orderByName[AocTypes.YCU]) ",
"\n {",
"\n foreach (var novelty in new[]{Novelties.I, Novelties.N}) {",
"\n var step = (AocTypes.AU, novelty);",
"\n var order = orderByName[newAocType] < orderByName[AocTypes.AU]? ++aocOrder[(AocTypes.IA, novelty)] : ++aocOrder[(AocTypes.AU, novelty)];",
"\n await workspace.UpdateAsync( aocConfigs[step] with { AocType = newAocType, DataType = DataType.Optional, Order = order } );",
"\n }",
"\n }",
"\n else if(orderByName[newAocType] > orderByName[AocTypes.CRU] && orderByName[newAocType] < orderByName[AocTypes.WO])",
"\n {",
"\n var stepI = (AocTypes.EV, Novelties.I);",
"\n var orderI = orderByName[newAocType] < orderByName[AocTypes.EV]? ++aocOrder[(AocTypes.CRU, Novelties.I)] : ++aocOrder[(AocTypes.EV, Novelties.I)];",
"\n await workspace.UpdateAsync( aocConfigs[stepI] with { AocType = newAocType, DataType = DataType.Optional, Order = orderI } );",
"\n",
"\n var stepN = (AocTypes.EV, Novelties.N);",
"\n var orderN = orderByName[newAocType] < orderByName[AocTypes.EV]? ++aocOrder[(AocTypes.AU, Novelties.N)] : ++aocOrder[(AocTypes.EV, Novelties.N)];",
"\n await workspace.UpdateAsync( aocConfigs[stepN] with { AocType = newAocType, DataType = DataType.Optional, Order = orderN } );",
"\n }",
"\n else if(orderByName[newAocType] > orderByName[AocTypes.WO] && orderByName[newAocType] < orderByName[AocTypes.CL])",
"\n {",
"\n var step = (AocTypes.WO, Novelties.C);",
"\n await workspace.UpdateAsync( aocConfigs[step] with { AocType = newAocType, DataType = DataType.Optional, Order = ++aocOrder[step] } );",
"\n }",
"\n else",
"\n ApplicationMessage.Log(Error.AocTypePositionNotSupported);",
"\n };",
"\n",
"\n var aocConfigsFinal = await workspace.Query<AocConfiguration>().ToArrayAsync();",
"\n if(aocConfigsFinal.GroupBy(x => x.Order).Any(x => x.Count() > 1))",
"\n ApplicationMessage.Log(Error.AocConfigurationOrderNotUnique);",
"\n",
"\n await workspace.CommitToTargetAsync(options.TargetDataSource);",
"\n return new[] {Activity.Finish(),logConfig}; ",
"\n});"
]
},
{
"cell_type": "markdown",
"source": [
Expand Down Expand Up @@ -492,7 +594,6 @@
"\n await CommitToDatabase<ReinsurancePortfolio>(partition);",
"\n await CommitToDatabase<GroupOfInsuranceContract>(partition);",
"\n await CommitToDatabase<GroupOfReinsuranceContract>(partition);",
"\n ",
"\n return log;",
"\n}"
]
Expand Down
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