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Merged
dtrzesniak merged 7 commits into from
Oct 24, 2022
Merged

Simple value input data #54

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39d176e
Adding data files
Oct 20, 2022
b272480
Fix input
Oct 20, 2022
1780475
Fix input
Oct 20, 2022
6e115e4
change to importers test
Oct 20, 2022
8bc7361
Merge remote-tracking branch 'origin/develop' into SimpleValueTestData
Oct 21, 2022
bb14efc
Fix to sign
Oct 21, 2022
573db51
Int convention
Oct 21, 2022
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1 change: 1 addition & 0 deletions full-ifrs17-template/Files/700.DataNodes/DataNodeStates_CH_2020_12.csv
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Expand Up @@ -13,6 +13,7 @@ DT2.1,Active,
DT2.2,Active,
DT3.1,Active,
DT4.1,Active,
DT5.1,Active,
DTR1.1,Active,
DTR1.2,Active,
DTR2.1,Active,
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12 changes: 7 additions & 5 deletions full-ifrs17-template/Files/700.DataNodes/DataNodes_CH.csv
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@@ -1,15 +1,16 @@
@@Main,,,,,,
ReportingNode,,,,,,
CH,,,,,,
,,,,,,

@@InsurancePortfolio,,,,,,
SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,
DT,DT complex CF,USD,ANN,BBA,Default,
DT,DT Complex CF,USD,ANN,BBA,Default,
DT1,DT1 OCI,USD,ANN,BBA,Default,
DT2,DT2 NOCI,USD,ANN,BBA,,
DT3,DT3 RunOff,USD,ANN,BBA,Default,
DT4,DT4 OCI,USD,ANN,BBA,Default,
,,,,,,
DT5,DT5 Simple Import,USD,ANN,BBA,Default

@@GroupOfInsuranceContract,,,,,,
SystemName,DisplayName,InsurancePortfolio,AnnualCohort,LiabilityType,Profitability,
GicComplex,Gic test discounting,DT,2020,LRC,P,
Expand All @@ -20,13 +21,14 @@ DT2.1,DT2.1 NOCI LRC PA 0.8,DT2,2020,LRC,P,
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,

@@ReinsurancePortfolio,,,,,,
SystemName,DisplayName,ContractualCurrency,LineOfBusiness,ValuationApproach,OciType,
DTR,DTR complex CF,USD,ANN,BBA,,
DTR1,DTR1 OCI,USD,ANN,BBA,Default,
DTR2,DTR2 NOCI,USD,ANN,BBA,,
,,,,,,

@@GroupOfReinsuranceContract,,,,,,
SystemName,DisplayName,ReinsurancePortfolio,AnnualCohort,LiabilityType,Profitability,Partner
GricComplex,Gric test for discounting,DTR,2020,LRC,P,PT1
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44 changes: 44 additions & 0 deletions full-ifrs17-template/Files/900.TransactionalData/SimpleValue_CH_2020_12.csv
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@@ -0,0 +1,44 @@
@@Main
Month,ReportingNode,Scenario,Year
12,CH,,2020
@@SimpleValue
AccidentYear,AmountType,AocType,DataNode,EconomicBasis,EstimateType,Novelty,Value
,PR,BOP,DT5.1,L,BE,N,-798.536731161375
,NIC,BOP,DT5.1,L,BE,N,598.7529445986629
,PR,BOP,DT5.1,C,BE,N,-798.536731161375
,NIC,BOP,DT5.1,C,BE,N,598.7529445986629
,,BOP,DT5.1,C,RA,N,59.8752944598663
,,BOP,DT5.1,L,RA,N,59.8752944598663
,,AM,DT5.1,L,F,C,0.6562298579039588
,PR,EOP,DT5.1,L,BE,C,-399.63392949885525
,NIC,EOP,DT5.1,L,BE,C,299.67554969423594
,PR,EOP,DT5.1,C,BE,C,-399.63392949885525
,NIC,EOP,DT5.1,C,BE,C,299.67554969423594
,,EOP,DT5.1,C,RA,C,29.967554969423595
,,EOP,DT5.1,L,RA,C,29.967554969423595
,PR,IA,DT5.1,L,BE,N,-1.0971983374806105
,NIC,IA,DT5.1,L,BE,N,0.9226050955731167
,PR,IA,DT5.1,C,BE,N,-1.0971983374806105
,NIC,IA,DT5.1,C,BE,N,0.9226050955731167
,,IA,DT5.1,C,RA,N,0.09226050955731169
,,IA,DT5.1,L,RA,N,0.09226050955731169
,PR,CF,DT5.1,L,BE,N,400
,NIC,CF,DT5.1,L,BE,N,-300
,PR,CF,DT5.1,C,BE,N,400
,NIC,CF,DT5.1,C,BE,N,-300
,,CF,DT5.1,C,RA,N,-30
,,CF,DT5.1,L,RA,N,-30
,PR,CF,DT5.1,L,BEPA,N,320
,PR,CF,DT5.1,,A,C,400
,NIC,CF,DT5.1,,A,C,-280
,ACA,CF,DT5.1,,A,C,-10
,AEA,CF,DT5.1,,A,C,-5
,PR,CF,DT5.1,,APA,C,320
,,CF,DT5.1,,DA,C,-15
,,EA,DT5.1,,C,C,-15
,,AM,DT5.1,,DA,C,9.843447868559382
,,AM,DT5.1,,C,C,-82.02271122089925
,,EOP,DT5.1,,DA,C,-5.156552131440618
,,EOP,DT5.1,,C,C,42.9681136142967
,,BOP,DT5.1,,C,N,139.90849210284577
,,IA,DT5.1,,C,N,0.08233273235018213
6 changes: 6 additions & 0 deletions full-ifrs17-template/Initialization/InitSystemorphToMemory.ipynb
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Expand Up @@ -79,6 +79,12 @@
"await UploadActualAsync(\"../Files/900.TransactionalData/Actuals_CH_2021_3.csv\")"
]
},
{
"cell_type": "code",
"source": [
"await UploadSimpleValueAsync(\"../Files/900.TransactionalData/SimpleValue_CH_2020_12.csv\")"
]
},
{
"cell_type": "markdown",
"source": [
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22 changes: 13 additions & 9 deletions ifrs17/Import/Importers.ipynb
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Expand Up @@ -1065,21 +1065,25 @@
"\n EstimateType = estimateType,",
"\n EconomicBasis = economicBasis,",
"\n Partition = parsingStorage.TargetPartitionByReportingNodeAndPeriod.Id,",
"\n Value = GetSign((aocStep.AocType, amountType, estimateType, parsingStorage.IsDataNodeReinsurance(dataNode)), parsingStorage.HierarchyCache)",
"\n Value = //GetSign((aocStep.AocType, amountType, estimateType, parsingStorage.IsDataNodeReinsurance(dataNode)), parsingStorage.HierarchyCache)",
"\n 1 // TODO, we need to adjust the inputs to have the correct sign, so that the default GetSign returns 1.",
"\n * datarow.Field<string>(nameof(IfrsVariable.Value)).CheckStringForExponentialAndConvertToDouble()",
"\n };",
"\n return iv;",
"\n }, importFormat",
"\n }, importFormat // This should indicate the table name, not the input format",
"\n ).WithTarget(Workspace).ExecuteAsync();",
"\n ",
"\n HashSet<string> availableEstimateTypes = parsingStorage.TechnicalMarginEstimateTypes;",
"\n var multipleOp = await Workspace.Query<IfrsVariable>().Where(iv => availableEstimateTypes.Contains(iv.EstimateType))",
"\n .GroupBy(iv => iv.DataNode)",
"\n .Where(g => g.Count() > 1).ToArrayAsync();",
"\n //.Select(g => ApplicationMessage.Log(Error.MultipleTechnicalMarginOpening, g.Key));",
"\n // Checking if there are inconsistencies in the TechnicalMarginEstimateTypes --> double entries in the steps where we expect to have unique values",
"\n var invalidVariables = await Workspace.Query<IfrsVariable>()",
"\n .Where(iv => parsingStorage.TechnicalMarginEstimateTypes.Contains(iv.EstimateType))",
"\n .Where(iv => iv.AocType == AocTypes.BOP || iv.AocType == AocTypes.EOP || iv.AocType == AocTypes.AM || iv.AocType == AocTypes.EA)",
"\n .GroupBy(iv => new {iv.DataNode, iv.AocType, iv.Novelty})",
"\n .Where(g => g.Count() > 1)",
"\n .Select(g => g.Key)",
"\n .ToArrayAsync();",
"\n ",
"\n foreach (var op in multipleOp)",
"\n ApplicationMessage.Log(Error.MultipleTechnicalMarginOpening, op.Key);",
"\n foreach (var iv in invalidVariables)",
"\n ApplicationMessage.Log(Error.MultipleTechnicalMarginOpening, $\"{iv.DataNode},{iv.AocType},{iv.Novelty}\");",
"\n ",
"\n await ValidateForDataNodeStateActiveAsync<IfrsVariable>(parsingStorage.DataNodeDataBySystemName);",
"\n targetPartitionByReportingNodeAndPeriodId = parsingStorage.TargetPartitionByReportingNodeAndPeriod.Id;",
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