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Merged
dcolleoni merged 3 commits into from
Nov 7, 2022
Merged

Aggregate by in report variable #67

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4df5ba2
included back AggregateBy
sbusato Nov 4, 2022
7fece61
Merge remote-tracking branch 'origin/develop' into AggregateByInRepor…
sbusato Nov 4, 2022
2d6b8d0
included Currency column in ReportVariable benchmarks
sbusato Nov 4, 2022
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2 changes: 1 addition & 1 deletion full-ifrs17-template/Report/Reports.ipynb
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Expand Up @@ -64,7 +64,6 @@
"\n",
"\nThe granularity of the reported figures can be modified by changing the Column Slices options.",
"\nFor example one can add <code>\"GroupOfContract\"</code> to separate the contributions of the individual Group of Contracts.",
"\n<br> We suggest to add this slice between the <code>\"LiabilityType\"</code> and the <code>\"EconomicBasis\"</code> as the order of the inputs corresponds to the order of the columns shown in the report to expand the data.",
"\n",
"\nAggregated values are displayed when the data has a finer granularity than the one selected by the report slice options."
]
Expand All @@ -75,6 +74,7 @@
"var pvReport = ifrs17Report.PresentValues;",
"\npvReport.ReportingNode = \"CH\";",
"\npvReport.ReportingPeriod = (2021, 3);",
"\npvReport.CurrencyType = CurrencyType.Contractual;",
"\npvReport.ColumnSlices = new string[]{};//\"GroupOfContract\", \"AmountType\"",
"\npvReport.DataFilter = null; //new [] {(\"GroupOfContract\", \"DT1.2\"),(\"LiabilityType\", \"LIC\") }",
"\n(await pvReport.ToReportAsync) with {Height = 720}"
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1,192 changes: 596 additions & 596 deletions ...e/Test/Data/ReportVariableBenchmarks/ReportVariableBenchmarks_2020_12_CH__Contractual.csv
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2,228 changes: 1,114 additions & 1,114 deletions ...te/Test/Data/ReportVariableBenchmarks/ReportVariableBenchmarks_2021_3_CH__Contractual.csv
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2 changes: 1 addition & 1 deletion full-ifrs17-template/Test/SpecificationsFinancialPerformance.ipynb
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Expand Up @@ -191,7 +191,7 @@
"Report.ForDataCube( Test.GetScopes<FinancialPerformance>(identities).Aggregate().FinancialPerformance.Filter((\"GroupOfContract\", dataNode)) )",
"\n .WithQuerySource(DataSource)",
"\n .SliceRowsBy(\"VariableType\", \"EstimateType\")",
"\n .SliceColumnsBy(CurrencyGrouper(currencyType), \"LiabilityType\",\"GroupOfContract\")",
"\n .SliceColumnsBy(\"Currency\", \"LiabilityType\",\"GroupOfContract\")",
"\n .WithGridOptions( o => o.WithDefaultColumn( c => c.WithWidth(260) ) with {GroupDefaultExpanded = 3, Height = 900, OnGridReady = null} )",
"\n .ToReport()"
]
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11 changes: 8 additions & 3 deletions ifrs17/DataModel/DataStructure.ipynb
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Expand Up @@ -1529,17 +1529,21 @@
"\n [Dimension(typeof(Scenario))]",
"\n [IdentityProperty]",
"\n public string Scenario { get; init; }",
"\n",
"\n [NotVisible]",
"\n [Dimension(typeof(Currency))]",
"\n [IdentityProperty]",
"\n [AggregateBy]",
"\n public string Currency { get; init; }",
"\n ",
"\n [NotVisible]",
"\n [Dimension(typeof(Currency), nameof(FunctionalCurrency))]",
"\n [IdentityProperty]",
"\n //[AggregateBy]",
"\n public string FunctionalCurrency { get; init; }",
"\n ",
"\n [NotVisible]",
"\n [Dimension(typeof(Currency), nameof(ContractualCurrency))]",
"\n [IdentityProperty]",
"\n //[AggregateBy]",
"\n public string ContractualCurrency { get; init; }",
"\n ",
"\n [NotVisible]",
Expand Down Expand Up @@ -1628,7 +1632,7 @@
"\n [NotVisible]",
"\n [Dimension(typeof(EconomicBasis))]",
"\n [IdentityProperty]",
"\n //[AggregateBy]",
"\n [AggregateBy]",
"\n public string EconomicBasis { get; init; }",
"\n ",
"\n public double Value { get; init; }",
Expand All @@ -1637,6 +1641,7 @@
"\n public ReportVariable(ReportVariable rv){",
"\n ReportingNode = rv.ReportingNode;",
"\n Scenario = rv.Scenario;",
"\n Currency = rv.Currency;",
"\n FunctionalCurrency = rv.FunctionalCurrency;",
"\n ContractualCurrency = rv.ContractualCurrency;",
"\n GroupOfContract = rv.GroupOfContract;",
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9 changes: 0 additions & 9 deletions ifrs17/Report/ReportConfigurationAndUtils.ipynb
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Expand Up @@ -58,15 +58,6 @@
"# Currency methods"
]
},
{
"cell_type": "code",
"source": [
"public static string CurrencyGrouper(CurrencyType currencyType) => currencyType switch {",
"\n CurrencyType.Contractual => \"ContractualCurrency\",",
"\n CurrencyType.Functional => \"FunctionalCurrency\",",
"\n _ => string.Empty };"
]
},
{
"cell_type": "code",
"source": [
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30 changes: 15 additions & 15 deletions ifrs17/Report/ReportMutableScopes.ipynb
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Expand Up @@ -137,15 +137,15 @@
"\n",
"\npublic interface PvReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] { \"Novelty\", \"VariableType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"LiabilityType\", \"EconomicBasis\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"LiabilityType\", \"EconomicBasis\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? (GetScopes<LockedBestEstimate>(GetIdentities()).Aggregate().LockedBestEstimate + GetScopes<CurrentBestEstimate>(GetIdentities()).Aggregate().CurrentBestEstimate)",
"\n : (GetScopes<LockedBestEstimate>(GetIdentities()).Aggregate().LockedBestEstimate + GetScopes<CurrentBestEstimate>(GetIdentities()).Aggregate().CurrentBestEstimate).Filter(dataFilter);",
"\n}",
"\n",
"\npublic interface RaReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] { \"Novelty\", \"VariableType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"LiabilityType\", \"EconomicBasis\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"LiabilityType\", \"EconomicBasis\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<LockedRiskAdjustment>(GetIdentities()).Aggregate().LockedRiskAdjustment + ",
"\n GetScopes<CurrentRiskAdjustment>(GetIdentities()).Aggregate().CurrentRiskAdjustment",
Expand All @@ -155,15 +155,15 @@
"\n",
"\npublic interface WrittenReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"AmountType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"LiabilityType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"LiabilityType\"};",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<WrittenAndAccruals>(GetIdentities()).Aggregate().Written",
"\n : GetScopes<WrittenAndAccruals>(GetIdentities()).Aggregate().Written.Filter(dataFilter);",
"\n}",
"\n",
"\npublic interface AccrualReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"EstimateType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"EstimateType\"};",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<WrittenAndAccruals>(GetIdentities()).Aggregate().Advance + ",
"\n GetScopes<WrittenAndAccruals>(GetIdentities()).Aggregate().Overdue",
Expand All @@ -173,37 +173,37 @@
"\n",
"\npublic interface DeferralReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"LiabilityType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"LiabilityType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<Deferrals>(GetIdentities()).Aggregate().Deferrals",
"\n : GetScopes<Deferrals>(GetIdentities()).Aggregate().Deferrals.Filter(dataFilter);",
"\n}",
"\n",
"\npublic interface FcfReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] { \"Novelty\",\"VariableType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"LiabilityType\", \"EconomicBasis\" };",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"Novelty\",\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"LiabilityType\", \"EconomicBasis\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<Fcf>(GetIdentities()).Aggregate().Fcf",
"\n : GetScopes<Fcf>(GetIdentities()).Aggregate().Fcf.Filter(dataFilter);",
"\n}",
"\n",
"\npublic interface ExpAdjReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"EstimateType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"AmountType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"AmountType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<ExperienceAdjustment>(GetIdentities()).Aggregate().ActuarialExperienceAdjustment",
"\n : GetScopes<ExperienceAdjustment>(GetIdentities()).Aggregate().ActuarialExperienceAdjustment.Filter(dataFilter);",
"\n}",
"\npublic interface TmReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"Novelty\", \"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType) };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<LrcTechnicalMargin>(GetIdentities()).Aggregate().LrcTechnicalMargin",
"\n : GetScopes<LrcTechnicalMargin>(GetIdentities()).Aggregate().LrcTechnicalMargin.Filter(dataFilter);",
"\n}",
"\npublic interface CsmReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"Novelty\", \"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"EstimateType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"EstimateType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<Csm>(GetIdentities()).Aggregate().Csm + ",
"\n GetScopes<Lc>(GetIdentities()).Aggregate().Lc + ",
Expand All @@ -214,35 +214,35 @@
"\n}",
"\npublic interface ActLrcReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"Novelty\",\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"EstimateType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"EstimateType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<LrcActuarial>(GetIdentities()).Aggregate().LrcActuarial",
"\n : GetScopes<LrcActuarial>(GetIdentities()).Aggregate().LrcActuarial.Filter(dataFilter);",
"\n}",
"\npublic interface LrcReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"EstimateType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"EstimateType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<Lrc>(GetIdentities()).Aggregate().Lrc",
"\n : GetScopes<Lrc>(GetIdentities()).Aggregate().Lrc.Filter(dataFilter);",
"\n}",
"\npublic interface ActLicReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"Novelty\",\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"EstimateType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"EstimateType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<LicActuarial>(GetIdentities()).Aggregate().LicActuarial",
"\n : GetScopes<LicActuarial>(GetIdentities()).Aggregate().LicActuarial.Filter(dataFilter);",
"\n}",
"\npublic interface LicReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"VariableType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType), \"EstimateType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\", \"EstimateType\" };",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<Lic>(GetIdentities()).Aggregate().Lic",
"\n : GetScopes<Lic>(GetIdentities()).Aggregate().Lic.Filter(dataFilter);",
"\n}",
"\npublic interface FpReport : IIfrs17Report {",
"\n string[] IIfrs17Report.defaultRowSlices => new string[] {\"VariableType\", \"EstimateType\"};",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { CurrencyGrouper(CurrencyType),\"LiabilityType\" };",
"\n string[] IIfrs17Report.defaultColumnSlices => new string[] { \"Currency\",\"LiabilityType\" };",
"\n int IIfrs17Report.headerColumnWidthValue => 500;",
"\n IDataCube<ReportVariable> IIfrs17Report.GetDataCube() => DataFilter == null ",
"\n ? GetScopes<FinancialPerformance>(GetIdentities()).Aggregate().FinancialPerformance",
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5 changes: 4 additions & 1 deletion ifrs17/Report/ReportScopes.ipynb
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Expand Up @@ -148,7 +148,10 @@
"\n Identity.ReportIdentity.FunctionalCurrency, ",
"\n GetStorage().GetFxPeriod(GetStorage().Args.Period, x.VariableType, x.Novelty),",
"\n (Identity.ReportIdentity.Year, Identity.ReportIdentity.Month),",
"\n Identity.CurrencyType)).Fx, x ));",
"\n Identity.CurrencyType)).Fx, x ) with { Currency = Identity.CurrencyType switch {",
"\n CurrencyType.Contractual => x.ContractualCurrency,",
"\n CurrencyType.Functional => x.FunctionalCurrency,",
"\n _ => GroupCurrency }});",
"\n ",
"\n private IDataCube<ReportVariable> Eops => Data.Filter((\"VariableType\", AocTypes.EOP));",
"\n private IDataCube<ReportVariable> NotEops => Data.Filter((\"VariableType\", \"!EOP\")); // TODO negation must be hardcoded (also to avoid string concatenation)",
Expand Down