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Develop to main #177

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dcolleoni merged 14 commits intomainfrom
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Jan 17, 2023
Merged

Develop to main #177
dcolleoni merged 14 commits intomainfrom
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@dcolleoni dcolleoni commented Jan 16, 2023

Merging dev to main branch. Preparation for new release.

calderinisystemorph and others added 14 commits December 20, 2022 16:47
* equality comparer and queries updated

* data model, importers and importstorage updated

* scenario avalinade for datanodes

* scenario test improved

* firsts comments resolved

* all comments resolved

* scenario test works

* estimate type fix

* more scenario tests

* revert calculation engine notebook

* improved union of target/default variables

* full union + save zeros for scenarios

* scenario tests are green

* fix equality comparer

* best estimate all green

* ifrs variables scenario new benchmark

* openings importer cleanups

* fix report benchmark scenario

* cleanup

* preparation before pull develop

* scenario for GOC removed

* more readable relaxed query util method

* warning triggering multiple calculation

* comments on warning implemented

* fix report variables benchmark

* some comments resolved

* validation added

* new args datamodel, bm with standard digits

* Useless Zeros not saved, code cleanup

* comments on EqualityComparer resolved, BM updated

* Test Improved

* comments resolved

* comments resolved

* typo fixed

Co-authored-by: Andrea Muolo <amuolo@systemorph.com>
* estimate and amount type consistency data model

* cleanups

* new images

* implement Daniel Feedback

* better documentation text

* implement Davide feedback

* adjustments for the scenario test import data

Co-authored-by: Andrea Muolo <amuolo@systemorph.com>
* fixed ImportStorage queries for openings

* clean up
Adding education example on Accruals (AA, OA)
Adding MC N step
Change aggregation behavior
Fix a but for Data Node imports
Add Csm case
* equality comparer and queries updated

* data model, importers and importstorage updated

* scenario avalinade for datanodes

* scenario test improved

* firsts comments resolved

* all comments resolved

* scenario test works

* estimate type fix

* more scenario tests

* revert calculation engine notebook

* improved union of target/default variables

* full union + save zeros for scenarios

* scenario tests are green

* fix equality comparer

* best estimate all green

* ifrs variables scenario new benchmark

* openings importer cleanups

* first implementation of yield curve importer

* fix report benchmark scenario

* cleanup

* preparation before pull develop

* scenario for GOC removed

* YieldCurves new format added.

* more readable relaxed query util method

* warning triggering multiple calculation

* cleanup the importer

* comments on warning implemented

* test clean up

* fix report variables benchmark

* some comments resolved

* validation added

* new args datamodel, bm with standard digits

* Useless Zeros not saved, code cleanup

* comments on EqualityComparer resolved, BM updated

* Test Improved

* comments resolved

* refactoring of Main Parser, all tests green

* typo fixing

* code improvment and cleanup

* code cleanup

* Name property in YieldCurve Implemented

* bug fix, all test green

* commit to DB only with succeeded import

* new yield curves files created

* comment resolved

* some comments resolved

* renames and markdown and use of .Any

* improve  equality comparer

* equality comparer

* yc comparer test

* documentation and clean IHierarchy

* pv update xlsx files

* improve doc

Co-authored-by: Andrea Muolo <amuolo@systemorph.com>
Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* test csm practical case

* pics and add theory section to main NB

* update memory recommendation for test nb
* add reporting node parents

* picture

* better documentation

Co-authored-by: Andrea Muolo <amuolo@systemorph.com>
* Infrastructure for log writing

* Finally a scaffoldable model

* Moved ExecuteWithStore into the CalculationEngine importers

* Move the classes and the routines to a separate notebook. Some minor fixes to address the PR comments

* Remove obsolete parts from the importers notebook

* Thoughts on API

* Reshaped, allowed for writeup for any type of import.

* typo fixed and castings

* move all the casts where they belong

* Throws an exception if the Import Options does not belong to the correct class

* Add trivial constructors. Still proudly refuses to scaffold :(

* multiple bugs fixed. Not yet sure, if it is the final version, but getting very close there

* dealing with the exceptions if the memory stream cannot be produced (invalid input or missing file / stream / string). Most likely the final version modulo retrieving the partitions

* versions update

* update CalculationEngine import

* update imports in initialization of ref data to memory

* imports fixed

* import templates

* use cases update

* version change

* rename + imports

* new abstraction level and renamings

* renamings

* renaming round done

* Initialize export data, start

* first swipe of export data async

* add trivial constructor

* execute with store activity compiles

* Removed the buggy parts

* update initialize

* save the imports

* fix exports in map template

* Use content to determine length

* Remove obsolete comment

* update to 1.6.4 version, which is functional now

* tests

* tests

Co-authored-by: akatz <akatz1@systemorph.com>
* renaming

* add saving logs

Co-authored-by: akatz <akatz1@systemorph.com>
* Distinguish YieldCurve by Name

* Enhance DataStructure.DataNodeData with YieldCurveName string; edit Queries

* Fix LoadCurrentYieldCurveAsync Task

* new test

* Additional tests + args edit (yieldCurveName)

* Additional tests + args edit (yieldCurveName)

* Clean up and renaming variables

* Add new condition to prevent failure while retrieving data from YieldCurve dictionaries

* Next improvements. But I propose to throw an exception!

* Change to ValuationApproaches.VFA, add additional condition to post an error; cosmetic change - rename 'activity' to 'log'

* Organize Unit test differently

* Add a general Error.YieldCurveNotFound error message

* Try to bring back the corrupted NB

* Take Sara's QueriesTest.nb

* New try - QueriesTest.ipynb

* Bring back a test NO YieldCurve

* Bring back a test NO YieldCurve

* Remove unneeded cell in QueriesTest.ipynb

* Test ValuationApproach + fix test numbers

* queries fix and reset QueriesTest

* delete empty cell

* change test substitude first

* second cell

* last cell

* formatting like Alexey

* fix test

* lean up tests

* MonthInAYear

* delete print Activity

* reset validations

* update Storage

* fix test and new query

* string typo

* updated test. all green

* update test to consider other valuation approaches than BBA

* Get rid of meaningless check ups (data that we get must consist of the yield curves information)

* Rename dataNodeParameters -> dataNodeTestData

* Don't enter BM to the failing test, set default expected values

* properly test VFA

* modify VFA test

* last comment Davide

* Fix last YC test

* improve test for different currencies

* renaming and avoid extra loop

* rename and nominalized tuple

* test improved

* extra test different years months

* MonthInAYiear and its test

* test improved

Co-authored-by: Aleksei Nekrasov <anekrasov@systemorph.com>
Co-authored-by: Sara Colella <scolellasystemorph.com>
* adding NB with some queries

* update

* update

* update

* Split in 2 files

Co-authored-by: Teo Kukuljan <116903719+tkukuljan@users.noreply.github.com>
* change in documentation

* yc query logic description

* indent

Co-authored-by: Sara Colella <scolellasystemorph.com>
Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* Bug fix.

* Going back to ExecuteAsync with importers in the PresentValue folder.
* GetAttributableExpenseAndCommissionAmountType

* fixing metadata

* clean up parsed variable from disposable workspace before committing to workspaceToCompute

* improve efficiency reset instead of delete
@dcolleoni dcolleoni added the enhancement New feature or request label Jan 16, 2023
@dcolleoni dcolleoni added this to the v1.0.x milestone Jan 16, 2023
@dcolleoni dcolleoni self-assigned this Jan 16, 2023
@dcolleoni dcolleoni modified the milestones: v1.0.x, v1.1.0 Jan 16, 2023
@dcolleoni dcolleoni merged commit f506d37 into main Jan 17, 2023
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8 participants