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Replace GetElementOrDefault with GetValidElement #212

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Merged
nnikolopoulos merged 10 commits into from
Feb 10, 2023
Merged

Replace GetElementOrDefault with GetValidElement #212

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c67a814
Replace GetElementOrDefault with GetValidElement
Feb 7, 2023
b030689
Rename array to collection
Feb 8, 2023
af369fb
Remove obsolete case
Feb 8, 2023
54470f1
Merge branch 'develop' into 35_RefactorGetElementOrDefault
Feb 9, 2023
e334772
Create error for negative index and apply it
Feb 9, 2023
7dbc514
Better error message
Feb 9, 2023
eadc5ad
Merge branch 'develop' into 35_RefactorGetElementOrDefault
Feb 10, 2023
983fb00
Add .ToHashSet() in ApplicationMessage AcivityLog Mege
Feb 10, 2023
3cf3707
Implement feedback
Feb 10, 2023
0ff6baa
Implement feedbackx2
Feb 10, 2023
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4 changes: 4 additions & 0 deletions ifrs17/Constants/Validations.ipynb
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Expand Up @@ -86,6 +86,8 @@
"\n NotSupportedAocStepReference, MultipleEoP,",
"\n // Data completeness",
"\n MissingDataAtPosting, MissingCombinedLiability, MissingCoverageUnit, ",
"\n // Index",
"\n NegativeIndex,",
"\n // Default",
"\n Generic",
"\n};"
Expand Down Expand Up @@ -169,6 +171,8 @@
"\n (Error.MissingDataAtPosting , 1) => $\"Missing imported data for {s[0]} DataNode.\",",
"\n (Error.MissingCombinedLiability , 2) => $\"Missing Combined Liability AoC Type for DataNode {s[0]} and AmountType {s[1]}.\",",
"\n (Error.MissingCoverageUnit , 1) => $\"Missing Coverage Unit cash flow for {s[0]} DataNode.\",",
"\n // Index",
"\n (Error.NegativeIndex , 0) => $\"Index was out of range. Must be non-negative.\",",
"\n // Default",
"\n (Error.Generic , _) => $\"{s[0]}\",",
"\n (_ , _) => $\"Error not found.\"",
Expand Down
10 changes: 5 additions & 5 deletions ifrs17/Import/ImportScopeCalculation.ipynb
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Expand Up @@ -805,11 +805,11 @@
"\n switch (periodType) {",
"\n case PeriodType.BeginningOfPeriod :",
"\n for (var i = 0; i < parentDiscountedValues.Length; i++)",
"\n ret[i] = -1d * (parentDiscountedValues[i] - parentNominalValues[i]) * (GetElementOrDefault(monthlyInterestFactor, i/12) - 1d );",
"\n ret[i] = -1d * (parentDiscountedValues[i] - parentNominalValues[i]) * (monthlyInterestFactor.GetValidElement(i/12) - 1d );",
"\n break;",
"\n default :",
"\n for (var i = 0; i < parentDiscountedValues.Length; i++)",
"\n ret[i] = -1d * parentDiscountedValues[i] * (GetElementOrDefault(monthlyInterestFactor, i/12) - 1d );",
"\n ret[i] = -1d * parentDiscountedValues[i] * (monthlyInterestFactor.GetValidElement(i/12) - 1d );",
"\n break;",
"\n }",
"\n ",
Expand All @@ -830,8 +830,8 @@
"\n var interestOnClaimsCashflowCreditRisk = new double[nominalClaimsCashflow.Length];",
"\n var effectCreditRisk = new double[nominalClaimsCashflow.Length];",
"\n for (var i = nominalClaimsCashflow.Length - 1; i >= 0; i--) {",
"\n interestOnClaimsCashflow[i] = 1 / GetElementOrDefault(monthlyInterestFactor, i/12) * (interestOnClaimsCashflow.ElementAtOrDefault(i + 1) + nominalClaimsCashflow[i] - nominalClaimsCashflow.ElementAtOrDefault(i + 1));",
"\n interestOnClaimsCashflowCreditRisk[i] = 1 / GetElementOrDefault(monthlyInterestFactor, i/12) * (Math.Exp(-nonPerformanceRiskRate) * interestOnClaimsCashflowCreditRisk.ElementAtOrDefault(i + 1) + nominalClaimsCashflow[i] - nominalClaimsCashflow.ElementAtOrDefault(i + 1));",
"\n interestOnClaimsCashflow[i] = 1 / monthlyInterestFactor.GetValidElement(i/12) * (interestOnClaimsCashflow.ElementAtOrDefault(i + 1) + nominalClaimsCashflow[i] - nominalClaimsCashflow.ElementAtOrDefault(i + 1));",
"\n interestOnClaimsCashflowCreditRisk[i] = 1 / monthlyInterestFactor.GetValidElement(i/12) * (Math.Exp(-nonPerformanceRiskRate) * interestOnClaimsCashflowCreditRisk.ElementAtOrDefault(i + 1) + nominalClaimsCashflow[i] - nominalClaimsCashflow.ElementAtOrDefault(i + 1));",
"\n effectCreditRisk[i] = interestOnClaimsCashflow[i] - interestOnClaimsCashflowCreditRisk[i];",
"\n }",
"\n ",
Expand Down Expand Up @@ -1698,7 +1698,7 @@
"\n private double[] monthlyInterestFactor => GetScope<MonthlyRate>(Identity, o => o.WithContext(EconomicBasis)).Interest;",
"\n ",
"\n private double interestAccretionFactor => Enumerable.Range(shift,timeStep)",
"\n .Select(i => GetElementOrDefault(monthlyInterestFactor, i/12))",
"\n .Select(i => monthlyInterestFactor.GetValidElement(i/12))",
"\n .Aggregate(1d, (x, y) => x * y ) - 1d;",
"\n ",
"\n double TechnicalMargin.Value => AggregatedValue * interestAccretionFactor;",
Expand Down
6 changes: 3 additions & 3 deletions ifrs17/Utils/ApplicationMessage.ipynb
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Expand Up @@ -110,9 +110,9 @@
"\n Status = a.Status == ActivityLogStatus.Failed || b.Status == ActivityLogStatus.Failed ? ActivityLogStatus.Failed : ActivityLogStatus.Succeeded,",
"\n StartDateTime = a.StartDateTime < b.StartDateTime ? a.StartDateTime : b.StartDateTime,",
"\n FinishDateTime = a.FinishDateTime > b.FinishDateTime ? a.FinishDateTime : b.FinishDateTime,",
"\n Errors = a.Errors.Concat(b.Errors).ToList(),",
"\n Warnings = a.Warnings.Concat(b.Warnings).ToList(),",
"\n Infos = a.Infos.Concat(b.Infos).ToList(),",
"\n Errors = a.Errors.Concat(b.Errors).ToHashSet().ToList(),",
"\n Warnings = a.Warnings.Concat(b.Warnings).ToHashSet().ToList(),",
"\n Infos = a.Infos.Concat(b.Infos).ToHashSet().ToList(),",
"\n };",
"\n}",
"\n",
Expand Down
21 changes: 12 additions & 9 deletions ifrs17/Utils/Extensions.ipynb
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Expand Up @@ -75,18 +75,21 @@
{
"cell_type": "code",
"source": [
"// because the default(T) is something else than the first/last element. What about \"static T GetValidElement<T>(this IList<T> array, int index)\"? ",
"\nstatic T GetElementOrDefault<T>(this ICollection<T> array, int index)",
"static T GetValidElement<T>(this ICollection<T> collection, int index)",
"\n{ ",
"\n var count = array.Count;",
"\n if (array == null || count == 0)",
"\n var count = collection.Count;",
"\n if (collection == null || count == 0)",
"\n return default(T);",
"\n",
"\n return index < 0",
"\n ? array.ElementAt(0) // should this case be removed?",
"\n : index < count",
"\n ? array.ElementAt(index)",
"\n : array.ElementAt(count -1);",
"\n if (index < 0)",
"\n {",
"\n ApplicationMessage.Log(Error.NegativeIndex);",
"\n return default;",
"\n }",
"\n",
"\n return index < count",
"\n ? collection.ElementAt(index)",
"\n : collection.ElementAt(count -1);",
"\n}"
],
"metadata": {},
Expand Down
10 changes: 5 additions & 5 deletions ifrs17/Utils/ImportCalculationMethods.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -109,12 +109,12 @@
"\n if(periodType == PeriodType.BeginningOfPeriod)",
"\n {",
"\n for (var i = nominalValues.Length - 1; i >= 0; i--)",
"\n ret[i] = nominalValues[i] + GetElementOrDefault(ret, i + 1) * GetElementOrDefault(monthlyDiscounting, i/12);",
"\n ret[i] = nominalValues[i] + ret.GetValidElement(i + 1) * monthlyDiscounting.GetValidElement(i/12);",
"\n return ret;",
"\n }",
"\n ",
"\n for (var i = nominalValues.Length - 1; i >= 0; i--)",
"\n ret[i] = ( nominalValues[i] + GetElementOrDefault(ret, i + 1) ) * GetElementOrDefault(monthlyDiscounting, i/12);",
"\n ret[i] = ( nominalValues[i] + ret.GetValidElement(i + 1) ) * monthlyDiscounting.GetValidElement(i/12);",
"\n ",
"\n return ret;",
"\n}"
Expand All @@ -130,7 +130,7 @@
"\n{ ",
"\n return Enumerable.Range(0, nominalValues.Length)",
"\n .Select( t => Enumerable.Range(t, nominalValues.Length-t)",
"\n .Select( tau => nominalValues[tau] * Math.Pow(GetElementOrDefault(monthlyDiscounting, t/12), tau-t+1) * (Math.Exp(-nonPerformanceRiskRate*(tau-t)) - 1) )",
"\n .Select( tau => nominalValues[tau] * Math.Pow(monthlyDiscounting.GetValidElement(t/12), tau-t+1) * (Math.Exp(-nonPerformanceRiskRate*(tau-t)) - 1) )",
"\n .Sum() )",
"\n .ToArray();",
"\n}"
Expand All @@ -155,12 +155,12 @@
"\n if(period == PeriodType.BeginningOfPeriod)",
"\n {",
"\n for (var i = cdcf.Length - 1; i >= 0; i--)",
"\n cdcf[i] = values[i] + GetElementOrDefault(cdcf, i + 1) * GetElementOrDefault(yearlyDiscountRates, i/12);",
"\n cdcf[i] = values[i] + cdcf.GetValidElement(i + 1) * yearlyDiscountRates.GetValidElement(i/12);",
"\n }",
"\n else",
"\n { ",
"\n for (var i = cdcf.Length - 1; i >= 0; i--)",
"\n cdcf[i] = ( values[i] + GetElementOrDefault(cdcf, i + 1) ) * GetElementOrDefault(yearlyDiscountRates, i/12);",
"\n cdcf[i] = ( values[i] + cdcf.GetValidElement(i + 1) ) * yearlyDiscountRates.GetValidElement(i/12);",
"\n }",
"\n return rv with { Values = cdcf };",
"\n })",
Expand Down