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* nbformat * split import scope calculation NB in several NBs
* 1st stab * add tests * improve and cleanup * cleanup * add some tests, refactor the parser (not working yet) * fix mapping * improving importer + validations + tests (still not working) * improvements in ifrs17ce * test and test data --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* wip on Nominal CC and debugging setup * debug: evaluate and re-evaluate import scopes * improve scopes and debug nb * update bms * clean up + allow locked in for ppa * update bm * clean up and update discount and cumulate methods * address PR comments * memory usage of test nb
* convert the early value to monthly * fix an issue in export var * update bm * Update cdr bms * update bm for practical case Reinsurance * improvements from review
* Generate new migration code and snapshot notebooks * Apply new types in MigrationFlow notebook * Implement feedback * Remove CFInterpolation and CFInterpolationSnapshot
* some starting ideas * some comments * fix Merge * Add testing Value1 * Modify IfrsVariable test to test projections (created one example .csv) * Bring back to the list the renamed "BM_CH_2020_12__BE.csv", improve the error message * Add for testing: BM_CH_2021_3__BE_2.csv; adjust IfrsVariablesTest.nb to test BOP/EOP with the new .csv * New csv for testing "NominalCashflows_CH_2021_3_test.csv"; rename in InitSystemorphToMemory.ipynb -> there comment out paragraph with "Actuals_CH_2021_3.csv" * Disable upload of YieldCurve data for 2021 at the ifrs17-template/Initialization/InitSystemorphRefDataToMemory.nb, adjust the ifrs17-template/Report/Reports.nb to see changes at the report "2 Best Estimate" * Create new BM with right Value1 to pass the test * Make new file comma separated * Add NominalCashflows_CH_2021_6_test.csv in order to export the correct values * Add new NominalCashflows_CH_2021_3_test and NominalCashflows_CH_2021_6_test csv's * Projections for PV #95: -Separate test without projections and with projection. * InitSystemorphRefDataToMemory.nb: uncomment YC_2021_3, leave YC 2021-6 & 2021-12 commented out; remove unnecessary BM_CH_2020_12__BE_Projection.csv, bring in BM_CH_2021_3__BE_Projection.csv with correct Value1; IfrsVariablesTest.nb: enable testing only BM_CH_2021_3__BE_Projection.csv, introduce a new IfrsVariableComparer that compares Value1 -- instead of EqualityComparer, adjust testing * Bring back "original" NominalCashflows * New DataNode assigned to work with Projections * NominalCashflows and BM for the new DataNode * DataNodes_CH.csv, DTP1.1.DisplayName -> "Projection"; NominalCashflows_CH_2020_12.csv -> add DTP1.1 entries; add NominalCashflows_CH_2021_3_Projection.csv; NominalCashflows_CH_2021_3_test_3.csv -> add more Value; NominalCashflows_CH_2021_3_Projection.csv for DTP1.1 * Add more Value's corresponding up to the year 2040 into the NominalCashflows_CH_2021_3_Projection.csv * Change range at the ImportScopeCalculation.nb --> first try * Add NominalCashflows_CH_2022_12_Projection.csv to test the projection P12 * New BM to test Projection P12 for BM_2021_3 (e.g. Value4 should be equal 2022-12) * To resolve error messages for BOP.I, IA.I, MC.I; set values with regard to projectionPeriod * First draft (I know it is wrong but I commit just to show my progress of today) * Revert "Merge branch 'develop' into ProjectionsIdeas_Aleksei" This reverts commit df66230, reversing changes made to 3d3786a. * Merge develop * Draft: changes inside ImportStorage and ImportScopeCalculation with regard to MC-I, EconomicBasis = "C" - to fix IfrsVariableTest results * Draft: changes inside ImportStorage and ImportScopeCalculation with regard to MC-I, EconomicBasis = "C" - to fix IfrsVariableTest results * Edit GetYieldCurve in order to compute the right YearlyYieldCurve from the scope ImportScopeCalculation.MonthlyRate * Clean up BM files * Rename bool variable: compareValue1 -> compareProjectionValue * Rename bool variable: compareValue1 -> compareProjectionValue; enable all the BM scv's * ImportStorage.nb => introduce public static int DefaultProjectionCount to switch number of Projection to test and clean up; ImportScopeCalculation.nb => apply DefaultProjectionCount and clean up * Update with changes from branch ProjectionsIdeas_Aleksei * Adjusted test * Finalize work * Found a bug in IfrsVariablesTest.ipynb * Bring back the original InitSystemorphToMemoryForTesting.nb, update IfrsVariablesTest accordingly * Brought import of NominalCashflows_CH_2020_12_Projection.csv into IfrsVariablesTest.nb in order to let all the tests pass; updated NominalCashflows_CH_2020_12.csv accordingly -> replaced DTP1.1 entries into NominalCashflows_CH_2020_12_Projection.csv * Brought import of NominalCashflows_CH_2020_12_Projection.csv into IfrsVariablesTest.nb in order to let all the tests pass; updated NominalCashflows_CH_2020_12.csv accordingly -> replaced DTP1.1 entries into NominalCashflows_CH_2020_12_Projection.csv * Pull DefaultProjectionCount out of the ImportStorage -> make it a static global variable * Move scope computing BOP-I to the NominalCashflow scope * Move scope computing BOP-I to the NominalCashflow scope; rename DefaultProjectionCount to projectionCount * Bring back the original EqualityComparer * Get rid of isProjectedTest boolean; improve CreateVariable method * Adjust test to compare all the values; there is a bug to be fixed -> complains on compairing null values of Value5, Value6, etc. * Changes proposed by Davide; look for ToIdentityProperty method, apply it * DataStructure.nb: removed the 19th Value from IfrsVariable; IfrsVariablesTest.nb: change group key to .ToIdentityString * Consts.nb: type projectionCount with capital letter P; IfrsVariablesTest.nb: change accordingly (korrigieren dementscprechend) ImportScopeCalculation.nb: no need for upperRange variable -> apply ProjectionCount directly, move AdjustProjection method to ifrs17/Utils/ImportCalculationMethods.nb; ImportCalculationMethods.nb: created a new chapter "Helper methods", brought here AdjustProjection method with short description. * Reset to the develop version, then bring my changes * Cosmetic changes/rename; add a text cell with information regarding Projection test * Remove hard coding * Removed unnecessary section * .ToIdentityString -> .ToStringWith * Suggestions of Davide: 1. Introduce included-excluded DataNode logic 2. Begin a new line for each ValueN 3. Bring projections BenchmarkMetadata down to the projections test * Resolve "ProjectionCount" issue: rename section: BenchMarks -> Parameters bring bmFiles closer to the corresponding test; remove isProjectedValue boolean; bring includingProperties variable out of the test; set excluded/includedDataNodes to null. * ImportScopeCalculation.ipynb: adjust computation of projected value in case BOP-I for AmountTypes.CDR: IfrsVariablesTest.ipynb: first import Consts.nb and set ProjectionCount=1, then run eval - to avoid errors when running the NB repetitively; BM_CH_2021_3__BE_Projection_DTP.csv: remove Value5, Value6, etc. - no need. * Remove the boolean variable, move the corresponding code to switch * Introduce the correct import line * Remove unnecessary computations * Placed all the initial commands to one cell * Rename variable, replace #!import with #!eval-notebook * DataStructure.ipynb: reduce number of ValueN by the IfrsVariable; ImportCalculationMethods.ipynb: reflect changes in the DataStructure.nb (by AdjustProjection method) * Changes enabling non-error rerun of the test inside one session * No import is needed -> just reset ProjectionCount inside the same session * new code distributed among different NBs * typos fixed * return ToStringWith * reworked the test * Ifrs comparer modified * test added * modify test to use the ready comparer and benchmark precision. Comparer modified accordingly * cleanup * cleanup * idents cleanup * fix the BMs * clean up * param report: add new prop and inprove names * fix test and bm --------- Co-authored-by: aruiz <aruiz@systemorph.com> Co-authored-by: Sara Colella <scolellasystemorph.com> Co-authored-by: akatz <akatz1@systemorph.com> Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* generalize get prev identities and test * add new attributes of Single DataNode Report Params --------- Co-authored-by: Slavomir Batka <sbatka@systemorph.com>
fix typo
* Introduce IOActivity and IOContent * Implement Davide's feedback in ActivityLog * Update migration notebooks
* fix openings scenario * better handling of all cases through tests * toward the implementation of feedback * implement all feedback * resolve all comments --------- Co-authored-by: Andrea Muolo <amuolo@systemorph.com>
* some starting ideas * some comments * fix Merge * Add testing Value1 * Modify IfrsVariable test to test projections (created one example .csv) * Bring back to the list the renamed "BM_CH_2020_12__BE.csv", improve the error message * Add for testing: BM_CH_2021_3__BE_2.csv; adjust IfrsVariablesTest.nb to test BOP/EOP with the new .csv * New csv for testing "NominalCashflows_CH_2021_3_test.csv"; rename in InitSystemorphToMemory.ipynb -> there comment out paragraph with "Actuals_CH_2021_3.csv" * Disable upload of YieldCurve data for 2021 at the ifrs17-template/Initialization/InitSystemorphRefDataToMemory.nb, adjust the ifrs17-template/Report/Reports.nb to see changes at the report "2 Best Estimate" * Create new BM with right Value1 to pass the test * Make new file comma separated * Add NominalCashflows_CH_2021_6_test.csv in order to export the correct values * Add new NominalCashflows_CH_2021_3_test and NominalCashflows_CH_2021_6_test csv's * Projections for PV #95: -Separate test without projections and with projection. * InitSystemorphRefDataToMemory.nb: uncomment YC_2021_3, leave YC 2021-6 & 2021-12 commented out; remove unnecessary BM_CH_2020_12__BE_Projection.csv, bring in BM_CH_2021_3__BE_Projection.csv with correct Value1; IfrsVariablesTest.nb: enable testing only BM_CH_2021_3__BE_Projection.csv, introduce a new IfrsVariableComparer that compares Value1 -- instead of EqualityComparer, adjust testing * Bring back "original" NominalCashflows * New DataNode assigned to work with Projections * NominalCashflows and BM for the new DataNode * DataNodes_CH.csv, DTP1.1.DisplayName -> "Projection"; NominalCashflows_CH_2020_12.csv -> add DTP1.1 entries; add NominalCashflows_CH_2021_3_Projection.csv; NominalCashflows_CH_2021_3_test_3.csv -> add more Value; NominalCashflows_CH_2021_3_Projection.csv for DTP1.1 * Add more Value's corresponding up to the year 2040 into the NominalCashflows_CH_2021_3_Projection.csv * Change range at the ImportScopeCalculation.nb --> first try * Add NominalCashflows_CH_2022_12_Projection.csv to test the projection P12 * New BM to test Projection P12 for BM_2021_3 (e.g. Value4 should be equal 2022-12) * To resolve error messages for BOP.I, IA.I, MC.I; set values with regard to projectionPeriod * First draft (I know it is wrong but I commit just to show my progress of today) * Revert "Merge branch 'develop' into ProjectionsIdeas_Aleksei" This reverts commit df66230, reversing changes made to 3d3786a. * Merge develop * Draft: changes inside ImportStorage and ImportScopeCalculation with regard to MC-I, EconomicBasis = "C" - to fix IfrsVariableTest results * Draft: changes inside ImportStorage and ImportScopeCalculation with regard to MC-I, EconomicBasis = "C" - to fix IfrsVariableTest results * Edit GetYieldCurve in order to compute the right YearlyYieldCurve from the scope ImportScopeCalculation.MonthlyRate * Clean up BM files * Rename bool variable: compareValue1 -> compareProjectionValue * Rename bool variable: compareValue1 -> compareProjectionValue; enable all the BM scv's * ImportStorage.nb => introduce public static int DefaultProjectionCount to switch number of Projection to test and clean up; ImportScopeCalculation.nb => apply DefaultProjectionCount and clean up * Update with changes from branch ProjectionsIdeas_Aleksei * Adjusted test * Finalize work * Found a bug in IfrsVariablesTest.ipynb * Bring back the original InitSystemorphToMemoryForTesting.nb, update IfrsVariablesTest accordingly * Brought import of NominalCashflows_CH_2020_12_Projection.csv into IfrsVariablesTest.nb in order to let all the tests pass; updated NominalCashflows_CH_2020_12.csv accordingly -> replaced DTP1.1 entries into NominalCashflows_CH_2020_12_Projection.csv * Brought import of NominalCashflows_CH_2020_12_Projection.csv into IfrsVariablesTest.nb in order to let all the tests pass; updated NominalCashflows_CH_2020_12.csv accordingly -> replaced DTP1.1 entries into NominalCashflows_CH_2020_12_Projection.csv * Pull DefaultProjectionCount out of the ImportStorage -> make it a static global variable * Move scope computing BOP-I to the NominalCashflow scope * Move scope computing BOP-I to the NominalCashflow scope; rename DefaultProjectionCount to projectionCount * Bring back the original EqualityComparer * Get rid of isProjectedTest boolean; improve CreateVariable method * Adjust test to compare all the values; there is a bug to be fixed -> complains on compairing null values of Value5, Value6, etc. * Changes proposed by Davide; look for ToIdentityProperty method, apply it * DataStructure.nb: removed the 19th Value from IfrsVariable; IfrsVariablesTest.nb: change group key to .ToIdentityString * Consts.nb: type projectionCount with capital letter P; IfrsVariablesTest.nb: change accordingly (korrigieren dementscprechend) ImportScopeCalculation.nb: no need for upperRange variable -> apply ProjectionCount directly, move AdjustProjection method to ifrs17/Utils/ImportCalculationMethods.nb; ImportCalculationMethods.nb: created a new chapter "Helper methods", brought here AdjustProjection method with short description. * Reset to the develop version, then bring my changes * Cosmetic changes/rename; add a text cell with information regarding Projection test * Remove hard coding * Removed unnecessary section * .ToIdentityString -> .ToStringWith * Suggestions of Davide: 1. Introduce included-excluded DataNode logic 2. Begin a new line for each ValueN 3. Bring projections BenchmarkMetadata down to the projections test * Resolve "ProjectionCount" issue: rename section: BenchMarks -> Parameters bring bmFiles closer to the corresponding test; remove isProjectedValue boolean; bring includingProperties variable out of the test; set excluded/includedDataNodes to null. * ImportScopeCalculation.ipynb: adjust computation of projected value in case BOP-I for AmountTypes.CDR: IfrsVariablesTest.ipynb: first import Consts.nb and set ProjectionCount=1, then run eval - to avoid errors when running the NB repetitively; BM_CH_2021_3__BE_Projection_DTP.csv: remove Value5, Value6, etc. - no need. * Remove the boolean variable, move the corresponding code to switch * Introduce the correct import line * Remove unnecessary computations * Placed all the initial commands to one cell * Rename variable, replace #!import with #!eval-notebook * DataStructure.ipynb: reduce number of ValueN by the IfrsVariable; ImportCalculationMethods.ipynb: reflect changes in the DataStructure.nb (by AdjustProjection method) * Changes enabling non-error rerun of the test inside one session * No import is needed -> just reset ProjectionCount inside the same session * new code distributed among different NBs * typos fixed * return ToStringWith * reworked the test * First thoughts on the rearnagement and the impact on the import scopes * summary of the desired changes in the ImportStorage * modify IFRS calculation to fit the new format * adjustments for new IFRS17 variable * more adaptations and bug fixing * more basic level adjustments. No projections in reports so far * more adaptations * test fully rewritten and passes. * cleanup * Just arrange projections as a normal dimension among many. It is stupid to have any other approach. * further adjustments * typo fixed * Ifrs comparer modified * test added * modify test to use the ready comparer and benchmark precision. Comparer modified accordingly * cleanup * cleanup * idents cleanup * fix the BMs * clean up * param report: add new prop and inprove names * fix test and bm * comparers and tests * further adaptations * compiles but tests do not pass * cleanup * Update Importers.ipynb bug fixed * Update Importers.ipynb one more bug * Update Importers.ipynb inconsistent namings fixed * traces of debugging removed * typo * debugging and export change * substitute to aggregate * debugging * take into account projections * test modification * fix the BM * remnants of debugging removed * Update ExportIfrsVariable.ipynb Change Value -> Values * Update DataStructure.ipynb Value -> Values * Update 5ImportScope-ToIfrsVar.ipynb Value -> Values InitializeValue -> InitializeValues * Update 6ImportScope-Compute.ipynb Value -> Values * Update ImportStorage.ipynb Value -> Values * Rename and rearrange * debugging part dropped * adjustments in importers * restore report untils * tests * test fixed * improve importers + fix act + fix IfrsVariablesTest + BM * fix simple value parser * SetProjectionValue * get value in the importStorage * SetProjectionValue * equality comparer fixed * aoc structure test * QueriesScenarioDataTest * fixing interaction with scenario + adapt some tests * report bm : projection 0 =>P0 * report fix - remove proj from scopes * equality comparer markdown * reset ExportIfrsVariable * import storage * clean up * adapt for double[] * tm is green * import storage preliminary fix * import storage test is green * update of migration files (initial and snapshot) --------- Co-authored-by: aruiz <aruiz@systemorph.com> Co-authored-by: Sara Colella <scolellasystemorph.com> Co-authored-by: AlekseiNekrasov <anekrasov@systemorph.com> Co-authored-by: akatz <akatz1@systemorph.com> Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* importers, yield curve comparer and docu improved * bug for scenario cashflow and actuals * clean up * test updated * bug fix * cleanup * bug yield curve importer * code clean up * comments resolved * revert to previous implementation * more reverting * code clean up * comments resolved
* bug fix * Do it the right way
rename and clean up
* bug fix * fix get all args --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* importers, yield curve comparer and docu improved * bug for scenario cashflow and actuals * first implementation * more documentation * clean up * test updated * bug fix * cleanup * error message improved * bug yield curve importer * code clean up * comments resolved * revert to previous implementation * more reverting * code clean up * more documentation * fixing merge conflict - DataStructure * fixing merge conflict - DataStructure 2 * fixing merge conflict - Importer * fixing merge conflict - Importer 2 * clean up + dataStructure and part of importers * some more * more * refinement * refinements --------- Co-authored-by: Davide Colleoni <dcolleoni@systemorph.com>
* fix anchor in ReportStorage * v.1.2.0 to v.1.3.0
typo is slices
nnikolopoulos
approved these changes
Apr 28, 2023
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Looks good to me. |
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