/ParaBond/src/scaly/parabond/test/Mr00.scala

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package scaly.parabond.test

import org.scalatest.junit.JUnitSuite
import org.junit.Assert._
import org.junit.Test
import scaly.parabond.mr.MapReduce
import com.mongodb.casbah.MongoConnection
import com.mongodb.casbah.commons.MongoDBObject
import com.mongodb.casbah.MongoCursor
import scaly.parabond.util.MongoHelper
import scaly.parabond.value.SimpleBondValuator
import scaly.parabond.util.Helper


/**

 * This class runs a map-reduce unit test for n portfolios in the

 * parabond database. It uses one portfolio per actor for the first

 * portfolios.

 * @author Ron Coleman, Ph.D.

 */

class Mr00 {

  /** Gets a connection to the parabond database */

  val mongo = MongoConnection(MongoHelper.getHost)("parabond")

  

  @Test

  def test {

    // Create the input of a list of Tuple2(portf id, curve coefficients).

    val input = (1 to 4).foldLeft(List[(Int,List[Double])]()) { (list, p) =>

      list ::: List((p,Helper.curveCoeffs))

    }

    

    // Run the map-reduce

    val t0 = System.nanoTime

    

    val result = MapReduce.mapreduceBasic(input, mapping, reducing)

    

    val t1 = System.nanoTime

    

    println("%6s %10.10s".format("PortId","Value"))



    // Generate the report by portfolio with the run-time

    result.foreach {

      case(portfId, values) =>

      	println("%6d %10.2f".format(portfId,values(0)))        

    }

    

    val dt = (t1 - t0) / 1000000000.0

    

    println("dt = %f".format(dt))    

  }

  

  /**

   * Mapping function

   * @param portId Portfolio id

   * @param fitter Curve fitting coefficients

   * @returns List of (portf id, bond value))

   */

  def mapping(portfId: Int, fitter: List[Double]): List[(Int,Double)] = {

    val portfsCollecton = mongo("Portfolios")

    

    val portfsQuery = MongoDBObject("id" -> portfId)



    val portfsCursor : MongoCursor = portfsCollecton.find(portfsQuery)

    

    val bondIds = MongoHelper.asList(portfsCursor,"instruments")

    

    val bondsCollection = mongo("Bonds")



    val t0 = System.nanoTime

    

    val value = bondIds.foldLeft(0.0) { (sum, id) =>

      val bondsQuery = MongoDBObject("id" -> id)



      val bondsCursor: MongoCursor = bondsCollection.find(bondsQuery)



      val bond = MongoHelper.asBond(bondsCursor)



//      print("bond(" + bond + ") = ")

      

      val valuator = new SimpleBondValuator(bond, fitter)



      val price = valuator.price



//      println("%8.2f".format(price))

      

      sum + price

    }    

    

    val t1 = System.nanoTime

    

    val dt = (t1 - t0) / 1000000000.0

    

    println("value = %10.2f bonds = %d dt = %f".format(value,bondIds.size,dt))

    

    List((portfId, value))

  }

  

  /**

   * Trivial reduce function since the portfolio is already reduced.

   * @param portfId Portfolio id

   * @param vals Bond valuations

   * @returns List of portfolio valuation, one per portfolio

   */

  def reducing(portfId: Int,vals: List[Double]): List[Double] = {

    List(vals(0))

  }

}