/ParaBond/src/scaly/parabond/test/Par05.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 scala.collection.JavaConverters._

import scala.util.Random

import scaly.parabond.util.Helper

import scaly.parabond.entry.SimpleBond

import com.mongodb.BasicDBList



/**

 * This class uses parallel collections to price n portfolios in the

 * parabond database using the composite fine-grain algorithm.

 * @author Ron Coleman, Ph.D.

 */

class Par05 {

  /** Number of bond portfolios to analyze */

  val PORTF_NUM = 100

        

  /** Connects to the parabond DB */

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

  

  /** Initialize the random number generator */

  val ran = new Random(0)   

  

  /** Write a detailed report */

  val details = false

  

  /** Record captured with each result */

  case class Result(id : Int, price: Double, bondCount: Int, t0: Long, t1: Long)

  

  case class Data(portfId: Int, bonds:List[SimpleBond], result: Result)

  

  @Test

  def test {

    // Set the number of portfolios to analyze

    val arg = System.getProperty("n")

    

    val n = if(arg == null) PORTF_NUM else arg.toInt

    

    var me =  this.getClass().getSimpleName()

    var outFile = me + "-dat.txt"

    

    var fos = new java.io.FileOutputStream(outFile,true)

    var os = new java.io.PrintStream(fos)

    

    os.print(me+" "+ "N: "+n+" ")

    

    val details = if(System.getProperty("details") != null) true else false

    

    // Build the portfolio list    

    val inputs = for(i <- 0 until n) yield Data(ran.nextInt(100000)+1,null, null)   

    

    // Build the portfolio list

    val now = System.nanoTime  

    val outputs = inputs.par.map(priced) 

    val t1 = System.nanoTime

    

    // Generate the detailed output report

    if(details) {

    	println("%6s %10.10s %-5s %-2s".format("PortId","Price","Bonds","dt"))

    	

      outputs.foreach { output =>

        val id = output.result.id



        val dt = (output.result.t1 - output.result.t0) / 1000000000.0



        val bondCount = output.result.bondCount



        val price = output.result.price



        println("%6d %10.2f %5d %6.4f %12d %12d".format(id, price, bondCount, dt, output.result.t1 - now, output.result.t0 - now))

      }

    }

    

    val dt1 = outputs.foldLeft(0.0) { (sum,result) =>      

      sum + (result.result.t1 - result.result.t0)

      

    } / 1000000000.0

    

    val dtN = (t1 - now) / 1000000000.0

    

    val speedup = dt1 / dtN

    

    val numCores = Runtime.getRuntime().availableProcessors()

    

    val e = speedup / numCores

    

    os.println("dt(1): %7.4f  dt(N): %7.4f  cores: %d  R: %5.2f  e: %5.2f ".

        format(dt1,dtN,numCores,speedup,e))  

    

    os.flush

    

    os.close

    

    println(me+" DONE! %d %7.4f".format(n,dtN))       

  }

  

  def priced(input: Data): Data = {

    

    // Value each bond in the portfolio

    val t0 = System.nanoTime

    

    // Connect to the portfolio collection

    val portfsCollecton = mongo("Portfolios")

    

    // Retrieve the portfolio 

    val portfId = input.portfId

    

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



    val portfsCursor : MongoCursor = portfsCollecton.find(portfsQuery)

    

    // Connect to the bonds collection

    val bondsCollection = mongo("Bonds")

    

    // Get the bonds in the portfolio

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

    

    val bondIds = for(i <- 0 until bids.size) yield Data(bids(i),null,null)

    

//    val bondIds = asList(portfsCursor,"instruments")

    

    val output = bondIds.par.map { bondId =>

      // Get the bond from the bond collection

      val bondQuery = MongoDBObject("id" -> bondId.portfId)



      val bondCursor: MongoCursor = bondsCollection.find(bondQuery)



      val bond = MongoHelper.asBond(bondCursor)   

      

      val valuator = new SimpleBondValuator(bond, Helper.curveCoeffs)



      val price = valuator.price

      

      new SimpleBond(bond.id,bond.coupon,bond.freq,bond.tenor,price)        

    }.par.reduce(sum)

    

//     { (a: SimpleBond, b:SimpleBond) =>

//      new SimpleBond(0,0,0,0,a.maturity+b.maturity)

//    } 

    

//    val outputStage2 = outputStage1.par.reduce { (a: SimpleBond, b:SimpleBond) =>

//      new SimpleBond(0,0,0,0,a.maturity+b.maturity)

//    } 

    

    MongoHelper.updatePrice(input.portfId,output.maturity) 

    

    val t1 = System.nanoTime

    

    Data(input.portfId,null,Result(input.portfId,output.maturity,bondIds.size,t0,t1))

  }  



  def sum(a: SimpleBond, b:SimpleBond) : SimpleBond = {

    new SimpleBond(0,0,0,0,a.maturity+b.maturity)

  }

  

  /** Converts mongo cursor to scala Data objects */

  def asList(cursor: MongoCursor,field : String) : List[Data] = {

    val cur = cursor.map { p =>

      // Get mongo ids which is a BasicDBList -- but Scala

      // can't handle this with FP so we need to convert it

      // an immutable list that FP can handle

      val ids = p.get(field)

      

      ids match {

        case listAsJava : BasicDBList =>

          val listInteger = listAsJava.asScala

          

          val list = listInteger.map { p => 

            p match {

              case intAsJava : java.lang.Integer =>

                Data(intAsJava.toInt,null,null)

            }

          }

          

          list.toList

        case _ =>

          null

      }

    }

    

    // cur is an Iterator[List[Data]] of size 1

    cur.next

  }  

  

}