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Merge branch 'fix_ore_simmcalc' into 'master'
QPR-12356 update bucketmapper from crif before running simmcalc See merge request qs/ore-github!36
2 parents f4fae50 + 0f614d5 commit 8d1cd36

2 files changed

Lines changed: 9 additions & 7 deletions

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OREAnalytics/orea/app/analytics/simmanalytic.cpp

Lines changed: 4 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -67,9 +67,12 @@ void SimmAnalyticImpl::runAnalytic(const boost::shared_ptr<ore::data::InMemoryLo
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if (inputs_->simmCalibrationData())
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inputs_->simmCalibrationData()->toFile((inputs_->resultsPath() / "simmcalibration.xml").string());
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auto simmConfig = inputs_->getSimmConfiguration();
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simmConfig->bucketMapper()->updateFromCrif(simmAnalytic->crif());
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// Calculate SIMM
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auto simm = boost::make_shared<SimmCalculator>(simmAnalytic->crif(),
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inputs_->getSimmConfiguration(),
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simmConfig,
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inputs_->simmCalculationCurrency(),
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inputs_->simmResultCurrency(),
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analytic()->market(),

OREAnalytics/orea/app/inputparameters.cpp

Lines changed: 5 additions & 6 deletions
Original file line numberDiff line numberDiff line change
@@ -461,20 +461,19 @@ void InputParameters::setCreditSimulationParametersFromBuffer(const std::string&
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}
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void InputParameters::setCrifFromFile(const std::string& fileName, char eol, char delim, char quoteChar, char escapeChar) {
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boost::shared_ptr<SimmConfiguration> configuration =
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buildSimmConfiguration(simmVersion_, boost::make_shared<SimmBucketMapperBase>(),simmCalibrationData(), mporDays());
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bool updateMappings = true;
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bool aggregateTrades = false;
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auto crifLoader = CsvFileCrifLoader(fileName, configuration, CrifRecord::additionalHeaders, updateMappings, aggregateTrades, eol, delim, quoteChar, escapeChar, reportNaString());
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auto crifLoader = CsvFileCrifLoader(fileName, getSimmConfiguration(), CrifRecord::additionalHeaders, updateMappings,
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aggregateTrades, eol, delim, quoteChar, escapeChar, reportNaString());
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crif_ = crifLoader.loadCrif();
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}
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void InputParameters::setCrifFromBuffer(const std::string& csvBuffer, char eol, char delim, char quoteChar, char escapeChar) {
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boost::shared_ptr<SimmConfiguration> configuration =
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buildSimmConfiguration(simmVersion_, boost::make_shared<SimmBucketMapperBase>(), simmCalibrationData(), mporDays());
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bool updateMappings = true;
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bool aggregateTrades = false;
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auto crifLoader = CsvBufferCrifLoader(csvBuffer, configuration, CrifRecord::additionalHeaders, updateMappings, aggregateTrades, eol, delim, quoteChar, escapeChar, reportNaString());
474+
auto crifLoader =
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CsvBufferCrifLoader(csvBuffer, getSimmConfiguration(), CrifRecord::additionalHeaders, updateMappings,
476+
aggregateTrades, eol, delim, quoteChar, escapeChar, reportNaString());
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crif_ = crifLoader.loadCrif();
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}
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