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// Copyright (C) 2023 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef SIMULATESTEPMULTISTAGEREGRESSIONDIST_H
#define SIMULATESTEPMULTISTAGEREGRESSIONDIST_H
#include <vector>
#include <array>
#include <boost/mpi.hpp>
#include <boost/mpi/collectives.hpp>
#include <boost/lexical_cast.hpp>
#include "geners/BinaryFileArchive.hh"
#include "StOpt/core/grids/FullGrid.h"
#include "StOpt/core/utils/StateWithStocks.h"
#include "StOpt/core/utils/types.h"
#include "StOpt/regression/GridAndRegressedValueGeners.h"
#include "StOpt/core/parallelism/ParallelComputeGridSplitting.h"
#include "StOpt/dp/OptimizerMultiStageDPBase.h"
/** SimulateStepMultiStageRegressionDist.h
* In simulation part, permits to use continuation values stored in in optimization step and
* calculate optimal control
* \author Xavier Warin
*/
namespace StOpt
{
/// \class SimulateStepMultiStageRegressionDist SimulateStepMultiStageRegressionDist.h
/// One step in forward simulation using mpi
class SimulateStepMultiStageRegressionDist
{
private :
std::shared_ptr<FullGrid> m_pGridCurrent ; ///< global grid at current time step
std::shared_ptr<FullGrid> m_pGridFollowing ; ///< global grid at following time step
std::shared_ptr<OptimizerMultiStageDPBase > m_pOptimize ; ///< optimizer solving the problem for one point and one step
std::shared_ptr<gs::BinaryFileArchive> m_ar ; ///< pointer on the archive
int m_iStep ; ///< time step number
std::string m_nameCont ; ///< name for stochastic bellman value
std::string m_nameDetCont; ///< name for deterministic bellman values
bool m_bOneFile ; /// do we use one file for continuation values
std::shared_ptr<ParallelComputeGridSplitting> m_parall ; ///< parallel object for splitting and reconstruction
std::shared_ptr<ParallelComputeGridSplitting> m_parallDet ; ///< parallel object for splitting and reconstruction for deterministic optimization
boost::mpi::communicator m_world; ///< Mpi communicator
/// \brief function to read continuation values in archive
/// \param p_name key in archive
/// \param p_stepString secondary key in archive
std::vector< GridAndRegressedValue> readContinuationInArchive(const std::string &p_name, const std::string &p_stepString);
/// \brief read regressed value and regressor in archive (Bellman values split into multiple files)
/// \param p_name key in archive
/// \param p_stepString secondary key in archive
std::pair< std::shared_ptr<BaseRegression>, std::vector< Eigen::ArrayXXd > > readRegressedValues(const std::string &p_name, const std::string &p_stepString) ;
/// \brief calculate extended grids coordinates number for parallelism when Bellman value are dispatched in memory
/// \param p_gridFollow grid at end of period
/// \param p_regionByProcessor fr each processor define the domain treated (min , max in each dimension)
SubMeshIntCoord calculateSubMeshExtended(const std::shared_ptr<FullGrid> &p_gridFollow, const std::vector< std::array< double, 2> > &p_regionByProcessor) const;
/// \brief Affect each particle to a calculation mesh by grouping particles with similar space position
/// \param p_statevector the state vectors of the particles
/// \param p_gridFollow grid at the follwoing period
/// \return an affectation for each particle to a processor, and the region assiociated to each process (min and max of the cell)
std::pair< std::vector<int>, std::vector< std::array< double, 2> > > splitParticleOnProcessor(const std::vector<StateWithStocks > &p_statevector, const std::shared_ptr<FullGrid> &p_gridFollow) const;
public :
/// \brief default
SimulateStepMultiStageRegressionDist() {}
virtual ~SimulateStepMultiStageRegressionDist() {}
/// \brief Constructor
/// \param p_ar Archive where continuation values are stored
/// \param p_iStep Step number identifier
/// \param p_nameCont Name use to store continuation valuation
/// \param p_nameDetCont Name use to store continution value in deterministic part
/// \param p_pGridCurrent grid at current time step
/// \param p_pGridFollowing grid at following time step
/// \param p_pOptimize Optimize object defining the transition step
/// \param p_bOneFile do we store continuation values in only one file
/// \param p_world MPI communicator
SimulateStepMultiStageRegressionDist(const std::shared_ptr<gs::BinaryFileArchive> &p_ar,
const int &p_iStep, const std::string &p_nameCont,
const std::string &p_nameDetCont,
const std::shared_ptr<FullGrid> &p_pGridCurrent,
const std::shared_ptr<FullGrid> &p_pGridFollowing,
const std::shared_ptr<OptimizerMultiStageDPBase > &p_pOptimize,
const bool &p_bOneFile, const boost::mpi::communicator &p_world);
/// \brief Define one step arbitraging between possible commands
/// \param p_statevector Vector of states (regime, stock descriptor, uncertainty)
/// \param p_phiInOut actual contract value modified at current time step by applying an optimal command (size number of functions by number of simulations), one by period (size of the vector)
void oneStep(std::vector<StateWithStocks > &p_statevector, std::vector<Eigen::ArrayXXd> &p_phiInOut) ;
};
}
#endif /* SIMULATESTEPMULTISTAGREGRESSIONDIST_H */
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