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// Copyright (C) 2016 EDF
// All Rights Reserved
// This code is published under the GNU Lesser General Public License (GNU LGPL)
#ifndef _BINARYFILEARCHIVESTOPT_H
#define _BINARYFILEARCHIVESTOPT_H
#include "geners/BinaryFileArchive.hh"
#include "geners/Record.hh"
#include "geners/Reference.hh"
#include "StOpt/regression/BaseRegression.h"
#include "StOpt/regression/BaseRegressionGeners.h"
#include "StOpt/regression/LocalLinearRegressionGeners.h"
#include "StOpt/regression/LocalConstRegressionGeners.h"
#include "StOpt/regression/LocalSameSizeLinearRegressionGeners.h"
#include "StOpt/regression/LocalSameSizeConstRegressionGeners.h"
#include "StOpt/regression/SparseRegressionGeners.h"
#include "StOpt/regression/GridAndRegressedValue.h"
#include "StOpt/regression/GridAndRegressedValueGeners.h"
#include "StOpt/regression/ContinuationCuts.h"
#include "StOpt/regression/ContinuationCutsGeners.h"
#include "StOpt/tree/ContinuationValueTree.h"
#include "StOpt/tree/ContinuationValueTreeGeners.h"
#include "StOpt/tree/GridTreeValue.h"
#include "StOpt/tree/GridTreeValueGeners.h"
#include "StOpt/core/utils/eigenGeners.h"
#include "StOpt/core/grids/SpaceGrid.h"
#include "StOpt/core/grids/FullGrid.h"
#ifdef SDDPPYTHON
#include "StOpt/sddp/LocalLinearRegressionForSDDP.h"
#include "StOpt/sddp/LocalLinearRegressionForSDDPGeners.h"
#include "StOpt/sddp/SDDPVisitedStatesGeners.h"
#endif
#include "StOpt/python/Pybind11VectorAndList.h"
/// \file BinaryFileArchiveStOpt.h
/// \brief defines a wrapping for geners binary file
/// permits to extend the binary archive for StOpt
// create a class to encapsulate a Binary Archive
class BinaryFileArchiveStOpt: public gs::BinaryFileArchive
{
public:
BinaryFileArchiveStOpt(const char *p_fileName, const char *p_type): gs::BinaryFileArchive(p_fileName, p_type)
{
}
// to get distinct Names in archive used for Continuation values
std::vector< std::string> getNamesForGridAndRegressedValue(const std::string &p_nameRegex)
{
std::set<std::string> set;
auto reference = gs::Reference<std::vector<StOpt::GridAndRegressedValue>>(*this, std::regex(p_nameRegex), std::regex(".*"));
for (int i = 0; i < reference.size(); ++i)
{
set.emplace(reference.indexedCatalogEntry(i)->name());
}
std::vector<std::string> ret(set.begin(), set.end());
return ret;
}
// to get distinct Names in archive used for Continuation values (cuts)
std::vector< std::string> getNamesForContinuationCut(const std::string &p_nameRegex)
{
std::set<std::string> set;
auto reference = gs::Reference<std::vector<StOpt::ContinuationCuts>>(*this, std::regex(p_nameRegex), std::regex(".*"));
for (int i = 0; i < reference.size(); ++i)
{
set.emplace(reference.indexedCatalogEntry(i)->name());
}
std::vector<std::string> ret(set.begin(), set.end());
return ret;
}
void dumpGridAndRegressedValue(const std::string &p_name, const int &p_iStep, const pybind11::list &p_phiIn,
const std::shared_ptr<StOpt::BaseRegression> &p_condExp,
const std::shared_ptr< StOpt::SpaceGrid > &p_grid)
{
// convert python to c++ object
std::vector< std::shared_ptr< Eigen::ArrayXXd > > phiIn(convertFromListShPtr<Eigen::ArrayXXd>(p_phiIn));
// values to regress
std::vector< StOpt::GridAndRegressedValue > contVal(phiIn.size());
for (size_t iReg = 0; iReg < phiIn.size(); ++iReg)
contVal[iReg] = StOpt::GridAndRegressedValue(p_grid, p_condExp, *phiIn[iReg]);
std::string stepString = boost::lexical_cast<std::string>(p_iStep) ;
*this << gs::Record(contVal, p_name.c_str(), stepString.c_str()) ;
this->flush() ; // necessary for python mapping
}
// read continuation values
std::vector< std::shared_ptr<StOpt::ContinuationCuts > > readGridAndRegressedCuts(const int &p_iStep, const std::string &p_nameCont)
{
std::vector< StOpt::ContinuationCuts > continuationObj;
gs::Reference< std::vector<StOpt::ContinuationCuts > >(*this, p_nameCont.c_str(), boost::lexical_cast<std::string>(p_iStep).c_str()).restore(0, &continuationObj);
std::vector< std::shared_ptr<StOpt::ContinuationCuts >> continuationObjWrap(continuationObj.size());
for (size_t i = 0; i < continuationObjWrap.size(); ++i)
continuationObjWrap[i] = std::make_shared<StOpt::ContinuationCuts>(continuationObj[i]);
return continuationObjWrap;
}
// read continuation values
std::vector< std::shared_ptr<StOpt::GridAndRegressedValue > > readGridAndRegressedValue(const int &p_iStep, const std::string &p_nameCont)
{
std::vector< StOpt::GridAndRegressedValue > continuationObj;
gs::Reference< std::vector<StOpt::GridAndRegressedValue > >(*this, p_nameCont.c_str(), boost::lexical_cast<std::string>(p_iStep).c_str()).restore(0, &continuationObj);
std::vector< std::shared_ptr<StOpt::GridAndRegressedValue >> continuationObjWrap(continuationObj.size());
for (size_t i = 0; i < continuationObjWrap.size(); ++i)
continuationObjWrap[i] = std::make_shared<StOpt::GridAndRegressedValue>(continuationObj[i]);
return continuationObjWrap;
}
// to get distinct Names in archive used for Continuation values for Tree
std::vector< std::string> getNamesForGridTreeValue(const std::string &p_nameRegex)
{
std::set<std::string> set;
auto reference = gs::Reference<std::vector<StOpt::GridTreeValue>>(*this, std::regex(p_nameRegex), std::regex(".*"));
for (int i = 0; i < reference.size(); ++i)
{
set.emplace(reference.indexedCatalogEntry(i)->name());
}
std::vector<std::string> ret(set.begin(), set.end());
return ret;
}
// to get distinct Names in archive used for Continuation values (cuts) for tree
std::vector< std::string> getNamesForContinuationCutTree(const std::string &p_nameRegex)
{
std::set<std::string> set;
auto reference = gs::Reference<std::vector<StOpt::GridTreeValue>>(*this, std::regex(p_nameRegex), std::regex(".*"));
for (int i = 0; i < reference.size(); ++i)
{
set.emplace(reference.indexedCatalogEntry(i)->name());
}
std::vector<std::string> ret(set.begin(), set.end());
return ret;
}
void dumpGridTreeValue(const std::string &p_name, const int &p_iStep, const pybind11::list &p_phiIn,
const std::shared_ptr<StOpt::Tree> &p_condExp,
const std::shared_ptr< StOpt::SpaceGrid > &p_grid)
{
// convert python to c++ object
std::vector< std::shared_ptr< Eigen::ArrayXXd > > phiIn(convertFromListShPtr<Eigen::ArrayXXd>(p_phiIn));
// values to regress
std::vector< StOpt::GridTreeValue > contVal(phiIn.size());
for (size_t iReg = 0; iReg < phiIn.size(); ++iReg)
{
Eigen::ArrayXXd phiExp = p_condExp->expCondMultiple(phiIn[iReg]->transpose()).transpose();
contVal[iReg] = StOpt::GridTreeValue(p_grid, phiExp);
}
std::string stepString = boost::lexical_cast<std::string>(p_iStep) ;
*this << gs::Record(contVal, p_name.c_str(), stepString.c_str()) ;
this->flush() ; // necessary for python mapping
}
// read continuation values
std::vector< std::shared_ptr<StOpt::GridTreeValue > > readGridTreeValue(const int &p_iStep, const std::string &p_nameCont)
{
std::vector< StOpt::GridTreeValue > continuationObj;
gs::Reference< std::vector<StOpt::GridTreeValue > >(*this, p_nameCont.c_str(), boost::lexical_cast<std::string>(p_iStep).c_str()).restore(0, &continuationObj);
std::vector< std::shared_ptr<StOpt::GridTreeValue >> continuationObjWrap(continuationObj.size());
for (size_t i = 0; i < continuationObjWrap.size(); ++i)
continuationObjWrap[i] = std::make_shared<StOpt::GridTreeValue>(continuationObj[i]);
return continuationObjWrap;
}
// dump a 2D numpy array
void dumpSome2DArray(const std::string &p_name, const int &p_iStep, const Eigen::ArrayXXd &p_functionValues)
{
std::string stepString = boost::lexical_cast<std::string>(p_iStep) ;
*this << gs::Record(p_functionValues, p_name.c_str(), stepString.c_str()) ;
this->flush() ; // necessary for python mapping
}
// dump a regressor and a numpy array storing a list of coefficients basis
// p_name
void dumpSomeRegressor(const std::string &p_name, const int &p_iStep, const std::shared_ptr<StOpt::BaseRegression> &p_condExp)
{
std::string stepString = boost::lexical_cast<std::string>(p_iStep) ;
*this << gs::Record(*p_condExp, p_name.c_str(), stepString.c_str()) ;
this->flush() ; // necessary for python mapping
}
// dump a vector of strings
// p_name
// p_category
void dumpSomeStringVector(const std::string &p_name, const std::string &p_category, const std::vector<std::string> &p_stringVector)
{
*this << gs::Record(p_stringVector, p_name.c_str(), p_category.c_str());
this->flush(); // necessary for python mapping
}
// read some basis coefficients
Eigen::ArrayXXd readSome2DArray(const std::string &p_name, const int &p_iStep)
{
Eigen::ArrayXXd basisFunctions;
gs::Reference< Eigen::ArrayXXd >(*this, p_name.c_str(), boost::lexical_cast<std::string>(p_iStep).c_str()).restore(0, &basisFunctions);
return basisFunctions;
}
// read a regressor
std::shared_ptr<StOpt::BaseRegression > readSomeRegressor(const std::string &p_name, const int &p_iStep)
{
std::shared_ptr<StOpt::BaseRegression > condExp;
gs::Reference< StOpt::BaseRegression > reg(*this, p_name.c_str(), boost::lexical_cast<std::string>(p_iStep).c_str());
condExp = std::move(reg.get(0));
return condExp;
}
// read a vector of strings
// p_name
// p_category
const std::vector<std::string> readSomeStringVector(const std::string &p_name, const std::string &p_category)
{
std::vector<std::string> ret;
auto item = gs::Reference<std::vector<std::string>>(*this, p_name.c_str(), p_category.c_str());
item.restore(0, &ret);
return ret;
}
#ifdef SDDPPYTHON
void dumpLocalLinearRegressionForSDDP(const StOpt::LocalLinearRegressionForSDDP &p_sddpReg)
{
*this << gs::Record(p_sddpReg, "Regressor", "Top");
this->flush(); // necessary in python
}
void dumpLocalVisitedStateForSDDP(const StOpt::SDDPVisitedStates &p_state)
{
*this << gs::Record(p_state, "States", "Top");
this->flush(); // necessary in python
}
#endif
};
#endif
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