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#!/usr/bin/python3
# Copyright (C) 2016 EDF
# All Rights Reserved
# This code is published under the GNU Lesser General Public License (GNU LGPL)
import StOptSDDP
import StOptSDDPUnitTest
import numpy as np
import unittest
import StOptGeners
# unitest for SDDP framework
############################
class FakeOptimizer(unittest.TestCase):
def test(self):
# Create a fake optimizer depending of a fake simulator
simul =StOptSDDPUnitTest.SimulTest()
optim= StOptSDDPUnitTest.OptimizeTest(simul)
# final cuts
finCut =StOptSDDP.SDDPFinalCut()
# SDDP problem parameters
nbSimulCheckForSimu = 1
initialState = np.array([1.,2.])
dates = np.array([1.,2.])
nbMesh= np.array([1,1],np.int32)
nameRegressor =" "
nameCut = " "
nameVisitedStates = " "
iter= 1
accuracy=0.01
nStepConv=10
# test backward and forward mapping
sol = StOptSDDPUnitTest.backwardForwardSDDPTestMapping(optim,nbSimulCheckForSimu,initialState,finCut,dates,nbMesh,nameRegressor,nameCut,nameVisitedStates,iter,accuracy,nStepConv)
class LocalLinearRegressionForSDDP(unittest.TestCase):
def test(self):
# Create a local linear regressor for SDDP
particles= np.array([[1.,2.],[3.,3.]],np.float64)
mesh = np.array([1,2],np.int32)
regressor =StOptSDDP.LocalLinearRegressionForSDDP(1,particles,mesh)
archiveToWrite = StOptGeners.BinaryFileArchive("MyArchive","w")
# dump SDDP regressor
archiveToWrite.dump(regressor)
# visited state
aVisitedState = StOptSDDP.SDDPVisitedStates(1)
# a state
aState = np.array([3.,4.],np.float64)
# a particle
aParticle = np.array([1.,2.],np.float64)
aVisitedState.addVisitedState(aState, aParticle,regressor)
# dump visited state
archiveToWrite.dump(aVisitedState)
# test backward SDDP mapping
simul =StOptSDDPUnitTest.SimulTest()
optim= StOptSDDPUnitTest.OptimizeTest(simul)
# get backward base simulator
simBase = optim.getSimulatorBackward()
dates = np.array([1.],np.float64)
initialState= np.array([1.],np.float64)
finalCut =StOptSDDP.SDDPFinalCut()
archiveRegresssor = StOptGeners.BinaryFileArchive("MyArchiveReg","w")
archiveCut = StOptGeners.BinaryFileArchive("MyArchiveCut","r")
a = StOptSDDPUnitTest.backwardSDDPTestMapping(optim,simBase,dates,initialState,finalCut,archiveRegresssor,"MyString",archiveCut)
# test backward mapping
b= StOptSDDPUnitTest.forwardSDDPTestMapping(optim,simBase,dates,initialState,finalCut,1,archiveRegresssor,archiveCut,"MyString")
if __name__ == '__main__':
unittest.main()
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