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OptaPlanner solves planning problems.
This lightweight, embeddable planning engine implements powerful and scalable algorithms
to optimize business resource scheduling and planning.
This module contains the examples which demonstrate how to use it in a normal Java application.
/*
* Copyright 2015 Red Hat, Inc. and/or its affiliates.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package org.optaplanner.examples.investment.persistence;
import java.io.IOException;
import java.math.BigDecimal;
import java.math.BigInteger;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.LinkedHashMap;
import java.util.List;
import java.util.Map;
import org.apache.poi.ss.usermodel.Row;
import org.apache.poi.ss.usermodel.Sheet;
import org.optaplanner.examples.common.persistence.AbstractXlsxSolutionImporter;
import org.optaplanner.examples.common.persistence.SolutionConverter;
import org.optaplanner.examples.investment.app.InvestmentApp;
import org.optaplanner.examples.investment.domain.AssetClass;
import org.optaplanner.examples.investment.domain.AssetClassAllocation;
import org.optaplanner.examples.investment.domain.InvestmentParametrization;
import org.optaplanner.examples.investment.domain.InvestmentSolution;
import org.optaplanner.examples.investment.domain.Region;
import org.optaplanner.examples.investment.domain.Sector;
import org.optaplanner.examples.investment.domain.util.InvestmentNumericUtil;
public class InvestmentImporter extends AbstractXlsxSolutionImporter {
public static void main(String[] args) {
SolutionConverter converter = SolutionConverter.createImportConverter(
InvestmentApp.DATA_DIR_NAME, new InvestmentImporter(), InvestmentSolution.class);
converter.convert("irrinki_1.xlsx", "irrinki_1.xml");
converter.convert("de_smet_1.xlsx", "de_smet_1.xml");
}
@Override
public XlsxInputBuilder createXlsxInputBuilder() {
return new InvestmentAllocationInputBuilder();
}
public static class InvestmentAllocationInputBuilder extends XlsxInputBuilder {
private InvestmentSolution solution;
private Map regionMap;
private Map sectorMap;
@Override
public InvestmentSolution readSolution() throws IOException {
solution = new InvestmentSolution();
solution.setId(0L);
readParametrization();
readRegionList();
readSectorList();
readAssetClassList();
createAssetClassAllocationList();
BigInteger possibleSolutionSize = BigInteger.valueOf(solution.getAssetClassList().size()).multiply(
BigInteger.valueOf(InvestmentNumericUtil.MAXIMUM_QUANTITY_MILLIS));
logger.info("InvestmentAllocation {} has {} regions, {} sectors and {} asset classes"
+ " with a search space of {}.",
getInputId(),
solution.getRegionList().size(),
solution.getSectorList().size(),
solution.getAssetClassList().size(),
getFlooredPossibleSolutionSize(possibleSolutionSize));
return solution;
}
private void readParametrization() throws IOException {
Sheet sheet = readSheet(0, "Parametrization");
assertCellConstant(sheet.getRow(0).getCell(0), "Investment parametrization");
InvestmentParametrization parametrization = new InvestmentParametrization();
parametrization.setId(0L);
parametrization.setStandardDeviationMillisMaximum(
parsePercentageMillis(readDoubleParameter(sheet.getRow(1), "Standard deviation maximum")));
solution.setParametrization(parametrization);
}
private void readRegionList() throws IOException {
Sheet sheet = readSheet(1, "Regions");
Row headerRow = sheet.getRow(0);
assertCellConstant(headerRow.getCell(0), "Name");
assertCellConstant(headerRow.getCell(1), "Quantity maximum");
List regionList = new ArrayList<>();
regionMap = new LinkedHashMap<>();
long id = 0L;
for (Row row : sheet) {
if (row.getRowNum() < 1) {
continue;
}
if (row.getCell(0) == null && row.getCell(1) == null) {
continue;
}
Region region = new Region();
region.setId(id);
id++;
region.setName(readStringCell(row.getCell(0)));
region.setQuantityMillisMaximum(parsePercentageMillis(readDoubleCell(row.getCell(1))));
regionList.add(region);
regionMap.put(region.getName(), region);
}
solution.setRegionList(regionList);
}
private void readSectorList() throws IOException {
Sheet sheet = readSheet(2, "Sectors");
Row headerRow = sheet.getRow(0);
assertCellConstant(headerRow.getCell(0), "Name");
assertCellConstant(headerRow.getCell(1), "Quantity maximum");
List sectorList = new ArrayList<>();
sectorMap = new LinkedHashMap<>();
long id = 0L;
for (Row row : sheet) {
if (row.getRowNum() < 1) {
continue;
}
if (row.getCell(0) == null && row.getCell(1) == null) {
continue;
}
Sector sector = new Sector();
sector.setId(id);
id++;
sector.setName(readStringCell(row.getCell(0)));
sector.setQuantityMillisMaximum(parsePercentageMillis(readDoubleCell(row.getCell(1))));
sectorList.add(sector);
sectorMap.put(sector.getName(), sector);
}
solution.setSectorList(sectorList);
}
private void readAssetClassList() throws IOException {
Sheet sheet = readSheet(3, "AssetClasses");
final int ASSET_CLASS_PROPERTIES_COUNT = 6;
Row groupHeaderRow = sheet.getRow(0);
assertCellConstant(groupHeaderRow.getCell(0), "Asset class");
assertCellConstant(groupHeaderRow.getCell(ASSET_CLASS_PROPERTIES_COUNT), "Correlation");
Row headerRow = sheet.getRow(1);
assertCellConstant(headerRow.getCell(0), "ID");
assertCellConstant(headerRow.getCell(1), "Name");
assertCellConstant(headerRow.getCell(2), "Region");
assertCellConstant(headerRow.getCell(3), "Sector");
assertCellConstant(headerRow.getCell(4), "Expected return");
assertCellConstant(headerRow.getCell(5), "Standard deviation");
int assetClassListSize = headerRow.getPhysicalNumberOfCells() - ASSET_CLASS_PROPERTIES_COUNT;
List assetClassList = new ArrayList<>(assetClassListSize);
Map idToAssetClassMap = new HashMap<>(assetClassListSize);
for (int i = 0; i < assetClassListSize; i++) {
AssetClass assetClass = new AssetClass();
assetClass.setId(readLongCell(headerRow.getCell(ASSET_CLASS_PROPERTIES_COUNT + i)));
assetClassList.add(assetClass);
AssetClass old = idToAssetClassMap.put(assetClass.getId(), assetClass);
if (old != null) {
throw new IllegalStateException("The assetClass id (" + assetClass.getId() + ") is not unique.");
}
}
for (Row row : sheet) {
if (row.getRowNum() < 2) {
continue;
}
if (row.getCell(0) == null && row.getCell(1) == null && row.getCell(2) == null
&& row.getCell(3) == null && row.getCell(4) == null && row.getCell(5) == null) {
continue;
}
if (row.getPhysicalNumberOfCells() != (ASSET_CLASS_PROPERTIES_COUNT + assetClassListSize)) {
throw new IllegalArgumentException("The row (" + row.getRowNum() + ") has "
+ row.getPhysicalNumberOfCells() + " cells, but is expected to have "
+ (ASSET_CLASS_PROPERTIES_COUNT + assetClassListSize) + " cells instead.");
}
long id = readLongCell(row.getCell(0));
AssetClass assetClass = idToAssetClassMap.get(id);
if (assetClass == null) {
throw new IllegalStateException("The row (" + row.getRowNum()
+ ") has an assetClass id (" + id + ") that is not in the header.");
}
assetClass.setName(readStringCell(row.getCell(1)));
String regionName = readStringCell(row.getCell(2));
Region region = regionMap.get(regionName);
if (region == null) {
throw new IllegalStateException("The row (" + row.getRowNum()
+ ") has a region (" + regionName + ") that is not in the regions sheet.");
}
assetClass.setRegion(region);
String sectorName = readStringCell(row.getCell(3));
Sector sector = sectorMap.get(sectorName);
if (sector == null) {
throw new IllegalStateException("The row (" + row.getRowNum()
+ ") has a sector (" + sectorName + ") that is not in the sectors sheet.");
}
assetClass.setSector(sector);
assetClass.setExpectedReturnMillis(parsePercentageMillis(readDoubleCell(row.getCell(4))));
assetClass.setStandardDeviationRiskMillis(parsePercentageMillis(readDoubleCell(row.getCell(5))));
Map correlationMillisMap = new LinkedHashMap<>(assetClassListSize);
for (int i = 0; i < assetClassListSize; i++) {
AssetClass other = assetClassList.get(i);
long correlationMillis = parsePercentageMillis(readDoubleCell(row.getCell(ASSET_CLASS_PROPERTIES_COUNT + i)));
correlationMillisMap.put(other, correlationMillis);
}
assetClass.setCorrelationMillisMap(correlationMillisMap);
}
solution.setAssetClassList(assetClassList);
}
private void createAssetClassAllocationList() {
List assetClassList = solution.getAssetClassList();
List assetClassAllocationList = new ArrayList<>(assetClassList.size());
for (AssetClass assetClass : assetClassList) {
AssetClassAllocation allocation = new AssetClassAllocation();
allocation.setId(assetClass.getId());
allocation.setAssetClass(assetClass);
assetClassAllocationList.add(allocation);
}
solution.setAssetClassAllocationList(assetClassAllocationList);
}
protected long parsePercentageMillis(double numericValue) {
return (long) (numericValue * 1000.0);
}
protected long parsePercentageMillis(String token) {
BigDecimal millis;
if (token.endsWith("%")) {
millis = new BigDecimal(token.substring(0, token.length() - 1)).multiply(new BigDecimal(10L));
} else {
millis = new BigDecimal(token).multiply(new BigDecimal(1000L));
}
return millis.longValueExact();
}
}
}