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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.
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/*
 * Copyright 2020 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.domain;

import java.util.HashMap;
import java.util.List;
import java.util.Map;

import org.optaplanner.core.api.domain.solution.PlanningEntityCollectionProperty;
import org.optaplanner.core.api.domain.solution.PlanningScore;
import org.optaplanner.core.api.domain.solution.PlanningSolution;
import org.optaplanner.core.api.domain.solution.ProblemFactCollectionProperty;
import org.optaplanner.core.api.domain.solution.ProblemFactProperty;
import org.optaplanner.core.api.domain.valuerange.CountableValueRange;
import org.optaplanner.core.api.domain.valuerange.ValueRangeFactory;
import org.optaplanner.core.api.domain.valuerange.ValueRangeProvider;
import org.optaplanner.core.api.score.buildin.hardsoftlong.HardSoftLongScore;
import org.optaplanner.examples.common.domain.AbstractPersistable;
import org.optaplanner.examples.investment.domain.util.InvestmentNumericUtil;
import org.optaplanner.persistence.xstream.api.score.buildin.hardsoftlong.HardSoftLongScoreXStreamConverter;

import com.thoughtworks.xstream.annotations.XStreamAlias;
import com.thoughtworks.xstream.annotations.XStreamConverter;

@PlanningSolution
@XStreamAlias("InvestmentSolution")
public class InvestmentSolution extends AbstractPersistable {

    private InvestmentParametrization parametrization;
    private List regionList;
    private List sectorList;
    private List assetClassList;

    private List assetClassAllocationList;

    @XStreamConverter(HardSoftLongScoreXStreamConverter.class)
    private HardSoftLongScore score;

    @ProblemFactProperty
    public InvestmentParametrization getParametrization() {
        return parametrization;
    }

    public void setParametrization(InvestmentParametrization parametrization) {
        this.parametrization = parametrization;
    }

    @ProblemFactCollectionProperty
    public List getRegionList() {
        return regionList;
    }

    public void setRegionList(List regionList) {
        this.regionList = regionList;
    }

    @ProblemFactCollectionProperty
    public List getSectorList() {
        return sectorList;
    }

    public void setSectorList(List sectorList) {
        this.sectorList = sectorList;
    }

    @ProblemFactCollectionProperty
    public List getAssetClassList() {
        return assetClassList;
    }

    public void setAssetClassList(List assetClassList) {
        this.assetClassList = assetClassList;
    }

    @PlanningEntityCollectionProperty
    public List getAssetClassAllocationList() {
        return assetClassAllocationList;
    }

    public void setAssetClassAllocationList(List assetClassAllocationList) {
        this.assetClassAllocationList = assetClassAllocationList;
    }

    @PlanningScore
    public HardSoftLongScore getScore() {
        return score;
    }

    public void setScore(HardSoftLongScore score) {
        this.score = score;
    }

    // ************************************************************************
    // Complex methods
    // ************************************************************************

    @ValueRangeProvider(id = "quantityMillisRange")
    public CountableValueRange getQuantityMillisRange() {
        return ValueRangeFactory.createLongValueRange(0L, InvestmentNumericUtil.MAXIMUM_QUANTITY_MILLIS + 1L);
    }

    /**
     * Not incremental.
     */
    public long calculateExpectedReturnMicros() {
        long expectedReturnMicros = 0L;
        for (AssetClassAllocation allocation : assetClassAllocationList) {
            expectedReturnMicros += allocation.getQuantifiedExpectedReturnMicros();
        }
        return expectedReturnMicros;
    }

    /**
     * Not incremental.
     */
    public long calculateStandardDeviationMicros() {
        long squaredFemtos = calculateStandardDeviationSquaredFemtos();
        return (long) Math.sqrt(squaredFemtos / 1000L);
    }

    /**
     * Not incremental.
     */
    public long calculateStandardDeviationSquaredFemtos() {
        long totalFemtos = 0L;
        for (AssetClassAllocation a : assetClassAllocationList) {
            for (AssetClassAllocation b : assetClassAllocationList) {
                if (a == b) {
                    totalFemtos += a.getQuantifiedStandardDeviationRiskMicros() * b.getQuantifiedStandardDeviationRiskMicros()
                            * 1000L;
                } else {
                    // Matches twice: once for (A, B) and once for (B, A)
                    long correlationMillis = a.getAssetClass().getCorrelationMillisMap().get(b.getAssetClass());
                    totalFemtos += a.getQuantifiedStandardDeviationRiskMicros() * b.getQuantifiedStandardDeviationRiskMicros()
                            * correlationMillis;
                }
            }
        }
        return totalFemtos;
    }

    public Map calculateRegionQuantityMillisTotalMap() {
        Map totalMap = new HashMap<>(regionList.size());
        for (Region region : regionList) {
            totalMap.put(region, 0L);
        }
        for (AssetClassAllocation allocation : assetClassAllocationList) {
            Long quantityMillis = allocation.getQuantityMillis();
            if (quantityMillis != null) {
                totalMap.put(allocation.getRegion(),
                        totalMap.get(allocation.getRegion()) + quantityMillis);
            }
        }
        return totalMap;
    }

    public Map calculateSectorQuantityMillisTotalMap() {
        Map totalMap = new HashMap<>(regionList.size());
        for (Sector sector : sectorList) {
            totalMap.put(sector, 0L);
        }
        for (AssetClassAllocation allocation : assetClassAllocationList) {
            Long quantityMillis = allocation.getQuantityMillis();
            if (quantityMillis != null) {
                totalMap.put(allocation.getSector(),
                        totalMap.get(allocation.getSector()) + quantityMillis);
            }
        }
        return totalMap;
    }

}