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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.solver.score;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import org.optaplanner.core.api.score.Score;
import org.optaplanner.core.api.score.buildin.hardsoftlong.HardSoftLongScore;
import org.optaplanner.core.impl.score.director.incremental.AbstractIncrementalScoreCalculator;
import org.optaplanner.examples.investment.domain.AssetClassAllocation;
import org.optaplanner.examples.investment.domain.InvestmentSolution;
import org.optaplanner.examples.investment.domain.Region;
import org.optaplanner.examples.investment.domain.Sector;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
public class InvestmentIncrementalScoreCalculator extends AbstractIncrementalScoreCalculator {
protected final transient Logger logger = LoggerFactory.getLogger(getClass());
private InvestmentSolution solution;
private long squaredStandardDeviationFemtosMaximum;
private long squaredStandardDeviationFemtos;
private Map regionQuantityTotalMap;
private Map sectorQuantityTotalMap;
private long hardScore;
private long softScore;
// ************************************************************************
// Lifecycle methods
// ************************************************************************
@Override
public void resetWorkingSolution(InvestmentSolution solution) {
this.solution = solution;
squaredStandardDeviationFemtosMaximum = solution.getParametrization()
.calculateSquaredStandardDeviationFemtosMaximum();
squaredStandardDeviationFemtos = 0L;
List regionList = solution.getRegionList();
regionQuantityTotalMap = new HashMap<>();
for (Region region : regionList) {
regionQuantityTotalMap.put(region, 0L);
}
List sectorList = solution.getSectorList();
sectorQuantityTotalMap = new HashMap<>(sectorList.size());
for (Sector sector : sectorList) {
sectorQuantityTotalMap.put(sector, 0L);
}
hardScore = 0L;
softScore = 0L;
for (AssetClassAllocation allocation : solution.getAssetClassAllocationList()) {
insertQuantityMillis(allocation, true);
}
}
@Override
public void beforeEntityAdded(Object entity) {
// Do nothing
}
@Override
public void afterEntityAdded(Object entity) {
insertQuantityMillis((AssetClassAllocation) entity, false);
}
@Override
public void beforeVariableChanged(Object entity, String variableName) {
retractQuantityMillis((AssetClassAllocation) entity);
}
@Override
public void afterVariableChanged(Object entity, String variableName) {
insertQuantityMillis((AssetClassAllocation) entity, false);
}
@Override
public void beforeEntityRemoved(Object entity) {
retractQuantityMillis((AssetClassAllocation) entity);
}
@Override
public void afterEntityRemoved(Object entity) {
// Do nothing
}
// ************************************************************************
// Modify methods
// ************************************************************************
private void insertQuantityMillis(AssetClassAllocation allocation, boolean reset) {
// Standard deviation maximum
if (squaredStandardDeviationFemtos > squaredStandardDeviationFemtosMaximum) {
hardScore += squaredStandardDeviationFemtos - squaredStandardDeviationFemtosMaximum;
}
squaredStandardDeviationFemtos += calculateStandardDeviationSquaredFemtosDelta(allocation, reset);
if (squaredStandardDeviationFemtos > squaredStandardDeviationFemtosMaximum) {
hardScore -= squaredStandardDeviationFemtos - squaredStandardDeviationFemtosMaximum;
}
Long quantityMillis = allocation.getQuantityMillis();
if (quantityMillis != null) {
// Region quantity maximum
Region region = allocation.getRegion();
long regionQuantityMaximum = region.getQuantityMillisMaximum();
long oldRegionQuantity = regionQuantityTotalMap.get(region);
long oldRegionAvailable = regionQuantityMaximum - oldRegionQuantity;
long newRegionQuantity = oldRegionQuantity + quantityMillis;
long newRegionAvailable = regionQuantityMaximum - newRegionQuantity;
hardScore += Math.min(newRegionAvailable, 0L) - Math.min(oldRegionAvailable, 0L);
regionQuantityTotalMap.put(region, newRegionQuantity);
// Sector quantity maximum
Sector sector = allocation.getSector();
long sectorQuantityMaximum = sector.getQuantityMillisMaximum();
long oldSectorQuantity = sectorQuantityTotalMap.get(sector);
long oldSectorAvailable = sectorQuantityMaximum - oldSectorQuantity;
long newSectorQuantity = oldSectorQuantity + quantityMillis;
long newSectorAvailable = sectorQuantityMaximum - newSectorQuantity;
hardScore += Math.min(newSectorAvailable, 0L) - Math.min(oldSectorAvailable, 0L);
sectorQuantityTotalMap.put(sector, newSectorQuantity);
}
// Maximize expected return
softScore += allocation.getQuantifiedExpectedReturnMicros();
}
private void retractQuantityMillis(AssetClassAllocation allocation) {
// Standard deviation maximum
if (squaredStandardDeviationFemtos > squaredStandardDeviationFemtosMaximum) {
hardScore += squaredStandardDeviationFemtos - squaredStandardDeviationFemtosMaximum;
}
squaredStandardDeviationFemtos -= calculateStandardDeviationSquaredFemtosDelta(allocation, false);
if (squaredStandardDeviationFemtos > squaredStandardDeviationFemtosMaximum) {
hardScore -= squaredStandardDeviationFemtos - squaredStandardDeviationFemtosMaximum;
}
Long quantityMillis = allocation.getQuantityMillis();
if (quantityMillis != null) {
// Region quantity maximum
Region region = allocation.getRegion();
long regionQuantityMaximum = region.getQuantityMillisMaximum();
long oldRegionQuantity = regionQuantityTotalMap.get(region);
long oldRegionAvailable = regionQuantityMaximum - oldRegionQuantity;
long newRegionQuantity = oldRegionQuantity - quantityMillis;
long newRegionAvailable = regionQuantityMaximum - newRegionQuantity;
hardScore += Math.min(newRegionAvailable, 0L) - Math.min(oldRegionAvailable, 0L);
regionQuantityTotalMap.put(region, newRegionQuantity);
// Sector quantity maximum
Sector sector = allocation.getSector();
long sectorQuantityMaximum = sector.getQuantityMillisMaximum();
long oldSectorQuantity = sectorQuantityTotalMap.get(sector);
long oldSectorAvailable = sectorQuantityMaximum - oldSectorQuantity;
long newSectorQuantity = oldSectorQuantity - quantityMillis;
long newSectorAvailable = sectorQuantityMaximum - newSectorQuantity;
hardScore += Math.min(newSectorAvailable, 0L) - Math.min(oldSectorAvailable, 0L);
sectorQuantityTotalMap.put(sector, newSectorQuantity);
}
// Maximize expected return
softScore -= allocation.getQuantifiedExpectedReturnMicros();
}
private long calculateStandardDeviationSquaredFemtosDelta(AssetClassAllocation allocation, boolean reset) {
long squaredFemtos = 0L;
for (AssetClassAllocation other : solution.getAssetClassAllocationList()) {
if (allocation == other) {
long micros = allocation.getQuantifiedStandardDeviationRiskMicros();
squaredFemtos += micros * micros * 1000L;
} else {
long picos = allocation.getQuantifiedStandardDeviationRiskMicros()
* other.getQuantifiedStandardDeviationRiskMicros();
squaredFemtos += picos * allocation.getAssetClass().getCorrelationMillisMap().get(other.getAssetClass());
// TODO FIXME the reset hack only works if there are no moves that mix multiple before/after notifications
if (!reset) {
squaredFemtos += picos * other.getAssetClass().getCorrelationMillisMap().get(allocation.getAssetClass());
}
}
}
return squaredFemtos;
}
@Override
public Score calculateScore() {
return HardSoftLongScore.of(hardScore, softScore);
}
}