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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 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.domain;

import org.optaplanner.core.api.domain.entity.PlanningEntity;
import org.optaplanner.core.api.domain.variable.PlanningVariable;
import org.optaplanner.examples.common.domain.AbstractPersistable;
import org.optaplanner.examples.investment.domain.util.InvestmentNumericUtil;

import com.thoughtworks.xstream.annotations.XStreamAlias;

@PlanningEntity()
@XStreamAlias("AssetClassAllocation")
public class AssetClassAllocation extends AbstractPersistable {

    public static long calculateSquaredStandardDeviationFemtosFromTo(AssetClassAllocation from, AssetClassAllocation to) {
        if (from == to) {
            long micros = from.getQuantifiedStandardDeviationRiskMicros();
            return micros * micros * 1000L;
        } else {
            long picos = from.getQuantifiedStandardDeviationRiskMicros() * to.getQuantifiedStandardDeviationRiskMicros();
            long correlationMillis = from.getAssetClass().getCorrelationMillisMap().get(to.getAssetClass());
            return picos * correlationMillis;
        }
    }

    private AssetClass assetClass;

    // Planning variables: changes during planning, between score calculations.
    private Long quantityMillis; // In millis (so multiplied by 1000)

    public AssetClass getAssetClass() {
        return assetClass;
    }

    public void setAssetClass(AssetClass assetClass) {
        this.assetClass = assetClass;
    }

    @PlanningVariable(valueRangeProviderRefs = { "quantityMillisRange" })
    public Long getQuantityMillis() {
        return quantityMillis;
    }

    public void setQuantityMillis(Long quantityMillis) {
        this.quantityMillis = quantityMillis;
    }

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

    public Region getRegion() {
        return assetClass.getRegion();
    }

    public Sector getSector() {
        return assetClass.getSector();
    }

    public long getQuantifiedExpectedReturnMicros() {
        if (quantityMillis == null) {
            return 0L;
        }
        return quantityMillis * assetClass.getExpectedReturnMillis();
    }

    public long getQuantifiedStandardDeviationRiskMicros() {
        if (quantityMillis == null) {
            return 0L;
        }
        return quantityMillis * assetClass.getStandardDeviationRiskMillis();
    }

    public String getQuantityLabel() {
        if (quantityMillis == null) {
            return "";
        }
        return InvestmentNumericUtil.formatMillisAsPercentage(quantityMillis);
    }

    public String getLabel() {
        return assetClass.getName();
    }

    @Override
    public String toString() {
        return assetClass.toString();
    }

}