| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You 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.apache.ignite.examples.computegrid.montecarlo; |
| |
| import java.util.ArrayList; |
| import java.util.Collection; |
| import java.util.Random; |
| import org.apache.ignite.Ignite; |
| import org.apache.ignite.IgniteException; |
| import org.apache.ignite.Ignition; |
| import org.apache.ignite.examples.ExampleNodeStartup; |
| import org.apache.ignite.lang.IgniteCallable; |
| import org.apache.ignite.lang.IgniteReducer; |
| |
| /** |
| * Monte-Carlo example. Demonstrates distributed credit risk calculation. |
| * <p> |
| * Remote nodes should always be started with special configuration file which |
| * enables P2P class loading: {@code 'ignite.{sh|bat} examples/config/example-ignite.xml'}. |
| * <p> |
| * Alternatively you can run {@link ExampleNodeStartup} in another JVM which will start node |
| * with {@code examples/config/example-ignite.xml} configuration. |
| */ |
| public final class CreditRiskExample { |
| /** |
| * Executes example. |
| * |
| * @param args Command line arguments, none required. |
| * @throws IgniteException If example execution failed. |
| */ |
| public static void main(String[] args) throws IgniteException { |
| try (Ignite ignite = Ignition.start("examples/config/example-ignite.xml")) { |
| System.out.println(); |
| System.out.println("Credit risk example started."); |
| |
| // Create portfolio. |
| Credit[] portfolio = new Credit[5000]; |
| |
| Random rnd = new Random(); |
| |
| // Generate some test portfolio items. |
| for (int i = 0; i < portfolio.length; i++) { |
| portfolio[i] = new Credit( |
| 50000 * rnd.nextDouble(), // Credit amount. |
| rnd.nextInt(1000), // Credit term in days. |
| rnd.nextDouble() / 10, // APR. |
| rnd.nextDouble() / 20 + 0.02 // EDF. |
| ); |
| } |
| |
| // Forecast horizon in days. |
| int horizon = 365; |
| |
| // Number of Monte-Carlo iterations. |
| int iter = 10000; |
| |
| // Percentile. |
| double percentile = 0.95; |
| |
| // Mark the stopwatch. |
| long start = System.currentTimeMillis(); |
| |
| // Calculate credit risk and print it out. |
| // As you can see the ignite enabling is completely hidden from the caller |
| // and it is fully transparent to him. In fact, the caller is never directly |
| // aware if method was executed just locally or on the 100s of cluster nodes. |
| // Credit risk crdRisk is the minimal amount that creditor has to have |
| // available to cover possible defaults. |
| |
| double crdRisk = ignite.compute().call(jobs(ignite.cluster().nodes().size(), portfolio, horizon, iter, percentile), |
| new IgniteReducer<Double, Double>() { |
| /** Collected values sum. */ |
| private double sum; |
| |
| /** Collected values count. */ |
| private int cnt; |
| |
| /** {@inheritDoc} */ |
| @Override public synchronized boolean collect(Double e) { |
| sum += e; |
| cnt++; |
| |
| return true; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override public synchronized Double reduce() { |
| return sum / cnt; |
| } |
| }); |
| |
| System.out.println(); |
| System.out.println("Credit risk [crdRisk=" + crdRisk + ", duration=" + |
| (System.currentTimeMillis() - start) + "ms]"); |
| } |
| // We specifically don't do any error handling here to |
| // simplify the example. Real application may want to |
| // add error handling and application specific recovery. |
| } |
| |
| /** |
| * Creates closures for calculating credit risks. |
| * |
| * @param clusterSize Size of the cluster. |
| * @param portfolio Portfolio. |
| * @param horizon Forecast horizon in days. |
| * @param iter Number of Monte-Carlo iterations. |
| * @param percentile Percentile. |
| * @return Collection of closures. |
| */ |
| private static Collection<IgniteCallable<Double>> jobs(int clusterSize, final Credit[] portfolio, |
| final int horizon, int iter, final double percentile) { |
| // Number of iterations should be done by each node. |
| int iterPerNode = Math.round(iter / (float)clusterSize); |
| |
| // Number of iterations for the last/the only node. |
| int lastNodeIter = iter - (clusterSize - 1) * iterPerNode; |
| |
| Collection<IgniteCallable<Double>> clos = new ArrayList<>(clusterSize); |
| |
| // Note that for the purpose of this example we perform a simple homogeneous |
| // (non weighted) split assuming that all computing resources in this split |
| // will be identical. In real life scenarios when heterogeneous environment |
| // is used a split that is weighted by, for example, CPU benchmarks of each |
| // node in the split will be more efficient. It is fairly easy addition and |
| // Ignite comes with convenient Spring-compatible benchmark that can be |
| // used for weighted splits. |
| for (int i = 0; i < clusterSize; i++) { |
| final int nodeIter = i == clusterSize - 1 ? lastNodeIter : iterPerNode; |
| |
| clos.add(new IgniteCallable<Double>() { |
| /** {@inheritDoc} */ |
| @Override public Double call() { |
| return new CreditRiskManager().calculateCreditRiskMonteCarlo( |
| portfolio, horizon, nodeIter, percentile); |
| } |
| }); |
| } |
| |
| return clos; |
| } |
| } |