RegressionRunOutput.java
package org.drip.regression.core;
/*
* -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
*/
/*!
* Copyright (C) 2020 Lakshmi Krishnamurthy
* Copyright (C) 2019 Lakshmi Krishnamurthy
* Copyright (C) 2018 Lakshmi Krishnamurthy
* Copyright (C) 2017 Lakshmi Krishnamurthy
* Copyright (C) 2016 Lakshmi Krishnamurthy
* Copyright (C) 2015 Lakshmi Krishnamurthy
* Copyright (C) 2014 Lakshmi Krishnamurthy
* Copyright (C) 2013 Lakshmi Krishnamurthy
* Copyright (C) 2012 Lakshmi Krishnamurthy
*
* This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
* asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
* analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
* equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
* numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
* and computational support.
*
* https://lakshmidrip.github.io/DROP/
*
* DROP is composed of three modules:
*
* - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
* - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
* - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
*
* DROP Product Core implements libraries for the following:
* - Fixed Income Analytics
* - Loan Analytics
* - Transaction Cost Analytics
*
* DROP Portfolio Core implements libraries for the following:
* - Asset Allocation Analytics
* - Asset Liability Management Analytics
* - Capital Estimation Analytics
* - Exposure Analytics
* - Margin Analytics
* - XVA Analytics
*
* DROP Computational Core implements libraries for the following:
* - Algorithm Support
* - Computation Support
* - Function Analysis
* - Model Validation
* - Numerical Analysis
* - Numerical Optimizer
* - Spline Builder
* - Statistical Learning
*
* Documentation for DROP is Spread Over:
*
* - Main => https://lakshmidrip.github.io/DROP/
* - Wiki => https://github.com/lakshmiDRIP/DROP/wiki
* - GitHub => https://github.com/lakshmiDRIP/DROP
* - Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
* - Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
* - Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
* - Release Versions => https://lakshmidrip.github.io/DROP/version.html
* - Community Credits => https://lakshmidrip.github.io/DROP/credits.html
* - Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues
* - JUnit => https://lakshmidrip.github.io/DROP/junit/index.html
* - Jacoco => https://lakshmidrip.github.io/DROP/jacoco/index.html
*
* 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.
*/
/**
* <i>RegressionRunOutput</i> contains the output of a single regression activity. It holds the following:
*
* <br><br>
* <ul>
* <li>
* The execution time
* </li>
* <li>
* The Success/failure status of the run
* </li>
* <li>
* The regression scenario that was executed
* </li>
* <li>
* The Completion time for the regression module
* </li>
* <li>
* The Regression Run Detail for the regression run
* </li>
* </ul>
* <br><br>
*
* Another function displays the contents of this RegressionRunOutput instance.
*
* <br><br>
* <ul>
* <li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationalCore.md">Computational Core Module</a></li>
* <li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ComputationSupportLibrary.md">Computation Support</a></li>
* <li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/regression/README.md">Regression Engine Core and the Unit Regressors</a></li>
* <li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/regression/core/README.md">Regression Engine Core - Unit Regressors</a></li>
* </ul>
* <br><br>
*
* @author Lakshmi Krishnamurthy
*/
public class RegressionRunOutput {
/**
* Execution time for the Regression Module
*/
public long _lExecTime = 0L;
/**
* Completion Status for the Regression Module
*/
public boolean _bStatus = false;
/**
* Completion Status for the Regression Module
*/
public java.lang.String _strRegressionScenarioName = "";
/**
* Completion Time for the Regression Module
*/
public java.util.Date _dtCompletion = null;
private org.drip.regression.core.RegressionRunDetail _rnvd = new
org.drip.regression.core.RegressionRunDetail();
/**
* Regression Run Output Constructor
*
* @param strRegressionScenarioName Regression Scenario Name
*
* @throws java.lang.Exception Thrown if the Inputs are Invalid
*/
public RegressionRunOutput (
final java.lang.String strRegressionScenarioName)
throws java.lang.Exception
{
if (null == (_strRegressionScenarioName = strRegressionScenarioName) ||
_strRegressionScenarioName.isEmpty())
throw new java.lang.Exception ("RegressionRunOutput ctr: Invalid Regression Scenario Name!");
}
/**
* Set the termination status for the regression output
*
* @param bSuccess TRUE - Regression Run succeeded
*
* @return TRUE - Termination status successfully set
*/
public boolean setTerminationStatus (
final boolean bSuccess)
{
_dtCompletion = new java.util.Date();
_bStatus = bSuccess;
return true;
}
/**
* Retrieve the regression details object
*
* @return The regression details object
*/
public org.drip.regression.core.RegressionRunDetail getRegressionDetail()
{
return _rnvd;
}
/**
* Print the contents of the regression output
*
* @param bDetailed Display detailed output
*
* @return String representing the Regression output
*/
public java.lang.String displayString (
final boolean bDetailed)
{
java.lang.StringBuffer sb = new java.lang.StringBuffer();
sb.append ("\n");
sb.append ("\t\t" + _strRegressionScenarioName + ".Success=").append (_bStatus).append ("\n");
org.drip.analytics.support.CaseInsensitiveTreeMap<java.lang.String> mapDetails = _rnvd.getFieldMap();
if (null != mapDetails && 0 != mapDetails.size() && null != mapDetails.entrySet()) {
for (java.util.Map.Entry<java.lang.String, java.lang.String> me : mapDetails.entrySet()) {
if (null != me && null != me.getKey() && !me.getKey().isEmpty() && null != me.getValue() &&
!me.getValue().isEmpty())
sb.append ("\t\t" + _strRegressionScenarioName + "." + me.getKey() + "=").append
(me.getValue()).append ("\n");
}
}
sb.append ("\t\t" + _strRegressionScenarioName + ".FinishTime=").append (_dtCompletion).append
("\n");
sb.append ("\t\t" + _strRegressionScenarioName + ".ExecTime=").append (_lExecTime);
return sb.toString();
}
}