Result
Overview
How to view the generated scenario.
Repository
This is the space where the generated scenario is saved. It should be set before creating the scenario. When the repository is not set up, a repository folder will be created in the subfolder. Other paths can be set as shown below.
xen.set_repository('c:\\xenarix')
The following structure is stored in the configured repository.
repository
├─ cali_input_file # Input file folder to be used for parameter estimation
│ ├─ cali_input1.txt # Input file to be used for parameter estimation
│ └─ cali_input2.txt
│
├─ cali_results # Estimated Parameter
│
├─ scen_input_file # Input file folder to be used for scenario generation
│ ├─ scen_input1.txt # Input file to be used for scenario generation
│ └─ scen_input2.txt
│
├─ scen_results # Scenario creation result folder
│ ├─ set1
│ │ ├─ scen_id1
│ │ │ ├─ result_id1
│ │ │ │ ├─ 20150902_SCEN1_BASE.TXT
│ │ │ │ ├─ 20150902_SCEN1_BASE_KOSPI200_VALUE.SCN
│ │ │ │ ├─ 20150902_SCEN1_SHOCK2.TXT
│ │ │ │ ├─ 20150902_SCEN1_SHOCK2_KOSPI200_VALUE.SCN
│ │ │ │ ├─ INPUTINFO.TXT
│ │ │ │ ├─ RESULTINFO.TXT
│ │ │ │ └─ TIMEGRIDINFO.TXT
│ │ │ │
│ │ │ └─ result_id2
│ │ └─ scen_id2
│ │ ├─ result_id1
│ │ └─ result_id2
│ └─ set2
│ └─ scen_id1
│ ├─ result_id1
│ └─ result_id2
│
└─ settings
Get Results
The result of the generated scenario can be retrieved after creating ResultObj as shown below.
import xenarix.results as xen_r
res = xen_r.ResultObj('set1', 'scen_id1', 'result_id1')
TimeGrid
The section where the scenario was created. The interval from the set base date to the final maturity is stored in the TIMEGRIDINFO.TXT file in the each result folder.
timegrid = res.timegrid
for t in timegrid:
print (t) # Pandas(INDEX=16L, DATE='2015-09-18', T=0.043835616438356005, DT=0.0027397260273970005)