/******************************************************* Mosel Example Problems ====================== file runfoliocbio.cs ```````````````````` Running a Mosel model from a C# application with data exchange between model and host application during the optimization run. (Passing data via callback) *** The model started by this program cannot be run with a Community Licence for the provided data instance *** (c) 2012 Fair Isaac Corporation author: S. Heipcke, July 2011 J. Farmer, May 2012 ********************************************************/ using System; using System.IO; using Mosel; namespace mosel_examples { // Class to receive solution values of decision variables public class MySolArray { public string ind; // index name public double val; // solution value } public class runfoliocbio { static MySolArray[] solfrac; static MySolArray[] solbuy; static bool ifprint; /*************************************************/ /* A method to initialize model data via callback */ /*************************************************/ /**** Retrieving data from Mosel ****/ public static bool initializeTo(string label, XPRMValue value) { double retsol; int numshares, solcount; XPRMArray solarr; XPRMSet[] sets; int[] indices; int asize, ct; if(label.Equals("FRAC")) { solarr=(XPRMArray)value; asize=solarr.Size; solfrac = new MySolArray[asize]; for(int i=0;i<asize;i++) solfrac[i] = new MySolArray();

    sets = solarr.IndexSets;          // Get the indexing sets
    ct=0;
    indices = solarr.FirstTEIndex;    // Get the first entry of the array
    do
    {
     solfrac[ct].ind=sets[0].GetAsString(indices[0]);
     solfrac[ct].val=solarr.GetAsReal(indices);
     ct++;
    } while(solarr.NextTEIndex(indices));  // Get the next index  
    if (ifprint==false) 
    { ifprint=true; }
    else
    {
     ifprint=false;
     for(int i=0;i<asize;i++)
      Console.WriteLine(solfrac[i].ind + ": " + solfrac[i].val*100 + "% (" + 
       solbuy[i].val + ")");
     solbuy = null;
     solfrac = null;  
    }
   }
   else if(label.Equals("BUY"))
   {
    solarr=(XPRMArray)value;
    asize=solarr.Size;
    solbuy = new MySolArray[asize];
    for(int i=0;i<asize;i++) solbuy[i] = new MySolArray();

    sets = solarr.IndexSets;          // Get the indexing sets
    ct=0;
    indices = solarr.FirstTEIndex;    // Get the first entry of the array
    do
    {
     solbuy[ct].ind=sets[0].GetAsString(indices[0]);
     solbuy[ct].val=solarr.GetAsReal(indices);
     ct++;
    } while(solarr.NextTEIndex(indices));  // Get the next index  
    if (ifprint==false) 
    { ifprint=true; }
    else
    {
     ifprint=false;
     for(int i=0;i<asize;i++)
      Console.WriteLine(solfrac[i].ind + ": " + solfrac[i].val*100 + "% (" + 
       solbuy[i].val + ")");
     solbuy = null;
     solfrac = null;  
    }
   }
   else if(label.Equals("RETSOL"))
   {
    retsol=value.AsReal();
    Console.WriteLine("Total return: " + retsol);
   }
   else if(label.Equals("NUMSHARES"))
   {
    numshares=value.AsInteger();
    Console.WriteLine("Number of shares: " + numshares);
   }
   else if(label.Equals("SOLCOUNT"))
   {
    solcount=value.AsInteger();
    Console.WriteLine("Solution number: " + solcount);
   }
   else Console.WriteLine("Unknown output data item: " + label + "=" + value);
   return true;
  }


   public static void Main(string[] args)
   {
    XPRM mosel;
    XPRMModel mod;
                      // Model parameter settings
    double maxrisk = 1/3;
    double minreg = 0,2;
    double maxreg = 0,5;
    double maxsec = 0,25;
    double maxval = 0,2;
    double minval = 0,1;
    int maxnum = 15;
    ifprint = false;

    try{
     mosel = XPRM.Init();                // Initialize Mosel
    }catch(XPRMException e){
                  Console.WriteLine("License error" + e.Message);
                  throw new Exception("Error during execution");
    }
    mosel.WorkDir = Directory.GetParent(System.Reflection.Assembly.GetExecutingAssembly().Location).FullName;
                                              // Set Mosel work directory to folder containing our example files

    try{
     mosel.Compile("foliocbio.mos");   // Compile the model (only required
                                        // during development phase, deployed
                // application would only use BIM)
    }catch(XPRMCompileException e){
     Console.WriteLine(e.Message);
    }

    mod = mosel.LoadModel("foliocbio.bim");  // Load the model

                      // Pass model parameters through execution parameters
    mod.SetExecParam("MAXRISK",maxrisk);
    mod.SetExecParam("MINREG",minreg);
    mod.SetExecParam("MAXREG",maxreg);
    mod.SetExecParam("MAXSEC",maxsec);
    mod.SetExecParam("MAXVAL",maxval);
    mod.SetExecParam("MINVAL",minval);
    mod.SetExecParam("MAXNUM",maxnum);
    mod.SetExecParam("DATAFILE","rmt:folio250.dat");
    mod.SetExecParam("OUTPUTFILE","dotnet:runfoliocbio_cbinit");
    mod.Bind("runfoliocbio_cbinit", new XPRMInitializationTo(initializeTo));

    mod.Run();                          // Run the model

    if(mod.ExecStatus != XPRMRunResult.RT_OK){
     throw new Exception("Error during model execution");
    }
    if(mod.ProblemStatus != XPRMProblemStatus.PB_OPTIMAL){
     throw new Exception("Problem not optimal");
    }                                  // Stop if no solution available

    mod.Reset();                       // Reset the model
   }
  }

}