Merge branch 'main' of https://github.com/lifelib-dev/lifelib

lifelib/libraries/appliedlife/IntegratedLife/Assumptions/__init__.py

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+"""The space representing assumptions
+
+The Assumptions space represents a set of assumptions.
+This space is parameterized with :attr:`asmp_id`.
+For each value of :attr:`asmp_id`,
+a dynamic subspace of this space is created,
+representing the specific assumption set associated
+with the value of :attr:`asmp_id`.
+
+.. rubric:: Parameters
+
+Attributes:
+
+    asmp_id: a string ID representing an assumption set
+
+.. rubric:: References
+
+Attributes:
+
+    base_data: Reference to the :mod:`~appliedlife.IntegratedLife.BaseData` space
+
+Example:
+
+    The sample code below demonstrates how to examine the contents of
+    :mod:`~appliedlife.IntegratedLife.Assumptions`
+    for a specific value of :attr:`asmp_id`.
+
+    .. code-block:: python
+
+        >>> import modelx as mx
+
+        >>> m = mx.read_model("IntegratedLife")
+
+        >>> m.Assumptions["202312"].asmp_file()
+        WindowsPath('C:/Users/User1/appliedlife/input_tables/assumptions_202312.xlsx')
+
+        >>> m.Assumptions["202312"].lapse_tables()
+
+                  L001  L002  L003  L004
+        duration
+        0         0.03  0.03  0.01  0.05
+        1         0.04  0.04  0.02  0.05
+        2         0.05  0.05  0.03  0.05
+        3         0.06  0.06  0.04  0.05
+        4         0.07  0.07  0.05  0.05
+        5         0.08  0.08  0.06  0.05
+        6         0.09  0.09  0.07  0.05
+        7         0.20  0.10  0.08  0.05
+        8         0.15  0.11  0.09  0.05
+        9         0.10  0.20  0.10  0.05
+        10        0.10  0.15  0.10  0.05
+        11        0.10  0.10  0.10  0.05
+        12        0.10  0.10  0.10  0.05
+        13        0.10  0.10  0.10  0.05
+        14        0.10  0.10  0.10  0.05
+"""
+
+from modelx.serialize.jsonvalues import *
+
+_formula = lambda asmp_id: None
+
+_bases = []
+
+_allow_none = None
+
+_spaces = []
+
+# ---------------------------------------------------------------------------
+# Cells
+
+def asmp_file():
+    """The file path to an assumption file
+
+    Return a `pathlib`_ Path object representing the file path
+    of the assumption file.
+
+    The file location is specified by the constant parameter, "table_dir".
+    The file name is constructed using a prefix and :attr:`asmp_id`
+    concatenated by an underscore, followed by ".xlsx".
+
+    .. _pathlib: https://docs.python.org/3/library/pathlib.html
+    """
+
+    dir_ = base_data.const_params().at["table_dir", "value"]
+    prefix = base_data.const_params().at["asmp_file_prefix", "value"]
+
+    return _model.path.parent / dir_ / (prefix + "_" + asmp_id + ".xlsx")
+
+
+def dyn_lapse_params():
+    """Dynamic lapse parameters"""
+    return pd.read_excel(
+        asmp_file(),
+        sheet_name="DynLapse",
+        index_col=0)
+
+
+def lapse_len():
+    """Duration length of the lapse table"""
+    return len(lapse_tables())
+
+
+def lapse_tables():
+    """Lapse rate assumptions"""
+    return pd.read_excel(
+        asmp_file(),
+        sheet_name="Lapse",
+        index_col=0)
+
+
+def mort_scalar_len():
+    """Duration length of the mortality scalar table"""
+    return len(mort_scalar_tables())
+
+
+def mort_scalar_tables():
+    """Mortality scalar tables"""
+    df = pd.read_excel(
+        asmp_file(),
+        sheet_name="Mortality",
+        index_col=0)
+    return df
+
+
+def stacked_lapse_tables():
+    """Stacked lapse tables"""
+    return lapse_tables().stack().swaplevel(0, 1).sort_index()
+
+
+def stacked_mort_scalar_tables():
+    """Stacked mortality scalar tables"""
+    return mort_scalar_tables().stack().swaplevel(0, 1).sort_index()
+
+
+# ---------------------------------------------------------------------------
+# References
+
+base_data = ("Interface", ("..", "BaseData"), "auto")
+
+asmp_id = "202312"

lifelib/libraries/appliedlife/IntegratedLife/BaseData/__init__.py

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+"""Basic parameters and data
+
+This space reads parameters from a parameter file.
+The parameters are then be referenced in other parts of the model.
+
+There are a few types of parameters depending on the variability of their values.
+Constant parameters have values that are constant anywhere in the model.
+Run parameters can have different values for different runs.
+Space parameters can have different values for different product spaces.
+These three types of parameters are called fixed parameters,
+because they have fixed values in each product space.
+
+Product parameters are specific to individual product spaces.
+Each product space has product parameters.
+The values of product parameters vary by "product_id" and "plan_id"
+defined for the product space.
+Product parameters are appended to the model point table for the product space
+in :func:`~appliedlife.IntegratedLife.ModelPoints.model_point_table_ext`.
+
+Other spaces reference this space as ``base_data`` as a convention.
+
+In addition to the parameters, this space also reads surrender charge tables
+to be used in other spaces.
+
+.. rubric:: References
+
+Attributes:
+
+    parameter_file: The name of the parameter file
+
+Example:
+
+    The sample code below demonstrates how to examine the contents of
+    :mod:`~appliedlife.IntegratedLife.BaseData`.
+
+    .. code-block:: python
+
+        >>> import modelx as mx
+
+        >>> m = mx.read_model("IntegratedLife")
+
+        >>> m.BaseData.const_params()
+                                             value
+        parameter
+        model_point_dir           model_point_data
+        mp_file_prefix                 model_point
+        asmp_file_prefix               assumptions
+        table_dir                     input_tables
+        scen_dir                     economic_data
+        scen_param_file      index_parameters.xlsx
+        scen_file_prefix                 risk_free
+        mort_file            mortality_tables.xlsx
+        spec_tables       product_spec_tables.xlsx
+
+        >>> m.BaseData.run_params()
+                base_date  ...                                description
+        run_id             ...
+        1      2023-12-31  ...                  New business  in Jan 2024
+        2      2023-12-31  ...                   Base run end of Dec 2023
+        3      2023-12-31  ...  Interest rate sensitivity end of Dec 2023
+        4      2023-12-31  ...  Interest rate sensitivity end of Dec 2023
+        5      2022-12-31  ...                   Base run end of Dec 2022
+
+            [5 rows x 6 columns]
+
+        >>> m.BaseData.space_params()
+               expense_acq  expense_maint currency  is_lapse_dynamic
+        space
+        FIA           5000            500      USD              True
+        GMXB          5000            500      USD              True
+        GLWB          6000            600      USD              True
+
+        >>> m.BaseData.product_params("GMXB")
+                            has_gmdb  has_gmab  ... dyn_lapse_param_id  dyn_lapse_floor
+        product_id plan_id                      ...
+        GMDB       PLAN_A       True     False  ...             DL001A             0.00
+                   PLAN_B       True     False  ...             DL001B             0.00
+        GMAB       PLAN_A       True      True  ...             DL002A             0.03
+                   PLAN_B       True      True  ...             DL002B             0.05
+
+        [4 rows x 16 columns]
+"""
+
+from modelx.serialize.jsonvalues import *
+
+_formula = None
+
+_bases = []
+
+_allow_none = None
+
+_spaces = []
+
+# ---------------------------------------------------------------------------
+# Cells
+
+def const_params():
+    """Constant parameters"""
+    return pd.read_excel(_model.path.parent / parameter_file,
+                         sheet_name="ConstParams",
+                         index_col="parameter")
+
+
+def param_list():
+    """List of fixed parameters"""
+    return pd.read_excel(_model.path.parent / parameter_file,
+                         sheet_name="ParamList",
+                         index_col="parameter")
+
+
+def product_params(space_name: str):
+    """Product parameters"""
+    return pd.read_excel(_model.path.parent / parameter_file,
+                         sheet_name=space_name,
+                         index_col=[0, 1])
+
+
+def run_params():
+    """Run parameters"""
+    return pd.read_excel(_model.path.parent / parameter_file,
+                         sheet_name="RunParams",
+                         index_col="run_id",
+                         dtype={"date_id": object, "asmp_id": object})
+
+
+def space_params():
+    """Space parameters"""
+    return pd.read_excel(_model.path.parent / parameter_file,
+                         sheet_name="SpaceParams",
+                         index_col="space")
+
+
+def stacked_surr_charge_tables():
+    """Stacked surrender charge tables"""
+    return surr_charge_tables().stack().swaplevel(0, 1).sort_index()
+
+
+def surr_charge_len():
+    """Duration length of the surrender charge table"""
+    return len(surr_charge_tables())
+
+
+def surr_charge_tables():
+    """Surrender charge tables"""
+    dir_ = _model.path.parent / const_params().at["table_dir", "value"]
+    file = const_params().at["spec_tables", "value"]
+    return pd.read_excel(dir_ / file, sheet_name="SurrCharge", index_col=0)
+
+
+# ---------------------------------------------------------------------------
+# References
+
+parameter_file = "model_parameters.xlsx"