"""The main module to build a simplelife model.
This module contains only one function :py:func:`build`,
which creates a model from source modules and return it.
If this module is run as a script, the :py:func:`build` function is called
and the created model is available as ``model`` global variable.
"""
import os
import modelx as mx
# %% Code block for defining override formulas.
[docs]def SurrRateMult(t):
"""Surrender rate multiple (Default: 1)"""
if t == 0:
return 1
else:
return SurrRateMult(t-1)
[docs]def PolsSurr(t):
"""Number of policies: Surrender"""
return PolsIF_Beg1(t) * asmp.SurrRate(t) * SurrRateMult(t)
[docs]def PolsIF_End_inner(t):
"""Number of policies: End of period"""
if t == t0:
return outer.PolsIF_End(t)
else:
return PolsIF_Beg1(t-1) - PolsDeath(t-1) - PolsSurr(t-1)
# %% Code block for build function
[docs]def build(load_saved=False):
"""Build a model and return it.
Read input data from `input.xlsx`, create `Input` space and its
subspace and cells and populate them with the data.
Args:
load_saved: If ``True``, input data is read from `nestedlife.mx` file
instead of `input.xlsx`, which is saved when
:py:func:`build_input <simplelife.build_input.build_input>`
is executed last time. Defaults to ``False``
"""
# Make sure the current directory is this folder
os.chdir(os.path.abspath(os.path.dirname(__file__)))
# ------------------------------------------------------------------------
# Build Input space
from build_input import build_input
if load_saved:
model = mx.open_model('nestedlife.mx')
input = model.Input
else:
model = mx.new_model(name='nestedlife')
input = build_input(model, 'input.xlsx')
model.save('nestedlife.mx')
# ------------------------------------------------------------------------
# Build CommFunc space
lifetable_refs = {'Input': input}
def lifetable_params(Sex, IntRate, TableID):
refs={'MortalityTable': Input.MortalityTables(TableID).MortalityTable}
return {'refs': refs}
lifetable = model.import_module(
module='lifetable',
name='LifeTable',
formula=lifetable_params,
refs=lifetable_refs)
# ------------------------------------------------------------------------
# Build Policy space
from policy import policy_attrs
policy_refs = {'PolicyData': input.PolicyData,
'ProductSpec': input.ProductSpec,
'LifeTable': lifetable,
'PolicyAttrs': policy_attrs}
def policy_params(PolicyID):
refs = {attr: PolicyData[PolicyID].cells[attr]() for attr in PolicyAttrs}
alias = {'PremTerm': refs['PolicyTerm'],
'x': refs['IssueAge'],
'm': refs['PolicyTerm'],
'n': refs['PolicyTerm']}
refs.update(alias)
return {'refs': refs}
policy = model.import_module(
module='policy',
name='Policy',
formula=policy_params,
refs=policy_refs)
# ------------------------------------------------------------------------
# Build Assumption space
asmp_refs = {'Policy': policy,
'ProductSpec': input.ProductSpec,
'MortalityTables': input.MortalityTables,
'asmp': input.Assumption,
'asmp_tbl': input.AssumptionTables}
def asmp_params(PolicyID):
refs = {'pol': Policy[PolicyID]}
alias = {'prod': refs['pol'].Product,
'polt': refs['pol'].PolicyType,
'gen': refs['pol'].Gen}
refs.update(alias)
return {'refs': refs}
asmp = model.import_module(
module='assumption',
name='Assumption',
formula=asmp_params,
refs=asmp_refs)
asmp.allow_none = True
# ------------------------------------------------------------------------
# Build Assumption space
def econ_params(ScenID):
refs = {'Scenario': Input.Scenarios[ScenID]}
return {'refs': refs}
economic = model.import_module(
module='economic',
name='Economic',
formula=econ_params,
refs={'asmp': asmp,
'Input': input})
# ------------------------------------------------------------------------
# Build Projection space
# Model tree structure
#
# lifelib --+
# +--BaseProj
# +--OuterProj[PolicyID] <--- BaseProj
# +--InnerProj[t] <-- BaseProj
proj_refs = {'Pol': policy,
'Asmp': asmp,
'Scen': economic}
def proj_params(PolicyID, ScenID=1):
refs = {'pol': Pol[PolicyID],
'asmp': Asmp[PolicyID],
'scen': Scen[ScenID]}
return {'refs': refs}
pvmixin = model.import_module(
module='present_value',
name='PresentValue')
baseproj = model.import_module(
module='projection',
name='BaseProj',
bases=pvmixin)
outerproj = model.new_space(
bases=baseproj,
name='OuterProj',
formula=proj_params,
refs=proj_refs)
def innerproj_params(t0):
refs = {'pol': _space.parent.pol,
'asmp': _space.parent.asmp,
'scen': _space.parent.scen,
'outer': _space.parent,
'DiscRate': _space.parent.scen.DiscRate}
return {'refs': refs}
innerproj = outerproj.new_space(
bases=baseproj,
name='InnerProj',
formula=innerproj_params)
# Add or override functions.
baseproj.new_cells(formula=SurrRateMult)
baseproj.PolsSurr.set_formula(PolsSurr)
innerproj.PolsIF_End.set_formula(PolsIF_End_inner)
return model
if __name__ == '__main__':
model = build()