"""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 sys, os
import modelx as mx
if '__file__' in globals():
proj_dir = os.path.abspath(os.path.dirname(__file__))
if proj_dir not in sys.path:
sys.path.insert(0, proj_dir)
else:
proj_dir = ''
[docs]def build(load_saved=False):
"""Build a model and return it.
Read input data from `input.xlsm`, create `Input` space and its
subspace and cells and populate them with the data.
Args:
load_saved: If ``True``, input data is read from `lifelib.mx` file
instead of `input.xlsm`, which is saved when
:py:func:`build_input <simplelife.build_input.build_input>`
is executed last time. Defaults to ``False``
"""
# ------------------------------------------------------------------------
# Build Input space
from build_input import build_input
if load_saved:
model = mx.open_model(proj_dir + '/nestedlife.mx')
input = model.Input
else:
model = mx.new_model(name='nestedlife')
input = build_input(model, proj_dir + '/input.xlsm')
model.save(proj_dir + '/nestedlife.mx')
# ------------------------------------------------------------------------
# Build CommFunc space
lifetable_refs = {'Input': input}
def lifetable_params(Sex, IntRate, TableID):
refs={'MortalityTable': Input.MortalityTables(TableID).MortalityTable}
return {'bases': _self,
'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 {'bases': _self,
'refs': refs}
policy = model.import_module(
module_='policy',
name='Policy',
formula=policy_params,
refs=policy_refs)
# ------------------------------------------------------------------------
# Build Assumptions space
asmp_refs = {'Policy': policy,
'ProductSpec': input.ProductSpec,
'MortalityTables': input.MortalityTables,
'asmp': input.Assumptions,
'asmp_tbl': input.AssumptionTables}
def asmp_params(PolicyID):
refs = {'pol': Policy[PolicyID]}
alias = {'prd': refs['pol'].Product,
'polt': refs['pol'].PolicyType,
'gen': refs['pol'].Gen}
refs.update(alias)
return {'bases': _self,
'refs': refs}
asmp = model.import_module(
module_='assumptions',
name='Assumptions',
formula=asmp_params,
refs=asmp_refs)
asmp.allow_none = True
# ------------------------------------------------------------------------
# Build Assumptions space
def econ_params(ScenID):
refs = {'Scenario': Input.Scenarios[ScenID]}
return {'bases': _self,
'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 --+
# +--BaseProjection
# +--OuterProjection[PolicyID] <--- BaseProjection
# +--InnerProjection[t] <-- BaseProjection
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 {'bases': _self,
'refs': refs}
baseproj = model.import_module(
module_='projection',
name='BaseProjection')
outerproj = model.new_space(
bases=baseproj,
name='OuterProjection',
formula=proj_params,
refs=proj_refs)
def innerproj_params(t0):
refs = {'pol': _self.parent.pol,
'asmp': _self.parent.asmp,
'scen': _self.parent.scen,
'outer': _self.parent}
return {'bases': _self,
'refs': refs}
innerproj = outerproj.new_space(
bases=baseproj,
name='InnerProjection',
formula=innerproj_params)
return model
if __name__ == '__main__':
import pandas as pd
import numpy as np
model = build(load_saved=True)
outer = model.OuterProjection
vars = ['prj_incm_Premium',
'prj_bnft_Surrender',
'prj_bnft_Death',
'prj_exps_Maint',
'prj_exps_CommTotal',
'prj_exps_Acq']
polid = 171
for cells in vars:
list(getattr(outer[polid], cells)(t) for t in range(50))
cfs = outer[polid].frame[vars].sort_index().dropna()
cfs[vars[1:]] = cfs[vars[1:]].mul(-1)
[outer[polid].prj_NetLiabilityCashflow[t] for t in range(50)]
ncf = outer[polid].prj_NetLiabilityCashflow.frame.sort_index()
inner = outer[polid].InnerProjection
ncf = [[inner[t0].prj_NetLiabilityCashflow[t] for t in range(t0, 10)]
for t0 in range(0, 6)]
data = []
for t0 in range(0, 6):
for t in range(0, 11):
data.append(
{'t0': t0,
't': t,
'NCF': inner[t0].prj_NetLiabilityCashflow[t]
if t >= t0 else np.nan})
df = pd.DataFrame(data)
import seaborn as sns
import matplotlib.pyplot as plt