Comments and cleanup #133

KloskaT · 2019-07-11T14:30:59Z

Added docstring to most functions, cleaned up some code that was not used. Removed all abce dependance (although still genericagentabce.py). Added continually updating network, also works with resume.py.

Some general setup parameters changed which may not be desired by default (e.g shownetwork = True, save_iter = 20) but they can be easily changed.

Also added LRU caching to DistributionTruncated.ppf for a speed boost.

…essary parameter assignments (they were immediately overwritten)

… for a general loop to initialise agent parameters.

…e now as a result, especially in insurancesimulation.py

… corrections/structure changes.

…ital_entry, count_underwritten_risks_by_category Removed redundant functions from metainsuranceorg: adjust_dividend, adjust_capacity_target.

… cleanup

…nction (get_newrisks_by_type) for organising new risks (start to cleaning up iterate function). Removed some imports from start.py.

…caching (since tuples are hashable). Tested, lead to a small performance increase. Also did misc cleanup etc.

…nterest.

…urance_non_proportional_by_category as they were almost the same.

…e to compiled bytecode. Done so simplify diffs with future commits.

the category each reinsurance firm is insuring on the edge labels.

…orks, including network visualisation.

… of run (i.e. doesnt need networkx). Added condition to isleconfig for allowing buying other firms.

…sted file is saved.

…which stops underwriting, or sells off firm. Included condition in isleconfig to enable/disable. Fixed bug causing non operational firms rolling over contracts. Simulation also keeps track of firms exiting due to regulations and being bought. Simulation also only iterates through operational firms, otherwise unnecessary looping/dissolutions. Adjusted firm pricing, might still need changing.

… if large enough damage. Called from simulation and added condition in isleconfig to enable.

x0range · 2019-07-31T19:33:58Z

centralbank.py

+        elif avg_firm_cash >= 0.85 * avg_var:
+            self.warnings[firm_id] += 1
+        elif avg_firm_cash < 0.85* avg_var:
+            if self.warnings[firm_id] > 0:


Is this not the same as the case avg_firm_cash >= 0.85 * avg_var in line 97? Previous self.warnings[firm_id] value 0 will be set to 1, previous value 1 to 2. 2 results in the company being dissolved.

According to the Comment above, self.warnings[firm_id] should always be set to 2 in this case. Is there a reason to wait one more period?

x0range · 2019-07-31T19:35:12Z

centralbank.py

+        if avg_firm_cash >= 0.995 * avg_var:
+            self.warnings[firm_id] = 0
+        elif avg_firm_cash >= 0.85 * avg_var:
+            self.warnings[firm_id] += 1


According to the Comment above, self.warnings[firm_id] should always be set to 1 in this case and not further incremented. This would lead to the company being dissolved after 2 periods instead of just restricting its business. Is there a reason to do this?

x0range · 2019-07-31T19:37:48Z

centralbank.py

+    def adjust_aid_budget(self, time):
+        if time % 12 == 0:
+            money_left = self.aid_budget
+            self.aid_budget = 1000000


(Like above:) Perhaps this should be a parameter in isleconfig.py since its impact depends on the relation to other values fixed there.

x0range · 2019-07-31T19:38:59Z

centralbank.py

@@ -13,6 +14,26 @@ def __init__(self):
        self.twelvemonth_CPI = 0
        self.feedback_counter = 0
        self.prices_list = []
+        self.economy_money = money_supply
+        self.warnings = {}
+        self.aid_budget = 1000000


Perhaps this should be a parameter in isleconfig.py since its impact depends on the relation to other values fixed there.

x0range · 2019-07-31T19:50:44Z

centralbank.py

@@ -13,6 +14,26 @@ def __init__(self):
        self.twelvemonth_CPI = 0
        self.feedback_counter = 0
        self.prices_list = []
+        self.economy_money = money_supply


I think, the economy's money should not sit at the central bank. The money_supply variable in InsuranceSimulation is supposed to track the money of the rest of the economy, i.e. all the agents that are not modelled. The central bank is different.

We may think about giving the central bank its own budget. But is this currently necessary?

Currently, the central bank only needs money to pay aid. This is a cool idea, and it is fine that the central bank in its capacity as regulator decides on this. But the aid should technically be paid by the government (i.e. not the central bank). That is, the central bank could create an obligation for the InsuranceSimulation object (representing the government) for each aid payment it wants to effect.

We may allow the central bank to change the money supply of the economy. But this is not currently necessary.

x0range · 2019-07-31T19:53:13Z

centralbank.py

+        self.warnings = {}
+        self.aid_budget = 1000000
+
+    def update_money_supply(self, amount, reduce=True):


Method might need a description. But I would argue that the economy's money should be in the InsuranceSimulation object, not in the central bank anyway. See my comment above.

x0range · 2019-08-01T13:22:23Z

logger.py

@@ -110,12 +128,17 @@ def restore_logger_object(self, log):

        """Restore dict"""
        log = listify.delistify(log)
-
+
+        self.network_data["unweighted_network_data"] = log["unweighted_network_data"]


One more thing: I think in order for the next four lines to work with ensembles, these keys have to be added to the requested_logs dict in ensemble.py, line 52 and following. This is because ensemble runs strictly only store the log items that are requested. I guess, we can just add these to the dict in ensemble.py in case the save_network switch is set and not execute these lines here if the save_network switch is not set.

Thanks :)

…nd allows a 24 month grace period for new firms. Aid budget is now simulation parameter. Changed method of selling bankrupt firms in simulation, to just selling firms (helps logging). Now properly records and saves cumulative values in logger/simulation/ensemble(e.g. bankruptcies, bought firms). Network data should now properly save for ensemble runs.

# Conflicts: # calibration_conditions.py # calibrationscore.py # catbond.py # distribution_wrapper_test.py # distributionreinsurance.py # distributiontruncated.py # ensemble.py # genericagent.py # genericagentabce.py # insurancecontract.py # insurancefirm.py # insurancesimulation.py # isleconfig.py # listify.py # logger.py # metainsurancecontract.py # metainsuranceorg.py # metaplotter.py # metaplotter_pl_timescale.py # metaplotter_pl_timescale_additional_measures.py # plotter.py # plotter_pl_timescale.py # reinsurancecontract.py # reinsurancefirm.py # resume.py # riskmodel.py # setup.py # start.py # visualisation.py # visualization_network.py

…lso can now use event data. Only looks at given range of data (remove transient period). Basic chi squared test but really need more replications (100+)

…e excluded) safety margin from actual VaR calculation in regulator.

…added to visualisation.py. Other minor changes.

# Conflicts: # centralbank.py # metainsuranceorg.py # reinsurancecontract.py # start.py # visualisation.py

…insurance (loads of market exits but calculates reinsurance capital correctly)

… ask for risks). Fixed other issues causing data to no be saved as it should.

…operational condition for firm pay due to firm buyouts. Insurance claims made t+1 not t+2 for better profit tracking.

…. Added file on interactive visualisation using bokeh.

crh23 and others added 30 commits July 3, 2019 14:45

Did initial reformatting (with black) and a little cleanup.

5ced119

Also added LRU caching to DistributionTruncated.ppf for a speed boost.

Removed most abce dependance, except for gui function, and some unnec…

d86bf04

…essary parameter assignments (they were immediately overwritten)

A bit more aesthetic cleanup

bbe554f

Cleaned up the init file for InsuranceSimulation and added a function…

b4783d2

… for a general loop to initialise agent parameters.

Removed ABCE. There are probably some simplifications that can be mad…

77f7972

…e now as a result, especially in insurancesimulation.py

More cleanup and minor fixes.

bf53795

Added docstring to every function in the simulation class. Small typo…

8c9b867

… corrections/structure changes.

Removed redundant functions from insurancesimulation: reinsurance_cap…

2b72fb9

…ital_entry, count_underwritten_risks_by_category Removed redundant functions from metainsuranceorg: adjust_dividend, adjust_capacity_target.

Reimplemented replication using file names instead of replic_id, more…

202b1ab

… cleanup

Minor performance improvements

1a01d78

Added docstring to all functions in metainsuranceorg. Also created fu…

83f3cc6

…nction (get_newrisks_by_type) for organising new risks (start to cleaning up iterate function). Removed some imports from start.py.

More minor performance improvements

829c001

Made the get_mean_std function take a tuple as an argument to enable …

facfeba

…caching (since tuples are hashable). Tested, lead to a small performance increase. Also did misc cleanup etc.

Added comments, cleaned up remnants of parent functions.

b9ab7e4

Added comments. Removed some redundant lines.

919537b

Created file and class that acts as central bank in awarding agents i…

e95bd39

…nterest.

Mostly just refactoring/comments

53810ad

Added docstring to all methods. Merged create_reinrisk into ask_reins…

c87453f

…urance_non_proportional_by_category as they were almost the same.

Apply black.py to all python files. Just a code formatter, zero chang…

882d0bf

…e to compiled bytecode. Done so simplify diffs with future commits.

Small change

9713c53

Added docstring to all methods. General clean up.

5c0f021

Small change

697e7f6

Bugfix (I think) and small improvement (bigger for more risk categories)

a346ab8

Added method to allow continually updating network in same figure with

7e52a5c

the category each reinsurance firm is insuring on the edge labels.

Removed last of abce references.

1ea7ae3

Updated to include new arguments, removed abce, altered plotting section

b70f504

Update README.md

9493a18

Save state now includes events. Removed abce from resume.py and now w…

c742f3a

…orks, including network visualisation.

Merge branch 'master' of https://github.com/KloskaT/isle

2ea0bcc

Fixed resume.py

d3080e7

KloskaT dismissed x0range’s stale review via 8b9aa5d July 24, 2019 11:17

crh23 and others added 6 commits July 25, 2019 09:23

Merge remote-tracking branch 'thomas/master'

b78513b

Network data now saved (to separate file) using logger for both types…

9b17456

… of run (i.e. doesnt need networkx). Added condition to isleconfig for allowing buying other firms.

Deleted redundant plotter files. Visualisation prints when each reque…

75ae851

…sted file is saved.

Added save network to start.py for single run using logger object.

a3dca48

Creates figures folder if not already existing.

10a8f1e

Checks, creates, and writes animation to figures folder

c23aefd

x0range previously approved these changes Jul 29, 2019

View reviewed changes

x0range mentioned this pull request Jul 29, 2019

Visualization of distributions #131

Closed

KloskaT added 2 commits July 29, 2019 17:31

Added method to central bank that grants disaster relief aid to firms…

555f54b

… if large enough damage. Called from simulation and added condition in isleconfig to enable.

KloskaT dismissed x0range’s stale review via 555f54b July 30, 2019 12:07

Added file to load different data sets and compare them by plot or test

6c389d6

x0range requested changes Jul 31, 2019

View reviewed changes

Removed redundant method

d1756a2

x0range reviewed Aug 1, 2019

View reviewed changes

KloskaT and others added 14 commits August 1, 2019 18:33

Merge branch 'master' into comparison

f9e5b0d

black

44050e2

Now looks at percentage difference between original and new values. A…

72f010b

…lso can now use event data. Only looks at given range of data (remove transient period). Basic chi squared test but really need more replications (100+)

Fixed some bugs causing logged data to be incorrect. Included (or mor…

2ef0649

…e excluded) safety margin from actual VaR calculation in regulator.

Added more denominations to aid fractions. Removed comparison.py and …

cba79a8

…added to visualisation.py. Other minor changes.

Merge branch 'master' of https://github.com/crh23/isle into chris

2a6ddba

# Conflicts: # centralbank.py # metainsuranceorg.py # reinsurancecontract.py # start.py # visualisation.py

Merged Chris Master Branch. Almost fixed regulator for multi layer re…

c83983c

…insurance (loads of market exits but calculates reinsurance capital correctly)

Fixed bug causing most firms to exit market (firms with warnings dont…

ae8e0ea

… ask for risks). Fixed other issues causing data to no be saved as it should.

Final. Changes due to Chris' changes. Tweaking firm pricing. Removed …

a1c106e

…operational condition for firm pay due to firm buyouts. Insurance claims made t+1 not t+2 for better profit tracking.

Changed aid check in line with change to insurance claims' claim time…

656aebf

…. Added file on interactive visualisation using bokeh.

Updated readme

e06666c

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Comments and cleanup #133

Comments and cleanup #133

KloskaT commented Jul 11, 2019

x0range Jul 31, 2019

x0range Jul 31, 2019

x0range Jul 31, 2019

x0range Jul 31, 2019

x0range Jul 31, 2019

x0range Jul 31, 2019

x0range Aug 1, 2019

Comments and cleanup #133

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Comments and cleanup #133

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KloskaT commented Jul 11, 2019

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