@actuarial-ts/core 0.4.0 → 0.6.0

package/dist/casualtyDiagnostics.js.map

@@ -1 +1 @@
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package/dist/diagnosticAggregation.d.ts

@@ -0,0 +1,29 @@
+import type { DiagnosticMeasureStats, DiagnosticMissingPolicy, DiagnosticSourceLocation } from "./diagnosticDefinitions.js";
+export interface DiagnosticStructuralBlocker {
+    readonly code: string;
+    readonly message: string;
+    readonly sourceIds: readonly string[];
+    readonly sources: readonly DiagnosticSourceLocation[];
+}
+export interface DiagnosticMeasureContributionBase {
+    readonly sourceId: string;
+    readonly sources: readonly DiagnosticSourceLocation[];
+    readonly deduplicated: number;
+}
+export type DiagnosticMeasureContribution = (DiagnosticMeasureContributionBase & {
+    readonly status: "observed";
+    readonly value: number;
+}) | (DiagnosticMeasureContributionBase & {
+    readonly status: "imputed-zero";
+    readonly value: 0;
+}) | (DiagnosticMeasureContributionBase & {
+    readonly status: "missing";
+    readonly value: null;
+}) | (DiagnosticMeasureContributionBase & {
+    readonly status: "non-finite";
+    readonly value: null;
+    readonly nonFiniteKind: "nan" | "positive-infinity" | "negative-infinity";
+});
+export declare function auditedDiagnosticContribution(sourceId: string, value: number | null | undefined, missing: DiagnosticMissingPolicy, sources?: readonly DiagnosticSourceLocation[], deduplicated?: number): DiagnosticMeasureContribution;
+export declare function finalizeDiagnosticContributions(contributions: readonly DiagnosticMeasureContribution[], missingPolicy: DiagnosticMissingPolicy, blockers?: readonly DiagnosticStructuralBlocker[]): DiagnosticMeasureStats;
+//# sourceMappingURL=diagnosticAggregation.d.ts.map

package/dist/diagnosticAggregation.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"diagnosticAggregation.d.ts","sourceRoot":"","sources":["../src/diagnosticAggregation.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,sBAAsB,EAAE,uBAAuB,EAAE,wBAAwB,EAAE,MAAM,4BAA4B,CAAC;AAE5H,MAAM,WAAW,2BAA2B;IAC1C,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IACtB,QAAQ,CAAC,OAAO,EAAE,MAAM,CAAC;IACzB,QAAQ,CAAC,SAAS,EAAE,SAAS,MAAM,EAAE,CAAC;IACtC,QAAQ,CAAC,OAAO,EAAE,SAAS,wBAAwB,EAAE,CAAC;CACvD;AAED,MAAM,WAAW,iCAAiC;IAChD,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAC;IAC1B,QAAQ,CAAC,OAAO,EAAE,SAAS,wBAAwB,EAAE,CAAC;IACtD,QAAQ,CAAC,YAAY,EAAE,MAAM,CAAC;CAC/B;AAED,MAAM,MAAM,6BAA6B,GACrC,CAAC,iCAAiC,GAAG;IAAE,QAAQ,CAAC,MAAM,EAAE,UAAU,CAAC;IAAC,QAAQ,CAAC,KAAK,EAAE,MAAM,CAAA;CAAE,CAAC,GAC7F,CAAC,iCAAiC,GAAG;IAAE,QAAQ,CAAC,MAAM,EAAE,cAAc,CAAC;IAAC,QAAQ,CAAC,KAAK,EAAE,CAAC,CAAA;CAAE,CAAC,GAC5F,CAAC,iCAAiC,GAAG;IAAE,QAAQ,CAAC,MAAM,EAAE,SAAS,CAAC;IAAC,QAAQ,CAAC,KAAK,EAAE,IAAI,CAAA;CAAE,CAAC,GAC1F,CAAC,iCAAiC,GAAG;IAAE,QAAQ,CAAC,MAAM,EAAE,YAAY,CAAC;IAAC,QAAQ,CAAC,KAAK,EAAE,IAAI,CAAC;IAAC,QAAQ,CAAC,aAAa,EAAE,KAAK,GAAG,mBAAmB,GAAG,mBAAmB,CAAA;CAAE,CAAC,CAAC;AAE7K,wBAAgB,6BAA6B,CAC3C,QAAQ,EAAE,MAAM,EAChB,KAAK,EAAE,MAAM,GAAG,IAAI,GAAG,SAAS,EAChC,OAAO,EAAE,uBAAuB,EAChC,OAAO,GAAE,SAAS,wBAAwB,EAAO,EACjD,YAAY,SAAI,GACf,6BAA6B,CAY/B;AAeD,wBAAgB,+BAA+B,CAC7C,aAAa,EAAE,SAAS,6BAA6B,EAAE,EACvD,aAAa,EAAE,uBAAuB,EACtC,QAAQ,GAAE,SAAS,2BAA2B,EAAO,GACpD,sBAAsB,CAoBxB"}

package/dist/diagnosticAggregation.js

@@ -0,0 +1,50 @@
+export function auditedDiagnosticContribution(sourceId, value, missing, sources = [], deduplicated = 0) {
+    const base = { sourceId, sources: Object.freeze([...sources]), deduplicated };
+    if (value === null || value === undefined)
+        return missing === "zero"
+            ? Object.freeze({ ...base, status: "imputed-zero", value: 0 })
+            : Object.freeze({ ...base, status: "missing", value: null });
+    if (!Number.isFinite(value))
+        return Object.freeze({
+            ...base,
+            status: "non-finite",
+            value: null,
+            nonFiniteKind: Number.isNaN(value) ? "nan" : value > 0 ? "positive-infinity" : "negative-infinity",
+        });
+    return Object.freeze({ ...base, status: "observed", value: Object.is(value, -0) ? 0 : value });
+}
+function neumaier(values) {
+    let sum = 0;
+    let correction = 0;
+    for (const value of values) {
+        const next = sum + value;
+        correction += Math.abs(sum) >= Math.abs(value) ? (sum - next) + value : (value - next) + sum;
+        sum = next;
+        if (!Number.isFinite(sum) || !Number.isFinite(correction))
+            return null;
+    }
+    const result = sum + correction;
+    return Number.isFinite(result) ? (Object.is(result, -0) ? 0 : result) : null;
+}
+export function finalizeDiagnosticContributions(contributions, missingPolicy, blockers = []) {
+    const ordered = [...contributions].sort((left, right) => left.sourceId < right.sourceId ? -1 : left.sourceId > right.sourceId ? 1 : 0);
+    const observed = ordered.filter((item) => item.status === "observed");
+    const imputed = ordered.filter((item) => item.status === "imputed-zero");
+    const missing = ordered.filter((item) => item.status === "missing").length + imputed.length;
+    const nonFinite = ordered.filter((item) => item.status === "non-finite").length;
+    const finiteSum = neumaier([...observed.map((item) => item.value), ...imputed.map(() => 0)]);
+    const blocked = blockers.length > 0;
+    const sum = nonFinite > 0 || blocked || finiteSum === null ? null : finiteSum;
+    const value = sum === null || (missingPolicy === "unknown" && missing > 0) ? null : sum;
+    return Object.freeze({
+        value,
+        sum,
+        observed: observed.length,
+        missing,
+        nonFinite,
+        imputedZero: imputed.length,
+        deduplicated: ordered.reduce((total, item) => total + item.deduplicated, 0),
+        structural: blockers.length,
+    });
+}
+//# sourceMappingURL=diagnosticAggregation.js.map

package/dist/diagnosticAggregation.js.map

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package/dist/diagnosticDefinitions.d.ts

@@ -0,0 +1,286 @@
+import { type DiagnosticClaimExpression, type DiagnosticMeasureExpression, type DiagnosticRoleExpression } from "./diagnosticExpressions.js";
+import { type NormalizedDiagnosticCalculationScope, type NormalizedDiagnosticDefinitionIdentity, type NormalizedDiagnosticFormulaIdentity } from "./diagnosticIdentity.js";
+export type DiagnosticMeasureKind = "count" | "amount" | "exposure";
+export type DiagnosticMeasureSource = "loss" | "exposure" | "derived";
+export type DiagnosticMissingPolicy = "unknown" | "zero";
+export type DiagnosticAggregation = "sum";
+export type DiagnosticExposureTiming = "origin-static" | "valuation-specific";
+export type DiagnosticDevelopmentSemantics = "cumulative" | "incremental" | "point-in-time" | "unknown";
+export type JsonValue = null | boolean | number | string | readonly JsonValue[] | {
+    readonly [key: string]: JsonValue;
+};
+export type DiagnosticDeepReadonly<T> = T extends readonly (infer U)[] ? readonly DiagnosticDeepReadonly<U>[] : T extends object ? {
+    readonly [K in keyof T]: DiagnosticDeepReadonly<T[K]>;
+} : T;
+export interface DiagnosticMeasureDefinition {
+    id: string;
+    displayName: string;
+    description: string;
+    source: DiagnosticMeasureSource;
+    kind: DiagnosticMeasureKind;
+    unit: string;
+    developmentSemantics: DiagnosticDevelopmentSemantics;
+    aggregation: DiagnosticAggregation;
+    missing: DiagnosticMissingPolicy;
+    basisId?: string;
+    countPopulationId?: string;
+    exposureBasisId?: string;
+    exposureTiming?: DiagnosticExposureTiming;
+}
+export interface DiagnosticCountPopulationDefinition {
+    id: string;
+    displayName: string;
+    subject: "claim" | "claimant" | "policy" | "occurrence" | "other" | "unknown";
+    unit: string;
+    description: string;
+    attributes?: Readonly<Record<string, string | number | boolean | null>>;
+}
+export interface DiagnosticExposureBasisDefinition {
+    id: string;
+    displayName: string;
+    basis: "earned" | "written" | "in-force" | "other" | "unknown";
+    unit: string;
+    description: string;
+    sourceDescription?: string;
+    attributes?: Readonly<Record<string, string | number | boolean | null>>;
+}
+export type AmountPerspective = "gross" | "net" | "ceded" | "other" | "unknown";
+export type AmountLimitation = {
+    kind: "unlimited";
+} | {
+    kind: "layer" | "pre-limited";
+    attachment: number;
+    limit: number | null;
+    application: "claim" | "occurrence" | "policy" | "source-defined";
+    derivation: {
+        kind: "sdk";
+    } | {
+        kind: "external";
+        actor: "caller" | "source";
+        transformationRef: string;
+    };
+} | {
+    kind: "unknown";
+    description?: string;
+};
+export interface AmountBasisComponent {
+    id: string;
+    treatment: "included" | "excluded" | "unknown";
+    limitation: AmountLimitation;
+}
+export interface AmountBasisDefinition {
+    id: string;
+    displayName: string;
+    currency: string;
+    perspective: AmountPerspective;
+    components: readonly AmountBasisComponent[];
+    sourceDescription?: string;
+    attributes?: Readonly<Record<string, string | number | boolean | null>>;
+}
+export interface DiagnosticFormulaRole {
+    kind: DiagnosticMeasureKind;
+    compatibilityGroup?: string;
+    developmentSemantics?: DiagnosticDevelopmentSemantics;
+}
+export interface DiagnosticFormulaTemplate {
+    id: string;
+    version: string;
+    roles: Readonly<Record<string, DiagnosticFormulaRole>>;
+    numerator: DiagnosticRoleExpression;
+    denominator: DiagnosticRoleExpression;
+    denominatorPolicy: "positive-or-null";
+}
+export interface DiagnosticMetricPresentation {
+    displayName: string;
+    description: string;
+    displayUnit: string;
+    scale: number;
+    numeratorLabel: string;
+    denominatorLabel: string;
+}
+export type DiagnosticRuleOperand = {
+    source: "measure";
+    expression: DiagnosticMeasureExpression;
+} | {
+    source: "calculation";
+    field: "numerator" | "denominator";
+} | {
+    source: "constant";
+    value: number;
+};
+export interface DiagnosticComparisonPredicate {
+    left: DiagnosticRuleOperand;
+    operator: "lt" | "lte" | "eq" | "neq" | "gte" | "gt";
+    right: DiagnosticRuleOperand;
+    tolerance?: {
+        absolute?: number;
+        relative?: number;
+    };
+}
+export interface DiagnosticComparisonRule {
+    id: string;
+    code: string;
+    message: string;
+    severity: "warning" | "fail";
+    when: DiagnosticComparisonPredicate;
+}
+export interface DiagnosticMetricInstance {
+    id: string;
+    version: string;
+    formulaId: string;
+    bindings: Readonly<Record<string, DiagnosticMeasureExpression>>;
+    presentation: DiagnosticMetricPresentation;
+    rules: readonly DiagnosticComparisonRule[];
+}
+export interface DiagnosticPeriodCoordinate {
+    label: string;
+    aliases?: readonly string[];
+    coordinate: number;
+}
+export type DiagnosticPeriodAxis = {
+    kind: "calendar";
+    originCadence: "month" | "quarter" | "year";
+    valuationCadence: "month" | "quarter" | "year";
+    originAnchor: "start" | "end";
+    valuationAnchor: "start" | "end";
+    ageUnit: "month";
+    ageOffset: number;
+} | {
+    kind: "ordered";
+    id: string;
+    version: string;
+    ageUnit: string;
+    ageOffset: number;
+    origins: readonly DiagnosticPeriodCoordinate[];
+    valuations: readonly DiagnosticPeriodCoordinate[];
+};
+export interface DiagnosticDerivedMeasureDefinition {
+    id: string;
+    outputMeasureId: string;
+    expression: DiagnosticClaimExpression;
+}
+export interface DiagnosticsFilter {
+    sourceGroups?: readonly string[];
+    outputGroups?: readonly string[];
+    origins?: readonly string[];
+    originFrom?: string;
+    originThrough?: string;
+    valuations?: readonly string[];
+    valuationFrom?: string;
+    valuationThrough?: string;
+    minDevelopmentAge?: number;
+    maxDevelopmentAge?: number;
+    instanceIds?: readonly string[];
+}
+interface DiagnosticReviewRuleBase {
+    id: string;
+    code: string;
+    description: string;
+    severity: "warning" | "fail";
+    tolerance?: {
+        absolute?: number;
+        relative?: number;
+    };
+    missingInput: "not-evaluated" | "finding";
+}
+export type DiagnosticReviewOperand = DiagnosticMeasureExpression | {
+    op: "constant";
+    value: number;
+};
+export interface DiagnosticReviewPredicate {
+    left: DiagnosticReviewOperand;
+    operator: "lt" | "lte" | "eq" | "neq" | "gte" | "gt";
+    right: DiagnosticReviewOperand;
+}
+export type DiagnosticControlTotalProjection = {
+    kind: "valuation";
+    valuation: string;
+} | {
+    kind: "latest-valuation-per-origin";
+} | {
+    kind: "all-cells";
+};
+export type DiagnosticReviewFilter = Omit<DiagnosticsFilter, "outputGroups" | "instanceIds">;
+export type DiagnosticReviewRule = (DiagnosticReviewRuleBase & {
+    kind: "compare";
+    when: DiagnosticReviewPredicate;
+}) | (DiagnosticReviewRuleBase & {
+    kind: "reconcile";
+    actual: DiagnosticMeasureExpression;
+    expected: DiagnosticReviewOperand;
+}) | (DiagnosticReviewRuleBase & {
+    kind: "monotonic";
+    expression: DiagnosticMeasureExpression;
+    direction: "nondecreasing" | "nonincreasing";
+}) | (DiagnosticReviewRuleBase & {
+    kind: "layer-order";
+    narrower: DiagnosticMeasureExpression;
+    broader: DiagnosticMeasureExpression;
+    comparability: {
+        kind: "compiler-proven";
+    } | {
+        kind: "caller-asserted";
+        rationaleArtifactId: string;
+    };
+}) | (DiagnosticReviewRuleBase & {
+    kind: "control-total";
+    expression: DiagnosticMeasureExpression;
+    expected: number;
+    filter?: DiagnosticReviewFilter;
+    projection: DiagnosticControlTotalProjection;
+});
+export interface DiagnosticDefinition {
+    diagnosticDefinitionVersion: "1.0.0";
+    id: string;
+    version: string;
+    lossRowGrain: "claim" | "aggregate";
+    measures: readonly DiagnosticMeasureDefinition[];
+    countPopulations: readonly DiagnosticCountPopulationDefinition[];
+    exposureBases: readonly DiagnosticExposureBasisDefinition[];
+    amountBases: readonly AmountBasisDefinition[];
+    derivedMeasures: readonly DiagnosticDerivedMeasureDefinition[];
+    formulas: readonly DiagnosticFormulaTemplate[];
+    instances: readonly DiagnosticMetricInstance[];
+    reviewRules: readonly DiagnosticReviewRule[];
+    periodAxis: DiagnosticPeriodAxis;
+}
+export interface DiagnosticSourceLocation {
+    readonly artifactId: string;
+    readonly sourceFile?: string;
+    readonly sourceSheet?: string;
+    readonly sourceRow?: number;
+    readonly sourceCell?: string;
+}
+export interface DiagnosticMeasureStats {
+    readonly value: number | null;
+    readonly sum: number | null;
+    readonly observed: number;
+    readonly missing: number;
+    readonly nonFinite: number;
+    readonly imputedZero: number;
+    readonly deduplicated: number;
+    readonly structural: number;
+}
+declare const compiledDiagnosticDefinitionBrand: unique symbol;
+export interface CompiledDiagnosticDefinition {
+    readonly [compiledDiagnosticDefinitionBrand]: true;
+    readonly definition: DiagnosticDeepReadonly<NormalizedDiagnosticDefinitionIdentity>;
+    readonly formulaFingerprints: Readonly<Record<string, string>>;
+    readonly calculationFingerprints: Readonly<Record<string, string>>;
+    readonly definitionIntegrity: string;
+}
+export interface CompiledDiagnosticDefinitionInternals {
+    readonly formulasById: ReadonlyMap<string, NormalizedDiagnosticFormulaIdentity>;
+    readonly measuresById: ReadonlyMap<string, DiagnosticMeasureDefinition>;
+    readonly calculationScopesByInstanceId: ReadonlyMap<string, NormalizedDiagnosticCalculationScope>;
+    readonly calculationDependenciesByInstanceId: ReadonlyMap<string, readonly string[]>;
+    readonly evaluationDependenciesByInstanceId: ReadonlyMap<string, readonly string[]>;
+    readonly derivationsByOutputMeasureId: ReadonlyMap<string, DiagnosticDerivedMeasureDefinition>;
+}
+/** Compiles, validates, normalizes, fingerprints, and freezes a diagnostic definition. */
+export declare function compileDiagnosticDefinition(value: DiagnosticDefinition | NormalizedDiagnosticDefinitionIdentity): CompiledDiagnosticDefinition;
+export declare function assertCompiledDiagnosticDefinition(value: unknown): asserts value is CompiledDiagnosticDefinition;
+/** @internal Shared only by core diagnostic runtime modules; not re-exported. */
+export declare function getCompiledDiagnosticDefinitionInternals(value: CompiledDiagnosticDefinition): CompiledDiagnosticDefinitionInternals;
+export {};
+//# sourceMappingURL=diagnosticDefinitions.d.ts.map

package/dist/diagnosticDefinitions.d.ts.map

@@ -0,0 +1 @@
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