@actuarial-ts/core 0.7.0 → 0.8.0

package/dist/customizationContracts.d.ts.map

@@ -0,0 +1 @@
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package/dist/customizationContracts.js

@@ -0,0 +1,19 @@
+export const HISTORICAL_DATASET_CONTRACT_VERSION = "actuarial-history/1";
+export const ANALYSIS_DEFINITION_CONTRACT_VERSION = "actuarial-analysis/1";
+export const ANALYSIS_RECIPE_CONTRACT_VERSION = "actuarial-recipe/1";
+export const ANALYSIS_RESULT_CONTRACT_VERSION = "actuarial-result/1";
+export const BOUNDED_REPLAY_CONTRACT_VERSION = "actuarial-bounded-replay/1";
+export const CUSTOMIZATION_CAPABILITIES = [
+    "history-snapshots",
+    "history-changes",
+    "irregular-periods",
+    "exposure-earning",
+    "typed-populations",
+    "descriptive-statistics",
+    "reserving-triangle-adapter",
+    "bounded-execution",
+    "shared-financial-terms",
+    "recipes",
+    "scenarios",
+];
+//# sourceMappingURL=customizationContracts.js.map

package/dist/customizationContracts.js.map

@@ -0,0 +1 @@
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package/dist/descriptiveStatistics.d.ts

@@ -0,0 +1,8 @@
+import type { AnalysisMeasureDefinitionV1, AnalysisObservationSelection, AnalysisStatisticResult, PreparedHistoricalObservation } from "./customizationContracts.js";
+/** Calculates one exact statistic over an explicitly selected observation population. */
+export declare function calculateAnalysisStatistic(input: {
+    readonly measure: AnalysisMeasureDefinitionV1;
+    readonly observations: readonly PreparedHistoricalObservation[];
+    readonly selection: AnalysisObservationSelection;
+}): AnalysisStatisticResult;
+//# sourceMappingURL=descriptiveStatistics.d.ts.map

package/dist/descriptiveStatistics.d.ts.map

@@ -0,0 +1 @@
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package/dist/descriptiveStatistics.js

@@ -0,0 +1,283 @@
+import { isRealIsoDate, snapshotDiagnosticJson } from "./diagnosticRuntime.js";
+import { daysBetweenIsoDates } from "./policyPeriods.js";
+import { kaplanMeierQuantiles } from "./ilf.js";
+function claimKey(observation) {
+    return `${observation.sourceNamespace}\u0000${observation.claimId}`;
+}
+function entityIds(entity, observation) {
+    if (entity === "claim")
+        return [claimKey(observation)];
+    const field = entity === "claimant"
+        ? "claimantIds"
+        : entity === "occurrence"
+            ? "occurrenceId"
+            : entity === "policy"
+                ? "policyIds"
+                : "coverageIds";
+    const raw = observation.relationships[field];
+    const ids = raw === undefined ? [] : Array.isArray(raw) ? raw : [raw];
+    return ids.map((id) => `${observation.sourceNamespace}\u0000${id}`);
+}
+function selectObservations(observations, selection) {
+    if (selection.kind === "all-observations")
+        return observations;
+    if (selection.observationSelection === "exact")
+        return observations.filter((observation) => observation.evaluationDate === selection.evaluationDate);
+    const latest = new Map();
+    for (const observation of observations) {
+        if (observation.evaluationDate > selection.evaluationDate)
+            continue;
+        const key = claimKey(observation);
+        const prior = latest.get(key);
+        if (prior === undefined || prior.evaluationDate < observation.evaluationDate)
+            latest.set(key, observation);
+    }
+    return [...latest.values()].sort((left, right) => claimKey(left).localeCompare(claimKey(right)));
+}
+function finding(message, code = "missing-prerequisite") {
+    return {
+        code,
+        capability: "descriptive-statistics",
+        path: "$.measure.statistic",
+        message,
+    };
+}
+function unavailable(measure, excludedObservations, findings) {
+    return snapshotDiagnosticJson({
+        measureId: measure.id,
+        unit: measure.unit,
+        value: null,
+        status: "unavailable",
+        contributingObservations: 0,
+        excludedObservations,
+        exact: true,
+        numerator: null,
+        denominator: null,
+        findings,
+    });
+}
+function sourceValue(observation, measureId) {
+    const value = observation.measures[measureId];
+    return value === undefined || value === null || !Number.isFinite(value) ? value : Object.is(value, -0) ? 0 : value;
+}
+function hfType7(values, probability) {
+    const sorted = [...values].sort((left, right) => left - right);
+    if (sorted.length === 1)
+        return sorted[0];
+    const index = (sorted.length - 1) * probability;
+    const lower = Math.floor(index);
+    const fraction = index - lower;
+    return sorted[lower] + fraction * (sorted[Math.min(lower + 1, sorted.length - 1)] - sorted[lower]);
+}
+function durationValue(observation, statistic) {
+    const start = statistic.start === "accident-date" ? observation.accidentDate : observation.reportDate;
+    const closed = observation.dimensions.closedDate;
+    const end = statistic.end === "report-date"
+        ? observation.reportDate
+        : statistic.end === "evaluation-date"
+            ? observation.evaluationDate
+            : typeof closed === "string" && isRealIsoDate(closed)
+                ? closed
+                : null;
+    if (start === null || end === null)
+        return null;
+    const days = daysBetweenIsoDates(start, end);
+    return days < 0 ? null : days;
+}
+/** Calculates one exact statistic over an explicitly selected observation population. */
+export function calculateAnalysisStatistic(input) {
+    const { measure, selection } = input;
+    if (measure.developmentSemantics === "cumulative" && selection.kind === "all-observations")
+        return unavailable(measure, input.observations.length, [finding("Cumulative measures require an explicit evaluation-date selection", "incompatible-semantics")]);
+    const observations = selectObservations(input.observations, selection);
+    const statistic = measure.statistic;
+    if (statistic.kind === "ratio") {
+        let numerator = 0;
+        let denominator = 0;
+        let included = 0;
+        for (const observation of observations) {
+            const numeratorValue = sourceValue(observation, statistic.numeratorMeasureId);
+            const denominatorValue = sourceValue(observation, statistic.denominatorMeasureId);
+            if (typeof numeratorValue !== "number" || typeof denominatorValue !== "number")
+                continue;
+            numerator += numeratorValue;
+            denominator += denominatorValue;
+            included += 1;
+        }
+        const validDenominator = statistic.denominatorRule === "positive" ? denominator > 0 : denominator !== 0;
+        if (included === 0 || !validDenominator)
+            return snapshotDiagnosticJson({
+                measureId: measure.id,
+                unit: measure.unit,
+                value: null,
+                status: "unavailable",
+                contributingObservations: included,
+                excludedObservations: input.observations.length - included,
+                exact: true,
+                numerator: included === 0 ? null : numerator,
+                denominator: included === 0 ? null : denominator,
+                findings: [finding("Ratio requires paired values and a denominator allowed by its declared rule")],
+            });
+        return snapshotDiagnosticJson({
+            measureId: measure.id,
+            unit: measure.unit,
+            value: (numerator / denominator) * statistic.scale,
+            status: "available",
+            contributingObservations: included,
+            excludedObservations: input.observations.length - included,
+            exact: true,
+            numerator,
+            denominator,
+            findings: [],
+        });
+    }
+    if (statistic.kind === "distinct-count") {
+        const ids = new Set();
+        let missing = 0;
+        for (const observation of observations) {
+            const related = entityIds(statistic.entity, observation);
+            if (related.length === 0)
+                missing += 1;
+            related.forEach((id) => ids.add(id));
+        }
+        return snapshotDiagnosticJson({
+            measureId: measure.id,
+            unit: measure.unit,
+            value: ids.size,
+            status: "available",
+            contributingObservations: observations.length - missing,
+            excludedObservations: input.observations.length - observations.length + missing,
+            exact: true,
+            numerator: null,
+            denominator: null,
+            findings: [],
+        });
+    }
+    if (statistic.kind === "duration") {
+        const values = observations
+            .filter((observation) => statistic.population !== "closed-only" || observation.status === "closed")
+            .map((observation) => durationValue(observation, statistic))
+            .filter((value) => value !== null);
+        if (values.length === 0)
+            return unavailable(measure, input.observations.length, [finding("No observations have the required duration endpoints")]);
+        const value = values.reduce((total, item) => total + item, 0) / values.length;
+        return snapshotDiagnosticJson({
+            measureId: measure.id,
+            unit: measure.unit,
+            value,
+            status: "available",
+            contributingObservations: values.length,
+            excludedObservations: input.observations.length - values.length,
+            exact: true,
+            numerator: null,
+            denominator: null,
+            findings: [],
+        });
+    }
+    if (statistic.kind === "survival-quantile") {
+        if (statistic.probability < 0 || statistic.probability > 1)
+            return unavailable(measure, input.observations.length, [finding("Survival probability must be between zero and one", "invalid-configuration")]);
+        const exact = [];
+        const censored = [];
+        for (const observation of observations) {
+            const start = statistic.start === "accident-date" ? observation.accidentDate : observation.reportDate;
+            const suppliedClosedDate = observation.dimensions.closedDate;
+            const isObservedEvent = observation.status === "closed" && typeof suppliedClosedDate === "string" && isRealIsoDate(suppliedClosedDate);
+            const end = isObservedEvent ? suppliedClosedDate : observation.evaluationDate;
+            if (start === null || !isRealIsoDate(end))
+                continue;
+            const duration = daysBetweenIsoDates(start, end);
+            if (duration < 0)
+                continue;
+            (isObservedEvent ? exact : censored).push(duration);
+        }
+        if (exact.length === 0)
+            return unavailable(measure, input.observations.length, [finding("Kaplan-Meier duration quantiles require at least one observed closure event")]);
+        const value = kaplanMeierQuantiles(exact, censored, [statistic.probability])[0] ?? null;
+        if (value === null)
+            return snapshotDiagnosticJson({
+                measureId: measure.id,
+                unit: measure.unit,
+                value: null,
+                status: "unavailable",
+                contributingObservations: exact.length + censored.length,
+                excludedObservations: input.observations.length - exact.length - censored.length,
+                exact: true,
+                numerator: null,
+                denominator: null,
+                findings: [finding("The observed survival curve does not reach the requested quantile because of right censoring")],
+            });
+        return snapshotDiagnosticJson({
+            measureId: measure.id,
+            unit: measure.unit,
+            value,
+            status: "available",
+            contributingObservations: exact.length + censored.length,
+            excludedObservations: input.observations.length - exact.length - censored.length,
+            exact: true,
+            numerator: null,
+            denominator: null,
+            findings: [],
+        });
+    }
+    if (statistic.kind === "weighted-mean") {
+        let weighted = 0;
+        let weights = 0;
+        let included = 0;
+        for (const observation of observations) {
+            const value = sourceValue(observation, statistic.measureId);
+            const weight = sourceValue(observation, statistic.weightMeasureId);
+            if (typeof value !== "number" || typeof weight !== "number")
+                continue;
+            if (weight < 0)
+                return unavailable(measure, input.observations.length, [finding("Negative weights are unsupported", "incompatible-semantics")]);
+            if (weight === 0)
+                continue;
+            weighted += value * weight;
+            weights += weight;
+            included += 1;
+        }
+        if (included === 0 || weights === 0)
+            return unavailable(measure, input.observations.length, [finding("Weighted mean requires at least one positive finite weight")]);
+        return snapshotDiagnosticJson({
+            measureId: measure.id,
+            unit: measure.unit,
+            value: weighted / weights,
+            status: "available",
+            contributingObservations: included,
+            excludedObservations: input.observations.length - included,
+            exact: true,
+            numerator: null,
+            denominator: null,
+            findings: [],
+        });
+    }
+    const values = observations
+        .map((observation) => sourceValue(observation, statistic.measureId))
+        .filter((value) => typeof value === "number" && Number.isFinite(value));
+    if (values.length === 0)
+        return unavailable(measure, input.observations.length, [finding("No finite observed values are available")]);
+    let value;
+    if (statistic.kind === "sum")
+        value = values.reduce((total, item) => total + item, 0);
+    else if (statistic.kind === "quantile") {
+        if (statistic.probability < 0 || statistic.probability > 1)
+            return unavailable(measure, input.observations.length, [finding("Quantile probability must be between zero and one", "invalid-configuration")]);
+        value = hfType7(values, statistic.probability);
+    }
+    else
+        value = statistic.kind === "minimum" ? Math.min(...values) : Math.max(...values);
+    return snapshotDiagnosticJson({
+        measureId: measure.id,
+        unit: measure.unit,
+        value: Object.is(value, -0) ? 0 : value,
+        status: "available",
+        contributingObservations: values.length,
+        excludedObservations: input.observations.length - values.length,
+        exact: true,
+        numerator: null,
+        denominator: null,
+        findings: [],
+    });
+}
+//# sourceMappingURL=descriptiveStatistics.js.map

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package/dist/diagnosticAggregation.d.ts.map

@@ -1 +1 @@
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package/dist/diagnosticAggregation.js

@@ -47,6 +47,22 @@ function neumaier(values) {
     return Number.isFinite(result) ? (Object.is(result, -0) ? 0 : result) : null;
 }
 export function finalizeDiagnosticContributions(contributions, missingPolicy, blockers = []) {
+    // Aggregate loss snapshots commonly have one leaf per measure/cell. Sorting
+    // and materializing status partitions cannot change a singleton's order.
+    if (contributions.length === 1) {
+        const item = contributions[0];
+        const observed = item.status === "observed" ? 1 : 0;
+        const imputedZero = item.status === "imputed-zero" ? 1 : 0;
+        const missing = item.status === "missing" ? 1 : imputedZero;
+        const nonFinite = item.status === "non-finite" ? 1 : 0;
+        const finiteSum = item.status === "observed" ? neumaier([item.value]) : 0;
+        const sum = nonFinite > 0 || blockers.length > 0 ? null : finiteSum;
+        return Object.freeze({
+            value: sum === null || (missingPolicy === "unknown" && missing > 0) ? null : sum,
+            sum, observed, missing, nonFinite, imputedZero,
+            deduplicated: 0 + item.deduplicated, structural: blockers.length,
+        });
+    }
     const ordered = [...contributions].sort(compareDiagnosticContributions);
     const observed = ordered.filter((item) => item.status === "observed");
     const imputed = ordered.filter((item) => item.status === "imputed-zero");

package/dist/diagnosticAggregation.js.map

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

@@ -0,0 +1,4 @@
+import type { DiagnosticDeepReadonly } from "./diagnosticDefinitions.js";
+/** Freeze owned plain-data snapshots, visiting shared subgraphs only once. */
+export declare function freezeDiagnosticGraph<T>(value: T): DiagnosticDeepReadonly<T>;
+//# sourceMappingURL=diagnosticFreeze.d.ts.map

package/dist/diagnosticFreeze.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"diagnosticFreeze.d.ts","sourceRoot":"","sources":["../src/diagnosticFreeze.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,sBAAsB,EAAE,MAAM,4BAA4B,CAAC;AASzE,8EAA8E;AAC9E,wBAAgB,qBAAqB,CAAC,CAAC,EAAE,KAAK,EAAE,CAAC,GAAG,sBAAsB,CAAC,CAAC,CAAC,CA0B5E"}

package/dist/diagnosticFreeze.js

@@ -0,0 +1,37 @@
+// Private knowledge of graphs traversed by this freezer. Object.isFrozen alone
+// is not evidence that caller-supplied children are immutable. Weak membership
+// does not keep released diagnostic datasets alive.
+let completedGraphs = new WeakSet();
+let completedCount = 0;
+const MAX_COMPLETED_MEMBERS = 100_000;
+/** Freeze owned plain-data snapshots, visiting shared subgraphs only once. */
+export function freezeDiagnosticGraph(value) {
+    // This walk already retains its nodes until success; a strong local set avoids
+    // a second large weak table and is released when the invocation returns.
+    const seen = new Set();
+    const visit = (node) => {
+        if (node === null || typeof node !== "object" || seen.has(node) || completedGraphs.has(node))
+            return;
+        seen.add(node);
+        for (const child of Object.values(node))
+            visit(child);
+        Object.freeze(node);
+    };
+    visit(value);
+    // Mark only after the whole walk succeeds: a cyclic child must not become
+    // trusted while pointing at a parent whose freeze failed.
+    for (const node of seen) {
+        // This is a traversal shortcut, never an authentication receipt. Forgetting
+        // old membership is safe: a later visit traverses and freezes that graph
+        // again. Bound the weak-table bookkeeping even when millions of source
+        // objects are still strongly retained by a large diagnostic dataset.
+        if (completedCount >= MAX_COMPLETED_MEMBERS) {
+            completedGraphs = new WeakSet();
+            completedCount = 0;
+        }
+        completedGraphs.add(node);
+        completedCount++;
+    }
+    return value;
+}
+//# sourceMappingURL=diagnosticFreeze.js.map

package/dist/diagnosticFreeze.js.map

@@ -0,0 +1 @@
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package/dist/diagnosticIdentityStream.d.ts

@@ -12,6 +12,10 @@ export interface DiagnosticIdentityDocument {
 export declare function createDiagnosticIdentityValue(value: unknown): DiagnosticIdentityDocument;
 /** Copies the field-to-descriptor map, not the live values behind its children. */
 export declare function createDiagnosticIdentityObject(fields: Readonly<Record<string, DiagnosticIdentityDocument>>): DiagnosticIdentityDocument;
+/** @internal Compose raw field snapshots with lazy document children without
+ * allocating a descriptor for every scalar. This grants no identity authority;
+ * raw children retain the normal live-value validation during iteration. */
+export declare function createDiagnosticIdentityMixedObject(raw: Readonly<Record<string, unknown>>, documents: Readonly<Record<string, DiagnosticIdentityDocument>>): DiagnosticIdentityDocument;
 /**
  * A structural lazy sequence. The callback grants NO review/run authority and
  * is invoked only as iteration reaches an index. It must remain repeatable for

package/dist/diagnosticIdentityStream.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"diagnosticIdentityStream.d.ts","sourceRoot":"","sources":["../src/diagnosticIdentityStream.ts"],"names":[],"mappings":"AAUA,OAAO,CAAC,MAAM,aAAa,EAAE,OAAO,MAAM,CAAC;AAC3C;;;;;GAKG;AACH,MAAM,WAAW,0BAA0B;IACzC,QAAQ,CAAC,CAAC,aAAa,CAAC,EAAE,IAAI,CAAC;CAChC;AA2CD,kFAAkF;AAClF,wBAAgB,6BAA6B,CAAC,KAAK,EAAE,OAAO,GAAG,0BAA0B,CAExF;AAED,mFAAmF;AACnF,wBAAgB,8BAA8B,CAC5C,MAAM,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,0BAA0B,CAAC,CAAC,GAC3D,0BAA0B,CAe5B;AAED;;4EAE4E;AAC5E,wBAAgB,mCAAmC,CACjD,GAAG,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC,EACtC,SAAS,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,0BAA0B,CAAC,CAAC,GAC9D,0BAA0B,CAsB5B;AAMD;;;;GAIG;AACH,wBAAgB,6BAA6B,CAC3C,KAAK,EAAE,MAAM,EACb,MAAM,EAAE,CAAC,KAAK,EAAE,MAAM,KAAK,0BAA0B,GACpD,0BAA0B,CAM5B;AA6GD;;;;;;;;GAQG;AACH,wBAAiB,6BAA6B,CAC5C,QAAQ,EAAE,0BAA0B,GACnC,SAAS,CAAC,MAAM,CAAC,CAwNnB;AAED,gFAAgF;AAChF,wBAAgB,6BAA6B,CAC3C,QAAQ,EAAE,0BAA0B,EACpC,QAAQ,EAAE;IAAE,QAAQ,CAAC,IAAI,EAAE,MAAM,CAAC;IAAC,QAAQ,CAAC,QAAQ,EAAE,MAAM,CAAA;CAAE,GAC7D,MAAM,CAuCR;AAED,MAAM,MAAM,4BAA4B,GACpC;IAAE,QAAQ,CAAC,KAAK,EAAE,IAAI,CAAA;CAAE,GACxB;IAAE,QAAQ,CAAC,KAAK,EAAE,KAAK,CAAC;IAAC,QAAQ,CAAC,cAAc,EAAE,MAAM,CAAA;CAAE,CAAC;AAE/D;;;;GAIG;AACH,wBAAgB,kCAAkC,CAChD,IAAI,EAAE,0BAA0B,EAChC,KAAK,EAAE,0BAA0B,GAChC,4BAA4B,CAK9B;AAED;;;;;GAKG;AACH,wBAAgB,mCAAmC,CACjD,IAAI,EAAE,QAAQ,CAAC,MAAM,CAAC,EACtB,KAAK,EAAE,QAAQ,CAAC,MAAM,CAAC,GACtB,4BAA4B,CAyC9B"}

package/dist/diagnosticIdentityStream.js

@@ -42,6 +42,36 @@ export function createDiagnosticIdentityObject(fields) {
     }
     return descriptor({ kind: "object", fields: { keys, values, documents: true } });
 }
+/** @internal Compose raw field snapshots with lazy document children without
+ * allocating a descriptor for every scalar. This grants no identity authority;
+ * raw children retain the normal live-value validation during iteration. */
+export function createDiagnosticIdentityMixedObject(raw, documents) {
+    if (!isDiagnosticPlainRecord(raw) || !isDiagnosticPlainRecord(documents))
+        fail("$", "Identity fields must be plain records", "invalid-type");
+    const rawSnapshot = rawFields(raw, "$"), documentSnapshot = rawFields(documents, "$");
+    const valuesByKey = new Map(rawSnapshot.keys.map((key, index) => [key, rawSnapshot.values[index]]));
+    for (let index = 0; index < documentSnapshot.keys.length; index++) {
+        const key = documentSnapshot.keys[index];
+        if (valuesByKey.has(key))
+            fail(childPath("$", key), "Duplicate identity field", "invalid-type");
+        const value = documentSnapshot.values[index];
+        readDocument(value, childPath("$", key));
+        valuesByKey.set(key, value);
+    }
+    const keys = [...valuesByKey.keys()].sort();
+    return descriptor({
+        kind: "object",
+        fields: {
+            keys,
+            values: keys.map((key) => valuesByKey.get(key)),
+            documents: false,
+            documentKeys: new Set(documentSnapshot.keys),
+        },
+    });
+}
+function isDocumentField(fields, index) {
+    return fields.documents || !!fields.documentKeys?.has(fields.keys[index]);
+}
 /**
  * A structural lazy sequence. The callback grants NO review/run authority and
  * is invoked only as iteration reaches an index. It must remain repeatable for
@@ -65,7 +95,7 @@ function childPath(path, key) {
         : `${path}[${JSON.stringify(key)}]`;
 }
 function scalar(fields, index) {
-    if (!fields.documents)
+    if (!isDocumentField(fields, index))
         return fields.values[index];
     const node = readDocument(fields.values[index], "$");
     // Non-scalar composition has an object value, and cannot be a source token.
@@ -308,7 +338,7 @@ export function* iterateDiagnosticIdentityJson(document) {
                             path: childPath(path, key),
                             depth: depth + 1,
                         };
-                        stack.push(fields.documents
+                        stack.push(isDocumentField(fields, index)
                             ? { kind: "document", document: child, ...location }
                             : { kind: "value", value: child, ...location });
                         frame.index++;