@actuarial-ts/core 0.7.1 → 0.8.0

package/dist/populations.js

@@ -0,0 +1,264 @@
+import { isRealIsoDate, snapshotDiagnosticJson } from "./diagnosticRuntime.js";
+import { DiagnosticValidationError } from "./types.js";
+const MAX_PREDICATE_DEPTH = 64;
+const MAX_PREDICATE_NODES = 1_000;
+function scalarType(value) {
+    if (value === null)
+        return "null";
+    if (typeof value === "string")
+        return "string";
+    if (typeof value === "number")
+        return "number";
+    return "boolean";
+}
+function compatible(value, dimension) {
+    if (value === null)
+        return true;
+    if (dimension.type === "date")
+        return typeof value === "string" && isRealIsoDate(value);
+    if (dimension.type === "entity-reference")
+        return typeof value === "string";
+    return typeof value === dimension.type && (typeof value !== "number" || Number.isFinite(value));
+}
+/** Validates the closed predicate vocabulary, references, types, and bounds. */
+export function validateAnalysisPredicate(predicate, dimensions) {
+    const byId = new Map(dimensions.map((dimension) => [dimension.id, dimension]));
+    const issues = [];
+    const stack = [
+        { value: predicate, path: "$", depth: 1 },
+    ];
+    let nodes = 0;
+    while (stack.length > 0) {
+        const { value, path, depth } = stack.pop();
+        nodes += 1;
+        if (nodes > MAX_PREDICATE_NODES) {
+            issues.push({
+                domain: "definition",
+                code: "expression-limit",
+                path: "$",
+                message: `Predicate exceeds ${MAX_PREDICATE_NODES} nodes`,
+            });
+            break;
+        }
+        if (depth > MAX_PREDICATE_DEPTH) {
+            issues.push({
+                domain: "definition",
+                code: "expression-limit",
+                path,
+                message: `Predicate exceeds depth ${MAX_PREDICATE_DEPTH}`,
+            });
+            continue;
+        }
+        if ("terms" in value) {
+            if (value.terms.length === 0)
+                issues.push({
+                    domain: "definition",
+                    code: "invalid-configuration",
+                    path: `${path}.terms`,
+                    message: `${value.op} requires at least one term`,
+                });
+            value.terms.forEach((term, index) => stack.push({ value: term, path: `${path}.terms[${index}]`, depth: depth + 1 }));
+            continue;
+        }
+        if ("term" in value) {
+            stack.push({ value: value.term, path: `${path}.term`, depth: depth + 1 });
+            continue;
+        }
+        if (!("dimensionId" in value))
+            continue;
+        const dimension = byId.get(value.dimensionId);
+        if (dimension === undefined) {
+            issues.push({
+                domain: "definition",
+                code: "unknown-reference",
+                path: `${path}.dimensionId`,
+                message: `Predicate references unknown dimension ${value.dimensionId}`,
+            });
+            continue;
+        }
+        if (value.op === "eq" && !compatible(value.value, dimension))
+            issues.push({
+                domain: "definition",
+                code: "incompatible-semantics",
+                path: `${path}.value`,
+                message: `Value type ${scalarType(value.value)} is incompatible with ${dimension.type} dimension ${dimension.id}`,
+            });
+        if (value.op === "in")
+            value.values.forEach((item, index) => {
+                if (!compatible(item, dimension))
+                    issues.push({
+                        domain: "definition",
+                        code: "incompatible-semantics",
+                        path: `${path}.values[${index}]`,
+                        message: `Value type ${scalarType(item)} is incompatible with ${dimension.type} dimension ${dimension.id}`,
+                    });
+            });
+        if (value.op === "range") {
+            if (dimension.type !== "number" && dimension.type !== "date")
+                issues.push({
+                    domain: "definition",
+                    code: "incompatible-semantics",
+                    path,
+                    message: `Range requires a number or date dimension; ${dimension.id} is ${dimension.type}`,
+                });
+            for (const [field, endpoint] of [
+                ["minimum", value.minimum],
+                ["maximum", value.maximum],
+            ])
+                if (endpoint !== undefined &&
+                    !compatible(endpoint, dimension))
+                    issues.push({
+                        domain: "definition",
+                        code: "incompatible-semantics",
+                        path: `${path}.${field}`,
+                        message: `Range endpoint is incompatible with ${dimension.type} dimension ${dimension.id}`,
+                    });
+        }
+    }
+    if (issues.length > 0)
+        throw new DiagnosticValidationError(issues);
+    return snapshotDiagnosticJson(predicate);
+}
+function invert(value) {
+    return value === "match" ? "no-match" : value === "no-match" ? "match" : "unknown";
+}
+function valuesOf(dimensions, id) {
+    const value = dimensions[id];
+    return value === undefined ? undefined : Array.isArray(value) ? value : [value];
+}
+function compareRange(value, predicate) {
+    if (typeof value !== "number" && typeof value !== "string")
+        return false;
+    const compare = (left, right) => {
+        if (typeof left !== typeof right)
+            return Number.NaN;
+        if (typeof left === "number" && typeof right === "number")
+            return left === right ? 0 : left < right ? -1 : 1;
+        if (typeof left === "string" && typeof right === "string")
+            return left === right ? 0 : left < right ? -1 : 1;
+        return Number.NaN;
+    };
+    const lower = predicate.minimum === undefined ||
+        (predicate.includeMinimum
+            ? compare(value, predicate.minimum) >= 0
+            : compare(value, predicate.minimum) > 0);
+    const upper = predicate.maximum === undefined ||
+        (predicate.includeMaximum
+            ? compare(value, predicate.maximum) <= 0
+            : compare(value, predicate.maximum) < 0);
+    return lower && upper;
+}
+function observationDimensions(observation) {
+    return {
+        ...observation.dimensions,
+        sourceNamespace: observation.sourceNamespace,
+        claimId: observation.claimId,
+        evaluationDate: observation.evaluationDate,
+        ...(observation.accidentDate === null ? {} : { accidentDate: observation.accidentDate }),
+        ...(observation.reportDate === null ? {} : { reportDate: observation.reportDate }),
+        ...(observation.status === null ? {} : { status: observation.status }),
+        ...(observation.relationships.claimantIds === undefined
+            ? {}
+            : { claimantIds: observation.relationships.claimantIds }),
+        ...(observation.relationships.occurrenceId === undefined
+            ? {}
+            : { occurrenceId: observation.relationships.occurrenceId }),
+        ...(observation.relationships.policyIds === undefined
+            ? {}
+            : { policyIds: observation.relationships.policyIds }),
+        ...(observation.relationships.coverageIds === undefined
+            ? {}
+            : { coverageIds: observation.relationships.coverageIds }),
+    };
+}
+export function evaluateAnalysisPredicate(predicateInput, dimensions, catalog) {
+    const predicate = validateAnalysisPredicate(predicateInput, catalog);
+    const evaluate = (value) => {
+        if (!("dimensionId" in value)) {
+            if (value.op === "true")
+                return "match";
+            if (value.op === "not")
+                return invert(evaluate(value.term));
+            const terms = value.terms.map(evaluate);
+            return value.op === "and"
+                ? terms.includes("no-match")
+                    ? "no-match"
+                    : terms.includes("unknown")
+                        ? "unknown"
+                        : "match"
+                : terms.includes("match")
+                    ? "match"
+                    : terms.includes("unknown")
+                        ? "unknown"
+                        : "no-match";
+        }
+        const actual = valuesOf(dimensions, value.dimensionId);
+        if (value.op === "missing")
+            return (actual === undefined || actual.every((item) => item === null)) === value.isMissing
+                ? "match"
+                : "no-match";
+        if (actual === undefined || actual.every((item) => item === null))
+            return "unknown";
+        const observed = actual.filter((item) => item !== null);
+        if (value.op === "eq")
+            return observed.some((item) => Object.is(item, value.value)) ? "match" : "no-match";
+        if (value.op === "in")
+            return observed.some((item) => value.values.some((expected) => Object.is(item, expected)))
+                ? "match"
+                : "no-match";
+        if (value.op === "range")
+            return observed.some((item) => compareRange(item, value)) ? "match" : "no-match";
+        return "no-match";
+    };
+    return evaluate(predicate);
+}
+function latestOnOrBefore(history, asOfDate) {
+    return history
+        .filter((observation) => observation.evaluationDate <= asOfDate)
+        .sort((left, right) => left.evaluationDate === right.evaluationDate
+        ? 0
+        : left.evaluationDate < right.evaluationDate
+            ? 1
+            : -1)[0];
+}
+export function evaluateAnalysisScope(input) {
+    const classification = input.scope.classification;
+    const asOfDate = classification.kind === "as-observed" ? null : classification.asOfDate;
+    const classified = classification.kind === "as-observed"
+        ? input.observation
+        : latestOnOrBefore(input.claimHistory, classification.asOfDate);
+    if (classified === undefined)
+        return snapshotDiagnosticJson({
+            scopeId: input.scope.id,
+            sourceNamespace: input.observation.sourceNamespace,
+            claimId: input.observation.claimId,
+            evaluationDate: input.observation.evaluationDate,
+            outcome: "unknown",
+            classificationDate: asOfDate,
+            finding: {
+                code: "missing-prerequisite",
+                capability: "typed-populations",
+                path: `$.scopes.${input.scope.id}`,
+                message: `No classification observation exists on or before ${asOfDate}`,
+                requiredFields: ["classification observation"],
+            },
+        });
+    const outcome = evaluateAnalysisPredicate(input.scope.predicate, observationDimensions(classified), input.dimensions);
+    return snapshotDiagnosticJson({
+        scopeId: input.scope.id,
+        sourceNamespace: input.observation.sourceNamespace,
+        claimId: input.observation.claimId,
+        evaluationDate: input.observation.evaluationDate,
+        outcome,
+        classificationDate: classified.evaluationDate,
+        finding: outcome !== "unknown"
+            ? null
+            : {
+                code: "missing-prerequisite",
+                capability: "typed-populations",
+                path: `$.scopes.${input.scope.id}.predicate`,
+                message: "Predicate result is unknown because a required dimension is missing",
+            },
+    });
+}
+//# sourceMappingURL=populations.js.map

package/dist/populations.js.map

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

@@ -0,0 +1,16 @@
+import type { AnalysisMeasureDefinitionV1, AnalysisResult, AnalysisTriangleAdapterResult, HistoricalScalar } from "./customizationContracts.js";
+import type { TriangleKind } from "./types.js";
+/**
+ * Adapts one explicitly selected cumulative result slice to the legacy
+ * reserving triangle shape. Every non-axis coordinate must be fixed by the
+ * caller, so the adapter never combines or silently discards result cells.
+ */
+export declare function adaptAnalysisResultToTriangle(input: {
+    readonly result: AnalysisResult;
+    readonly measure: AnalysisMeasureDefinitionV1;
+    readonly triangleKind: TriangleKind;
+    readonly originCoordinate: string;
+    readonly developmentAgeCoordinate: string;
+    readonly slice: Readonly<Record<string, HistoricalScalar>>;
+}): AnalysisTriangleAdapterResult;
+//# sourceMappingURL=reservingAdapter.d.ts.map

package/dist/reservingAdapter.d.ts.map

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

@@ -0,0 +1,74 @@
+import { snapshotDiagnosticJson } from "./diagnosticRuntime.js";
+function finding(message, code = "incompatible-semantics") {
+    return {
+        code,
+        capability: "reserving-triangle-adapter",
+        path: "$.values.coordinates",
+        message,
+    };
+}
+function unavailable(message, code) {
+    return snapshotDiagnosticJson({ status: "unavailable", triangle: null, findings: [finding(message, code)] });
+}
+function scalarEqual(left, right) {
+    return left === right || (typeof left === "number" && typeof right === "number" && Object.is(left, right));
+}
+/**
+ * Adapts one explicitly selected cumulative result slice to the legacy
+ * reserving triangle shape. Every non-axis coordinate must be fixed by the
+ * caller, so the adapter never combines or silently discards result cells.
+ */
+export function adaptAnalysisResultToTriangle(input) {
+    if (input.measure.developmentSemantics !== "cumulative")
+        return unavailable("A reserving triangle requires a cumulative measure");
+    if (input.measure.statistic.kind !== "sum")
+        return unavailable("The reserving triangle adapter supports direct sum measures only");
+    if (input.originCoordinate === input.developmentAgeCoordinate)
+        return unavailable("Origin and development-age coordinates must be distinct", "invalid-configuration");
+    if (Object.hasOwn(input.slice, input.originCoordinate) || Object.hasOwn(input.slice, input.developmentAgeCoordinate))
+        return unavailable("The result slice cannot fix either triangle axis", "invalid-configuration");
+    const candidates = input.result.values.filter((value) => value.measureId === input.measure.id &&
+        Object.entries(input.slice).every(([key, expected]) => scalarEqual(value.coordinates[key], expected)));
+    if (candidates.length === 0)
+        return unavailable("No result values match the requested measure and coordinate slice", "missing-prerequisite");
+    const allowedCoordinates = new Set([
+        input.originCoordinate,
+        input.developmentAgeCoordinate,
+        ...Object.keys(input.slice),
+    ]);
+    for (const value of candidates) {
+        const extra = Object.keys(value.coordinates).filter((key) => !allowedCoordinates.has(key));
+        if (extra.length > 0)
+            return unavailable(`Every non-axis coordinate must be fixed in slice; unresolved: ${extra.join(", ")}`);
+        const origin = value.coordinates[input.originCoordinate];
+        const age = value.coordinates[input.developmentAgeCoordinate];
+        if (typeof origin !== "string" || origin.length === 0)
+            return unavailable("Every selected value requires a nonempty string origin coordinate", "missing-prerequisite");
+        if (typeof age !== "number" || !Number.isSafeInteger(age) || age < 0)
+            return unavailable("Every selected value requires a nonnegative safe-integer development age in months", "missing-prerequisite");
+    }
+    const origins = [...new Set(candidates.map((value) => value.coordinates[input.originCoordinate]))].sort();
+    const ages = [...new Set(candidates.map((value) => value.coordinates[input.developmentAgeCoordinate]))].sort((a, b) => a - b);
+    const cells = new Map();
+    for (const value of candidates) {
+        const origin = value.coordinates[input.originCoordinate];
+        const age = value.coordinates[input.developmentAgeCoordinate];
+        const key = `${origin}\u0000${age}`;
+        if (cells.has(key))
+            return unavailable(`Multiple result values map to triangle cell ${origin}/${age}`);
+        if (value.status === "available" && (typeof value.value !== "number" || !Number.isFinite(value.value)))
+            return unavailable(`Available result value for ${origin}/${age} is not finite`, "invalid-configuration");
+        cells.set(key, value.status === "available" ? value.value : null);
+    }
+    return snapshotDiagnosticJson({
+        status: "available",
+        triangle: {
+            kind: input.triangleKind,
+            origins,
+            ages,
+            values: origins.map((origin) => ages.map((age) => cells.get(`${origin}\u0000${age}`) ?? null)),
+        },
+        findings: [],
+    });
+}
+//# sourceMappingURL=reservingAdapter.js.map

package/dist/reservingAdapter.js.map

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package/dist/version.d.ts

@@ -1,3 +1,3 @@
 /** This package's runtime version. A test pins it to package.json. */
-export declare const CORE_PACKAGE_VERSION = "0.7.1";
+export declare const CORE_PACKAGE_VERSION = "0.8.0";
 //# sourceMappingURL=version.d.ts.map

package/dist/version.js

@@ -1,3 +1,3 @@
 /** This package's runtime version. A test pins it to package.json. */
-export const CORE_PACKAGE_VERSION = "0.7.1";
+export const CORE_PACKAGE_VERSION = "0.8.0";
 //# sourceMappingURL=version.js.map

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@actuarial-ts/core",
-  "version": "0.7.1",
+  "version": "0.8.0",
   "description": "Pure, zero-dependency P&C actuarial math for TypeScript: reserving, generalized definition-driven diagnostics, trends, limits, discounting, and seeded stochastic methods with published-value validation.",
   "license": "Apache-2.0",
   "type": "module",
@@ -61,7 +61,7 @@
   "devDependencies": {
     "@types/node": "^22.10.5",
     "typescript": "^5.7.3",
-    "vitest": "^3.0.5"
+    "vitest": "^5.0.1"
   },
   "publishConfig": {
     "access": "public"