npm - @actuarial-ts/core - Versions diffs - 0.8.0 → 0.9.0 - Mend

@actuarial-ts/core 0.8.0 → 0.9.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (44) hide show

package/README.md +9 -6
package/dist/analysisComparison.d.ts +6 -0
package/dist/analysisComparison.d.ts.map +1 -0
package/dist/analysisComparison.js +52 -0
package/dist/analysisComparison.js.map +1 -0
package/dist/analysisExpressions.d.ts +24 -0
package/dist/analysisExpressions.d.ts.map +1 -0
package/dist/analysisExpressions.js +256 -0
package/dist/analysisExpressions.js.map +1 -0
package/dist/analysisFinancialUnits.d.ts +4 -0
package/dist/analysisFinancialUnits.d.ts.map +1 -0
package/dist/analysisFinancialUnits.js +62 -0
package/dist/analysisFinancialUnits.js.map +1 -0
package/dist/analysisRecipe.d.ts +2 -2
package/dist/analysisRecipe.d.ts.map +1 -1
package/dist/analysisRecipe.js +55 -59
package/dist/analysisRecipe.js.map +1 -1
package/dist/analysisRecipeStatistics.d.ts +11 -0
package/dist/analysisRecipeStatistics.d.ts.map +1 -0
package/dist/analysisRecipeStatistics.js +49 -0
package/dist/analysisRecipeStatistics.js.map +1 -0
package/dist/customizationContracts.d.ts +47 -1
package/dist/customizationContracts.d.ts.map +1 -1
package/dist/customizationContracts.js +1 -0
package/dist/customizationContracts.js.map +1 -1
package/dist/descriptiveStatistics.d.ts.map +1 -1
package/dist/descriptiveStatistics.js +4 -4
package/dist/descriptiveStatistics.js.map +1 -1
package/dist/index.d.ts +2 -0
package/dist/index.d.ts.map +1 -1
package/dist/index.js +2 -0
package/dist/index.js.map +1 -1
package/dist/version.d.ts +1 -1
package/dist/version.js +1 -1
package/package.json +1 -1
package/src/analysisComparison.ts +71 -0
package/src/analysisExpressions.ts +223 -0
package/src/analysisFinancialUnits.ts +55 -0
package/src/analysisRecipe.ts +54 -63
package/src/analysisRecipeStatistics.ts +59 -0
package/src/customizationContracts.ts +35 -0
package/src/descriptiveStatistics.ts +4 -3
package/src/index.ts +2 -0
package/src/version.ts +1 -1

package/dist/customizationContracts.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/customizationContracts.js CHANGED Viewed

@@ -10,6 +10,7 @@ export const CUSTOMIZATION_CAPABILITIES = [
     "exposure-earning",
     "typed-populations",
     "descriptive-statistics",
+    "derived-analysis-measures",
     "reserving-triangle-adapter",
     "bounded-execution",
     "shared-financial-terms",

package/dist/customizationContracts.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"customizationContracts.js","sourceRoot":"","sources":["../src/customizationContracts.ts"],"names":[],"mappings":"AAEA,MAAM,CAAC,MAAM,mCAAmC,GAAG,qBAA8B,CAAC;AAClF,MAAM,CAAC,MAAM,oCAAoC,GAAG,sBAA+B,CAAC;AACpF,MAAM,CAAC,MAAM,gCAAgC,GAAG,oBAA6B,CAAC;AAC9E,MAAM,CAAC,MAAM,gCAAgC,GAAG,oBAA6B,CAAC;AAC9E,MAAM,CAAC,MAAM,+BAA+B,GAAG,4BAAqC,CAAC;AAErF,MAAM,CAAC,MAAM,0BAA0B,GAAG;IACxC,mBAAmB;IACnB,iBAAiB;IACjB,mBAAmB;IACnB,kBAAkB;IAClB,mBAAmB;IACnB,wBAAwB;IACxB,4BAA4B;IAC5B,mBAAmB;IACnB,wBAAwB;IACxB,SAAS;IACT,WAAW;CACH,CAAC"}
1	+ {"version":3,"file":"customizationContracts.js","sourceRoot":"","sources":["../src/customizationContracts.ts"],"names":[],"mappings":"AAEA,MAAM,CAAC,MAAM,mCAAmC,GAAG,qBAA8B,CAAC;AAClF,MAAM,CAAC,MAAM,oCAAoC,GAAG,sBAA+B,CAAC;AACpF,MAAM,CAAC,MAAM,gCAAgC,GAAG,oBAA6B,CAAC;AAC9E,MAAM,CAAC,MAAM,gCAAgC,GAAG,oBAA6B,CAAC;AAC9E,MAAM,CAAC,MAAM,+BAA+B,GAAG,4BAAqC,CAAC;AAErF,MAAM,CAAC,MAAM,0BAA0B,GAAG;IACxC,mBAAmB;IACnB,iBAAiB;IACjB,mBAAmB;IACnB,kBAAkB;IAClB,mBAAmB;IACnB,wBAAwB;IACxB,2BAA2B;IAC3B,4BAA4B;IAC5B,mBAAmB;IACnB,wBAAwB;IACxB,SAAS;IACT,WAAW;CACH,CAAC"}

package/dist/descriptiveStatistics.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- {"version":3,"file":"descriptiveStatistics.d.ts","sourceRoot":"","sources":["../src/descriptiveStatistics.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,2BAA2B,EAC3B,4BAA4B,EAC5B,uBAAuB,EAGvB,6BAA6B,EAC9B,MAAM,6BAA6B,CAAC;~~AAgHrC~~,yFAAyF;AACzF,wBAAgB,0BAA0B,CAAC,KAAK,EAAE;IAChD,QAAQ,CAAC,OAAO,EAAE,2BAA2B,CAAC;IAC9C,QAAQ,CAAC,YAAY,EAAE,SAAS,6BAA6B,EAAE,CAAC;IAChE,QAAQ,CAAC,SAAS,EAAE,4BAA4B,CAAC;CAClD,GAAG,uBAAuB,CAmM1B"}
1	+ {"version":3,"file":"descriptiveStatistics.d.ts","sourceRoot":"","sources":["../src/descriptiveStatistics.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,2BAA2B,EAC3B,4BAA4B,EAC5B,uBAAuB,EAGvB,6BAA6B,EAC9B,MAAM,6BAA6B,CAAC;AAiHrC,yFAAyF;AACzF,wBAAgB,0BAA0B,CAAC,KAAK,EAAE;IAChD,QAAQ,CAAC,OAAO,EAAE,2BAA2B,CAAC;IAC9C,QAAQ,CAAC,YAAY,EAAE,SAAS,6BAA6B,EAAE,CAAC;IAChE,QAAQ,CAAC,SAAS,EAAE,4BAA4B,CAAC;CAClD,GAAG,uBAAuB,CAmM1B"}

package/dist/descriptiveStatistics.js CHANGED Viewed

@@ -69,13 +69,13 @@ function hfType7(values, probability) {
     const fraction = index - lower;
     return sorted[lower] + fraction * (sorted[Math.min(lower + 1, sorted.length - 1)] - sorted[lower]);
 }
-function durationValue(observation, statistic) {
+function durationValue(observation, statistic, evaluationDate) {
     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
+            ? evaluationDate
             : typeof closed === "string" && isRealIsoDate(closed)
                 ? closed
                 : null;
@@ -156,7 +156,7 @@ export function calculateAnalysisStatistic(input) {
     if (statistic.kind === "duration") {
         const values = observations
             .filter((observation) => statistic.population !== "closed-only" || observation.status === "closed")
-            .map((observation) => durationValue(observation, statistic))
+            .map((observation) => durationValue(observation, statistic, selection.kind === "evaluation-date" ? selection.evaluationDate : observation.evaluationDate))
             .filter((value) => value !== null);
         if (values.length === 0)
             return unavailable(measure, input.observations.length, [finding("No observations have the required duration endpoints")]);
@@ -183,7 +183,7 @@ export function calculateAnalysisStatistic(input) {
             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;
+            const end = isObservedEvent ? suppliedClosedDate : selection.kind === "evaluation-date" ? selection.evaluationDate : observation.evaluationDate;
             if (start === null || !isRealIsoDate(end))
                 continue;
             const duration = daysBetweenIsoDates(start, end);

package/dist/descriptiveStatistics.js.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/dist/index.d.ts CHANGED Viewed

@@ -12,6 +12,8 @@ export * from "./reservingAdapter.js";
 export * from "./financialTerms.js";
 export * from "./financialPipeline.js";
 export * from "./analysisRecipe.js";
+export * from "./analysisExpressions.js";
+export * from "./analysisFinancialUnits.js";
 export * from "./util.js";
 export * from "./canonical.js";
 export { createDiagnosticIdentityValue, createDiagnosticIdentityObject, createDiagnosticIdentityArray, iterateDiagnosticIdentityJson, fingerprintDiagnosticIdentity, compareDiagnosticIdentityDocuments, compareDiagnosticIdentityJsonChunks, type DiagnosticIdentityDocument, type DiagnosticIdentityComparison, } from "./diagnosticIdentityStream.js";

package/dist/index.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/index.js CHANGED Viewed

@@ -12,6 +12,8 @@ export * from "./reservingAdapter.js";
 export * from "./financialTerms.js";
 export * from "./financialPipeline.js";
 export * from "./analysisRecipe.js";
+export * from "./analysisExpressions.js";
+export * from "./analysisFinancialUnits.js";
 export * from "./util.js";
 export * from "./canonical.js";
 export { createDiagnosticIdentityValue, createDiagnosticIdentityObject, createDiagnosticIdentityArray, iterateDiagnosticIdentityJson, fingerprintDiagnosticIdentity, compareDiagnosticIdentityDocuments, compareDiagnosticIdentityJsonChunks, } from "./diagnosticIdentityStream.js";

package/dist/index.js.map CHANGED Viewed

	@@ -1 +1 @@
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package/dist/version.d.ts CHANGED Viewed

@@ -1,3 +1,3 @@
 /** This package's runtime version. A test pins it to package.json. */
-export declare const CORE_PACKAGE_VERSION = "0.8.0";
+export declare const CORE_PACKAGE_VERSION = "0.9.0";
 //# sourceMappingURL=version.d.ts.map

package/dist/version.js CHANGED Viewed

@@ -1,3 +1,3 @@
 /** This package's runtime version. A test pins it to package.json. */
-export const CORE_PACKAGE_VERSION = "0.8.0";
+export const CORE_PACKAGE_VERSION = "0.9.0";
 //# sourceMappingURL=version.js.map

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@actuarial-ts/core",
-  "version": "0.8.0",
+  "version": "0.9.0",
   "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",

package/src/analysisComparison.ts ADDED Viewed

@@ -0,0 +1,71 @@
+import { canonicalJson } from "./canonical.js";
+import type {
+  AnalysisResult,
+  AnalysisResultValue,
+  AnalysisScenarioDifference,
+  HistoricalScalar,
+} from "./customizationContracts.js";
+import { snapshotDiagnosticJson } from "./diagnosticRuntime.js";
+import { DiagnosticValidationError } from "./types.js";
+function indexValues(result: AnalysisResult, omitted: ReadonlySet<string>): Map<string, AnalysisResultValue> {
+  const indexed = new Map<string, AnalysisResultValue>();
+  for (const value of result.values) {
+    const coordinates = Object.fromEntries(Object.entries(value.coordinates).filter(([name]) => !omitted.has(name)));
+    const key = canonicalJson([value.measureId, coordinates]);
+    if (indexed.has(key))
+      throw new DiagnosticValidationError([{
+        domain: "configuration", code: "incompatible-semantics", path: "$.values",
+        message: "Comparison coordinates must identify one value per measure on each side",
+      }]);
+    indexed.set(key, value);
+  }
+  return indexed;
+}
+function compare(
+  baseline: AnalysisResult,
+  scenario: AnalysisResult,
+  omitted: ReadonlySet<string>,
+  evaluationPair?: { readonly priorEvaluationDate: string; readonly currentEvaluationDate: string },
+): readonly AnalysisScenarioDifference[] {
+  const left = indexValues(baseline, omitted);
+  const right = indexValues(scenario, omitted);
+  const keys = [...new Set([...left.keys(), ...right.keys()])].sort();
+  return snapshotDiagnosticJson(keys.map((key) => {
+    const before = left.get(key);
+    const after = right.get(key);
+    const value = before ?? after!;
+    if (before !== undefined && after !== undefined && before.unit !== after.unit)
+      throw new DiagnosticValidationError([{
+        domain: "configuration", code: "incompatible-semantics", path: `$.values.${value.measureId}.unit`,
+        message: `Cannot compare ${before.unit} with ${after.unit}`,
+      }]);
+    const baselineValue = before?.status === "available" ? before.value : null;
+    const scenarioValue = after?.status === "available" ? after.value : null;
+    const difference = baselineValue === null || scenarioValue === null ? null : scenarioValue - baselineValue;
+    const absoluteDifference = difference !== null && Number.isFinite(difference) ? difference : null;
+    const percentage = absoluteDifference === null || baselineValue === null || baselineValue === 0
+      ? null : absoluteDifference / baselineValue;
+    const percentageDifference = percentage !== null && Number.isFinite(percentage) ? percentage : null;
+    const coordinates: Readonly<Record<string, HistoricalScalar>> = evaluationPair === undefined
+      ? value.coordinates
+      : { ...Object.fromEntries(Object.entries(value.coordinates).filter(([name]) => name !== "evaluationDate")), ...evaluationPair };
+    return { measureId: value.measureId, unit: value.unit, coordinates, baselineValue, scenarioValue, absoluteDifference, percentageDifference };
+  }));
+}
+/** Matches exact coordinates and retains unmatched values from both results. */
+export function compareAnalysisResults(baseline: AnalysisResult, scenario: AnalysisResult): readonly AnalysisScenarioDifference[] {
+  return compare(baseline, scenario, new Set());
+}
+/** Internal roll-forward alignment: evaluation is the comparison axis, not a join key. */
+export function compareAnalysisEvaluations(
+  baseline: AnalysisResult,
+  scenario: AnalysisResult,
+  priorEvaluationDate: string,
+  currentEvaluationDate: string,
+): readonly AnalysisScenarioDifference[] {
+  return compare(baseline, scenario, new Set(["evaluationDate", "originLabel"]), { priorEvaluationDate, currentEvaluationDate });
+}