@actuarial-ts/interchange 0.2.0

package/dist/referee/crosscheck.js

@@ -0,0 +1,212 @@
+import { ReservingError } from "@actuarial-ts/core";
+import { DEFAULT_GENERATOR, INTERCHANGE_SPEC_VERSION, stampIntegrity, verifyIntegrity, } from "../envelope.js";
+import { methodResultDocSchema, } from "../schemas/result.js";
+import { isValueOnlySelection, selectionDocSchema, } from "../schemas/selection.js";
+import { crosscheckReportDocSchema, } from "../schemas/crosscheck.js";
+import { CONVENTION_PROFILES } from "./profiles.js";
+function relativeDeviation(x, y) {
+    const scale = Math.max(Math.abs(x), Math.abs(y));
+    return scale === 0 ? 0 : Math.abs(x - y) / scale;
+}
+function validateInput(label, doc) {
+    const parsed = methodResultDocSchema.safeParse(doc);
+    if (!parsed.success) {
+        throw new ReservingError("BAD_INTERCHANGE", `crosscheck input "${label}" is not a valid MethodResultDoc: ${parsed.error.issues
+            .map((i) => `${i.path.join(".") || "$"}: ${i.message}`)
+            .join("; ")}`);
+    }
+    const integrity = verifyIntegrity(parsed.data);
+    if (!integrity.ok) {
+        throw new ReservingError("BAD_INTERCHANGE", `crosscheck input "${label}" fails its integrity check: stated ${integrity.actual ?? "(none)"}, ` +
+            `semantic body hashes to ${integrity.expected}`);
+    }
+    return parsed.data;
+}
+function resolveTolerance(a, b, explicit, warnings) {
+    if (typeof explicit === "number") {
+        return { central: explicit, standardError: explicit };
+    }
+    if (explicit !== undefined) {
+        return { central: explicit.central, standardError: explicit.standardError ?? null };
+    }
+    const profileA = a.result.engine.conventionProfile;
+    const profileB = b.result.engine.conventionProfile;
+    const shared = profileA !== undefined && profileA === profileB ? profileA : undefined;
+    if (shared !== undefined) {
+        const profile = CONVENTION_PROFILES[shared];
+        if (profile !== undefined) {
+            return { ...profile.tolerance };
+        }
+        warnings.push(`Convention profile "${shared}" is not in this package's registry; falling back to the ` +
+            "deterministic-cl central tolerance");
+    }
+    else {
+        warnings.push("No shared convention profile is stated on both results; falling back to the " +
+            "deterministic-cl central tolerance");
+    }
+    const fallback = CONVENTION_PROFILES["deterministic-cl"];
+    return { ...fallback.tolerance };
+}
+export function crosscheck(options) {
+    const a = validateInput("a", options.a);
+    const b = validateInput("b", options.b);
+    const warnings = [];
+    const notComparable = [];
+    // --- comparability: appliesTo tags (spec 5) ---
+    const aTo = a.result.appliesTo;
+    const bTo = b.result.appliesTo;
+    const sameTriangle = aTo.triangleIntegrity === bTo.triangleIntegrity;
+    const sameSelection = aTo.selectionIntegrity === bTo.selectionIntegrity;
+    if (!sameTriangle) {
+        notComparable.push(`the results apply to different triangles (${aTo.triangleIntegrity} vs ${bTo.triangleIntegrity})`);
+    }
+    if (!sameSelection) {
+        notComparable.push(`the results apply to different selections (${aTo.selectionIntegrity ?? "null"} vs ` +
+            `${bTo.selectionIntegrity ?? "null"}); comparability requires the same selection or both null`);
+    }
+    // --- comparability: convention profiles ---
+    const profileA = a.result.engine.conventionProfile;
+    const profileB = b.result.engine.conventionProfile;
+    if (profileA !== undefined && profileB !== undefined && profileA !== profileB) {
+        notComparable.push(`the results claim different convention profiles ("${profileA}" vs "${profileB}")`);
+    }
+    // --- the selection both results replayed, when supplied ---
+    let selection = null;
+    if (options.selection !== undefined) {
+        const parsed = selectionDocSchema.safeParse(options.selection);
+        if (!parsed.success) {
+            throw new ReservingError("BAD_INTERCHANGE", `crosscheck "selection" is not a valid SelectionDoc: ${parsed.error.issues
+                .map((i) => `${i.path.join(".") || "$"}: ${i.message}`)
+                .join("; ")}`);
+        }
+        selection = parsed.data;
+        if (sameSelection && aTo.selectionIntegrity !== selection.integrity) {
+            throw new ReservingError("BAD_INTERCHANGE", `The supplied selection's integrity (${selection.integrity}) does not match the results' ` +
+                `selectionIntegrity (${aTo.selectionIntegrity ?? "null"})`);
+        }
+    }
+    // --- comparability: origin sets ---
+    const aOrigins = a.result.rows.map((r) => r.origin);
+    for (const [label, rows] of [["a", a.result.rows], ["b", b.result.rows]]) {
+        const seen = new Set();
+        for (const row of rows) {
+            if (seen.has(row.origin)) {
+                throw new ReservingError("BAD_INTERCHANGE", `Result "${label}" lists origin "${row.origin}" more than once; per-origin comparison is ill-defined`);
+            }
+            seen.add(row.origin);
+        }
+    }
+    const bByOrigin = new Map(b.result.rows.map((r) => [r.origin, r]));
+    const aOnly = aOrigins.filter((o) => !bByOrigin.has(o));
+    const bOnly = b.result.rows.map((r) => r.origin).filter((o) => !a.result.rows.some((r) => r.origin === o));
+    if (aOnly.length > 0 || bOnly.length > 0) {
+        notComparable.push(`the results cover different origin sets (only in a: [${aOnly.join(", ")}]; only in b: [${bOnly.join(", ")}])`);
+    }
+    // --- requested vs effective downgrade (spec 3.2 / 5) ---
+    for (const [label, doc] of [
+        ["a", a],
+        ["b", b],
+    ]) {
+        if (doc.result.effectiveParameters !== undefined) {
+            warnings.push(`Comparability downgrade: engine "${label}" (${doc.result.engine.name}) ran with effective ` +
+                `parameters ${JSON.stringify(doc.result.effectiveParameters)} deviating from the requested ` +
+                `${JSON.stringify(doc.result.parameters)}`);
+        }
+    }
+    const tolerance = resolveTolerance(a, b, options.tolerance, warnings);
+    const compareSe = tolerance.standardError !== null;
+    if (!compareSe) {
+        const seOnBoth = a.result.rows.some((r) => r.standardError !== undefined) &&
+            b.result.rows.some((r) => r.standardError !== undefined);
+        if (seOnBoth) {
+            warnings.push("Both results carry standard errors but the applied tolerance has SEs out of scope; " +
+                "standard errors were not compared");
+        }
+    }
+    // --- deviations ---
+    let comparable = notComparable.length === 0;
+    const perOrigin = [];
+    let maxCentral = 0;
+    let maxSe = 0;
+    if (comparable) {
+        for (const rowA of a.result.rows) {
+            const rowB = bByOrigin.get(rowA.origin);
+            const ultimate = relativeDeviation(rowA.ultimate, rowB.ultimate);
+            const unpaid = relativeDeviation(rowA.unpaid, rowB.unpaid);
+            const standardError = compareSe && rowA.standardError !== undefined && rowB.standardError !== undefined
+                ? relativeDeviation(rowA.standardError, rowB.standardError)
+                : null;
+            maxCentral = Math.max(maxCentral, ultimate, unpaid);
+            if (standardError !== null)
+                maxSe = Math.max(maxSe, standardError);
+            perOrigin.push({ origin: rowA.origin, ultimate, unpaid, standardError });
+        }
+    }
+    const totalsA = a.result.totals;
+    const totalsB = b.result.totals;
+    const totals = comparable
+        ? {
+            ultimate: relativeDeviation(totalsA.ultimate, totalsB.ultimate),
+            unpaid: relativeDeviation(totalsA.unpaid, totalsB.unpaid),
+            standardError: compareSe &&
+                totalsA.standardError !== undefined &&
+                totalsB.standardError !== undefined
+                ? relativeDeviation(totalsA.standardError, totalsB.standardError)
+                : null,
+        }
+        : { ultimate: null, unpaid: null, standardError: null };
+    if (comparable) {
+        maxCentral = Math.max(maxCentral, totals.ultimate ?? 0, totals.unpaid ?? 0);
+        if (totals.standardError !== null)
+            maxSe = Math.max(maxSe, totals.standardError);
+    }
+    // --- verdict ---
+    let verdict;
+    if (!comparable) {
+        verdict = "not-comparable";
+        warnings.push(...notComparable.map((reason) => `Not comparable: ${reason}`));
+    }
+    else if (maxCentral > tolerance.central ||
+        (compareSe && maxSe > tolerance.standardError)) {
+        verdict = "disagree";
+    }
+    else if (selection !== null &&
+        sameSelection &&
+        aTo.selectionIntegrity !== null &&
+        isValueOnlySelection(selection.selection)) {
+        verdict = "verified-by-value";
+        warnings.push("The compared results replayed a value-only selection (every intent judgmental/external): " +
+            "no independent recomputation occurred; agreement verifies value transport, not methodology");
+    }
+    else {
+        verdict = "agree";
+    }
+    const body = {
+        engines: { a: a.result.engine, b: b.result.engine },
+        appliesTo: sameTriangle && sameSelection ? aTo : null,
+        parameters: {
+            a: { requested: a.result.parameters, effective: a.result.effectiveParameters ?? null },
+            b: { requested: b.result.parameters, effective: b.result.effectiveParameters ?? null },
+        },
+        tolerance: { central: tolerance.central, standardError: tolerance.standardError },
+        deviations: { perOrigin, totals },
+        verdict,
+        warnings,
+    };
+    const doc = stampIntegrity({
+        interchangeVersion: INTERCHANGE_SPEC_VERSION,
+        kind: "crosscheck-report",
+        generator: options.generator ?? DEFAULT_GENERATOR,
+        createdAt: options.createdAt,
+        extensions: {},
+        report: body,
+    });
+    const checked = crosscheckReportDocSchema.safeParse(doc);
+    if (!checked.success) {
+        throw new ReservingError("BAD_INTERCHANGE", `crosscheck produced an invalid report: ${checked.error.issues
+            .map((i) => `${i.path.join(".") || "$"}: ${i.message}`)
+            .join("; ")}`);
+    }
+    return checked.data;
+}
+//# sourceMappingURL=crosscheck.js.map

package/dist/referee/crosscheck.js.map

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

@@ -0,0 +1,36 @@
+/**
+ * Convention profiles (spec 5): normative alignment requirements as DATA,
+ * executable by the conformance suite. A profile names what every engine
+ * must pin so their numbers are comparable at the stated tolerances;
+ * changing an existing profile's requirements is a spec MAJOR (spec 11).
+ */
+export interface ProfileTolerance {
+    /** Relative tolerance on central estimates (ultimates, unpaid/reserves). */
+    central: number;
+    /** Relative tolerance on standard errors; null = SEs out of profile scope. */
+    standardError: number | null;
+}
+/** What one engine must run for its results to claim this profile. */
+export interface EngineAlignment {
+    /** Human-readable entry point (estimator/function/method family). */
+    entryPoint: string;
+    /** The exact parameters that must be pinned. */
+    parameters: Record<string, unknown>;
+    /** Traps the research flagged; honesty notes the referee/report surface. */
+    notes?: string[];
+}
+export interface ConventionProfile {
+    id: string;
+    description: string;
+    tolerance: ProfileTolerance;
+    alignment: {
+        "actuarial-ts": EngineAlignment;
+        "chainladder-python": EngineAlignment;
+        "r-chainladder": EngineAlignment;
+    };
+}
+export declare const DETERMINISTIC_CL_PROFILE: ConventionProfile;
+export declare const MACK_1993_VW_PROFILE: ConventionProfile;
+/** The Phase A profile registry (odp-bootstrap-distribution arrives in Phase C). */
+export declare const CONVENTION_PROFILES: Readonly<Record<string, ConventionProfile>>;
+//# sourceMappingURL=profiles.d.ts.map

package/dist/referee/profiles.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"profiles.d.ts","sourceRoot":"","sources":["../../src/referee/profiles.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAEH,MAAM,WAAW,gBAAgB;IAC/B,4EAA4E;IAC5E,OAAO,EAAE,MAAM,CAAC;IAChB,8EAA8E;IAC9E,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;CAC9B;AAED,sEAAsE;AACtE,MAAM,WAAW,eAAe;IAC9B,qEAAqE;IACrE,UAAU,EAAE,MAAM,CAAC;IACnB,gDAAgD;IAChD,UAAU,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,CAAC;IACpC,4EAA4E;IAC5E,KAAK,CAAC,EAAE,MAAM,EAAE,CAAC;CAClB;AAED,MAAM,WAAW,iBAAiB;IAChC,EAAE,EAAE,MAAM,CAAC;IACX,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,gBAAgB,CAAC;IAC5B,SAAS,EAAE;QACT,cAAc,EAAE,eAAe,CAAC;QAChC,oBAAoB,EAAE,eAAe,CAAC;QACtC,eAAe,EAAE,eAAe,CAAC;KAClC,CAAC;CACH;AAED,eAAO,MAAM,wBAAwB,EAAE,iBA4BtC,CAAC;AAEF,eAAO,MAAM,oBAAoB,EAAE,iBAyClC,CAAC;AAEF,oFAAoF;AACpF,eAAO,MAAM,mBAAmB,EAAE,QAAQ,CAAC,MAAM,CAAC,MAAM,EAAE,iBAAiB,CAAC,CAG3E,CAAC"}

package/dist/referee/profiles.js

@@ -0,0 +1,80 @@
+/**
+ * Convention profiles (spec 5): normative alignment requirements as DATA,
+ * executable by the conformance suite. A profile names what every engine
+ * must pin so their numbers are comparable at the stated tolerances;
+ * changing an existing profile's requirements is a spec MAJOR (spec 11).
+ */
+export const DETERMINISTIC_CL_PROFILE = {
+    id: "deterministic-cl",
+    description: "Factor + projection point estimates: all three engines agree to ~1e-9 under identical " +
+        "selections; standard errors are out of scope.",
+    tolerance: { central: 1e-6, standardError: null },
+    alignment: {
+        "actuarial-ts": {
+            entryPoint: "runChainLadder",
+            parameters: { selections: "identical LdfSelections (values + tail)" },
+        },
+        "chainladder-python": {
+            entryPoint: "Chainladder",
+            parameters: {
+                development: "Development(...) per the intent equivalence table, or DevelopmentConstant for value-only selections",
+            },
+        },
+        "r-chainladder": {
+            entryPoint: "chainladder / ata-based projection",
+            parameters: {
+                factors: "identical selected factors (CLFMdelta injection where feasible)",
+            },
+            notes: [
+                "CLFMdelta returns per-element foundSolution; a failed injection makes the run not-comparable, never agreement",
+            ],
+        },
+    },
+};
+export const MACK_1993_VW_PROFILE = {
+    id: "mack1993-vw",
+    description: "Volume-weighted all-period factors, Mack sigma with Mack's last-column extrapolation. " +
+        "Central estimates at 1e-6 relative; standard errors at 0.5% relative.",
+    tolerance: { central: 1e-6, standardError: 0.005 },
+    alignment: {
+        "actuarial-ts": {
+            entryPoint: "runMack",
+            parameters: {
+                selected: "omitted (volume-weighted per Mack 1993)",
+                sigma: "Mack last-column extrapolation (built in)",
+            },
+        },
+        "chainladder-python": {
+            entryPoint: "MackChainladder",
+            parameters: {
+                average: "volume",
+                n_periods: -1,
+                sigma_interpolation: "mack",
+            },
+            notes: [
+                'The DEFAULT sigma_interpolation ("log-linear") does NOT match this profile; "mack" must be pinned',
+            ],
+        },
+        "r-chainladder": {
+            entryPoint: "MackChainLadder",
+            parameters: {
+                alpha: 1,
+                "est.sigma": "Mack",
+            },
+            notes: [
+                'The DEFAULT est.sigma ("log-linear") does NOT match this profile',
+                'R silently falls back from est.sigma="log-linear" to "Mack" on poor regression fit; ' +
+                    "the adapter must record the EFFECTIVE method in effectiveParameters — the referee " +
+                    "downgrades requested≠effective comparisons",
+                "MackChainLadder(alpha) semantics: alpha=1 volume-weighted, alpha=0 simple, alpha=2 regression; " +
+                    "the lower-level chainladder(delta) uses alpha = 2 − delta — never conflate the two",
+            ],
+        },
+    },
+};
+/** The Phase A profile registry (odp-bootstrap-distribution arrives in Phase C). */
+export const CONVENTION_PROFILES = {
+    [DETERMINISTIC_CL_PROFILE.id]: DETERMINISTIC_CL_PROFILE,
+    [MACK_1993_VW_PROFILE.id]: MACK_1993_VW_PROFILE,
+};
+//# sourceMappingURL=profiles.js.map

package/dist/referee/profiles.js.map

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package/dist/schemas/bundle.d.ts

@@ -0,0 +1,45 @@
+import { z } from "zod";
+import { type GeneratorStamp } from "../envelope.js";
+import { type TriangleDoc } from "./triangle.js";
+import { type SelectionDoc } from "./selection.js";
+import { type MethodResultDoc, type StochasticResultDoc } from "./result.js";
+/**
+ * BundleDoc (spec 3.2) — the wrapped reproducibility bundle.
+ *
+ * - `bundle` is the host's existing canonical payload, carried opaquely
+ *   (this package must not depend on @actuarial-ts/compliance; compliance
+ *   depends on interchange for the wrapper, not the reverse).
+ * - `interchange` mirrors the bundle's triangles, selections, and results
+ *   as interchange documents so a non-TS consumer (`load_bundle`) never
+ *   parses the TS-native blob.
+ * - The OUTER integrity tag is defined over `{ bundle, interchange }`
+ *   (spec 3.2), so the mirror cannot drift from the wrapped payload
+ *   unnoticed. `verifyBundle`'s wrapped mode (Phase B, in compliance)
+ *   checks the inner bundle exactly as today AND this outer tag.
+ *
+ * Interfaces are written out for the same declaration-emit reason as
+ * study.ts; the schema annotations keep them honest.
+ */
+export interface BundleInterchange {
+    triangles: TriangleDoc[];
+    selections: SelectionDoc[];
+    results: (MethodResultDoc | StochasticResultDoc)[];
+    [key: string]: unknown;
+}
+export interface BundleDoc {
+    interchangeVersion: string;
+    kind: "bundle";
+    generator: GeneratorStamp & {
+        [key: string]: unknown;
+    };
+    createdAt: string;
+    extensions?: Record<string, unknown>;
+    integrity: string;
+    /** The host's existing canonical bundle payload, opaque at this layer. */
+    bundle: Record<string, unknown>;
+    interchange: BundleInterchange;
+    [key: string]: unknown;
+}
+export declare const bundleInterchangeSchema: z.ZodType<BundleInterchange>;
+export declare const bundleDocSchema: z.ZodType<BundleDoc>;
+//# sourceMappingURL=bundle.d.ts.map

package/dist/schemas/bundle.d.ts.map

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package/dist/schemas/bundle.js

@@ -0,0 +1,20 @@
+import { z } from "zod";
+import { envelopeShape } from "../envelope.js";
+import { triangleDocSchema } from "./triangle.js";
+import { selectionDocSchema } from "./selection.js";
+import { methodResultDocSchema, stochasticResultDocSchema, } from "./result.js";
+export const bundleInterchangeSchema = z
+    .object({
+    triangles: z.array(triangleDocSchema),
+    selections: z.array(selectionDocSchema),
+    results: z.array(z.union([methodResultDocSchema, stochasticResultDocSchema])),
+})
+    .passthrough();
+export const bundleDocSchema = z
+    .object({
+    ...envelopeShape("bundle"),
+    bundle: z.record(z.unknown()),
+    interchange: bundleInterchangeSchema,
+})
+    .passthrough();
+//# sourceMappingURL=bundle.js.map

package/dist/schemas/bundle.js.map

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