vates 0.1.0__tar.gz

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  1. vates-0.1.0/LICENSE +21 -0
  2. vates-0.1.0/PKG-INFO +106 -0
  3. vates-0.1.0/README.md +91 -0
  4. vates-0.1.0/pyproject.toml +24 -0
  5. vates-0.1.0/setup.cfg +4 -0
  6. vates-0.1.0/vates/__init__.py +30 -0
  7. vates-0.1.0/vates/_core/__init__.py +16 -0
  8. vates-0.1.0/vates/_core/_html_generator.py +529 -0
  9. vates-0.1.0/vates/_core/cli.py +28 -0
  10. vates-0.1.0/vates/_core/keyed_array.py +340 -0
  11. vates-0.1.0/vates/_core/proj_model_engine.py +518 -0
  12. vates-0.1.0/vates/_core/proj_variables.py +283 -0
  13. vates-0.1.0/vates/_core/stoch_executor.py +309 -0
  14. vates-0.1.0/vates/_core/utils.py +233 -0
  15. vates-0.1.0/vates/alm/__init__.py +27 -0
  16. vates-0.1.0/vates/alm/assets/__init__.py +25 -0
  17. vates-0.1.0/vates/alm/assets/_bond_fixed_component.py +376 -0
  18. vates-0.1.0/vates/alm/assets/_derivative_pricer.py +255 -0
  19. vates-0.1.0/vates/alm/assets/asset_base.py +226 -0
  20. vates-0.1.0/vates/alm/assets/bond_fixed.py +375 -0
  21. vates-0.1.0/vates/alm/assets/builders/__init__.py +11 -0
  22. vates-0.1.0/vates/alm/assets/builders/asset_creation.py +48 -0
  23. vates-0.1.0/vates/alm/assets/builders/bond_fixed_builder.py +251 -0
  24. vates-0.1.0/vates/alm/assets/builders/equity_option_builder.py +125 -0
  25. vates-0.1.0/vates/alm/assets/cash.py +147 -0
  26. vates-0.1.0/vates/alm/assets/equity.py +184 -0
  27. vates-0.1.0/vates/alm/assets/equity_option.py +248 -0
  28. vates-0.1.0/vates/alm/econs/__init__.py +14 -0
  29. vates-0.1.0/vates/alm/econs/credit_band.py +95 -0
  30. vates-0.1.0/vates/alm/econs/currency.py +57 -0
  31. vates-0.1.0/vates/alm/econs/equity_index.py +120 -0
  32. vates-0.1.0/vates/alm/econs/market_info.py +49 -0
  33. vates-0.1.0/vates/alm/econs/yield_curve.py +135 -0
  34. vates-0.1.0/vates/alm/enums.py +34 -0
  35. vates-0.1.0/vates/alm/funds/__init__.py +10 -0
  36. vates-0.1.0/vates/alm/funds/_asset_allocator.py +425 -0
  37. vates-0.1.0/vates/alm/funds/_fund_calculator.py +332 -0
  38. vates-0.1.0/vates/alm/funds/fund.py +322 -0
  39. vates-0.1.0/vates/alm/liabs/__init__.py +7 -0
  40. vates-0.1.0/vates/alm/liabs/ext_proj_liab.py +130 -0
  41. vates-0.1.0/vates/alm/liabs/liab_base.py +208 -0
  42. vates-0.1.0/vates/solvency/__init__.py +6 -0
  43. vates-0.1.0/vates/solvency/cn_cross2/__init__.py +27 -0
  44. vates-0.1.0/vates/solvency/cn_cross2/params.py +186 -0
  45. vates-0.1.0/vates/solvency/cn_cross2/quant_risk_min_cap.py +366 -0
  46. vates-0.1.0/vates/utils/__init__.py +96 -0
  47. vates-0.1.0/vates/utils/curve_conversion.py +297 -0
  48. vates-0.1.0/vates/utils/curve_extrapolation.py +334 -0
  49. vates-0.1.0/vates/utils/curve_interpolation.py +168 -0
  50. vates-0.1.0/vates/utils/data_classes.py +26 -0
  51. vates-0.1.0/vates/utils/qfi.py +83 -0
  52. vates-0.1.0/vates/utils/risk_module.py +55 -0
  53. vates-0.1.0/vates/utils/uncategorized.py +28 -0
  54. vates-0.1.0/vates.egg-info/PKG-INFO +106 -0
  55. vates-0.1.0/vates.egg-info/SOURCES.txt +56 -0
  56. vates-0.1.0/vates.egg-info/dependency_links.txt +1 -0
  57. vates-0.1.0/vates.egg-info/requires.txt +3 -0
  58. vates-0.1.0/vates.egg-info/top_level.txt +1 -0
vates-0.1.0/LICENSE ADDED
@@ -0,0 +1,21 @@
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+ MIT License
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+
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+ Copyright (c) 2026 Shanya Shi
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+
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+ Permission is hereby granted, free of charge, to any person obtaining a copy
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+ of this software and associated documentation files (the "Software"), to deal
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+ in the Software without restriction, including without limitation the rights
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+ to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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+ copies of the Software, and to permit persons to whom the Software is
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+ furnished to do so, subject to the following conditions:
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+
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+ The above copyright notice and this permission notice shall be included in all
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+ copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+ IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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+ FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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+ AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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+ LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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+ OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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+ SOFTWARE.
vates-0.1.0/PKG-INFO ADDED
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+ Metadata-Version: 2.4
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+ Name: vates
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+ Version: 0.1.0
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+ Summary: Python actuarial model
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+ Author-email: Shanya Shi <shanyashi2025@gmail.com>
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+ License: MIT
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+ Keywords: actuarial model,asset-liability model,alm
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+ Requires-Python: >=3.12
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+ Description-Content-Type: text/markdown
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+ License-File: LICENSE
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+ Requires-Dist: numpy>=2.2.6
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+ Requires-Dist: pandas<3.0.0,>=2.3.0
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+ Requires-Dist: scipy
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+ Dynamic: license-file
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+
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+ # Vates Project
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+
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+ Open-source Python framework and sample implementations for actuarial modeling.
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+
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+ ### How this repo is organized
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+
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+ 1. **`vates/`** — The **standard** library / installable package: reusable framework code (`pip install -e .`).
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+ 2. **`examples/model/`** — **Example / tutorial for model developers** (company builders): reference models (`fund_model.py`, `port_monte_carlo.py`) and local package(s) (`local_package/`).
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+ 3. **Other folders under `examples/`** (`scripts/`, `cli/`, `input/`, …) — **Example / tutorial for most colleagues**: how to run models for analysis and reporting (commands, sample data), without editing framework or model code.
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+ 4. The **`gui/`** app is another way for analysts to run tasks.
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+
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+ ## Install the framework (`vates`)
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+
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+ Work from the **repository root**.
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+
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+ ### 1. Create a virtual environment (recommended)
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+
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+ **PowerShell** (Windows):
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+
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+ ```powershell
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+ cd path\to\your\project
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+ python -m venv .venv
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+ .venv\Scripts\Activate.ps1
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+ ```
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+
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+ If activation is blocked by execution policy, run once in that window:
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+
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+ ```powershell
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+ Set-ExecutionPolicy -Scope Process -ExecutionPolicy Bypass
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+ ```
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+
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+ Then run `Activate.ps1` again.
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+
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+ **Command Prompt** (`cmd.exe`):
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+
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+ ```bat
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+ cd path\to\your\project
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+ python -m venv .venv
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+ .venv\Scripts\activate.bat
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+ ```
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+
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+ You should see `(.venv)` in the prompt when the environment is active.
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+
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+ ### 2. Install `vates` in editable mode
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+
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+ ```powershell
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+ pip install -e .
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+ ```
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+
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+ This installs the distribution **`vates`** in editable mode; import the library as **`import vates`**.
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+
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+ ## Project layout
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+
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+ | Path | Role |
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+ |---------------------|--------------------------------------------------|
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+ | `vates/` | Core framework and library (`pip install -e .`). |
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+ | `examples/model/` | Reference models and company-style package(s). |
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+ | `examples/scripts/` | Python scripts that call the reference models. |
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+ | `examples/cli/` | CLI commands and model args json files. |
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+ | `examples/input/` | Sample CSV input data. |
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+ | `gui/` | End-user launcher. |
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+ | `docs/` | Structure notes and discussions. |
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+
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+
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+ ## Quick start
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+
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+ ### 1) Example Models
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+
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+ | No | Example Model | Python Script | CLI + json |
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+ |----|-----------------------|------------------------------------------|-----------------------------|
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+ | 1 | 01_asset_proj | `python .\examples\scripts\script_01.py` | `.\examples\cli\cli_01.bat` |
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+ | 2 | 02_fund_proj | `python .\examples\scripts\script_02.py` | `.\examples\cli\cli_02.bat` |
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+ | 3 | 03_cross_proj | `python .\examples\scripts\script_11.py` | `.\examples\cli\cli_11.bat` |
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+ | 5 | 21_smith_wilson | `python .\examples\scripts\script_21.py` | `.\examples\cli\cli_21.bat` |
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+
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+
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+ - Model output can be found in `.\examples\results\script_*` and/or `.\examples\results\cli_*`
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+ - CLI is configured via the corresponding json file `.\examples\cli\model_args_*.json`.
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+
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+
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+ ### 2) GUI
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+
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+ Start GUI:
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+ ```powershell
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+ .\gui\start.bat
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+ ```
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+
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+ ## For model developers
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+
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+ - Treat **`examples/model/`** as a **reference** layout: copy `local_package/` (rename to your company package) and the model files into your own repository.
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+ - Keep company-specific code **outside** `vates/`; depend on **`vates`** via `pip install` or your dependency mechanism.
vates-0.1.0/README.md ADDED
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+ # Vates Project
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+
3
+ Open-source Python framework and sample implementations for actuarial modeling.
4
+
5
+ ### How this repo is organized
6
+
7
+ 1. **`vates/`** — The **standard** library / installable package: reusable framework code (`pip install -e .`).
8
+ 2. **`examples/model/`** — **Example / tutorial for model developers** (company builders): reference models (`fund_model.py`, `port_monte_carlo.py`) and local package(s) (`local_package/`).
9
+ 3. **Other folders under `examples/`** (`scripts/`, `cli/`, `input/`, …) — **Example / tutorial for most colleagues**: how to run models for analysis and reporting (commands, sample data), without editing framework or model code.
10
+ 4. The **`gui/`** app is another way for analysts to run tasks.
11
+
12
+ ## Install the framework (`vates`)
13
+
14
+ Work from the **repository root**.
15
+
16
+ ### 1. Create a virtual environment (recommended)
17
+
18
+ **PowerShell** (Windows):
19
+
20
+ ```powershell
21
+ cd path\to\your\project
22
+ python -m venv .venv
23
+ .venv\Scripts\Activate.ps1
24
+ ```
25
+
26
+ If activation is blocked by execution policy, run once in that window:
27
+
28
+ ```powershell
29
+ Set-ExecutionPolicy -Scope Process -ExecutionPolicy Bypass
30
+ ```
31
+
32
+ Then run `Activate.ps1` again.
33
+
34
+ **Command Prompt** (`cmd.exe`):
35
+
36
+ ```bat
37
+ cd path\to\your\project
38
+ python -m venv .venv
39
+ .venv\Scripts\activate.bat
40
+ ```
41
+
42
+ You should see `(.venv)` in the prompt when the environment is active.
43
+
44
+ ### 2. Install `vates` in editable mode
45
+
46
+ ```powershell
47
+ pip install -e .
48
+ ```
49
+
50
+ This installs the distribution **`vates`** in editable mode; import the library as **`import vates`**.
51
+
52
+ ## Project layout
53
+
54
+ | Path | Role |
55
+ |---------------------|--------------------------------------------------|
56
+ | `vates/` | Core framework and library (`pip install -e .`). |
57
+ | `examples/model/` | Reference models and company-style package(s). |
58
+ | `examples/scripts/` | Python scripts that call the reference models. |
59
+ | `examples/cli/` | CLI commands and model args json files. |
60
+ | `examples/input/` | Sample CSV input data. |
61
+ | `gui/` | End-user launcher. |
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+ | `docs/` | Structure notes and discussions. |
63
+
64
+
65
+ ## Quick start
66
+
67
+ ### 1) Example Models
68
+
69
+ | No | Example Model | Python Script | CLI + json |
70
+ |----|-----------------------|------------------------------------------|-----------------------------|
71
+ | 1 | 01_asset_proj | `python .\examples\scripts\script_01.py` | `.\examples\cli\cli_01.bat` |
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+ | 2 | 02_fund_proj | `python .\examples\scripts\script_02.py` | `.\examples\cli\cli_02.bat` |
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+ | 3 | 03_cross_proj | `python .\examples\scripts\script_11.py` | `.\examples\cli\cli_11.bat` |
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+ | 5 | 21_smith_wilson | `python .\examples\scripts\script_21.py` | `.\examples\cli\cli_21.bat` |
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+
76
+
77
+ - Model output can be found in `.\examples\results\script_*` and/or `.\examples\results\cli_*`
78
+ - CLI is configured via the corresponding json file `.\examples\cli\model_args_*.json`.
79
+
80
+
81
+ ### 2) GUI
82
+
83
+ Start GUI:
84
+ ```powershell
85
+ .\gui\start.bat
86
+ ```
87
+
88
+ ## For model developers
89
+
90
+ - Treat **`examples/model/`** as a **reference** layout: copy `local_package/` (rename to your company package) and the model files into your own repository.
91
+ - Keep company-specific code **outside** `vates/`; depend on **`vates`** via `pip install` or your dependency mechanism.
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+ [build-system]
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+ requires = ["setuptools>=61.0", "wheel"]
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+ build-backend = "setuptools.build_meta"
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+
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+ [project]
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+ name = "vates"
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+ version = "0.1.0"
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+ description = "Python actuarial model"
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+ readme = "README.md"
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+ requires-python = ">=3.12"
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+ license = { text = "MIT" }
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+ authors = [
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+ {name = "Shanya Shi", email = "shanyashi2025@gmail.com"}
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+ ]
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+ keywords = ["actuarial model", "asset-liability model", "alm"]
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+ dependencies = [
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+ "numpy>=2.2.6",
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+ "pandas>=2.3.0, <3.0.0",
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+ "scipy",
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+ ]
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+
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+ [tool.setuptools.packages.find]
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+ where = ["."]
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+ include = ["vates*"]
vates-0.1.0/setup.cfg ADDED
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+ [egg_info]
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+ tag_build =
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+ tag_date = 0
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+
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+ from vates._core import (
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+ cli_main,
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+ cli_run,
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+ ProjModelEngine,
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+ StochExecutor,
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+ ConstVariable,
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+ TDepVariable,
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+ KeyedArray,
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+ )
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+ from vates import utils
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+
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+ from vates import alm
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+ from vates import solvency
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+
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+ __all__ = [
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+ # core
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+ 'cli_main',
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+ 'cli_run',
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+ 'ProjModelEngine',
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+ 'StochExecutor',
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+ 'ConstVariable',
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+ 'TDepVariable',
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+ 'KeyedArray',
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+ # utils
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+ 'utils',
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+ # libs
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+ 'alm',
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+ 'solvency',
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+
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+ ]
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+ from vates._core.proj_model_engine import ProjModelEngine
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+ from vates._core.stoch_executor import StochExecutor
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+ from vates._core.proj_variables import ConstVariable, TDepVariable
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+ from vates._core.cli import cli_main, cli_run
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+ from vates._core.keyed_array import KeyedArray
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+
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+
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+ __all__ = [
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+ 'cli_main',
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+ 'cli_run',
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+ 'ProjModelEngine',
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+ 'StochExecutor',
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+ 'ConstVariable',
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+ 'TDepVariable',
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+ 'KeyedArray',
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+ ]