[REFACTOR] Move metainsuranceorg.py to a folder agents/

catbond.py → agents/catbond.py

@@ -2,9 +2,9 @@
 import isleconfig
 import numpy as np
 import scipy.stats
-from insurancecontract import InsuranceContract
-from reinsurancecontract import ReinsuranceContract
-from metainsuranceorg import MetaInsuranceOrg
+from contracts.insurancecontract import InsuranceContract
+from contracts.reinsurancecontract import ReinsuranceContract
+from agents.metainsuranceorg import MetaInsuranceOrg
 from riskmodel import RiskModel
 import sys, pdb
 import uuid

insurancefirm.py → agents/insurancefirm.py

@@ -1,7 +1,7 @@
-from metainsuranceorg import MetaInsuranceOrg
-from catbond import CatBond
+from agents.metainsuranceorg import MetaInsuranceOrg
+from agents.catbond import CatBond
 import numpy as np
-from reinsurancecontract import ReinsuranceContract
+from contracts.reinsurancecontract import ReinsuranceContract
 import isleconfig
 
 class InsuranceFirm(MetaInsuranceOrg):

metainsuranceorg.py → agents/metainsuranceorg.py

@@ -3,17 +3,16 @@
 import numpy as np
 import scipy.stats
 import copy
-from insurancecontract import InsuranceContract
-from reinsurancecontract import ReinsuranceContract
+from contracts import InsuranceContract, ReinsuranceContract
 from riskmodel import RiskModel
 import sys, pdb
 import uuid
 
 if isleconfig.use_abce:
-    from genericagentabce import GenericAgent
+    from agents.genericagentabce import GenericAgent
     #print("abce imported")
 else:
-    from genericagent import GenericAgent
+    from agents.genericagent import GenericAgent
     #print("abce not imported")
 
 def get_mean(x):
@@ -55,17 +54,7 @@ def init(self, simulation_parameters, agent_parameters):
         self.cash_last_periods = list(np.zeros(4, dtype=int)*self.cash)
 
         rm_config = agent_parameters['riskmodel_config']
-        self.riskmodel = RiskModel(damage_distribution=rm_config["damage_distribution"], \
-                                     expire_immediately=rm_config["expire_immediately"], \
-                                     cat_separation_distribution=rm_config["cat_separation_distribution"], \
-                                     norm_premium=rm_config["norm_premium"], \
-                                     category_number=rm_config["no_categories"], \
-                                     init_average_exposure=rm_config["risk_value_mean"], \
-                                     init_average_risk_factor=rm_config["risk_factor_mean"], \
-                                     init_profit_estimate=rm_config["norm_profit_markup"], \
-                                     margin_of_safety=rm_config["margin_of_safety"], \
-                                     var_tail_prob=rm_config["var_tail_prob"], \
-                                     inaccuracy=rm_config["inaccuracy_by_categ"])
+        self.riskmodel = RiskModel(**rm_config)
 
         self.category_reinsurance = [None for i in range(self.simulation_no_risk_categories)]
         if self.simulation_reinsurance_type == 'non-proportional':

reinsurancefirm.py → agents/reinsurancefirm.py

@@ -1,5 +1,5 @@
-#from metainsuranceorg import MetaInsuranceOrg
-from insurancefirm import InsuranceFirm
+#from agents.metainsuranceorg import MetaInsuranceOrg
+from agents.insurancefirm import InsuranceFirm
 
 class ReinsuranceFirm(InsuranceFirm):
     """ReinsuranceFirm class. 

contracts/__init__.py

@@ -0,0 +1,2 @@
+from .insurancecontract import InsuranceContract
+from .reinsurancecontract import ReinsuranceContract

insurancecontract.py → contracts/insurancecontract.py

@@ -1,6 +1,6 @@
 import numpy as np
 
-from metainsurancecontract import MetaInsuranceContract
+from contracts.metainsurancecontract import MetaInsuranceContract
 
 
 class InsuranceContract(MetaInsuranceContract):

reinsurancecontract.py → contracts/reinsurancecontract.py

@@ -1,6 +1,6 @@
 import numpy as np
 
-from metainsurancecontract import MetaInsuranceContract 
+from contracts.metainsurancecontract import MetaInsuranceContract 
 
 class ReinsuranceContract(MetaInsuranceContract):
     """ReinsuranceContract class.
@@ -66,4 +66,4 @@ def mature(self, time):
         if np.random.uniform(0,1,1) < 0.95:
             reinrisk = self.property_holder.create_reinrisk(time,self.category)
             if reinrisk is not None and hasattr(self.insurer, 'reinrisks_kept'):
-                self.insurer.reinrisks_kept.append(reinrisk)
+                self.insurer.reinrisks_kept.append(reinrisk)

insurancesimulation.py

@@ -1,6 +1,6 @@
-from insurancefirm import InsuranceFirm
+from agents.insurancefirm import InsuranceFirm
 #from riskmodel import RiskModel
-from reinsurancefirm import ReinsuranceFirm
+from agents.reinsurancefirm import ReinsuranceFirm
 from distributiontruncated import TruncatedDistWrapper
 import numpy as np
 import scipy.stats
@@ -123,18 +123,19 @@ def __init__(self, override_no_riskmodels, replic_ID, simulation_parameters, rc_
 
         self.inaccuracy = random.sample(self.inaccuracy, self.simulation_parameters["no_riskmodels"])
 
-        risk_model_configurations = [{"damage_distribution": self.damage_distribution,
-                                      "expire_immediately": self.simulation_parameters["expire_immediately"],
-                                      "cat_separation_distribution": self.cat_separation_distribution,
-                                      "norm_premium": self.norm_premium,
-                                      "no_categories": self.simulation_parameters["no_categories"],
-                                      "risk_value_mean": risk_value_mean,
-                                      "risk_factor_mean": risk_factor_mean,
-                                      "norm_profit_markup": self.simulation_parameters["norm_profit_markup"],
-                                      "margin_of_safety": self.simulation_parameters["riskmodel_margin_of_safety"],
-                                      "var_tail_prob": self.simulation_parameters["value_at_risk_tail_probability"],
-                                      "inaccuracy_by_categ": self.inaccuracy[i]} \
-                                      for i in range(self.simulation_parameters["no_riskmodels"])]
+        risk_model_configurations = [
+            {"damage_distribution": self.damage_distribution,
+             "expire_immediately": self.simulation_parameters["expire_immediately"],
+             "cat_separation_distribution": self.cat_separation_distribution,
+             "norm_premium": self.norm_premium,
+             "category_number": self.simulation_parameters["no_categories"],
+             "init_average_exposure": risk_value_mean,
+             "init_average_risk_factor": risk_factor_mean,
+             "init_profit_estimate": self.simulation_parameters["norm_profit_markup"],
+             "margin_of_safety": self.simulation_parameters["riskmodel_margin_of_safety"],
+             "var_tail_prob": self.simulation_parameters["value_at_risk_tail_probability"],
+             "inaccuracy": self.inaccuracy[i]}
+             for i in range(self.simulation_parameters["no_riskmodels"])]
 
         # prepare setting up agents (to be done from start.py)
         self.agent_parameters = {"insurancefirm": [], "reinsurance": []}    # TODO: rename reinsurance -> reinsurancefirm (also in start.py and below in method accept_agents
@@ -224,34 +225,22 @@ def build_agents(self, agent_class, agent_class_string, parameters, agent_parame
     def accept_agents(self, agent_class_string, agents, agent_group=None, time=0):
         # TODO: fix agent id's for late entrants (both firms and catbonds)
         if agent_class_string == "insurancefirm":
-            try:
-                self.insurancefirms += agents
-                self.insurancefirms_group = agent_group
-            except:
-                print(sys.exc_info())
-                pdb.set_trace()
+            self.insurancefirms += agents
+            self.insurancefirms_group = agent_group
             # fix self.history_logs['individual_contracts'] list
             for agent in agents:
                 self.logger.add_insurance_agent()
             # remove new agent cash from simulation cash to ensure stock flow consistency
             new_agent_cash = sum([agent.cash for agent in agents])
             self.reduce_money_supply(new_agent_cash)
         elif agent_class_string == "reinsurance":
-            try:
-                self.reinsurancefirms += agents
-                self.reinsurancefirms_group = agent_group
-            except:
-                print(sys.exc_info())
-                pdb.set_trace()
+            self.reinsurancefirms += agents
+            self.reinsurancefirms_group = agent_group
             # remove new agent cash from simulation cash to ensure stock flow consistency
             new_agent_cash = sum([agent.cash for agent in agents])
             self.reduce_money_supply(new_agent_cash)
         elif agent_class_string == "catbond":
-            try:
-                self.catbonds += agents
-            except:
-                print(sys.exc_info())
-                pdb.set_trace()            
+            self.catbonds += agents
         else:
             assert False, "Error: Unexpected agent class used {0:s}".format(agent_class_string)
 

resume.py

@@ -60,9 +60,9 @@
     from abce import gui
 
 from insurancesimulation import InsuranceSimulation
-from insurancefirm import InsuranceFirm
+from agents.insurancefirm import InsuranceFirm
 from riskmodel import RiskModel
-from reinsurancefirm import ReinsuranceFirm
+from agents.reinsurancefirm import ReinsuranceFirm
 
 # create conditional decorator
 def conditionally(decorator_function, condition):

start.py

@@ -19,9 +19,9 @@
 override_no_riskmodels = False
 
 from insurancesimulation import InsuranceSimulation
-from insurancefirm import InsuranceFirm
+from agents.insurancefirm import InsuranceFirm
 from riskmodel import RiskModel
-from reinsurancefirm import ReinsuranceFirm
+from agents.reinsurancefirm import ReinsuranceFirm
 import logger
 import calibrationscore