Also added LRU caching to DistributionTruncated.ppf for a speed boost.

…essary parameter assignments (they were immediately overwritten)

… for a general loop to initialise agent parameters.

…e now as a result, especially in insurancesimulation.py

… corrections/structure changes.

…ital_entry, count_underwritten_risks_by_category

Removed redundant functions from metainsuranceorg: adjust_dividend, adjust_capacity_target.

… cleanup

…nction (get_newrisks_by_type) for organising new risks (start to cleaning up iterate function). Removed some imports from start.py.

…caching (since tuples are hashable). Tested, lead to a small performance increase. Also did misc cleanup etc.

…nterest.

…urance_non_proportional_by_category as they were almost the same.

…e to compiled bytecode.

Done so simplify diffs with future commits.

the category each reinsurance firm is insuring on the edge labels.

…orks, including network visualisation.

… private

# Conflicts:
#	catbond.py
#	distributionreinsurance.py
#	distributiontruncated.py
#	ensemble.py
#	genericagent.py
#	genericagentabce.py
#	insurancecontract.py
#	insurancefirm.py
#	insurancesimulation.py
#	isleconfig.py
#	logger.py
#	metainsurancecontract.py
#	metainsuranceorg.py
#	metaplotter_pl_timescale_additional_measures.py
#	plotter_pl_timescale.py
#	reinsurancecontract.py
#	reinsurancefirm.py
#	resume.py
#	riskmodel.py
#	setup.py
#	start.py
#	visualisation.py

# Conflicts:
#	catbond.py
#	distributionreinsurance.py
#	distributiontruncated.py
#	ensemble.py
#	genericagent.py
#	genericagentabce.py
#	insurancecontract.py
#	insurancefirm.py
#	insurancesimulation.py
#	isleconfig.py
#	logger.py
#	metainsurancecontract.py
#	metainsuranceorg.py
#	metaplotter_pl_timescale_additional_measures.py
#	plotter_pl_timescale.py
#	reinsurancecontract.py
#	reinsurancefirm.py
#	resume.py
#	riskmodel.py
#	setup.py
#	start.py
#	visualisation.py
#	visualization_network.py

# Conflicts:
#	insurancesimulation.py
#	resume.py

…th insurance and reinsurance contracts. Can also save files as mp4. Also can now see events on time series and pie charts.

# Conflicts:
#	insurancesimulation.py
#	logger.py
#	visualisation.py

…model inaccuracy based on firm size. A firm that holds many risks will have a less inaccurate model and charge higher premiums than a firm that holds few risks.

…nning file. Added events to pie chart.

…aves) saved network data. Can be called fun from command line. Also added unique firm IDs to nodes. Added event timings to network.

…DF, CDF doesnt work for data set.

…EADME.

# Conflicts:
#	start.py

# Conflicts:
#	catbond.py
#	insurancefirms.py
#	insurancesimulation.py
#	metainsuranceorg.py
#	riskmodel.py

…ith a subplot for each type of firm. Needs automating.

…a.py. Can now take any provided data file and plot insurance and reinsurance data for each risk model. Saves files automatically.

…t bought after one iteration they are dissolved.

…ws logging)

… of run (i.e. doesnt need networkx). Added condition to isleconfig for allowing buying other firms.

…sted file is saved.

…which stops underwriting, or sells off firm. Included condition in isleconfig to enable/disable. Fixed bug causing non operational firms rolling over contracts. Simulation also keeps track of firms exiting due to regulations and being bought. Simulation also only iterates through operational firms, otherwise unnecessary looping/dissolutions. Adjusted firm pricing, might still need changing.

… if large enough damage. Called from simulation and added condition in isleconfig to enable.

…nd allows a 24 month grace period for new firms. Aid budget is now simulation parameter. Changed method of selling bankrupt firms in simulation, to just selling firms (helps logging). Now properly records and saves cumulative values in logger/simulation/ensemble(e.g. bankruptcies, bought firms). Network data should now properly save for ensemble runs.

# Conflicts:
#	calibration_conditions.py
#	calibrationscore.py
#	catbond.py
#	distribution_wrapper_test.py
#	distributionreinsurance.py
#	distributiontruncated.py
#	ensemble.py
#	genericagent.py
#	genericagentabce.py
#	insurancecontract.py
#	insurancefirm.py
#	insurancesimulation.py
#	isleconfig.py
#	listify.py
#	logger.py
#	metainsurancecontract.py
#	metainsuranceorg.py
#	metaplotter.py
#	metaplotter_pl_timescale.py
#	metaplotter_pl_timescale_additional_measures.py
#	plotter.py
#	plotter_pl_timescale.py
#	reinsurancecontract.py
#	reinsurancefirm.py
#	resume.py
#	riskmodel.py
#	setup.py
#	start.py
#	visualisation.py
#	visualization_network.py

# Conflicts:
#	calibration_conditions.py
#	calibrationscore.py
#	catbond.py
#	distribution_wrapper_test.py
#	distributionreinsurance.py
#	distributiontruncated.py
#	ensemble.py
#	genericagent.py
#	genericagentabce.py
#	insurancecontract.py
#	insurancefirm.py
#	insurancesimulation.py
#	isleconfig.py
#	listify.py
#	logger.py
#	metainsurancecontract.py
#	metainsuranceorg.py
#	metaplotter.py
#	metaplotter_pl_timescale.py
#	metaplotter_pl_timescale_additional_measures.py
#	plotter.py
#	plotter_pl_timescale.py
#	reinsurancecontract.py
#	reinsurancefirm.py
#	resume.py
#	riskmodel.py
#	setup.py
#	start.py
#	visualisation.py
#	visualization_network.py

…lso can now use event data. Only looks at given range of data (remove transient period). Basic chi squared test but really need more replications (100+)

…e excluded) safety margin from actual VaR calculation in regulator.

…added to visualisation.py. Other minor changes.

# Conflicts:
#	centralbank.py
#	metainsuranceorg.py
#	reinsurancecontract.py
#	start.py
#	visualisation.py

…insurance (loads of market exits but calculates reinsurance capital correctly)