Core loss modelling framework.
Project description
OasisLMF
The oasislmf
Python package, loosely called the model development kit (MDK) or the MDK package, provides a command line toolkit for developing, testing and running Oasis models end-to-end locally, or remotely via the Oasis API. It can generate ground-up losses (GUL), direct/insured losses (IL) and reinsurance losses (RIL). It can also generate deterministic losses at all these levels.
Features
For running models locally the CLI provides a model
subcommand with the following options:
model generate-exposure-pre-analysis
: generate new Exposure input using user custom code (ex: geo-coding, exposure enhancement, or dis-aggregation...)model generate-keys
: generates Oasis keys files from model lookups; these are essentially line items of (location ID, peril ID, coverage type ID, area peril ID, vulnerability ID) where peril ID and coverage type ID span the full set of perils and coverage types that the model supports; if the lookup is for a complex/custom model the keys file will have the same format except that area peril ID and vulnerability ID are replaced by a model data JSON stringmodel generate-oasis-files
: generates the Oasis input CSV files for losses (GUL, GUL + IL, or GUL + IL + RIL); it requires the provision of source exposure and optionally source accounts and reinsurance info. and scope files (in OED format), as well as assets for instantiating model lookups and generating keys filesmodel generate-losses
: generates losses (GUL, or GUL + IL, or GUL + IL + RIL) from a set of pre-existing Oasis filesmodel run
: runs the model from start to finish by generating losses (GUL, or GUL + IL, or GUL + IL + RIL) from the source exposure, and optionally source accounts and reinsurance info. and scope files (in OED or RMS format), as well as assets related to lookup instantiation and keys file generation
The optional --summarise-exposure
flag can be issued with model generate-oasis-files
and model run
to generate a summary of Total Insured Values (TIVs) grouped by coverage type and peril. This produces the exposure_summary_report.json
file.
For remote model execution the api
subcommand provides the following main subcommand:
api run
: runs the model remotely (same asmodel run
) but via the Oasis API
For generating deterministic losses an exposure run
subcommand is available:
exposure run
: generates deterministic losses (GUL, or GUL + IL, or GUL + IL + RIL)
The reusable libraries are organised into several sub-packages, the most relevant of which from a model developer or user's perspective are:
api_client
model_preparation
model_execution
utils
Minimum Python Requirements
Starting from 1st January 2019, Pandas will no longer be supporting Python 2. As Pandas is a key dependency of the MDK we are dropping Python 2 (2.7) support as of this release (1.3.4). The last version which still supports Python 2.7 is version 1.3.3
(published 12/03/2019).
Also for this release (and all future releases) a minimum of Python 3.6 is required.
Installation
The latest released version of the package, or a specific package version, can be installed using pip
:
pip install oasislmf[==<version string>]
Alternatively you can install the latest development version using:
pip install git+{https,ssh}://git@github.com/OasisLMF/OasisLMF
You can also install from a specific branch <branch name>
using:
pip install [-v] git+{https,ssh}://git@github.com/OasisLMF/OasisLMF.git@<branch name>#egg=oasislmf
Enable Bash completion
Bash completion is a functionality which bash helps users type their commands by presenting possible options when users press the tab key while typing a command.
Once oasislmf is installed you'll need to be activate the feature by sourcing a bash file. (only needs to be run once)
Local
oasislmf admin enable-bash-complete
Global
echo 'complete -C completer_oasislmf oasislmf' | sudo tee /usr/share/bash-completion/completions/oasislmf
Dependencies
System
The package provides a built-in lookup framework (oasislmf.model_preparation.lookup.OasisLookup
) which uses the Rtree Python package, which in turn requires the libspatialindex
spatial indexing C library.
https://libspatialindex.github.io/index.html
Linux users can install the development version of libspatialindex
from the command line using apt
.
[sudo] apt install -y libspatialindex-dev
and OS X users can do the same via brew
.
brew install spatialindex
The PiWind demonstration model uses the built-in lookup framework, therefore running PiWind or any model which uses the built-in lookup, requires that you install libspatialindex
.
GNU/Linux
For GNU/Linux the following is a specific list of required system libraries
-
Debian: g++ compiler build-essential, libtool, zlib1g-dev autoconf on debian distros
sudo apt install g++ build-essential libtool zlib1g-dev autoconf
-
Red Hat: 'Development Tools' and zlib-devel
Python
Package Python dependencies are controlled by pip-tools
. To install the development dependencies first, install pip-tools
using:
pip install pip-tools
and run:
pip-sync
To add new dependencies to the development requirements add the package name to requirements.in
or
to add a new dependency to the installed package add the package name to requirements-package.in
.
Version specifiers can be supplied to the packages but these should be kept as loose as possible so that
all packages can be easily updated and there will be fewer conflict when installing.
After adding packages to either *.in
file:
pip-compile && pip-sync
should be ran ensuring the development dependencies are kept up to date.
Testing
To test the code style run:
flake8
To test against all supported python versions run:
tox
To test against your currently installed version of python run:
py.test
To run the full test suite run:
./runtests.sh
Publishing
Before publishing the latest version of the package make you sure increment the __version__
value in oasislmf/__init__.py
, and commit the change. You'll also need to install the twine
Python package which setuptools
uses for publishing packages on PyPI. If publishing wheels then you'll also need to install the wheel
Python package.
Using the publish
subcommand in setup.py
The distribution format can be either a source distribution or a platform-specific wheel. To publish the source distribution package run:
python setup.py publish --sdist
or to publish the platform specific wheel run:
python setup.py publish --wheel
Creating a bdist for another platform
To create a distribution for a non-host platform use the --plat-name
flag:
python setup.py bdist_wheel --plat-name Linux_x86_64
or
python setup.py bdist_wheel --plat-name Darwin_x86_64
Manually publishing, with a GPG signature
The first step is to create the distribution package with the desired format: for the source distribution run:
python setup.py sdist
which will create a .tar.gz
file in the dist
subfolder, or for the platform specific wheel run:
python setup.py bdist_wheel
which will create .whl
file in the dist
subfolder. To attach a GPG signature using your default private key you can then run:
gpg --detach-sign -a dist/<package file name>.{tar.gz,whl}
This will create .asc
signature file named <package file name>.{tar.gz,whl}.asc
in dist
. You can just publish the package with the signature using:
twine upload dist/<package file name>.{tar.gz,whl} dist/<package file name>.{tar.gz,whl}.asc
Documentation
License
The code in this project is licensed under BSD 3-clause license.
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