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Core loss modelling framework.

Reason this release was yanked:

Release deprecated - Python2 no longer supported.

Project description

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OasisLMF

The oasislmf Python package, loosely called the model development kit (MDK) or the MDK package, provides a command line interface and reusable libraries for developing and running Oasis models end-to-end, locally or remotely via the Oasis API. For running models locally the CLI provides a model subcommand with the following main subcommands:

  • model generate-keys: generates Oasis keys files that model lookups would generate; 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
  • model generate-oasis-files: generates the Oasis input CSV files, from which ground up loss (GUL), direct insured losses (IL/FM) and/or reinsurance losses are generated; it requires the provision of source exposure and optionally source accounts and reinsurance info. and scope files (in OED or RMS format), canonical profiles and aggregation profiles that describe the financial terms in "canonical" versions of the source exposure and accounts files, and other model data related assets
  • model generate-losses: generates GUL, or GUL + IL, or GUL + IL + RI losses from pre-generated Oasis files
  • model run: runs the model from start to finish by generating losses (GUL, or GUL + IL, or GUL + IL + RI) from the source data, canonical and aggregation profiles, and model data.

For remote model execution the api subcommand provides the following main subcommand:

  • api run: runs the model remotely (same as model run) but via the Oasis API

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

Installation

The latest released version of the package can be installed using pip (or pip3 if using Python 3):

pip install oasislmf

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

Dependencies

System

The package provides a built-in lookup framework (oasislmf.keys.lookup) which uses the Rtree Python package, which in turn requires the libspatialindex spatial indexing C library.

https://libspatialindex.github.io/index.html

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

  • unixodbc unixodbc-dev
  • Debian: g++ compiler build-essential, libtool, zlib1g-dev autoconf on debian distros
  • 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

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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