2f:T1b7a,spec = ({ $schema: "https://vega.github.io/schema/vega/v5.json", background: "white", padding: 5, width: 330 + 200, height: 150 + 100, style: "cell", data: [ { name: "projection", values: [] }, { name: "data_1", source: "projection", transform: [{ type: "formula", expr: "0", as: "m" }] }, { name: "data_2", source: "data_1", transform: [ { type: "formula", expr: "120", as: "m2" }, { type: "filter", expr: 'isValid(datum["year_in"]) && isFinite(+datum["year_in"])' } ] }, { name: "data_3", source: "data_1", transform: [ { type: "formula", expr: "-80", as: "m2" }, { type: "filter", expr: 'isValid(datum["year_in"]) && isFinite(+datum["year_in"])' } ] }, { name: "data_4", source: "projection", transform: [ { type: "filter", expr: "datum.formula != 'profit'" }, //{ type: "formula", expr: "0", as: "value_start" }, //{ type: "formula", expr: "datum.value", as: "value_end" } { type: "stack", groupby: ["year_in"], field: "value", sort: { field: ["formula"], order: ["ascending"] }, as: ["value_start", "value_end"], offset: "zero" } ] }, { name: "data_5", source: "projection", transform: [ { type: "filter", expr: "datum.formula == 'profit'" }, { type: "formula", expr: "if(abs(datum.value)<0.1,'🔹',if(datum.value>0,'🔸','🔻'))", as: "t" }, { type: "filter", expr: 'isValid(datum["year_in"]) && isFinite(+datum["year_in"]) && isValid(datum["value"]) && isFinite(+datum["value"])' } ] } ], marks: [ { name: "layer_0_marks", type: "rect", encode: { update: { fill: { value: "lightgreen" }, x: { scale: "x", field: "year_in" }, width: { scale: "x", signal: "domain('x')[1]" }, y: { scale: "y", value: 0 }, y2: { scale: "y", signal: "domain('y')[1]" }, opacity: { value: 0.5 } } } }, { name: "layer_1_marks", type: "rect", encode: { update: { fill: { value: "orange" }, x: { scale: "x", field: "year_in" }, width: { scale: "x", signal: "domain('x')[1]" }, y2: { scale: "y", value: 0 }, y: { scale: "y", signal: "domain('y')[0]" }, opacity: { value: 0.4 } } } }, { name: "layer_2_marks", type: "text", encode: { update: { x: { value: 130 }, y: { value: 160 }, text: { value: "➖" }, // 💸 fontSize: { value: 30 }, align: { value: "center" }, baseline: { value: "middle" } } } }, { name: "layer_3_marks", type: "text", encode: { update: { x: { value: 130 }, y: { value: 30 }, text: { value: "➕" }, // 💰 fontSize: { value: 30 }, align: { value: "center" }, baseline: { value: "middle" } } } }, { name: "layer_4_marks", type: "rect", style: ["bar"], from: { data: "data_4" }, encode: { update: { tooltip: { value: false }, fill: { scale: "layer_4_color", field: "formula" }, stroke: { value: "black" }, opacity: { value: 0.8 }, strokeWidth: { value: 0 }, ariaRoleDescription: { value: "bar" }, xc: { scale: "x", field: "year_in" }, width: { value: 12 + 6 }, y: { scale: "y", field: "value_end" }, y2: { scale: "y", field: "value_start" } } } }, { name: "layer_5_marks", type: "symbol", style: ["point"], sort: { field: ['datum["formula"]'], order: ["ascending"] }, from: { data: "data_5" }, encode: { update: { opacity: { value: 1 }, size: { value: 68 + 90 }, dy: { value: 1 }, tooltip: { value: false }, fill: { scale: "layer_5_color", field: "value" }, stroke: { value: "black" }, strokeWidth: { value: 2 }, ariaRoleDescription: { value: "point" }, x: { scale: "x", field: "year_in" }, y: { scale: "y", field: "value" } } } } ], scales: [ { name: "x", type: "linear", domain: { fields: [ { data: "data_2", field: "year_in" }, { data: "data_3", field: "year_in" }, { data: "data_4", field: "year_in" }, { data: "data_5", field: "year_in" } ] }, range: [0, { signal: "width" }], nice: false, zero: false, padding: 5 }, { name: "y", type: "linear", domain: [-320, 320], // dn range: [{ signal: "height" }, 0], nice: false, zero: true }, { name: "layer_4_color", type: "ordinal", domain: ["premiums", "mclaims", "mΔreserve"], range: ["steelblue", "darkorange", "hotpink"] }, { name: "layer_4_color_phantom", type: "ordinal", domain: ["income 💰", "outgo 💸", "-Δreserve"], range: ["steelblue", "darkorange", "hotpink"] }, { name: "layer_5_color", type: "threshold", domain: [-0.1, 0.1], range: ["red", "lightblue", "green"], interpolate: "hcl" }, { name: "layer_5_color_phantom", type: "ordinal", domain: ["loss", "-", "profit"], range: ["red", "lightblue", "green"], interpolate: "hcl" } ], axes: [ { scale: "x", orient: "bottom", grid: false, title: "year_in", values: [1, 10, 20], labelFlush: true, labelOverlap: true, zindex: 0, encode: { axis: { name: "x-axis" } } }, { scale: "y", orient: "left", grid: false, labelAngle: 0, values: [0, 100, -200], // dn labelAlign: "right", labelOverlap: true, zindex: 0, encode: { axis: { name: "y-axis" } } } ], legends: [ { orient: "top", padding: 6, strokeColor: "lightgrey", title: "cashflow", fill: "layer_4_color_phantom", direction: "horizontal", symbolType: "square", encode: { legend: { name: "legend0" }, symbols: { update: { opacity: { value: 1 } } } } }, { orient: "top", padding: 6, strokeColor: "lightgrey", title: "Σ cashflows", fill: "layer_5_color_phantom", direction: "horizontal", symbolType: "circle", encode: { legend: { name: "legend1" }, symbols: { update: { stroke: { value: "black" } } } } } ] })30:T8fc,portfolio_cul = `import { profit, premiums_ as premiums_pp, claims_ as claims_pp, reserve_ as reserve_pp, Δreserve, adverse_reserve_ as adverse_reserve_pp, Δadverse_reserve, mclaims, mΔreserve, mΔadverse_reserve, premiums_less_claims, fut_profit_ as fut_profit_pp, fut_premiums_ as fut_premiums_pp, fut_claims_ as fut_claims_pp } from './policy.cul.js' // export not necessary anymore export const point_id = () => point_id_in; // should constrain start_year etc. export const start_year = () => point_id() != undefined ? portfolio()[point_id()].start_year : 1 export const count = () => portfolio()[point_id()].count //export const end_year = point_id() != undefined ? end_year_pp() : 50 export const portfolio = () => [ {start_year:1, count:1}, {start_year:2, count:1}, {start_year:3, count:1}, /*{start_year:4, count:1}, {start_year:5, count:1}, {start_year:6, count:1}, {start_year:7, count:1},*/ ] export const premiums = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + count() * premiums_pp(), 0) } else return count() * premiums_pp(); } export const claims = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + count() * claims_pp(), 0) } else return count() * claims_pp(); } export const reserve = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + 1 * reserve_pp(), 0) } else return 1 * reserve_pp(); } export const adverse_reserve = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + 1 * adverse_reserve_pp(), 0) } else return 1 * adverse_reserve_pp(); } export const fut_profit = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + 1 * fut_profit_pp(), 0) } else return 1 * fut_profit_pp(); } export const fut_premiums = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + 1 * fut_premiums_pp(), 0) } else return 1 * fut_premiums_pp(); } export const fut_claims = () => { if (point_id() == undefined) { return portfolio().reduce((a,v,point_id_in) => a + 1 * fut_claims_pp(), 0) } else return 1 * fut_claims_pp(); } // do i need to do this also for fut_x ??`31:Te7b,policy_cul = `export const year = () => year_in; export const start_year = () => start_year_in export const policy_year = () => year() - start_year() // 0 indexed export const end_year = () => start_year() + term() - 1 export const term = () => 20 // derive end export const premiums_fn = () => premiums_fn_in; export const claims_fn = () => claims_fn_in; export const premiums_pp = () => (year() < start_year() || year() > end_year()) ? 0 : premiums_fn()()[policy_year()+1] export const claims_pp = () => (year() < start_year() || year() > end_year()) ? 0 : claims_fn()()[policy_year()+1] export const premiums = () => { return sales().reduce((a,v,i) => a + v * premiums_pp({year_in:year()-i}), 0) } export const claims = () => { return sales().reduce((a,v,i) => a + v * claims_pp({year_in:year()-i}), 0) } export const premiums_less_claims = () => premiums() - claims(); export const fut_claims = () => { if (year() >= end_year()) return 0; else return fut_claims({ year_in: year() + 1 }) + claims({year_in: year() + 1}) } export const fut_premiums = () => { if (year() >= end_year()) return 0; else return fut_premiums({ year_in: year() + 1 }) + premiums({year_in: year() + 1}) } export const fut_profit = () => { if (year() >= end_year()) return 0; else return fut_profit({ year_in: year() + 1 }) + profit({year_in: year() + 1}) } export const fut_bads = () => { if (year() >= end_year()) return 0; else return fut_bads({ year_in: year() + 1 }) + bads({year_in: year() + 1}) } export const fut_not_bads = () => { if (year() >= end_year()) return 0; else return fut_not_bads({ year_in: year() + 1 }) + not_bads({year_in: year() + 1}) } export const fut_positives = () => { if (year() >= end_year()) return 0; else return fut_positives({ year_in: year() + 1 }) + positives({year_in: year() + 1}) } export const limit = () => limit_in; // for animation export const bads = () => { /*if (profit({reserve_factor_in:0, adverse_reserve_factor_in:0}) < -limit()) CIRCULARITY return profit({reserve_factor_in:0, adverse_reserve_factor_in:0}) + limit()*/ if (premiums() - claims() < -limit()) return premiums() - claims() + limit() else return 0 } export const not_bads = () => claims()-bads() export const reserve_factor = () => reserve_factor_in ?? 1 export const positives = () => premiums() > claims() ? premiums() - claims() : 0; export const reserve = () => { if (year() < start_year() - 1) return 0 return Math.max(0, -fut_bads() -fut_positives() ) } export const reserve_A = () => { if (year() < start_year() - 1) return 0 return Math.max(0, -fut_bads() -fut_premiums()+fut_not_bads()-fut_claims() ) //if (fut_premiums()-fut_not_bads()>-fut_bads()) return 0//-(fut_premiums()-fut_not_bads()-fut_bads()); //else return -fut_bads() //return Math.max(0, -fut_premiums()+fut_claims()+fut_bads()) } export const Δreserve = () => reserve() - reserve({year_in:year()-1}) //export const profit = () => premiums() - claims() - Δreserve() export const adverse_reserve_factor = () => adverse_reserve_factor_in ?? .3 export const adverse_reserve = () => year() < start_year() - 1 ? 0 : adverse_reserve_factor()*fut_claims() // timing? export const Δadverse_reserve = () => adverse_reserve() - adverse_reserve({year_in:year()-1}) export const profit = () => premiums() - claims() - Δreserve() - Δadverse_reserve() // things I need to remove! export const mclaims = () => -claims(); export const mΔreserve = () => -Δreserve(); export const mΔadverse_reserve = () => -Δadverse_reserve(); //// // NBS export const sales = () => [1]; // not using this as reserves always at start //export const capital_requirement = () => `32:[] 2d:{"title":"cashflow transitions i","cells":[{"id":0,"value":"# cashflow transitions i\n\nto introduce reserves to cover future losses\n\n***drag the step ▶️:***","pinned":false,"hidden":false,"mode":"md"},{"id":650,"value":"v = \"tweeted\"","pinned":false,"hidden":false,"mode":"ojs"},{"id":419,"value":"$2f","pinned":false,"hidden":false,"mode":"ojs"},{"id":321,"value":"viewof step = Inputs.range([0, 1], {\n label: \"step ▶️\",\n step: 1,\n value: 0\n})","pinned":false,"hidden":false,"mode":"ojs"},{"id":268,"value":"

","pinned":false,"hidden":false,"mode":"html"},{"id":617,"value":"removed params","pinned":false,"hidden":false,"mode":"md"},{"id":477,"value":"spec0 = {\n let s = Object.assign({}, spec); // , { data: { values: projection0 } }\n s.data[0] = { name: \"projection\", values: projection0 };\n return s;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":479,"value":"spec1 = {\n let s = Object.assign({}, spec); // , { data: { values: projection0 } }\n s.data = [{ name: \"projection\", values: projection1 }, ...s.data.slice(1)];\n return s; //projection1; //s;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":698,"value":"JSON.stringify(projection1)","pinned":true,"hidden":false,"mode":"ojs"},{"id":279,"value":"gem = ({\n //\"meta\": {\"name\": \"All at once\"},\n timeline: {\n concat: [\n {\n component: { mark: \"layer_4_marks\" }, // rect\n change: {\n //data: { keys: [\"year_in\", \"formula\"] },\n encode: {\n update: true,\n enter: false,\n exit: false\n }\n },\n timing: { duration: { ratio: 1 } }\n },\n {\n component: { mark: \"layer_4_marks\" }, // rect\n change: {\n //data: { keys: [\"year_in\", \"formula\"] },\n encode: { update: false, enter: true, exit: true }\n },\n timing: { duration: { ratio: 0.5 } }\n },\n\n {\n component: { mark: \"layer_5_marks\" },\n timing: { duration: { ratio: 1 } }\n }\n ]\n },\n totalDuration: 1000\n})","pinned":true,"hidden":false,"mode":"ojs"},{"id":613,"value":"edits: Unrecognized function: data (then vlSelectionTest) so removed these","pinned":false,"hidden":false,"mode":"md"},{"id":319,"value":"[v0, step]","pinned":false,"hidden":false,"mode":"ojs"},{"id":320,"value":"{\n if (step != mutable v0) {\n console.log(\"RUNNING\");\n const animation = await gemini.animate(mapped[v0], mapped[step], gem);\n await animation.play(\"#view\");\n setV0(step);\n console.log(\"done\");\n }\n}","pinned":true,"hidden":false,"mode":"ojs"},{"id":656,"value":"gemini.animate(mapped[0], mapped[1], gem)","pinned":true,"hidden":false,"mode":"ojs"},{"id":605,"value":"//gemini.animate(mapped[0], mapped[1], gem)","pinned":true,"hidden":false,"mode":"ojs"},{"id":607,"value":"spec0.marks.map((d) => d.name)","pinned":true,"hidden":false,"mode":"ojs"},{"id":10,"value":"viewof chart = embed(\"#view\", mapped[0], { renderer: \"svg\" })","pinned":true,"hidden":false,"mode":"ojs"},{"id":26,"value":"## Appendix","pinned":false,"hidden":false,"mode":"md"},{"id":316,"value":"setV0 = (v) => (mutable v0 = v)","pinned":false,"hidden":false,"mode":"ojs"},{"id":18,"value":"gemini = require(\"https://cdn.jsdelivr.net/gh/declann/gemini@1c2e679/gemini.web.js\") // pinned","pinned":false,"hidden":false,"mode":"ojs"},{"id":59,"value":"embed = require(\"https://cdn.jsdelivr.net/gh/declann/vega-embed-vl4@main/build/vega-embed.js\")","pinned":false,"hidden":false,"mode":"ojs"},{"id":205,"value":"mapped = [spec0, spec1] //.map(gemini.vl2vg4gemini)","pinned":false,"hidden":false,"mode":"ojs"},{"id":382,"value":"helpers = import(\n \"https://cdn.jsdelivr.net/gh/declann/calculang-js-browser-dev@main/helpers.js\"\n)","pinned":false,"hidden":false,"mode":"ojs"},{"id":384,"value":"calculang = import(\n \"https://cdn.jsdelivr.net/gh/declann/calculang-js-browser-dev@main/calculang.js\"\n)","pinned":false,"hidden":false,"mode":"ojs"},{"id":424,"value":"mutable v0 = 0","pinned":true,"hidden":false,"mode":"ojs"},{"id":427,"value":"v1 = step","pinned":true,"hidden":false,"mode":"ojs"},{"id":560,"value":"$30","pinned":false,"hidden":false,"mode":"ojs"},{"id":563,"value":"$31","pinned":false,"hidden":false,"mode":"ojs"},{"id":386,"value":"fs = ({\n \"entrypoint.cul.js\": portfolio_cul,\n \"./policy.cul.js\": policy_cul\n})","pinned":false,"hidden":false,"mode":"ojs"},{"id":442,"value":"fs1 = fs","pinned":false,"hidden":false,"mode":"ojs"},{"id":568,"value":"fs0 = fs","pinned":false,"hidden":false,"mode":"ojs"},{"id":388,"value":"introspection0 = await calculang.introspection(\"entrypoint.cul.js\", fs0)","pinned":false,"hidden":false,"mode":"ojs"},{"id":444,"value":"introspection1 = await calculang.introspection(\"entrypoint.cul.js\", fs1)","pinned":true,"hidden":false,"mode":"ojs"},{"id":448,"value":"compiled0 = await calculang.compile_new(\n \"entrypoint.cul.js\",\n fs0,\n introspection0\n) // ?","pinned":false,"hidden":false,"mode":"ojs"},{"id":392,"value":"compiled1 = await calculang.compile_new(\n \"entrypoint.cul.js\",\n fs1,\n introspection1\n) // ?","pinned":false,"hidden":false,"mode":"ojs"},{"id":394,"value":"esm1 = compiled1[0]","pinned":false,"hidden":false,"mode":"ojs"},{"id":396,"value":"bundle0 = calculang.bundleIntoOne(compiled0, introspection0, true)","pinned":false,"hidden":false,"mode":"ojs"},{"id":450,"value":"bundle1 = calculang.bundleIntoOne(compiled1, introspection1, true)","pinned":false,"hidden":false,"mode":"ojs"},{"id":398,"value":"u0 = {\n const u = URL.createObjectURL(\n new Blob([bundle0], { type: \"text/javascript\" })\n );\n\n invalidation.then(() => {\n console.log(`revoking ${u}`);\n URL.revokeObjectURL(u);\n });\n\n return u;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":452,"value":"u1 = {\n const u = URL.createObjectURL(\n new Blob([bundle1], { type: \"text/javascript\" })\n );\n\n invalidation.then(() => {\n console.log(`revoking ${u}`);\n URL.revokeObjectURL(u);\n });\n\n return u;\n}","pinned":false,"hidden":false,"mode":"ojs"},{"id":400,"value":"model0 = await import(u0)","pinned":false,"hidden":false,"mode":"ojs"},{"id":454,"value":"model1 = await import(u1)","pinned":false,"hidden":false,"mode":"ojs"},{"id":462,"value":"projection0 = helpers.calcudata({\n models: [model0],\n outputs: [\"premiums\", \"mclaims\", \"profit\", \"mΔreserve\"],\n input_domains: { year_in: _.range(0, 21 + 0.1, 1) },\n input_cursors: [cursor]\n //pivot: true\n})\n//.filter((d) => d.formula == \"profit\" || Math.abs(d.value) > 0.001)","pinned":true,"hidden":false,"mode":"ojs"},{"id":464,"value":"projection1_real = helpers.calcudata({\n models: [model1],\n outputs: [\"premiums\", \"mclaims\", \"profit\", \"mΔreserve\"],\n input_domains: { year_in: _.range(0, 21 + 0.1, 1) },\n input_cursors: [{ ...cursor, limit_in: 0 }]\n //pivot: true\n})\n//.filter((d) => d.formula == \"profit\" || Math.abs(d.value) > 0.001)","pinned":false,"hidden":false,"mode":"ojs"},{"id":882,"value":"","pinned":true,"hidden":false,"mode":"ojs"},{"id":879,"value":"JSON.stringify(projection1)","pinned":true,"hidden":false,"mode":"ojs"},{"id":468,"value":"cursor = ({ premiums_fn_in:() => premiums, claims_fn_in:() => claims, point_id_in: 0, adverse_reserve_factor_in:0, limit_in:10000 })","pinned":true,"hidden":false,"mode":"ojs"},{"id":578,"value":"premiums = [0, ..._.range(0, 19.1).map((year) => 100 - year * 1.5)]","pinned":true,"hidden":false,"mode":"ojs"},{"id":580,"value":"claims = [0, ..._.range(0, 19.1).map((year) => 1.35 ** year)]","pinned":true,"hidden":false,"mode":"ojs"},{"id":591,"value":"mapped[0]","pinned":true,"hidden":false,"mode":"ojs"}],"files":"$W32","stdlib":"1","titling":"auto"}