Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
53 changes: 27 additions & 26 deletions metaplotter.py
Original file line number Diff line number Diff line change
Expand Up @@ -128,32 +128,33 @@ def plotting(output_label, timeseries_dict, riskmodelsetting1, riskmodelsetting2
plt.savefig(outputfilename)
plt.show()

timeseries = read_data()
if __name__ == "__main__":
timeseries = read_data()

# for just two different riskmodel settings
plotting(output_label="fig_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="contracts", series2="operational", plottype1="mean", plottype2="median")
plotting(output_label="fig_reinsurers_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="reincontracts", series2="reinoperational", plottype1="mean", plottype2="median")
plotting(output_label="fig_premium_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", riskmodelsetting2="two", \
series1="premium", series2=None, plottype1="mean", plottype2=None)
# for just two different riskmodel settings
plotting(output_label="fig_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="contracts", series2="operational", plottype1="mean", plottype2="median")
plotting(output_label="fig_reinsurers_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="reincontracts", series2="reinoperational", plottype1="mean", plottype2="median")
plotting(output_label="fig_premium_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", riskmodelsetting2="two", \
series1="premium", series2=None, plottype1="mean", plottype2=None)

raise SystemExit
# for four different riskmodel settings
plotting(output_label="fig_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="contracts", series2="operational", additionalriskmodelsetting3="three", \
additionalriskmodelsetting4="four", plottype1="mean", plottype2="median")
plotting(output_label="fig_contracts_survival_3_4", timeseries_dict=timeseries, riskmodelsetting1="three", \
riskmodelsetting2="four", series1="contracts", series2="operational", additionalriskmodelsetting3="one", \
additionalriskmodelsetting4="two", plottype1="mean", plottype2="median")
plotting(output_label="fig_reinsurers_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="reincontracts", series2="reinoperational", \
additionalriskmodelsetting3="three", additionalriskmodelsetting4="four", plottype1="mean", plottype2="median")
plotting(output_label="fig_reinsurers_contracts_survival_3_4", timeseries_dict=timeseries, riskmodelsetting1="three", \
riskmodelsetting2="four", series1="reincontracts", series2="reinoperational", \
additionalriskmodelsetting3="one", additionalriskmodelsetting4="two", plottype1="mean", plottype2="median")
plotting(output_label="fig_premium_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", riskmodelsetting2="two", \
series1="premium", series2=None, additionalriskmodelsetting3="three", additionalriskmodelsetting4="four", \
plottype1="mean", plottype2=None)
raise SystemExit
# for four different riskmodel settings
plotting(output_label="fig_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="contracts", series2="operational", additionalriskmodelsetting3="three", \
additionalriskmodelsetting4="four", plottype1="mean", plottype2="median")
plotting(output_label="fig_contracts_survival_3_4", timeseries_dict=timeseries, riskmodelsetting1="three", \
riskmodelsetting2="four", series1="contracts", series2="operational", additionalriskmodelsetting3="one", \
additionalriskmodelsetting4="two", plottype1="mean", plottype2="median")
plotting(output_label="fig_reinsurers_contracts_survival_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", \
riskmodelsetting2="two", series1="reincontracts", series2="reinoperational", \
additionalriskmodelsetting3="three", additionalriskmodelsetting4="four", plottype1="mean", plottype2="median")
plotting(output_label="fig_reinsurers_contracts_survival_3_4", timeseries_dict=timeseries, riskmodelsetting1="three", \
riskmodelsetting2="four", series1="reincontracts", series2="reinoperational", \
additionalriskmodelsetting3="one", additionalriskmodelsetting4="two", plottype1="mean", plottype2="median")
plotting(output_label="fig_premium_1_2", timeseries_dict=timeseries, riskmodelsetting1="one", riskmodelsetting2="two", \
series1="premium", series2=None, additionalriskmodelsetting3="three", additionalriskmodelsetting4="four", \
plottype1="mean", plottype2=None)

#pdb.set_trace()
#pdb.set_trace()
62 changes: 4 additions & 58 deletions metaplotter_pl_timescale.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,68 +5,14 @@
import time
import glob

def read_data():
# do not overwrite old pdfs
#if os.path.exists("data/fig_one_and_two_rm_comp.pdf"):
# os.rename("data/fig_one_and_two_rm_comp.pdf", "data/fig_one_and_two_rm_comp_old_" + time.strftime('%Y_%b_%d_%H_%M') + ".pdf")
#if os.path.exists("data/fig_three_and_four_rm_comp.pdf"):
# os.rename("data/fig_three_and_four_rm_comp.pdf", "data/fig_three_and_four_rm_comp_old_" + time.strftime('%Y_%b_%d_%H_%M') + ".pdf")
from metaplotter import read_data

upper_bound = 75
lower_bound = 25

timeseries_dict = {}
timeseries_dict["mean"] = {}
timeseries_dict["median"] = {}
timeseries_dict["quantile25"] = {}
timeseries_dict["quantile75"] = {}

filenames_ones = glob.glob("data/one*.dat")
filenames_twos = glob.glob("data/two*.dat")
filenames_threes = glob.glob("data/three*.dat")
filenames_fours = glob.glob("data/four*.dat")
filenames_ones.sort()
filenames_twos.sort()
filenames_threes.sort()
filenames_fours.sort()

#assert len(filenames_ones) == len(filenames_twos) == len(filenames_threes) == len(filenames_fours)
all_filenames = filenames_ones + filenames_twos + filenames_threes + filenames_fours

for filename in all_filenames:
# read files
rfile = open(filename, "r")
data = [eval(k) for k in rfile]
rfile.close()

# compute data series
data_means = []
data_medians = []
data_q25 = []
data_q75 = []
for i in range(len(data[0])):
data_means.append(np.mean([item[i] for item in data]))
data_q25.append(np.percentile([item[i] for item in data], lower_bound))
data_q75.append(np.percentile([item[i] for item in data], upper_bound))
data_medians.append(np.median([item[i] for item in data]))
data_means = np.array(data_means)
data_medians = np.array(data_medians)
data_q25 = np.array(data_q25)
data_q75 = np.array(data_q75)

# record data series
timeseries_dict["mean"][filename] = data_means
timeseries_dict["median"][filename] = data_medians
timeseries_dict["quantile25"][filename] = data_q25
timeseries_dict["quantile75"][filename] = data_q75
return timeseries_dict



def plotting(output_label, timeseries_dict, riskmodelsetting1, riskmodelsetting2, series1, series2=None, additionalriskmodelsetting3=None, additionalriskmodelsetting4=None, plottype1="mean", plottype2="mean"):
def plotting(output_label, timeseries_dict, riskmodelsetting1, riskmodelsetting2, series1, series2=None, additionalriskmodelsetting3=None, additionalriskmodelsetting4=None, plottype1="mean", plottype2="mean", labels=None):
# dictionaries
colors = {"one": "red", "two": "blue", "three": "green", "four": "yellow"}
labels = {"profitslosses": "Profits and Losses (Insurer)", "contracts": "Contracts (Insurers)", "cash": "Liquidity (Insurers)", "operational": "Active Insurers", "premium": "Premium", "reinprofitslosses": "Profits and Losses (Reinsurer)", "reincash": "Liquidity (Reinsurers)", "reincontracts": "Contracts (Reinsurers)", "reinoperational": "Active Reinsurers"}
if labels is None:
labels = {"profitslosses": "Profits and Losses (Insurer)", "contracts": "Contracts (Insurers)", "cash": "Liquidity (Insurers)", "operational": "Active Insurers", "premium": "Premium", "reinprofitslosses": "Profits and Losses (Reinsurer)", "reincash": "Liquidity (Reinsurers)", "reincontracts": "Contracts (Reinsurers)", "reinoperational": "Active Reinsurers"}

# prepare labels, timeseries, etc.
color1 = colors[riskmodelsetting1]
Expand Down
138 changes: 3 additions & 135 deletions metaplotter_pl_timescale_additional_measures.py
Original file line number Diff line number Diff line change
Expand Up @@ -5,145 +5,13 @@
import time
import glob

def read_data():
# do not overwrite old pdfs
#if os.path.exists("data/fig_one_and_two_rm_comp.pdf"):
# os.rename("data/fig_one_and_two_rm_comp.pdf", "data/fig_one_and_two_rm_comp_old_" + time.strftime('%Y_%b_%d_%H_%M') + ".pdf")
#if os.path.exists("data/fig_three_and_four_rm_comp.pdf"):
# os.rename("data/fig_three_and_four_rm_comp.pdf", "data/fig_three_and_four_rm_comp_old_" + time.strftime('%Y_%b_%d_%H_%M') + ".pdf")
from metaplotter import read_data
from metaplotter_pl_timescale import plotting as _plotting

upper_bound = 75
lower_bound = 25

timeseries_dict = {}
timeseries_dict["mean"] = {}
timeseries_dict["median"] = {}
timeseries_dict["quantile25"] = {}
timeseries_dict["quantile75"] = {}

filenames_ones = glob.glob("data/one*.dat")
filenames_twos = glob.glob("data/two*.dat")
filenames_threes = glob.glob("data/three*.dat")
filenames_fours = glob.glob("data/four*.dat")
filenames_ones.sort()
filenames_twos.sort()
filenames_threes.sort()
filenames_fours.sort()

#assert len(filenames_ones) == len(filenames_twos) == len(filenames_threes) == len(filenames_fours)
all_filenames = filenames_ones + filenames_twos + filenames_threes + filenames_fours

for filename in all_filenames:
# read files
rfile = open(filename, "r")
data = [eval(k) for k in rfile]
rfile.close()

# compute data series
data_means = []
data_medians = []
data_q25 = []
data_q75 = []
for i in range(len(data[0])):
data_means.append(np.mean([item[i] for item in data]))
data_q25.append(np.percentile([item[i] for item in data], lower_bound))
data_q75.append(np.percentile([item[i] for item in data], upper_bound))
data_medians.append(np.median([item[i] for item in data]))
data_means = np.array(data_means)
data_medians = np.array(data_medians)
data_q25 = np.array(data_q25)
data_q75 = np.array(data_q75)

# record data series
timeseries_dict["mean"][filename] = data_means
timeseries_dict["median"][filename] = data_medians
timeseries_dict["quantile25"][filename] = data_q25
timeseries_dict["quantile75"][filename] = data_q75
return timeseries_dict



def plotting(output_label, timeseries_dict, riskmodelsetting1, riskmodelsetting2, series1, series2=None, additionalriskmodelsetting3=None, additionalriskmodelsetting4=None, plottype1="mean", plottype2="mean"):
# dictionaries
colors = {"one": "red", "two": "blue", "three": "green", "four": "yellow"}
labels = {"reinexcess_capital": "Excess Capital (Reinsurers)", "excess_capital": "Excess Capital (Insurers)", "cumulative_unrecovered_claims": "Uncovered Claims (cumulative)", "cumulative_bankruptcies": "Bankruptcies (cumulative)", "profitslosses": "Profits and Losses (Insurer)", "contracts": "Contracts (Insurers)", "cash": "Liquidity (Insurers)", "operational": "Active Insurers", "premium": "Premium", "reinprofitslosses": "Profits and Losses (Reinsurer)", "reincash": "Liquidity (Reinsurers)", "reincontracts": "Contracts (Reinsurers)", "reinoperational": "Active Reinsurers"}

# prepare labels, timeseries, etc.
color1 = colors[riskmodelsetting1]
color2 = colors[riskmodelsetting2]
label1 = str.upper(riskmodelsetting1[0]) + riskmodelsetting1[1:] + " riskmodels"
label2 = str.upper(riskmodelsetting2[0]) + riskmodelsetting2[1:] + " riskmodels"
plot_1_1 = "data/" + riskmodelsetting1 + "_" + series1 + ".dat"
plot_1_2 = "data/" + riskmodelsetting2 + "_" + series1 + ".dat"
if series2 is not None:
plot_2_1 = "data/" + riskmodelsetting1 + "_" + series2 + ".dat"
plot_2_2 = "data/" + riskmodelsetting2 + "_" + series2 + ".dat"
if additionalriskmodelsetting3 is not None:
color3 = colors[additionalriskmodelsetting3]
label3 = str.upper(additionalriskmodelsetting3[0]) + additionalriskmodelsetting3[1:] + " riskmodels"
plot_1_3 = "data/" + additionalriskmodelsetting3 + "_" + series1 + ".dat"
if series2 is not None:
plot_2_3 = "data/" + additionalriskmodelsetting3 + "_" + series2 + ".dat"
if additionalriskmodelsetting4 is not None:
color4 = colors[additionalriskmodelsetting4]
label4 = str.upper(additionalriskmodelsetting4[0]) + additionalriskmodelsetting4[1:] + " riskmodels"
plot_1_4 = "data/" + additionalriskmodelsetting4 + "_" + series1 + ".dat"
if series2 is not None:
plot_2_4 = "data/" + additionalriskmodelsetting4 + "_" + series2 + ".dat"

# Backup existing figures (so as not to overwrite them)
outputfilename = "data/" + output_label + ".pdf"
backupfilename = "data/" + output_label + "_old_" + time.strftime('%Y_%b_%d_%H_%M') + ".pdf"
if os.path.exists(outputfilename):
os.rename(outputfilename, backupfilename)

# Plot and save
fig = plt.figure()
if series2 is not None:
ax0 = fig.add_subplot(211)
else:
ax0 = fig.add_subplot(111)
maxlen_plots = 0
if additionalriskmodelsetting3 is not None:
ax0.plot(range(len(timeseries_dict[plottype1][plot_1_3]))[200:], timeseries_dict[plottype1][plot_1_3][200:], color=color3, label=label3)
maxlen_plots = max(maxlen_plots, len(timeseries_dict[plottype1][plot_1_3]))
if additionalriskmodelsetting4 is not None:
ax0.plot(range(len(timeseries_dict[plottype1][plot_1_4]))[200:], timeseries_dict[plottype1][plot_1_4][200:], color=color4, label=label4)
maxlen_plots = max(maxlen_plots, len(timeseries_dict[plottype1][plot_1_4]))
ax0.plot(range(len(timeseries_dict[plottype1][plot_1_1]))[200:], timeseries_dict[plottype1][plot_1_1][200:], color=color1, label=label1)
ax0.plot(range(len(timeseries_dict[plottype1][plot_1_2]))[200:], timeseries_dict[plottype1][plot_1_2][200:], color=color2, label=label2)
ax0.fill_between(range(len(timeseries_dict["quantile25"][plot_1_1]))[200:], timeseries_dict["quantile25"][plot_1_1][200:], timeseries_dict["quantile75"][plot_1_1][200:], facecolor=color1, alpha=0.25)
ax0.fill_between(range(len(timeseries_dict["quantile25"][plot_1_1]))[200:], timeseries_dict["quantile25"][plot_1_2][200:], timeseries_dict["quantile75"][plot_1_2][200:], facecolor=color2, alpha=0.25)
ax0.set_ylabel(labels[series1])#"Contracts")
maxlen_plots = max(maxlen_plots, len(timeseries_dict[plottype1][plot_1_1]), len(timeseries_dict[plottype1][plot_1_2]))
xticks = np.arange(200, maxlen_plots, step=120)
ax0.set_xticks(xticks)
ax0.set_xticklabels(["${0:d}$".format(int((xtc-200)/12)) for xtc in xticks]);

ax0.legend(loc='best')
if series2 is not None:
ax1 = fig.add_subplot(212)
maxlen_plots = 0
if additionalriskmodelsetting3 is not None:
ax1.plot(range(len(timeseries_dict[plottype2][plot_2_3]))[200:], timeseries_dict[plottype2][plot_2_3][200:], color=color3, label=label3)
maxlen_plots = max(maxlen_plots, len(timeseries_dict[plottype1][plot_2_3]))
if additionalriskmodelsetting4 is not None:
ax1.plot(range(len(timeseries_dict[plottype2][plot_2_4]))[200:], timeseries_dict[plottype2][plot_2_4][200:], color=color4, label=label4)
maxlen_plots = max(maxlen_plots, len(timeseries_dict[plottype1][plot_2_4]))
ax1.plot(range(len(timeseries_dict[plottype2][plot_2_1]))[200:], timeseries_dict[plottype2][plot_2_1][200:], color=color1, label=label1)
ax1.plot(range(len(timeseries_dict[plottype2][plot_2_2]))[200:], timeseries_dict[plottype2][plot_2_2][200:], color=color2, label=label2)
ax1.fill_between(range(len(timeseries_dict["quantile25"][plot_2_1]))[200:], timeseries_dict["quantile25"][plot_2_1][200:], timeseries_dict["quantile75"][plot_2_1][200:], facecolor=color1, alpha=0.25)
ax1.fill_between(range(len(timeseries_dict["quantile25"][plot_2_1]))[200:], timeseries_dict["quantile25"][plot_2_2][200:], timeseries_dict["quantile75"][plot_2_2][200:], facecolor=color2, alpha=0.25)
maxlen_plots = max(maxlen_plots, len(timeseries_dict[plottype1][plot_2_1]), len(timeseries_dict[plottype1][plot_2_2]))
xticks = np.arange(200, maxlen_plots, step=120)
ax1.set_xticks(xticks)
ax1.set_xticklabels(["${0:d}$".format(int((xtc-200)/12)) for xtc in xticks]);
ax1.set_ylabel(labels[series2])
ax1.set_xlabel("Years")
else:
ax0.set_xlabel("Years")
plt.savefig(outputfilename)
plt.show()
_plotting(output_label, timeseries_dict, riskmodelsetting1, riskmodelsetting2, series1, series2, additionalriskmodelsetting3, additionalriskmodelsetting4, plottype1, plottype2, labels=labels)

timeseries = read_data()

Expand Down