def __strikes_and_weights(self, opt, swaption, strike, period):
if isinstance(swaption, BlackLognormalModel): # lognormal model
strike_at_maxvega = swaption.forward * np.exp(
swaption.stdev**2 / 2) # at which max vega occurs
lower_bound = 1e-10 # rate must be positive
else: # normal model
strike_at_maxvega = swaption.forward # at which max vega occurs
lower_bound = -1e2 # rate can be negative
cutoff_vega = swaption.vega(
strike_at_maxvega
) / 100.0 # cutoff at vega that is 100 times smaller
find_strike = lambda k: swaption.vega(k) - cutoff_vega
if opt == self.Option.Cap:
cutoff_rate = solver(find_strike, strike_at_maxvega,
1e2) # to high end
else: # == self.Option.Floor
cutoff_rate = solver(find_strike, lower_bound,
strike_at_maxvega) # to low end
def curves(t, h): # bumped by h, new curve with (t, T, h)
def bump(curve):
def newcurve(T): # T can be float or Numpy.Array
return curve(T) * np.exp(
-h * self.__b(t, T)) # curve(t) = 1.0
return DiscountCurve.from_fn(t, newcurve)
return bump(self.proj), bump(self.disc)
def rate_to_h(swaprate):
def find_h(h):
newproj, newdisc = curves(period.fixdate.t, h)
return swaption.underlier.pleg_parrate(newproj,
newdisc) - swaprate
try: # clamped to avoid double precision overflow
return solver(find_h, -self.__shift_clamp, self.__shift_clamp)
except ValueError:
return self.__shift_clamp # only positive h causes trouble
h_stt = rate_to_h(strike)
h_end = rate_to_h(cutoff_rate) # clamped if too large
n = self.nswpns
H = np.linspace(h_stt, h_end, n + 1)
K = np.zeros_like(H)
G = np.zeros_like(H)
for i, h in enumerate(H):
newproj, newdisc = curves(period.fixdate.t, h)
K[i] = swaption.underlier.pleg_parrate(newproj, newdisc)
G[i] = period.accr_cov * newdisc(
period.paydate.t) / swaption.underlier.pleg.get_annuity(
newdisc)
GK = G * (K - K[0]) # [g * (k - K[0]) for g, k in zip(G, K)]
W = np.zeros(n)
for i in range(1, n):
W[i - 1] = (GK[i] - W[:i].dot(K[i] - K[:i])) / (K[i] - K[i - 1])
return K[:-1], W # swaption at K[n] is not used
def __strikes_and_weights(self, opt, swaption, strike, period):
if isinstance(swaption, BlackLognormalModel): # lognormal model
strike_at_maxvega = swaption.forward * np.exp(swaption.stdev ** 2 / 2) # at which max vega occurs
lower_bound = 1e-10 # rate must be positive
else: # normal model
strike_at_maxvega = swaption.forward # at which max vega occurs
lower_bound = -1e2 # rate can be negative
cutoff_vega = swaption.vega(strike_at_maxvega) / 100.0 # cutoff at vega that is 100 times smaller
find_strike = lambda k: swaption.vega(k) - cutoff_vega
if opt == self.Option.Cap:
cutoff_rate = solver(find_strike, strike_at_maxvega, 1e2) # to high end
else: # == self.Option.Floor
cutoff_rate = solver(find_strike, lower_bound, strike_at_maxvega) # to low end
def curves(t, h): # bumped by h, new curve with (t, T, h)
def bump(curve):
def newcurve(T): # T can be float or Numpy.Array
return curve(T) * np.exp(-h * self.__b(t, T)) # curve(t) = 1.0
return DiscountCurve.from_fn(t, newcurve)
return bump(self.proj), bump(self.disc)
def rate_to_h(swaprate):
def find_h(h):
newproj, newdisc = curves(period.fixdate.t, h)
return swaption.underlier.pleg_parrate(newproj, newdisc) - swaprate
try: # clamped to avoid double precision overflow
return solver(find_h, -self.__shift_clamp, self.__shift_clamp)
except ValueError:
return self.__shift_clamp # only positive h causes trouble
h_stt = rate_to_h(strike)
h_end = rate_to_h(cutoff_rate) # clamped if too large
n = self.nswpns
H = np.linspace(h_stt, h_end, n + 1)
K = np.zeros_like(H)
G = np.zeros_like(H)
for i, h in enumerate(H):
newproj, newdisc = curves(period.fixdate.t, h)
K[i] = swaption.underlier.pleg_parrate(newproj, newdisc)
G[i] = period.accr_cov * newdisc(period.paydate.t) / swaption.underlier.pleg.get_annuity(newdisc)
GK = G * (K - K[0]) # [g * (k - K[0]) for g, k in zip(G, K)]
W = np.zeros(n)
for i in range(1, n):
W[i - 1] = (GK[i] - W[:i].dot(K[i] - K[:i])) / (K[i] - K[i - 1])
return K[:-1], W # swaption at K[n] is not used
def __payer_swpn_value(self, swap, strike):
def eta(x): #constant multiplicative spread between proj and disc curve
return self.disc(x.matdate.t) / self.disc(x.effdate.t) * self.proj(x.effdate.t) / self.proj(x.matdate.t)
# floating leg cashflows
dateflows = [(swap.rleg.effdate, 1.), (swap.rleg.matdate, -1.)] # P(T,te ) - P(T,tm )
dateflows += [(p.index.effdate, eta(p.index) - 1.) for p in swap.rleg.cp]
# fixed leg cashflows
dateflows += [(p.paydate, -strike * p.accr_cov) for p in swap.pleg.cp]
t = swap.effdate.t # option expiry (should have been swap.fixdate, but has been offset to swap.effdate)
def disc_tf(T, z): # bond price under t-forward measure, a martingale
# bond price: P(t,T)/P(s,t,T) = exp(-xi2(s,t,t,T)/2 - xi(s,t,t,T)*z), z ~ N(0,1)
xi2 = self.vol.xi2(None,t,t,T)
return self.disc(T) / self.disc(t) * np.exp(-xi2 / 2 - xi2 ** 0.5 * z)
def find_zstar(z):
return sum(cf * disc_tf(d.t,z) for d, cf in dateflows) # sum of cashflows = 0
bound = 5.0
while True:
try:
zstar = solver(find_zstar, -bound, bound) # z can be regarded as a standard normal
break
except ValueError:
print("bound exception: z=%s" % bound)
bound *= 2
return sum(cf * self.disc(d.t) * norm.cdf(-zstar - self.vol.xi2(None,t,t,d.t) ** 0.5) for d, cf in dateflows)
def callvalue_to_vol(self, value, strike=None):
if strike is None:
strike = self.forward
def find_vol(vol):
self.stdev = vol * self.sqr_term
return self.value(strike=strike) - value
return solver(find_vol, 1e-10, 1e2)
def TofX(X, ho, n, omega, phi):
'''
numerically solve
T = X + ho/(omega*(1-n))*sin(omega*(T-nX)+phi)
for T
'''
return solver(lambda T: X + ho/(omega*(1-n))*(np.sin(omega*(T-n*X)+phi)-np.sin(phi)) - T, X)
def rate_to_h(swaprate):
def find_h(h):
newproj, newdisc = curves(period.fixdate.t, h)
return swaption.underlier.pleg_parrate(newproj, newdisc) - swaprate
try: # clamped to avoid double precision overflow
return solver(find_h, -self.__shift_clamp, self.__shift_clamp)
except ValueError:
return self.__shift_clamp # only positive h causes trouble
def callvalue_to_vol(self, value, strike=None):
if strike is None:
strike = self.forward
def find_vol(vol):
self.stdev = vol * self.sqr_term
return self.value(strike=strike) - value
return solver(find_vol, 1e-10, 1e2)
def process(self, data):
text_lines = data['lines']
rects = text_lines.rects
centers = np.stack(((rects[:, 0] + rects[:, 2]) / 2,
(rects[:, 1] + rects[:, 3]) / 2), axis=1) # Nx2
min_height = 1
ratios = []
for rect in rects:
width = (rect[2] - rect[0])
height = (rect[3] - rect[1])
ratio = width / height
ratios.append(ratio)
if ratio < 1:
min_height = 1 / ratio
ratios = np.array(ratios)
heights = np.empty([rects.shape[0]])
heights.fill(min_height)
widths = ratios * heights
shapes = np.stack((widths, heights), axis=1) / 2
min_rects = np.zeros_like(rects)
min_rects[:, :2] = centers - shapes
min_rects[:, 2:] = centers + shapes
for rect in rects:
data['image'] = Visualize.visualize_rect(data['image'], rect, color=(0, 255, 0))
for rect in min_rects:
data['image'] = Visualize.visualize_rect(data['image'], rect)
best_ratio = 100
area = data['image'].shape[0] * data['image'].shape[1]
def F(r):
new_rects = self.expand(min_rects, r)
return self.loss(new_rects, area)
best_ratio = solver(F, best_ratio, f_tol=1e-2, maxiter=1000)
print(best_ratio)
best_rects = self.expand(min_rects, best_ratio)
for rect in best_rects:
data['image'] = Visualize.visualize_rect(data['image'], rect, color=(255, 0, 0))
data['min_rects'] = min_rects
data['rects'] = rects
return data
def calcWeightShares(self, day):
"""Solve system of equations and get number of shares for each intrument
so that if every instrument is purchased at current price,
its weight in portfolio is equal to the definition"""
"""w_i = (no0_i+no_i)*price_i/sum((no0_j+no_j)*price_j)
inv = sum(no_j*price_j*(1+relfee_j) + absfee_j)"""
# If no shares were purchased yet, equations do not converge
# In that case determine noShares same way like during initial investment
if all([True if noShares<=0 else False for noShares in self.sharesArray]):
pointerIter = self.portIter()
for _ in range(len(self.portfolio)):
pointer = next(pointerIter)
availVol = (self.invAvailable*self.portfolio[pointer][1] - self.portfolio[pointer][2])/(1+self.portfolio[pointer][3])
self.weightSharesArray[pointer] = int(availVol/self.portfolio[pointer][0]['data'][day])
return
# Solve SOE
def fun(*args):
nonlocal day
vol = 0.0
for i in range(len(self.portfolio)):
vol += (self.sharesArray[i]+args[0][i])*self.portfolio[i][0]['data'][day]
out = list()
for i in range(len(self.portfolio)):
out.append(((self.sharesArray[i]+args[0][i])*self.portfolio[i][0]['data'][day]/vol) - self.portfolio[i][1])
fourth = 0.0
for i in range(len(self.portfolio)):
fourth += args[0][i]*self.portfolio[i][0]['data'][day]*(1+self.portfolio[i][3]) + self.portfolio[i][2]
fourth -= (self.invAvailable + self.remainInvAfterPurchase)
out.append(fourth)
return tuple(out)
solution = solver(fun, tuple(0 for _ in range(len(self.portfolio))), method='lm')
# Print warning in case solver did not find solution
if any(np.isnan(solution['x'])):
print('%s: Solver could not determine noShares to preserve weights!' % day.strftime('%d. %m. %Y'))
pointerIter = self.portIter()
for _ in range(len(self.portfolio)):
pointer = next(pointerIter)
self.weightSharesArray[pointer] = 0
self.weightSharesArray = solution['x']
def SimulateCobelliDay(modelData):
# modelData = np.zeros((22,1))
eatingTime = 30 # [min ]
# Data is unpacked
bHour = modelData[1]
bMin = modelData[2]
bCHO = 1000*modelData[3]*18.018 # converted to mg
bInsulin = 6.945*modelData[4]/1000 # converted from IU/L to pmol/L
lHour = modelData[5]
lMin = modelData[6]
lCHO = 1000*modelData[7]*18.018 # converted to mg
lInsulin = 6.945*modelData[8]/1000 # converted to pmol/L
dHour = modelData[9]
dMin = modelData[10]
dCHO = 1000*modelData[11]*18.018 # converted to mg
dInsulin = 6.945*modelData[12]/1000 # converted to pmol/L
insulinTime = modelData[13]
# Initialize the time vector
t = np.zeros((11,1))
# Relevant moments are calculated
t[0] = 0
t[1] = bHour*60 + bMin - insulinTime
t[2] = bHour*60 + bMin
t[3] = bHour*60 + bMin + eatingTime
t[4] = lHour*60 + lMin - insulinTime
t[5] = lHour*60 + lMin
t[6] = lHour*60 + lMin + eatingTime
t[7] = dHour*60 + dMin - insulinTime
t[8] = dHour*60 + dMin
t[9] = dHour*60 + dMin + eatingTime
t[10] = 24*60
V_G = 1.88 #1.49 # [dL/kg]
k_1 = 0.065 #0.042 # [min ^-1]
k_2 = 0.079 #0.071 # [min ^-1]
V_I = 0.05 #0.04 # [L/kg]
m_1 = 0.190 #0.379 # [min ^-1]
m_2 = 0.484 #0.673 # [min ^-1]
m_4 = 0.194 #0.269 # [min ^-1]
m_5 = 0.0304 #0.0526 # [min *kg/pmol ]
m_6 = 0.6471 #0.8118 # [-]
HE_b = 0.6 # [-]
k_max = 0.0558 #0.0465 # [min ^-1]
k_min = 0.0080 #0.0076 # [min ^-1]
k_abs = 0.057 #0.023 # [min ^-1]
k_gri = 0.0558 #0.0465 # [min ^-1]
f = 0.90 # [-]
a = 0.00013 #0.00006 # [mg ^-1]
b = 0.82 #0.68 # [-]
c = 0.00236 #0.00023 # [mg ^-1]
d = 0.010 # 0.09 # [-]
k_p1 = 2.70 #3.09 # [mg/kg/min ]
k_p2 = 0.0021 #0.0007 # [min ^-1]
k_p3 = 0.009 #0.005 # [mg/kg/min per pmol/L]
k_p4 = 0.0618 #0.0786 # [mg/kg/min per pmol/kg]
k_i = 0.0079 #0.0066 # [min ^-1]
F_cns = 1 # [mg/kg/min ]
V_m0 = 2.50 #4.65 # [mg/kg/min ]
V_mx = 0.047 #0.034 # [mg/kg/min per pmol/L]
K_m0 = 225.59 #466.21 # [mg/kg]
p_2U = .0331 #0.084 # [min ^-1]
K = 2.30 #0.99 # [pmol/kg per mg/dL]
alpha = 0.050 #0.013 # [min ^-1]
beta = 0.11 #0.05 # [pmol/kg/min per mg/dL]
gamma = 0.5 # [min ^-1]
k_e1 = 0.0005 #0.0007 # [min ^-1]
k_e2 = 339 #269 # [mg/kg]
p = [V_G ,k_1 ,k_2 , V_I ,m_1 ,m_2 ,m_4 ,m_5 ,m_6 ,HE_b, k_max , k_min , k_abs ,
k_gri,f,a,b,c,d, k_p1,k_p2, k_p3, k_p4,k_i , F_cns , V_m0,V_mx ,K_m0, p_2U,K,
alpha,beta, gamma , k_e1, k_e2]
u = 0 #0.0954119*BW, #7.15
X = []
# Calculate the steady state values
xStart = [90,90,54.18,54.18,0,0,0,4.4,4.4,0,0,0] #zeros(16,1) ,
# (xStart,u,0,p,modelData)
xInitial0 = solver(CobelliWrap,xStart,args=(u,0,p,modelData))
# Midnight to first insulinshot
r = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial0, t[0]).set_f_params(u ,0,p,modelData)
while r.successful() and r.t < t[1]:
r.integrate(r.t+1)
X.append(r.y[0])
# Insulinshot before breakfast
xInitial1 = r.y.T
xInitial1[2] = xInitial1[2] + bInsulin
r1 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial1, t[1]).set_f_params(u ,0,p,modelData)
while r1.successful() and r1.t < t[2]:
r1.integrate(r1.t+1)
X.append(r1.y[0])
# Breakfast start
xInitial2 = r1.y.T
r2 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial2, t[2]).set_f_params(u ,bCHO/(eatingTime),p,modelData)
while r2.successful() and r2.t < t[3]:
r2.integrate(r2.t+1)
X.append(r2.y[0])
# Breakfast stop
xInitial3 = r2.y.T
r3 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial3, t[3]).set_f_params(u ,0,p,modelData)
while r3.successful() and r3.t < t[4]:
r3.integrate(r3.t+1)
X.append(r3.y[0])
# Insulinshot before lunch
xInitial4 = r3.y.T
xInitial4[2] = xInitial4[2] + lInsulin
r4 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial4, t[4]).set_f_params(u ,0,p,modelData)
while r4.successful() and r4.t < t[5]:
r4.integrate(r4.t+1)
X.append(r4.y[0])
# Lunch start
xInitial5 = r4.y.T
r5 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial5, t[5]).set_f_params(u ,lCHO/(eatingTime),p,modelData)
while r5.successful() and r5.t < t[6]:
r5.integrate(r5.t+1)
X.append(r5.y[0])
# Lunch stop
xInitial6 = r5.y.T
r6 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial6, t[6]).set_f_params(u ,0,p,modelData)
while r6.successful() and r6.t < t[7]:
r6.integrate(r6.t+1)
X.append(r6.y[0])
# Insulinshot before dinner
xInitial7 = r6.y.T
xInitial7[2] = xInitial7[2] + dInsulin
r7 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial7, t[7]).set_f_params(u ,0,p,modelData)
while r7.successful() and r7.t < t[8]:
r7.integrate(r7.t+1)
X.append(r7.y[0])
# Dinner start
xInitial8 = r7.y.T
r8 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial8, t[8]).set_f_params(u ,dCHO/(eatingTime),p,modelData)
while r8.successful() and r8.t < t[9]:
r8.integrate(r8.t+1)
X.append(r8.y[0])
# Dinner stop
xInitial9 = r8.y.T
r9 = ode(Cobelli).set_integrator('vode', method='bdf', order=15).set_initial_value(xInitial9, t[9]).set_f_params(u ,0,p,modelData)
while r9.successful() and r9.t < t[10]:
r9.integrate(r9.t+1)
X.append(r9.y[0])
#sys.exit(0)
# Collects all the simulated intervals
G = [x / V_G for x in X]
T = r.t
return (T,G,t)
def get_spread(self, proj, disc, pv):
def find_spread(spread):
return self.value(proj, disc, spread=spread) - pv
return solver(find_spread, -1e2, 1e2)
def RunSimulation(self, t, x, u, p, modelType, modelData, malady):
from scipy.optimize import fsolve as solver
from scipy.integrate import ode
self.t = t
self.x = x
self.u = u
self.modelType = modelType
self.p = p
self.model_data = modelData
self.malady = malady
breakfast_carbpermin = self.model_data[8]
lunch_carbpermin = self.model_data[9]
dinner_carbpermin = self.model_data[10]
insulin = self.u
G_p = []
G_t = []
I_l = []
I_p = []
Q_sto1 = []
Q_sto2 = []
Q_gut = []
I_1 = []
I_d = []
X = []
Y = []
I_po = []
if malady == "type1":
G_s = []
G_M = []
I_sc1 = []
I_sc2 = []
# State vector for training Neural Network
if malady == "type1":
stateVector = [G_p, G_t, I_l, I_p, Q_sto1,
Q_sto2, Q_gut, I_1, I_d, X,
Y, I_po, G_s, G_M, I_sc1, I_sc2]
else:
stateVector = [G_p, G_t, I_l, I_p, Q_sto1, Q_sto2, Q_gut, I_1,
I_d, X, Y, I_po]
# (xStart,u,0,p,modelData)
xInitial0 = solver(self.CobelliWrap,x,
args=(u,0,p,modelData,malady))
#Initialize empty meal vector
mealVector = []
mealVectorAppend = mealVector.append
stateVector_0_Append = stateVector[0].append
stateVector_1_Append = stateVector[1].append
stateVector_2_Append = stateVector[2].append
stateVector_3_Append = stateVector[3].append
stateVector_4_Append = stateVector[4].append
stateVector_5_Append = stateVector[5].append
stateVector_6_Append = stateVector[6].append
stateVector_7_Append = stateVector[7].append
stateVector_8_Append = stateVector[8].append
stateVector_9_Append = stateVector[9].append
stateVector_10_Append = stateVector[10].append
stateVector_11_Append = stateVector[11].append
# Midnight to first insulin shot
r = ode(modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial0,
t[0]).set_f_params(self.u , 0, self.p, self.model_data)
while r.successful() and r.t < t[1]:
r.integrate(r.t+1)
mealVectorAppend(r.f_params[1])
stateVector_0_Append(r.y[0])
stateVector_1_Append(r.y[1])
stateVector_2_Append(r.y[2])
stateVector_3_Append(r.y[3])
stateVector_4_Append(r.y[4])
stateVector_5_Append(r.y[5])
stateVector_6_Append(r.y[6])
stateVector_7_Append(r.y[7])
stateVector_8_Append(r.y[8])
stateVector_9_Append(r.y[9])
stateVector_10_Append(r.y[10])
stateVector_11_Append(r.y[11])
if malady == "type1":
stateVector[12].append(r.y[12])
stateVector[13].append(r.y[13])
stateVector[14].append(r.y[14])
stateVector[15].append(r.y[15])
# Insulin shot before breakfast
xInitial1 = r.y.T
xInitial1[1] = xInitial1[1] + insulin
r1 = ode(modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial1,
t[1]).set_f_params(self.u , 0, self.p, self.model_data)
while r1.successful() and r1.t < t[2]:
r1.integrate(r1.t+1)
mealVectorAppend(r1.f_params[1])
stateVector_0_Append(r1.y[0])
stateVector_1_Append(r1.y[1])
stateVector_2_Append(r1.y[2])
stateVector_3_Append(r1.y[3])
stateVector_4_Append(r1.y[4])
stateVector_5_Append(r1.y[5])
stateVector_6_Append(r1.y[6])
stateVector_7_Append(r1.y[7])
stateVector_8_Append(r1.y[8])
stateVector_9_Append(r1.y[9])
stateVector_10_Append(r1.y[10])
stateVector_11_Append(r1.y[11])
if malady == "type1":
stateVector[12].append(r1.y[12])
stateVector[13].append(r1.y[13])
stateVector[14].append(r1.y[14])
stateVector[15].append(r1.y[15])
# Breakfast start
xInitial2 = r1.y.T
r2 = ode(modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial2,
t[2]).set_f_params(u, breakfast_carbpermin, p, modelData)
while r2.successful() and r2.t < t[3]:
r2.integrate(r2.t+1)
mealVectorAppend(r2.f_params[1])
stateVector_0_Append(r2.y[0])
stateVector_1_Append(r2.y[1])
stateVector_2_Append(r2.y[2])
stateVector_3_Append(r2.y[3])
stateVector_4_Append(r2.y[4])
stateVector_5_Append(r2.y[5])
stateVector_6_Append(r2.y[6])
stateVector_7_Append(r2.y[7])
stateVector_8_Append(r2.y[8])
stateVector_9_Append(r2.y[9])
stateVector_10_Append(r2.y[10])
stateVector_11_Append(r2.y[11])
if malady == "type1":
stateVector[12].append(r2.y[12])
stateVector[13].append(r2.y[13])
stateVector[14].append(r2.y[14])
stateVector[15].append(r2.y[15])
# Breakfast stop
xInitial3 = r2.y.T
r3 = ode(self.modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial3,
t[3]).set_f_params(self.u, 0, self.p, self.model_data)
while r3.successful() and r3.t < t[4]:
r3.integrate(r3.t+1)
mealVectorAppend(r3.f_params[1])
stateVector_0_Append(r3.y[0])
stateVector_1_Append(r3.y[1])
stateVector_2_Append(r3.y[2])
stateVector_3_Append(r3.y[3])
stateVector_4_Append(r3.y[4])
stateVector_5_Append(r3.y[5])
stateVector_6_Append(r3.y[6])
stateVector_7_Append(r3.y[7])
stateVector_8_Append(r3.y[8])
stateVector_9_Append(r3.y[9])
stateVector_10_Append(r3.y[10])
stateVector_11_Append(r3.y[11])
if malady == "type1":
stateVector[12].append(r3.y[12])
stateVector[13].append(r3.y[13])
stateVector[14].append(r3.y[14])
stateVector[15].append(r3.y[15])
# Insulin shot before lunch
xInitial4 = r3.y.T
r4 = ode(self.modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial4,
t[4]).set_f_params(self.u, 0, self.p, self.model_data)
while r4.successful() and r4.t < t[5]:
r4.integrate(r4.t+1)
mealVectorAppend(r4.f_params[1])
stateVector_0_Append(r4.y[0])
stateVector_1_Append(r4.y[1])
stateVector_2_Append(r4.y[2])
stateVector_3_Append(r4.y[3])
stateVector_4_Append(r4.y[4])
stateVector_5_Append(r4.y[5])
stateVector_6_Append(r4.y[6])
stateVector_7_Append(r4.y[7])
stateVector_8_Append(r4.y[8])
stateVector_9_Append(r4.y[9])
stateVector_10_Append(r4.y[10])
stateVector_11_Append(r4.y[11])
if malady == "type1":
stateVector[12].append(r4.y[12])
stateVector[13].append(r4.y[13])
stateVector[14].append(r4.y[14])
stateVector[15].append(r4.y[15])
# Lunch start
xInitial5 = r4.y.T
r5 = ode(modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial5,
t[5]).set_f_params(u,lunch_carbpermin,p,modelData)
while r5.successful() and r5.t < t[6]:
r5.integrate(r5.t+1)
mealVectorAppend(r5.f_params[1])
stateVector_0_Append(r5.y[0])
stateVector_1_Append(r5.y[1])
stateVector_2_Append(r5.y[2])
stateVector_3_Append(r5.y[3])
stateVector_4_Append(r5.y[4])
stateVector_5_Append(r5.y[5])
stateVector_6_Append(r5.y[6])
stateVector_7_Append(r5.y[7])
stateVector_8_Append(r5.y[8])
stateVector_9_Append(r5.y[9])
stateVector_10_Append(r5.y[10])
stateVector_11_Append(r5.y[11])
if malady == "type1":
stateVector[12].append(r5.y[12])
stateVector[13].append(r5.y[13])
stateVector[14].append(r5.y[14])
stateVector[15].append(r5.y[15])
# Lunch stop
xInitial6 = r5.y.T
r6 = ode(self.modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial6,
t[6]).set_f_params(self.u, 0, self.p, self.model_data)
while r6.successful() and r6.t < t[7]:
r6.integrate(r6.t+1)
mealVectorAppend(r6.f_params[1])
stateVector_0_Append(r6.y[0])
stateVector_1_Append(r6.y[1])
stateVector_2_Append(r6.y[2])
stateVector_3_Append(r6.y[3])
stateVector_4_Append(r6.y[4])
stateVector_5_Append(r6.y[5])
stateVector_6_Append(r6.y[6])
stateVector_7_Append(r6.y[7])
stateVector_8_Append(r6.y[8])
stateVector_9_Append(r6.y[9])
stateVector_10_Append(r6.y[10])
stateVector_11_Append(r6.y[11])
if malady == "type1":
stateVector[12].append(r6.y[12])
stateVector[13].append(r6.y[13])
stateVector[14].append(r6.y[14])
stateVector[15].append(r6.y[15])
# Insulin shot before dinner
xInitial7 = r6.y.T
r7 = ode(self.modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial7,
t[7]).set_f_params(self.u, 0, self.p, self.model_data)
while r7.successful() and r7.t < t[8]:
r7.integrate(r7.t+1)
mealVectorAppend(r7.f_params[1])
stateVector_0_Append(r7.y[0])
stateVector_1_Append(r7.y[1])
stateVector_2_Append(r7.y[2])
stateVector_3_Append(r7.y[3])
stateVector_4_Append(r7.y[4])
stateVector_5_Append(r7.y[5])
stateVector_6_Append(r7.y[6])
stateVector_7_Append(r7.y[7])
stateVector_8_Append(r7.y[8])
stateVector_9_Append(r7.y[9])
stateVector_10_Append(r7.y[10])
stateVector_11_Append(r7.y[11])
if malady == "type1":
stateVector[12].append(r7.y[12])
stateVector[13].append(r7.y[13])
stateVector[14].append(r7.y[14])
stateVector[15].append(r7.y[15])
# Dinner start
xInitial8 = r7.y.T
r8 = ode(modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial8,
t[8]).set_f_params(u,dinner_carbpermin,p,modelData)
while r8.successful() and r8.t < t[9]:
r8.integrate(r8.t+1)
mealVectorAppend(r8.f_params[1])
stateVector_0_Append(r8.y[0])
stateVector_1_Append(r8.y[1])
stateVector_2_Append(r8.y[2])
stateVector_3_Append(r8.y[3])
stateVector_4_Append(r8.y[4])
stateVector_5_Append(r8.y[5])
stateVector_6_Append(r8.y[6])
stateVector_7_Append(r8.y[7])
stateVector_8_Append(r8.y[8])
stateVector_9_Append(r8.y[9])
stateVector_10_Append(r8.y[10])
stateVector_11_Append(r8.y[11])
if malady == "type1":
stateVector[12].append(r8.y[12])
stateVector[13].append(r8.y[13])
stateVector[14].append(r8.y[14])
stateVector[15].append(r8.y[15])
# Dinner stop
xInitial9 = r8.y.T
r9 = ode(self.modelType).set_integrator('vode', method='bdf',
order=15).set_initial_value(xInitial9,
t[9]).set_f_params(self.u, 0, self.p, self.model_data)
while r9.successful() and r9.t < t[10]:
r9.integrate(r9.t+1)
mealVectorAppend(r9.f_params[1])
stateVector_0_Append(r9.y[0])
stateVector_1_Append(r9.y[1])
stateVector_2_Append(r9.y[2])
stateVector_3_Append(r9.y[3])
stateVector_4_Append(r9.y[4])
stateVector_5_Append(r9.y[5])
stateVector_6_Append(r9.y[6])
stateVector_7_Append(r9.y[7])
stateVector_8_Append(r9.y[8])
stateVector_9_Append(r9.y[9])
stateVector_10_Append(r9.y[10])
stateVector_11_Append(r9.y[11])
if malady == "type1":
stateVector[12].append(r9.y[12])
stateVector[13].append(r9.y[13])
stateVector[14].append(r9.y[14])
stateVector[15].append(r9.y[15])
#Convert stateVector into a NumPy Array
outputArray = np.array(stateVector)
# Collects all the simulated intervals
outputArray[0] = [x / self.p[0] for x in outputArray[0]]
return {'outputArray': outputArray,'mealVector': mealVector}
def simple_bootstrap_cycle(mach, m, e_recirc, H_cab_ft, Tcab, n_pax, Qrequired, alpha, print_results=False):
"""
:param mach:
:param m:
:param H_cab_ft:
:param Tcab:
:return:
"""
# Flight Conditions
H_ft = 38000
H_m = H_ft * ft_2_m
H_cab_m = H_cab_ft * ft_2_m
H_m = H_ft * ft_2_m
deltaT = 0
Tcab = 24 + 273
rho, Pcab, T = atmosferaISA(H_cab_m, deltaT)
Pcab = Pcab / 1000
n_pack = 2
min_ventilation = n_pax * 0.55 * lbmin_2_kgs / n_pack
if m < min_ventilation:
print('Insuficient mass')
m = min_ventilation
gamma = 1.4
eta_d = 0.84
eta_c = 0.82
hx_eff = 0.8
eta_t = 0.77
rho, P1, T1 = atmosferaISA(H_m, deltaT)
T1 = -57 + 273
P1 = 20 # Kpa
T2, P2, w_r = ram_compression(m, T1, P1, mach, gamma, eta_d)
P3 = 250
T3a, P3a, w_pc = compressor(m, T2, P2, P3 / P2, gamma, eta_c)
T3b = 200 + 247 # Fixed
P3b = P3a # No loss in preecooler
P4a = 200 # Pressure after PRSOV
T4a = T3b # Same temperature after PRSOV
P4b = P4a # No pressure drop in hx
T4b, Qphx = heat_exchanger(m, T4a, T2, hx_eff)
P7 = Pcab
P50 = np.array([100])
resfunc = lambda P5: get_residual(m, T2, P4b, T4b, P5, P7, gamma, hx_eff, eta_c, eta_t, alpha)
sol = solver(resfunc, np.array([P50]))
P5 = sol.x[0]
P6 = P5
P7 = Pcab
T5, T6, T7, Qshx, w_t, w_sc = loop(m, T2, P4b, T4b, P5, P7, gamma, hx_eff, eta_c, eta_t)
m_recirc = e_recirc * m
m_mixer = m_recirc + m
T8 = (m_recirc * Cp * Tcab * 1.1 + m * Cp * T7) / (m_mixer * Cp)
P8 = P7
Qcooling = m_mixer * Cp * (Tcab - T8)
# Pressurization work
_, _, w_press = compressor(m, T2, P2, P7 / P2, gamma, eta_c)
w_press = w_press + w_r
COPP = Qcooling / (w_r + w_pc)
COP = Qcooling / (w_r + w_pc - w_press)
T = np.array([T1, T2, T3a, T3b, T4a, T4b, T5, T6, T7, T8, Tcab])
P = np.array([P1, P2, P3a, P3b, P4a, P4b, P5, P6, P7, P8, Pcab])
W = np.array([w_r, w_pc, w_sc, w_t, w_press])
s = np.zeros_like(T)
for idx, _ in enumerate(T):
s[idx] = PropsSI('S', 'T', T[idx], 'P', P[idx] * 1000, 'air') / 1000
label = ('1', '2', '3a', '3b', '4a', '4b', '5', '6', '7', '8', 'cab')
if print_results:
for idx in range(0, len(P)):
print('T%s: %.2f P%s: %.2f' % (label[idx], T[idx], label[idx], P[idx]))
print('\nTurbine Work: %.2f kW\nCompressor Work: %.2f kW' % (w_t, w_sc))
print('Cooling effect: %.2f kW\t %.2f BTU/hr' % (Qcooling, Qcooling * kW2btumin))
print('COP %.2f \tCOPP %.2f' % (COP, COPP))
return W, T, P, s, Qcooling, COP, COPP
def SimulateCobelliDay(modelData):
# modelData = np.zeros((22,1))
eatingTime = 30 # [min ]
# Data is unpacked
bHour = modelData[1]
bMin = modelData[2]
bCHO = 1000 * modelData[3] * 18.018 # converted to mg
bInsulin = 6.945 * modelData[4] / 1000 # converted from IU/L to pmol/L
lHour = modelData[5]
lMin = modelData[6]
lCHO = 1000 * modelData[7] * 18.018 # converted to mg
lInsulin = 6.945 * modelData[8] / 1000 # converted to pmol/L
dHour = modelData[9]
dMin = modelData[10]
dCHO = 1000 * modelData[11] * 18.018 # converted to mg
dInsulin = 6.945 * modelData[12] / 1000 # converted to pmol/L
insulinTime = modelData[13]
# Initialize the time vector
t = np.zeros((11, 1))
# Relevant moments are calculated
t[0] = 0
t[1] = bHour * 60 + bMin - insulinTime
t[2] = bHour * 60 + bMin
t[3] = bHour * 60 + bMin + eatingTime
t[4] = lHour * 60 + lMin - insulinTime
t[5] = lHour * 60 + lMin
t[6] = lHour * 60 + lMin + eatingTime
t[7] = dHour * 60 + dMin - insulinTime
t[8] = dHour * 60 + dMin
t[9] = dHour * 60 + dMin + eatingTime
t[10] = 24 * 60
V_G = 1.88 #1.49 # [dL/kg]
k_1 = 0.065 #0.042 # [min ^-1]
k_2 = 0.079 #0.071 # [min ^-1]
V_I = 0.05 #0.04 # [L/kg]
m_1 = 0.190 #0.379 # [min ^-1]
m_2 = 0.484 #0.673 # [min ^-1]
m_4 = 0.194 #0.269 # [min ^-1]
m_5 = 0.0304 #0.0526 # [min *kg/pmol ]
m_6 = 0.6471 #0.8118 # [-]
HE_b = 0.6 # [-]
k_max = 0.0558 #0.0465 # [min ^-1]
k_min = 0.0080 #0.0076 # [min ^-1]
k_abs = 0.057 #0.023 # [min ^-1]
k_gri = 0.0558 #0.0465 # [min ^-1]
f = 0.90 # [-]
a = 0.00013 #0.00006 # [mg ^-1]
b = 0.82 #0.68 # [-]
c = 0.00236 #0.00023 # [mg ^-1]
d = 0.010 # 0.09 # [-]
k_p1 = 2.70 #3.09 # [mg/kg/min ]
k_p2 = 0.0021 #0.0007 # [min ^-1]
k_p3 = 0.009 #0.005 # [mg/kg/min per pmol/L]
k_p4 = 0.0618 #0.0786 # [mg/kg/min per pmol/kg]
k_i = 0.0079 #0.0066 # [min ^-1]
F_cns = 1 # [mg/kg/min ]
V_m0 = 2.50 #4.65 # [mg/kg/min ]
V_mx = 0.047 #0.034 # [mg/kg/min per pmol/L]
K_m0 = 225.59 #466.21 # [mg/kg]
p_2U = .0331 #0.084 # [min ^-1]
K = 2.30 #0.99 # [pmol/kg per mg/dL]
alpha = 0.050 #0.013 # [min ^-1]
beta = 0.11 #0.05 # [pmol/kg/min per mg/dL]
gamma = 0.5 # [min ^-1]
k_e1 = 0.0005 #0.0007 # [min ^-1]
k_e2 = 339 #269 # [mg/kg]
p = [
V_G, k_1, k_2, V_I, m_1, m_2, m_4, m_5, m_6, HE_b, k_max, k_min, k_abs,
k_gri, f, a, b, c, d, k_p1, k_p2, k_p3, k_p4, k_i, F_cns, V_m0, V_mx,
K_m0, p_2U, K, alpha, beta, gamma, k_e1, k_e2
]
u = 0 #0.0954119*BW, #7.15
X = []
# Calculate the steady state values
xStart = [90, 90, 54.18, 54.18, 0, 0, 0, 4.4, 4.4, 0, 0, 0] #zeros(16,1) ,
# (xStart,u,0,p,modelData)
xInitial0 = solver(CobelliWrap, xStart, args=(u, 0, p, modelData))
# Midnight to first insulinshot
r = ode(Cobelli).set_integrator('vode', method='bdf',
order=15).set_initial_value(
xInitial0,
t[0]).set_f_params(u, 0, p, modelData)
while r.successful() and r.t < t[1]:
r.integrate(r.t + 1)
X.append(r.y[0])
# Insulinshot before breakfast
xInitial1 = r.y.T
xInitial1[2] = xInitial1[2] + bInsulin
r1 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial1,
t[1]).set_f_params(u, 0, p, modelData)
while r1.successful() and r1.t < t[2]:
r1.integrate(r1.t + 1)
X.append(r1.y[0])
# Breakfast start
xInitial2 = r1.y.T
r2 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial2,
t[2]).set_f_params(u, bCHO / (eatingTime),
p, modelData)
while r2.successful() and r2.t < t[3]:
r2.integrate(r2.t + 1)
X.append(r2.y[0])
# Breakfast stop
xInitial3 = r2.y.T
r3 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial3,
t[3]).set_f_params(u, 0, p, modelData)
while r3.successful() and r3.t < t[4]:
r3.integrate(r3.t + 1)
X.append(r3.y[0])
# Insulinshot before lunch
xInitial4 = r3.y.T
xInitial4[2] = xInitial4[2] + lInsulin
r4 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial4,
t[4]).set_f_params(u, 0, p, modelData)
while r4.successful() and r4.t < t[5]:
r4.integrate(r4.t + 1)
X.append(r4.y[0])
# Lunch start
xInitial5 = r4.y.T
r5 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial5,
t[5]).set_f_params(u, lCHO / (eatingTime),
p, modelData)
while r5.successful() and r5.t < t[6]:
r5.integrate(r5.t + 1)
X.append(r5.y[0])
# Lunch stop
xInitial6 = r5.y.T
r6 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial6,
t[6]).set_f_params(u, 0, p, modelData)
while r6.successful() and r6.t < t[7]:
r6.integrate(r6.t + 1)
X.append(r6.y[0])
# Insulinshot before dinner
xInitial7 = r6.y.T
xInitial7[2] = xInitial7[2] + dInsulin
r7 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial7,
t[7]).set_f_params(u, 0, p, modelData)
while r7.successful() and r7.t < t[8]:
r7.integrate(r7.t + 1)
X.append(r7.y[0])
# Dinner start
xInitial8 = r7.y.T
r8 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial8,
t[8]).set_f_params(u, dCHO / (eatingTime),
p, modelData)
while r8.successful() and r8.t < t[9]:
r8.integrate(r8.t + 1)
X.append(r8.y[0])
# Dinner stop
xInitial9 = r8.y.T
r9 = ode(Cobelli).set_integrator(
'vode', method='bdf',
order=15).set_initial_value(xInitial9,
t[9]).set_f_params(u, 0, p, modelData)
while r9.successful() and r9.t < t[10]:
r9.integrate(r9.t + 1)
X.append(r9.y[0])
#sys.exit(0)
# Collects all the simulated intervals
G = [x / V_G for x in X]
T = r.t
return (T, G, t)
