def run(scenario: Scenario, data_path: str, reload: bool = False) -> None:
reader = Reader(data_path)
populations_df = reader.load_csv("populations", orient="dataframe")
populations_by_region = {
Region[k]: {Age10Y[kk]: vv
for kk, vv in v.items()}
for k, v in populations_df.set_index("region").T.to_dict().items()
}
lockdown_start, lockdown_end, end, slow_unlock = scenario.get_lockdown_info(
)
file_name = scenario.get_spread_model_filename()
file_path = os.path.join(data_path, f"{file_name}.pkl")
if not os.path.exists(file_path) or reload:
worker = functools.partial(
run_worker,
lockdown_start=lockdown_start,
lockdown_end=lockdown_end,
end=end,
slow_unlock=slow_unlock,
data_path=data_path,
spread_model_params=scenario.spread_model_params,
)
with multiprocessing.Pool() as pool:
data = pool.map(worker, [populations_by_region[r] for r in Region])
keys = data[0].keys()
data = {
k: {
t: {r: data[i][k][t]
for i, r in enumerate(Region)}
for t in range(end)
}
for k in keys
}
with open(file_path, "wb") as f:
pickle.dump(data, f)
def test_interface(
self,
corporate_bankruptcy_model_cls,
utilisation,
primary_inputs,
final_use_shortfall_vs_demand,
):
reader = Reader(DATA_PATH)
state = state_from_utilisation(UTILISATION_NO_COVID_NO_LOCKDOWN)
state.gdp_state = IoGdpState(
primary_inputs=primary_inputs,
final_use_shortfall_vs_demand=final_use_shortfall_vs_demand,
)
new_state = advance_state(state, utilisation)
new_state.gdp_state = IoGdpState(
primary_inputs=primary_inputs,
final_use_shortfall_vs_demand=final_use_shortfall_vs_demand,
)
cb_model = corporate_bankruptcy_model_cls()
cb_model.load(reader)
cb_model.simulate(state)
cb_model.simulate(new_state)
for (
_business_size,
mapping,
) in new_state.corporate_state.proportion_solvent.items():
for sector, solvent in mapping.items():
assert 0 <= solvent <= 1
def test_interface(
self,
gdp_model_cls,
personal_bankruptcy_model_cls,
corporate_bankruptcy_model_cls,
utilisation,
):
reader = Reader(DATA_PATH)
state = state_from_utilisation(UTILISATION_NO_COVID_NO_LOCKDOWN)
econ_model = Economics(
gdp_model_cls(),
corporate_bankruptcy_model_cls(),
personal_bankruptcy_model_cls(),
)
econ_model.load(reader)
econ_model.simulate(state)
new_state = advance_state(state, utilisation)
econ_model.simulate(new_state)
# Factor of 1.1 is because of the GDP backbone model
assert (0 <= sum(new_state.gdp_state.gdp.values()) <=
new_state.gdp_state.max_gdp * 1.1)
for (
_business_size,
mapping,
) in new_state.corporate_state.proportion_solvent.items():
for sector, solvent in mapping.items():
assert 0 <= solvent <= 1
for region in Region:
assert 0 <= new_state.personal_state.personal_bankruptcy[
region] <= 1
def test_interface(
self,
gdp_model_cls,
personal_bankruptcy_model_cls,
corporate_bankruptcy_model_cls,
lockdown,
utilisations,
):
reader = Reader(DATA_PATH)
econ_model = Economics(
gdp_model_cls(),
corporate_bankruptcy_model_cls(),
personal_bankruptcy_model_cls(),
)
econ_model.load(reader)
try:
# Simulation should fail unless we start outside of lockdown
econ_model.simulate(time=0,
lockdown=lockdown,
utilisations=utilisations)
except ValueError:
if not lockdown:
raise
else:
if lockdown:
raise ValueError()
assert 0 <= sum(
econ_model.results.fraction_gdp_by_sector(0).values()) <= 1
def test_interface(self, corporate_bankruptcy_model_cls, gdp_discount):
reader = Reader(DATA_PATH)
cb_model = corporate_bankruptcy_model_cls()
cb_model.load(reader)
discounts = cb_model.gdp_discount_factor(
days_since_lockdown=1,
gdp_discount=gdp_discount,
)
for discount in discounts.values():
assert 0 <= discount <= 1
def test_interface(self, gdp_model_cls, lockdown, utilisations):
reader = Reader(DATA_PATH)
gdp_model = gdp_model_cls()
gdp_model.load(reader)
gdp_model.simulate(time=0,
lockdown=lockdown,
lockdown_exit_time=0,
utilisations=utilisations)
assert 0 <= sum(
gdp_model.results.gdp[0].values()) <= gdp_model.results.max_gdp
def __init__(
self,
data_path: str,
):
"""
Simulator for adaptER-covid19
:param data_path: path to data
:type data_path: str
"""
self.reader = Reader(data_path)
def test_interface(self, personal_bankruptcy_model_cls, utilisation):
reader = Reader(DATA_PATH)
state = state_from_utilisation(UTILISATION_NO_COVID_NO_LOCKDOWN)
new_state = advance_state(state, utilisation)
pb_model = personal_bankruptcy_model_cls()
pb_model.load(reader)
pb_model.simulate(state)
pb_model.simulate(new_state)
for region in Region:
assert 0 <= new_state.personal_state.personal_bankruptcy[
region] <= 1
def test_interface(self, personal_bankruptcy_model_cls, lockdown,
gdp_discount):
reader = Reader(DATA_PATH)
pb_model = personal_bankruptcy_model_cls()
pb_model.load(reader)
pb_model.simulate(
time=0,
lockdown=lockdown,
corporate_bankruptcy={k: 1 - v
for k, v in gdp_discount.items()},
)
for region in Region:
assert 0 <= pb_model.results[0][region].personal_bankruptcy <= 1
def _base_lockdown_state(data_path: str) -> float:
"""
Get proportion of workforce at work during lockdown
:param data_path: path to economics data
:return:
"""
reader = Reader(data_path)
keyworker = SectorDataSource("keyworker").load(reader)
workers = RegionSectorAgeDataSource("workers").load(reader)
return sum(
keyworker[s] * workers[r, s, a]
for r, s, a in itertools.product(Region, Sector, Age)
) / sum(workers.values())
def test_interface(self, gdp_model_cls, utilisation):
reader = Reader(DATA_PATH)
state = state_from_utilisation(UTILISATION_NO_COVID_NO_LOCKDOWN)
gdp_model = gdp_model_cls()
gdp_model.load(reader)
gdp_model.simulate(state)
if issubclass(gdp_model_cls, PiecewiseLinearCobbDouglasGdpModel):
# This is required because we need a `capital` param for the C-D model
# TODO: make cleaner
NaiveCorporateBankruptcyModel().simulate(state)
new_state = advance_state(state, utilisation)
new_state.previous.personal_state = DUMMY_PERSONAL_STATE
gdp_model.simulate(new_state)
# Factor of 1.1 is because of the GDP backbone model
assert (0 <= sum(new_state.gdp_state.gdp.values()) <=
new_state.gdp_state.max_gdp * 1.1)
def load(self, reader: Reader) -> None:
io_df = reader.load_csv("input_output").set_index("Sector")
self.small_cap_cash_buffer = SectorDataSource("smallcap_cash").load(
reader)
self.large_cap_pct = SectorDataSource("largecap_pct_turnover").load(
reader)
self.employee_compensation = {
Sector[k]: v
for k, v in io_df.employee_compensation.to_dict().items()
}
self.taxes_minus_subsidies = {
Sector[k]: v
for k, v in io_df.taxes_minus_subsidies.to_dict().items()
}
self.capital_consumption = {
Sector[k]: v
for k, v in io_df.capital_consumption.to_dict().items()
}
outflows = (io_df.employee_compensation + io_df.taxes_minus_subsidies +
io_df.capital_consumption)
gross_operating_surplus = (io_df.net_operating_surplus +
io_df.capital_consumption)
lcap_cash_buffer = (gross_operating_surplus *
np.array([self.large_cap_pct[s] for s in Sector]) *
self.large_cap_cash_surplus_months / 12)
sme_factor = np.array([
(self.small_cap_cash_buffer[s] / self.sinc_theta) / 365 *
(1 - self.large_cap_pct[s]) for s in Sector
])
sme_cash_buffer = outflows * sme_factor
lcap_clipped_cash_buffer = lcap_cash_buffer.apply(lambda x: max(x, 0))
sme_clipped_cash_buffer = sme_cash_buffer.apply(lambda x: max(x, 0))
self.lcap_clipped_cash_buffer = {
Sector[k]: v
for k, v in lcap_clipped_cash_buffer.to_dict().items()
}
self.sme_clipped_cash_buffer = {
Sector[k]: v
for k, v in sme_clipped_cash_buffer.to_dict().items()
}
value_added = (io_df.net_operating_surplus +
io_df.employee_compensation +
io_df.taxes_minus_subsidies + io_df.capital_consumption)
self.value_added = {
Sector[k]: v
for k, v in value_added.to_dict().items()
}
def state_from_utilisation(
utilisation: Utilisation,
new_spending_day: int = 10**6,
ccff_day: int = 10**6,
loan_guarantee_day: int = 10**6,
) -> SimulateState:
reader = Reader(DATA_PATH)
utilisations = Utilisations(
{
k: copy.deepcopy(utilisation)
for k in itertools.product(Region, Sector, Age)
},
reader=reader,
)
lambdas = utilisation.to_lambdas()
ill = sum(v for k, v in lambdas.items() if k in ILL_STATES)
dead = lambdas[WorkerState.DEAD]
# Placeholder until quarantine is integrated from the covid model
quarantine = 0
ill, dead, quarantine, p_wfh = [{
k: x
for k in itertools.product(Region, Sector, Age)
} for x in [ill, dead, quarantine, utilisation.p_wfh]]
state = SimulateState(
time=0,
dead=dead,
ill=ill,
quarantine=quarantine,
p_wfh=p_wfh,
lockdown=float(utilisation.p_wfh > 0),
furlough=utilisation.p_furloughed > 0,
new_spending_day=new_spending_day,
ccff_day=ccff_day,
loan_guarantee_day=loan_guarantee_day,
fear_factor_coef_lockdown=1.0,
fear_factor_coef_ill=1.0,
fear_factor_coef_dead=1.0,
utilisations=utilisations,
)
return state
def plot_econ_data(
model: Economics,
total_individuals: int,
end_time: int,
data_dir: str,
results_dir: str,
) -> None:
# Time series plot of overall values
# Load all necessary data
reader = Reader(data_dir)
gdp_data = RegionSectorAgeDataSource("gdp").load(reader)
gdp_per_sector = {
s: sum(gdp_data[r, s, a] for r, a in itertools.product(Region, Age))
for s in Sector
}
gdp_per_sector = {
s: v / sum(gdp_per_sector.values()) for s, v in gdp_per_sector.items()
}
workers_data = RegionSectorAgeDataSource("gdp").load(reader)
workers_per_region = {
r: sum(workers_data[r, s, a] for s, a in itertools.product(Sector, Age))
for r in Region
}
workers_per_region = {
r: v / sum(workers_per_region.values()) for r, v in workers_per_region.items()
}
populations_path = os.path.join(data_dir, "populations.csv")
people_per_region = {
Region[k]: v
for k, v in pd.read_csv(populations_path)
.set_index("region")
.sum(axis=1)
.to_dict()
.items()
}
people_per_region = {
r: v / sum(people_per_region.values()) for r, v in people_per_region.items()
}
gdp = pd.Series(
{
k: sum(g.values()) / model.results.gdp_result.max_gdp
for k, g in model.results.gdp.items()
}
)
corporate_bankruptcies = 1 - pd.Series(
{
k: sum(cs[s] * gdp_per_sector[s] for s in Sector)
for k, cs in model.results.corporate_solvencies.items()
}
)
personal_bankruptcies = pd.Series(
{
k: sum(pb[r].personal_bankruptcy * workers_per_region[r] for r in Region)
for k, pb in model.results.personal_bankruptcy.items()
}
)
epidemic_data = {
r: pd.read_csv(os.path.join(results_dir, f"{r.name}_ts.csv")) for r in Region
}
deaths = pd.Series(
{
i: sum(
epidemic_data[r].loc[i, "n_death"]
/ total_individuals
* people_per_region[r]
for r in Region
)
for i in range(end_time)
}
)
recoveries = pd.Series(
{
i: sum(
epidemic_data[r].loc[i, "n_recovered"]
/ total_individuals
* people_per_region[r]
for r in Region
)
for i in range(end_time)
}
)
# Plot
fig, ax = plt.subplots()
gdp.plot(ax=ax, label="gdp")
corporate_bankruptcies.plot(ax=ax, label="corporate_bankruptcies")
personal_bankruptcies.plot(ax=ax, label="personal_bankruptcies")
(deaths * 100).plot(ax=ax, label="deaths * 100")
recoveries.plot(ax=ax, label="recoveries")
ax.set_xlabel("time / days")
ax.legend()
# GDP by sectors, area chart
gdp_by_sector_path = os.path.join(results_dir, "gdp_by_sector.csv")
gdp_by_sector = pd.read_csv(gdp_by_sector_path)
fig, ax = plt.subplots()
# First sector is special - need to fill between 0 and it
ax.fill_between(
gdp_by_sector.index,
gdp_by_sector.iloc[:, 0] * 0,
gdp_by_sector.iloc[:, 0],
label=gdp_by_sector.columns[0],
)
for i in range(1, gdp_by_sector.shape[1]):
ax.fill_between(
gdp_by_sector.index,
gdp_by_sector.iloc[:, i - 1],
gdp_by_sector.iloc[:, i],
label=gdp_by_sector.columns[i],
)
ax.set_xlabel("Time / days")
ax.set_ylabel("GDP / Pre-crisis GDP")
ax.legend(ncol=2)
# Affect of corporate bankruptcies on GDP, by sector
corp_bank_path = os.path.join(results_dir, "corporate_solvencies_sector.csv")
corp_bank_df = pd.read_csv(corp_bank_path)
fig, ax = plt.subplots()
corp_bank_df.plot(ax=ax)
# Fraction personal bankruptcies, by sector
personal_bank_path = os.path.join(results_dir, "personal_bankruptcies.csv")
personal_bank_df = pd.read_csv(personal_bank_path)
fig, ax = plt.subplots()
personal_bank_df.plot(ax=ax)
plt.show()
def main(
parameters,
household_demographics,
outdir,
total_individuals,
lockdown_start,
lockdown_end,
end_time,
econ_data_dir,
gdp_model,
) -> None:
"""
Run simulations by region
"""
# set up output directory and paths
output_dir = click.format_filename(outdir)
os.makedirs(output_dir, exist_ok=True)
parameters_path = click.format_filename(parameters)
household_demographics_path = click.format_filename(household_demographics)
econ_data_dir = click.format_filename(econ_data_dir)
with open(os.path.join(econ_data_dir, "parameters.json"), "r") as f:
econ_parameters = json.load(f)
# Read regional population distributions in age
populations_df = pd.read_csv(os.path.join(econ_data_dir, "populations.csv"))
populations_by_region = {
Region[k]: {Age10Y[kk]: vv for kk, vv in v.items()}
for k, v in populations_df.set_index("region").T.to_dict().items()
}
queues = {r: multiprocessing.Queue() for r in Region}
# Setup economics model
reader = Reader(econ_data_dir)
gdp_model = ECON_MODELS[gdp_model](**econ_parameters["gdp"])
cb_model = CorporateBankruptcyModel(**econ_parameters["corporate_bankruptcy"])
pb_model = PersonalBankruptcyModel(**econ_parameters["personal_insolvency"])
econ_model = Economics(gdp_model, cb_model, pb_model)
econ_model.load(reader)
worker = functools.partial(
_worker,
output_dir=output_dir,
parameters_path=parameters_path,
household_demographics_path=household_demographics_path,
total_individuals=total_individuals,
lockdown_start=lockdown_start,
lockdown_end=lockdown_end,
end_time=end_time,
)
econ_worker = functools.partial(
_econ_worker,
model=econ_model,
total_individuals=total_individuals,
end_time=end_time,
output_dir=output_dir,
)
spread_processes = [
multiprocessing.Process(
target=worker, args=((r, populations_by_region[r], queues[r]),)
)
for r in Region
]
for p in spread_processes:
p.start()
econ_model = econ_worker(queues)
for p in spread_processes:
p.join()
plot_econ_data(econ_model, total_individuals, end_time, econ_data_dir, output_dir)
def test_optimiser(self):
reader = Reader(DATA_PATH)
model = PiecewiseLinearCobbDouglasGdpModel()
model.load(reader)
setup = model.setup
state = state_from_utilisation(UTILISATION_NO_COVID_NO_LOCKDOWN)
def default_soln(v):
# print(v)
if v[0] == "q":
return setup.q_iot[v[1]]
elif v[0] == "d":
return setup.dtilde_iot.loc[v[1], v[2]]
elif v[0] == "x" or v[0] == "xtilde":
return setup.xtilde_iot.loc[v[1], v[2]]
elif v[0] == "y":
return setup.ytilde_total_iot[v[1]]
elif v[0] == "lambda":
if v[1] == LabourState.WORKING:
return 1.0
elif v[1] == LabourState.WFH:
return 0.0
elif v[1] == LabourState.ILL:
return 0.0
default_solution = [default_soln(v) for v in setup.variables]
assert all([v is not None for v in default_solution])
model.simulate(state)
assert len(state.gdp_state.primary_inputs) > 1
assert len(state.gdp_state.final_uses) > 1
assert len(state.gdp_state.compensation_received) > 1
assert len(state.gdp_state.compensation_paid) > 1
assert len(state.gdp_state.compensation_subsidy) > 1
res = state.gdp_state._optimise_result
x = res.x
_df = pd.DataFrame([x, default_solution],
columns=setup.variables,
index=["found", "default"]).T
_df["diff"] = _df["found"] - _df["default"]
_df["err %"] = _df["diff"] / _df["default"]
_df["var type"] = [v[0] for v in _df.index]
_df["var index 1"] = [
v[1] if len(v) >= 2 else np.nan for v in _df.index
]
_df["var index 2"] = [
v[2] if len(v) >= 3 else np.nan for v in _df.index
]
# found and default final uses should be almost equal when aggregated
np.testing.assert_allclose(
_df[_df["var type"] == "y"]["found"].sum(),
setup.ytilde_total_iot.sum(),
rtol=1e-3,
atol=0,
)
# found and default gdp should be almost equal
np.testing.assert_allclose(
setup.get_gdp(x).sum(),
setup.max_gdp,
rtol=1e-3,
atol=0,
)
# objective fn part 1 (gdp) equals sum of default final uses minus imports
np.testing.assert_allclose(
np.sum(list(setup.gdp_per_sector.values()), axis=0).dot(res.x),
setup.ytilde_total_iot.sum() - setup.xtilde_iot.loc[M.I].sum() -
setup.o_iot.loc[PrimaryInput.TAXES_PRODUCTS].sum(),
rtol=1e-3,
atol=0,
)
# objective fn part 1 (gdp) equals sum of default operating surplus
np.testing.assert_allclose(
np.sum(list(setup.gdp_per_sector.values()), axis=0).dot(res.x),
setup.xtilde_iot.loc[M.K].sum() + setup.xtilde_iot.loc[M.L].sum() +
setup.o_iot.loc[PrimaryInput.TAXES_PRODUCTION].sum(),
rtol=1e-5,
atol=0,
)
# objective fn part 2 (surplus) equals consumption + net operating surplus
np.testing.assert_allclose(
np.sum(list(setup.surplus_per_sector.values()), axis=0).dot(res.x),
setup.xtilde_iot.loc[M.K].sum(),
rtol=1e-5,
atol=0,
)
# objective fn part 1 + part 2 = objective fn
np.testing.assert_allclose(
(np.sum(list(setup.gdp_per_sector.values()), axis=0) +
np.sum(list(setup.surplus_per_sector.values()), axis=0)).dot(
res.x),
-res.fun,
rtol=1e-5,
atol=0,
)
# found solution matches default solution for each variable
# note: the household sector has lots of zero values, making the optimization problem underconstrained.
# therefore, we ignore variables relating to the household sector in below checks
__df = _df[~((_df["var index 1"] == Sector.T_HOUSEHOLD)
| (_df["var index 2"] == Sector.T_HOUSEHOLD))]
np.testing.assert_allclose(__df["found"],
__df["default"],
rtol=1e-4,
atol=1e0)
# all non-lambda variables are in currency, therefore large atol is acceptable
np.testing.assert_allclose(
__df[__df["var type"] != "lambda"]["found"],
__df[__df["var type"] != "lambda"]["default"],
rtol=1e-8,
atol=2e0,
)
# all lambda variables are in [0,1] therefore atol has to be small
np.testing.assert_allclose(
__df[__df["var type"] == "lambda"]["found"],
__df[__df["var type"] == "lambda"]["default"],
rtol=1e-5,
atol=1e-5,
)
household_demographics_path = click.format_filename(household_demographics)
econ_data_dir = click.format_filename(econ_data_dir)
if example_parameters is None:
example_parameters = EXAMPLE_PARAMETERS
# Read regional population distributions in age
populations_df = pd.read_csv(os.path.join(econ_data_dir, "populations.csv"))
populations_by_region = {
Region[k]: {Age10Y[kk]: vv for kk, vv in v.items()}
for k, v in populations_df.set_index("region").T.to_dict().items()
}
manager = multiprocessing.Manager()
queues = {r: manager.Queue() for r in Region}
# Setup economics model
reader = Reader(econ_data_dir)
gdp_model = ECON_MODELS[gdp_model](**example_parameters["gdp"])
cb_model = CorporateBankruptcyModel(**example_parameters["corporate_bankruptcy"])
pb_model = PersonalBankruptcyModel(**example_parameters["personal_insolvency"])
econ_model = Economics(gdp_model, cb_model, pb_model)
econ_model.load(reader)
spread_worker = functools.partial(
_spread_worker,
output_dir=output_dir,
parameters_path=parameters_path,
household_demographics_path=household_demographics_path,
total_individuals=total_individuals,
lockdown_start=lockdown_start,
lockdown_end=lockdown_end,
end_time=end_time,
def load(self, reader: Reader) -> None:
"""
Load data required for simulation
Parameters
----------
reader: helper class to load data
"""
# primary inputs data
io_df = reader.load_csv("input_output").set_index("Sector")
self.employee_compensation = {
Sector[k]: v for k, v in io_df.employee_compensation.to_dict().items()
}
self.taxes_minus_subsidies = {
Sector[k]: v for k, v in io_df.taxes_minus_subsidies.to_dict().items()
}
self.capital_consumption = {
Sector[k]: v for k, v in io_df.capital_consumption.to_dict().items()
}
outflows = (
io_df.employee_compensation
+ io_df.taxes_minus_subsidies
+ io_df.capital_consumption
)
self.outflows = {Sector[k]: v for k, v in outflows.to_dict().items()}
self.net_operating_surplus = {
Sector[k]: v
for k, v in io_df.net_operating_surplus.apply(lambda x: max(x, 0))
.to_dict()
.items()
}
gross_operating_surplus = (
io_df.net_operating_surplus.apply(lambda x: max(x, 0))
+ io_df.capital_consumption
)
value_added = (
io_df.net_operating_surplus.apply(lambda x: max(x, 0))
+ io_df.employee_compensation
+ io_df.taxes_minus_subsidies
+ io_df.capital_consumption
)
self.value_added = {Sector[k]: v for k, v in value_added.to_dict().items()}
# large cap cash buffer
self.large_cap_pct = SectorDataSource("largecap_pct_turnover").load(reader)
lcap_cash_buffer = (
gross_operating_surplus
* np.array([self.large_cap_pct[s] for s in Sector])
* self.large_cap_cash_surplus_months
/ 12
)
lcap_clipped_cash_buffer = lcap_cash_buffer.apply(lambda x: max(x, 0))
self.lcap_clipped_cash_buffer = {
Sector[k]: v for k, v in lcap_clipped_cash_buffer.to_dict().items()
}
# sme cash buffer
self.sme_cash_buffer_days = SectorDataSource("smallcap_cash").load(reader)
sme_factor = np.array(
[
(self.sme_cash_buffer_days[s] / self.sinc_theta)
/ DAYS_IN_A_YEAR
* (1 - self.large_cap_pct[s])
for s in Sector
]
)
sme_cash_buffer = outflows * sme_factor
sme_clipped_cash_buffer = sme_cash_buffer.apply(lambda x: max(x, 0))
self.sme_clipped_cash_buffer = {
Sector[k]: v for k, v in sme_clipped_cash_buffer.to_dict().items()
}
# company demographics
self.turnover = reader.load_csv("company_size_and_turnover").set_index("Sector")
self.sme_count = {
Sector[k]: int(v)
for k, v in self.turnover[self.turnover.min_size < 250]
.groupby(["Sector"])["num_companies"]
.sum()
.to_dict()
.items()
}
self.sme_count.update({s: 0 for s in set(Sector) - self.sme_count.keys()})
self.largecap_count = {
Sector[k]: int(v)
for k, v in self.turnover[self.turnover.min_size >= 250]
.groupby(["Sector"])["num_companies"]
.sum()
.to_dict()
.items()
}
self.largecap_count.update(
{s: 0 for s in set(Sector) - self.largecap_count.keys()}
)
sme_company_sector_counts = self.turnover[self.turnover.min_size < 250][
["min_size", "num_companies"]
]
self.sme_company_size = {
Sector[k]: v
for k, v in np.repeat(
sme_company_sector_counts.min_size,
sme_company_sector_counts.num_companies,
)
.groupby(["Sector"])
.apply(lambda x: np.array(x))
.to_dict()
.items()
}
large_company_sector_counts = self.turnover[self.turnover.min_size >= 250][
["min_size", "num_companies"]
]
self.large_company_size = {
Sector[k]: v
for k, v in np.repeat(
large_company_sector_counts.min_size,
large_company_sector_counts.num_companies,
)
.groupby(["Sector"])
.apply(lambda x: np.array(x))
.to_dict()
.items()
}
self.growth_rates = SectorDataSource("growth_rates").load(reader)
self.exhuberance_factor = {s: 1.0 for s in Sector}
# simulate initial cash buffers
self._init_sim()
# vulnerabilities for new spending stimulus
sme_vulnerability = reader.load_csv("sme_rate_payer_vulnerability").set_index(
"Sector"
)
sme_vulnerability /= sme_vulnerability.sum()
self.sme_vulnerability = {
Sector[k]: v
for k, v in sme_vulnerability["vulnerability"].to_dict().items()
}
# coronavirus business interruption loan scheme (CBILS) stimulus parameters
self.loan_guarantee_remaining = 330e3
self.size_loan = {
0: 0.01,
1: 0.05,
2: 0.05,
5: 0.05,
10: 0.25,
20: 0.25,
50: 0.25,
100: 0.25,
200: 0.25,
}
self.sme_company_received_loan = {
s: np.zeros(self.sme_count[s]) for s in Sector
}
def lockdown_then_unlock_no_corona(data_path: str = "data"):
"""
Lockdown at t=5 days, then release lockdown at t=50 days.
:param data_path:
:return:
"""
reader = Reader(data_path)
econ = Economics(
SupplyDemandGdpModel(), CorporateBankruptcyModel(), PersonalBankruptcyModel()
)
econ.load(reader)
max_utilisations = {key: 1.0 for key in itertools.product(Region, Sector, Age)}
min_utilisations = {key: 0.0 for key in itertools.product(Region, Sector, Age)}
length = 100
for i in range(length):
if 5 <= i < 50:
econ.simulate(i, True, min_utilisations)
else:
econ.simulate(i, False, max_utilisations)
df = (
pd.DataFrame(
[econ.results.fraction_gdp_by_sector(i) for i in range(1, length)],
index=range(1, length),
)
.T.sort_index()
.T.cumsum(axis=1)
)
# Plot 1
fig, ax = plt.subplots(figsize=(20, 10))
ax.fill_between(df.index, df.iloc[:, 0] * 0, df.iloc[:, 0], label=df.columns[0])
for i in range(1, df.shape[1]):
ax.fill_between(df.index, df.iloc[:, i - 1], df.iloc[:, i], label=df.columns[i])
ax.legend(ncol=2)
# Plot 2
df = pd.DataFrame(
[
econ.results.corporate_solvencies[i]
for i in econ.results.corporate_solvencies
]
)
df.plot(figsize=(20, 10))
# Plot 3
pd.DataFrame(
[
{
r: econ.results.personal_bankruptcy[i][r].personal_bankruptcy
for r in Region
}
for i in econ.results.personal_bankruptcy
]
).plot(figsize=(20, 10))
# Plot 4
pd.DataFrame(
[
{
r: econ.results.personal_bankruptcy[i][r].corporate_bankruptcy
for r in Region
}
for i in econ.results.personal_bankruptcy
]
).plot(figsize=(20, 10))
