def __call__(self, loss_type, assets, hazard, _eps=None, _eids=None):
"""
:param loss_type: the loss type
:param assets: a list of N assets of the same taxonomy
:param hazard: an hazard curve
:param _eps: dummy parameter, unused
:param _eids: dummy parameter, unused
:returns: a list of triples (eal_orig, eal_retro, bcr_result)
"""
n = len(assets)
self.assets = assets
vf = self.risk_functions[loss_type]
imls = self.hazard_imtls[vf.imt]
vf_retro = self.retro_functions[loss_type]
curves_orig = functools.partial(scientific.classical, vf, imls,
steps=self.lrem_steps_per_interval)
curves_retro = functools.partial(scientific.classical, vf_retro, imls,
steps=self.lrem_steps_per_interval)
original_loss_curves = utils.numpy_map(curves_orig, [hazard] * n)
retrofitted_loss_curves = utils.numpy_map(curves_retro, [hazard] * n)
eal_original = utils.numpy_map(
scientific.average_loss, original_loss_curves)
eal_retrofitted = utils.numpy_map(
scientific.average_loss, retrofitted_loss_curves)
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
return list(zip(eal_original, eal_retrofitted, bcr_results))
def do_classical_bcr(loss_type, units, containers, params, profile):
for unit_orig, unit_retro in utils.pairwise(units):
with profile('getting hazard'):
assets, hazard_curves = unit_orig.getter()
_, hazard_curves_retrofitted = unit_retro.getter()
with profile('computing bcr'):
original_loss_curves = unit_orig.calc(hazard_curves)
retrofitted_loss_curves = unit_retro.calc(
hazard_curves_retrofitted)
eal_original = [
scientific.average_loss(losses, poes)
for losses, poes in original_loss_curves]
eal_retrofitted = [
scientific.average_loss(losses, poes)
for losses, poes in retrofitted_loss_curves]
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
params.interest_rate, params.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
with logs.tracing('writing results'):
containers.write(
assets, zip(eal_original, eal_retrofitted, bcr_results),
output_type="bcr_distribution",
loss_type=loss_type,
hazard_output_id=unit_orig.getter.hazard_output.id)
def __call__(self, loss_type, assets, gmfs, epsilons, event_ids):
self.assets = assets
original_loss_curves = utils.numpy_map(
self.curves, self.vf_orig[loss_type].apply_to(gmfs, epsilons))
retrofitted_loss_curves = utils.numpy_map(
self.curves, self.vf_retro[loss_type].apply_to(gmfs, epsilons))
eal_original = utils.numpy_map(scientific.average_loss,
original_loss_curves)
eal_retrofitted = utils.numpy_map(scientific.average_loss,
retrofitted_loss_curves)
bcr_results = [
scientific.bcr(eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type),
asset.retrofitted(loss_type))
for i, asset in enumerate(assets)
]
return scientific.Output(assets,
loss_type,
data=list(
zip(eal_original, eal_retrofitted,
bcr_results)))
def __call__(self, loss_type, assets, hazard, _eps=None, _tags=None):
self.assets = assets
original_loss_curves = utils.numpy_map(self.curves_orig[loss_type],
hazard)
retrofitted_loss_curves = utils.numpy_map(self.curves_retro[loss_type],
hazard)
eal_original = utils.numpy_map(scientific.average_loss,
original_loss_curves)
eal_retrofitted = utils.numpy_map(scientific.average_loss,
retrofitted_loss_curves)
bcr_results = [
scientific.bcr(eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type),
asset.retrofitted(loss_type))
for i, asset in enumerate(assets)
]
return scientific.Output(assets,
loss_type,
data=list(
zip(eal_original, eal_retrofitted,
bcr_results)))
def test_bcr_classical(self):
vulnerability_function_rm = (
scientific.VulnerabilityFunction(
'PGA',
[0.1, 0.2, 0.3, 0.45, 0.6],
[0.05, 0.1, 0.2, 0.4, 0.8],
[0.5, 0.4, 0.3, 0.2, 0.1], "LN"))
vulnerability_function_rf = (
scientific.VulnerabilityFunction(
'PGA',
[0.1, 0.2, 0.3, 0.45, 0.6],
[0.035, 0.07, 0.14, 0.28, 0.56],
[0.5, 0.4, 0.3, 0.2, 0.1], "LN"))
asset_value = 2.
retrofitting_cost = .1
interest_rate = 0.05
asset_life_expectancy = 40
hazard = [
(0.001, 0.0398612669790014), (0.01, 0.0398612669790014),
(0.05, 0.0397287574802989), (0.1, 0.0296134266256125),
(0.15, 0.0198273287564916), (0.2, 0.0130622701614519),
(0.25, 0.00865538795000043), (0.3, 0.00589852059368967),
(0.35, 0.00406169858951178), (0.4, 0.00281172717952682),
(0.45, 0.00199511741777669), (0.5, 0.00135870597284571),
(0.55, 0.000989667841573727), (0.6, 0.000757544444296432),
(0.7, 0.000272824002045979), (0.8, 0.0),
(0.9, 0.0), (1.0, 0.0)]
original_loss_ratio_curve = scientific.classical(
vulnerability_function_rm,
hazard,
steps=5)
retrofitted_loss_ratio_curve = scientific.classical(
vulnerability_function_rf,
hazard,
steps=5)
eal_original = scientific.average_loss(*original_loss_ratio_curve)
eal_retrofitted = scientific.average_loss(
*retrofitted_loss_ratio_curve)
bcr = scientific.bcr(
eal_original, eal_retrofitted,
interest_rate,
asset_life_expectancy,
asset_value,
retrofitting_cost)
self.assertAlmostEqual(0.009379,
eal_original * asset_value,
delta=0.0009)
self.assertAlmostEqual(0.006586,
eal_retrofitted * asset_value,
delta=0.0009)
self.assertAlmostEqual(0.483091, bcr, delta=0.009)
def test_compute_bcr(self):
# numbers are proven to be correct
eal_orig = 0.00838
eal_retrofitted = 0.00587
retrofitting_cost = 0.1
interest = 0.05
life_expectancy = 40
expected_result = 0.43405
result = scientific.bcr(eal_orig, eal_retrofitted, interest, life_expectancy, 1, retrofitting_cost)
self.assertAlmostEqual(result, expected_result, delta=2e-5)
def test_compute_bcr(self):
# numbers are proven to be correct
eal_orig = 0.00838
eal_retrofitted = 0.00587
retrofitting_cost = 0.1
interest = 0.05
life_expectancy = 40
expected_result = 0.43405
result = scientific.bcr(eal_orig, eal_retrofitted, interest,
life_expectancy, 1, retrofitting_cost)
self.assertAlmostEqual(result, expected_result, delta=2e-5)
def test_bcr_classical(self):
vulnerability_function_rm = (
scientific.VulnerabilityFunction(
'RM', 'PGA',
[0.1, 0.2, 0.3, 0.45, 0.6],
[0.05, 0.1, 0.2, 0.4, 0.8],
[0.5, 0.4, 0.3, 0.2, 0.1], "LN"))
vulnerability_function_rf = (
scientific.VulnerabilityFunction(
'RF', 'PGA',
[0.1, 0.2, 0.3, 0.45, 0.6],
[0.035, 0.07, 0.14, 0.28, 0.56],
[0.5, 0.4, 0.3, 0.2, 0.1], "LN"))
asset_value = 2.
retrofitting_cost = .1
interest_rate = 0.05
asset_life_expectancy = 40
hazard_imls = [0.001, 0.01, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4,
0.45, 0.5, 0.55, 0.6, 0.7, 0.8, 0.9, 1.0]
poes = [0.039861266979, 0.039861266979, 0.0397287574803,
0.0296134266256, 0.0198273287565, 0.0130622701615,
0.00865538795, 0.00589852059369, 0.00406169858951,
0.00281172717953, 0.00199511741778, 0.00135870597285,
0.000989667841574, 0.000757544444296, 0.000272824002046,
0.0, 0.0, 0.]
original_loss_ratio_curve = scientific.classical(
vulnerability_function_rm, hazard_imls, poes, steps=5)
retrofitted_loss_ratio_curve = scientific.classical(
vulnerability_function_rf, hazard_imls, poes, steps=5)
eal_original = scientific.average_loss(original_loss_ratio_curve)
eal_retrofitted = scientific.average_loss(retrofitted_loss_ratio_curve)
bcr = scientific.bcr(
eal_original, eal_retrofitted,
interest_rate,
asset_life_expectancy,
asset_value,
retrofitting_cost)
self.assertAlmostEqual(0.009379,
eal_original * asset_value,
delta=0.0009)
self.assertAlmostEqual(0.006586,
eal_retrofitted * asset_value,
delta=0.0009)
self.assertAlmostEqual(0.483091, bcr, delta=0.009)
def test_bcr_classical(self):
vulnerability_function_rm = (scientific.VulnerabilityFunction(
'RM', 'PGA', [0.1, 0.2, 0.3, 0.45, 0.6],
[0.05, 0.1, 0.2, 0.4, 0.8], [0.5, 0.4, 0.3, 0.2, 0.1], "LN"))
vulnerability_function_rf = (scientific.VulnerabilityFunction(
'RF', 'PGA', [0.1, 0.2, 0.3, 0.45, 0.6],
[0.035, 0.07, 0.14, 0.28, 0.56], [0.5, 0.4, 0.3, 0.2, 0.1], "LN"))
asset_value = 2.
retrofitting_cost = .1
interest_rate = 0.05
asset_life_expectancy = 40
hazard_imls = [
0.001, 0.01, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, 0.5,
0.55, 0.6, 0.7, 0.8, 0.9, 1.0
]
poes = [
0.039861266979, 0.039861266979, 0.0397287574803, 0.0296134266256,
0.0198273287565, 0.0130622701615, 0.00865538795, 0.00589852059369,
0.00406169858951, 0.00281172717953, 0.00199511741778,
0.00135870597285, 0.000989667841574, 0.000757544444296,
0.000272824002046, 0.0, 0.0, 0.
]
original_loss_ratio_curve = scientific.classical(
vulnerability_function_rm, hazard_imls, poes, steps=5)
retrofitted_loss_ratio_curve = scientific.classical(
vulnerability_function_rf, hazard_imls, poes, steps=5)
eal_original = scientific.average_loss(original_loss_ratio_curve)
eal_retrofitted = scientific.average_loss(retrofitted_loss_ratio_curve)
bcr = scientific.bcr(eal_original, eal_retrofitted, interest_rate,
asset_life_expectancy, asset_value,
retrofitting_cost)
self.assertAlmostEqual(0.009379,
eal_original * asset_value,
delta=0.0009)
self.assertAlmostEqual(0.006586,
eal_retrofitted * asset_value,
delta=0.0009)
self.assertAlmostEqual(0.483091, bcr, delta=0.009)
def classical_bcr(self, loss_type, assets, hazard, eids=None, eps=None):
"""
:param loss_type: the loss type
:param assets: a list of N assets of the same taxonomy
:param hazard: an hazard curve
:param _eps: dummy parameter, unused
:param _eids: dummy parameter, unused
:returns: a list of triples (eal_orig, eal_retro, bcr_result)
"""
if loss_type != 'structural':
raise NotImplementedError('retrofitted is not defined for ' +
loss_type)
n = len(assets)
self.assets = assets
vf = self.risk_functions[loss_type, 'vulnerability']
imls = self.hazard_imtls[vf.imt]
vf_retro = self.risk_functions[loss_type, 'vulnerability_retrofitted']
curves_orig = functools.partial(
scientific.classical,
vf,
imls,
loss_ratios=self.loss_ratios_orig[loss_type])
curves_retro = functools.partial(
scientific.classical,
vf_retro,
imls,
loss_ratios=self.loss_ratios_retro[loss_type])
original_loss_curves = numpy.array([curves_orig(hazard)] * n)
retrofitted_loss_curves = numpy.array([curves_retro(hazard)] * n)
eal_original = numpy.array(
[scientific.average_loss(lc) for lc in original_loss_curves])
eal_retrofitted = numpy.array(
[scientific.average_loss(lc) for lc in retrofitted_loss_curves])
bcr_results = [
scientific.bcr(eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset['value-' + loss_type], asset['retrofitted'])
for i, asset in enumerate(assets)
]
return list(zip(eal_original, eal_retrofitted, bcr_results))
def do_event_based_bcr(loss_type, units, containers, params, profile):
"""
See `event_based_bcr` for docstring
"""
for unit_orig, unit_retro in utils.pairwise(units):
with profile("getting hazard"):
assets, (gmvs, _) = unit_orig.getter()
if len(assets) == 0:
logs.LOG.info("Exit from task as no asset could be processed")
return
_, (gmvs_retro, _) = unit_retro.getter()
with profile("computing bcr"):
_, original_loss_curves = unit_orig.calc(gmvs)
_, retrofitted_loss_curves = unit_retro.calc(gmvs_retro)
eal_original = [scientific.average_loss(losses, poes) for losses, poes in original_loss_curves]
eal_retrofitted = [scientific.average_loss(losses, poes) for losses, poes in retrofitted_loss_curves]
bcr_results = [
scientific.bcr(
eal_original[i],
eal_retrofitted[i],
params.interest_rate,
params.asset_life_expectancy,
asset.value(loss_type),
asset.retrofitted(loss_type),
)
for i, asset in enumerate(assets)
]
with profile("writing results"):
containers.write(
assets,
zip(eal_original, eal_retrofitted, bcr_results),
output_type="bcr_distribution",
loss_type=loss_type,
hazard_output_id=unit_orig.getter.hazard_output.id,
)
def __call__(self, loss_type, assets, hazard):
self.assets = assets
original_loss_curves = self.curves_orig[loss_type](hazard)
retrofitted_loss_curves = self.curves_retro[loss_type](hazard)
eal_original = [
scientific.average_loss(losses, poes)
for losses, poes in original_loss_curves]
eal_retrofitted = [
scientific.average_loss(losses, poes)
for losses, poes in retrofitted_loss_curves]
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
return zip(eal_original, eal_retrofitted, bcr_results)
def classical_bcr(self, loss_type, assets, hazard, eids=None, eps=None):
"""
:param loss_type: the loss type
:param assets: a list of N assets of the same taxonomy
:param hazard: an hazard curve
:param _eps: dummy parameter, unused
:param _eids: dummy parameter, unused
:returns: a list of triples (eal_orig, eal_retro, bcr_result)
"""
if loss_type != 'structural':
raise NotImplemented('retrofitted is not defined for ' + loss_type)
n = len(assets)
self.assets = assets
vf = self.risk_functions[loss_type, 'vulnerability']
imls = self.hazard_imtls[vf.imt]
vf_retro = self.risk_functions[loss_type, 'vulnerability_retrofitted']
curves_orig = functools.partial(
scientific.classical, vf, imls,
loss_ratios=self.loss_ratios_orig[loss_type])
curves_retro = functools.partial(
scientific.classical, vf_retro, imls,
loss_ratios=self.loss_ratios_retro[loss_type])
original_loss_curves = numpy.array([curves_orig(hazard)] * n)
retrofitted_loss_curves = numpy.array([curves_retro(hazard)] * n)
eal_original = numpy.array([scientific.average_loss(lc)
for lc in original_loss_curves])
eal_retrofitted = numpy.array([scientific.average_loss(lc)
for lc in retrofitted_loss_curves])
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset['value-' + loss_type], asset['retrofitted'])
for i, asset in enumerate(assets)]
return list(zip(eal_original, eal_retrofitted, bcr_results))
def __call__(self, loss_type, assets, gmfs, epsilons, event_ids):
self.assets = assets
original_loss_curves = utils.numpy_map(
self.curves, self.vf_orig[loss_type].apply_to(gmfs, epsilons))
retrofitted_loss_curves = utils.numpy_map(
self.curves, self.vf_retro[loss_type].apply_to(gmfs, epsilons))
eal_original = utils.numpy_map(
scientific.average_loss, original_loss_curves)
eal_retrofitted = utils.numpy_map(
scientific.average_loss, retrofitted_loss_curves)
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
return scientific.Output(
assets, loss_type,
data=list(zip(eal_original, eal_retrofitted, bcr_results)))
def __call__(self, loss_type, assets, gmfs, epsilons, event_ids):
self.assets = assets
original_loss_curves = self.curves(
self.vf_orig[loss_type].apply_to(gmfs, epsilons))
retrofitted_loss_curves = self.curves(
self.vf_retro[loss_type].apply_to(gmfs, epsilons))
eal_original = [
scientific.average_loss(losses, poes)
for losses, poes in original_loss_curves]
eal_retrofitted = [
scientific.average_loss(losses, poes)
for losses, poes in retrofitted_loss_curves]
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
return zip(eal_original, eal_retrofitted, bcr_results)
def __call__(self, loss_type, assets, hazard, _eps=None, _eids=None):
"""
:param loss_type: the loss type
:param assets: a list of N assets of the same taxonomy
:param hazard: an hazard curve
:param _eps: dummy parameter, unused
:param _eids: dummy parameter, unused
:returns: a :class:`openquake.risklib.scientific.Output` instance
"""
n = len(assets)
self.assets = assets
vf = self.risk_functions[loss_type]
imls = self.hazard_imtls[vf.imt]
vf_retro = self.retro_functions[loss_type]
curves_orig = functools.partial(scientific.classical, vf, imls,
steps=self.lrem_steps_per_interval)
curves_retro = functools.partial(scientific.classical, vf_retro, imls,
steps=self.lrem_steps_per_interval)
original_loss_curves = utils.numpy_map(curves_orig, [hazard] * n)
retrofitted_loss_curves = utils.numpy_map(curves_retro, [hazard] * n)
eal_original = utils.numpy_map(
scientific.average_loss, original_loss_curves)
eal_retrofitted = utils.numpy_map(
scientific.average_loss, retrofitted_loss_curves)
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
return scientific.Output(
assets, loss_type,
data=list(zip(eal_original, eal_retrofitted, bcr_results)))
def __call__(self, loss_type, assets, hazard):
self.assets = assets
original_loss_curves = utils.numpy_map(
self.curves_orig[loss_type], hazard)
retrofitted_loss_curves = utils.numpy_map(
self.curves_retro[loss_type], hazard)
eal_original = utils.numpy_map(
scientific.average_loss, original_loss_curves)
eal_retrofitted = utils.numpy_map(
scientific.average_loss, retrofitted_loss_curves)
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
self.interest_rate, self.asset_life_expectancy,
asset.value(loss_type), asset.retrofitted(loss_type))
for i, asset in enumerate(assets)]
return scientific.Output(
assets, loss_type,
data=zip(eal_original, eal_retrofitted, bcr_results))
def event_based_bcr(job_id, hazard, seed,
vulnerability_function, vulnerability_function_retrofitted,
output_containers, time_span, tses,
loss_curve_resolution, asset_correlation,
asset_life_expectancy, interest_rate):
"""
Celery task for the BCR risk calculator based on the event based
calculator.
Instantiates risklib calculators, computes bcr
and stores results to db in a single transaction.
:param int job_id:
ID of the currently running job.
:param dict hazard:
A dictionary mapping IDs of
:class:`openquake.engine.db.models.Output` (with output_type set
to 'gmf_collection') to a tuple where the first element is a list
of list (one for each asset) with the ground motion values used by the
calculation, and the second element is the corresponding weight.
:param output_containers: A dictionary mapping hazard Output ID to
a tuple with only the ID of the
:class:`openquake.engine.db.models.BCRDistribution` output container
used to store the computed bcr distribution
:param float time_span:
Time Span of the hazard calculation.
:param float tses:
Time of the Stochastic Event Set.
:param int loss_curve_resolution:
Resolution of the computed loss curves (number of points).
:param int seed:
Seed used to generate random values.
:param float asset_correlation:
asset correlation (0 uncorrelated, 1 perfectly correlated).
:param float interest_rate
The interest rate used in the Cost Benefit Analysis.
:param float asset_life_expectancy
The life expectancy used for every asset.
"""
for hazard_output_id, hazard_data in hazard.items():
hazard_getter, _ = hazard_data
(bcr_distribution_id,) = output_containers[hazard_output_id]
# FIXME(lp). We should not pass the exact same seed for
# different hazard
calc_original = api.ProbabilisticEventBased(
vulnerability_function, curve_resolution=loss_curve_resolution,
time_span=time_span, tses=tses,
seed=seed, correlation=asset_correlation)
calc_retrofitted = api.ProbabilisticEventBased(
vulnerability_function_retrofitted,
curve_resolution=loss_curve_resolution,
time_span=time_span, tses=tses,
seed=seed, correlation=asset_correlation)
with logs.tracing('getting hazard'):
assets, gmvs_ruptures, missings = hazard_getter()
if len(assets):
ground_motion_values = numpy.array(gmvs_ruptures)[:, 0]
else:
# we are relying on the fact that if all the
# hazard_getter in this task will either return some
# results or they all return an empty result set.
logs.LOG.info("Exit from task as no asset could be processed")
base.signal_task_complete(job_id=job_id,
num_items=len(missings))
return
with logs.tracing('computing risk'):
_, original_loss_curves = calc_original(ground_motion_values)
_, retrofitted_loss_curves = calc_retrofitted(ground_motion_values)
eal_original = [
scientific.mean_loss(*original_loss_curves[i].xy)
for i in range(len(assets))]
eal_retrofitted = [
scientific.mean_loss(*retrofitted_loss_curves[i].xy)
for i in range(len(assets))]
bcr_results = [
scientific.bcr(
eal_original[i], eal_retrofitted[i],
interest_rate, asset_life_expectancy,
asset.value, asset.retrofitting_cost)
for i, asset in enumerate(assets)]
with logs.tracing('writing results'):
with transaction.commit_on_success(using='reslt_writer'):
for i, asset in enumerate(assets):
general.write_bcr_distribution(
bcr_distribution_id, asset,
eal_original[i], eal_retrofitted[i], bcr_results[i])
base.signal_task_complete(job_id=job_id,
num_items=len(assets) + len(missings))
def classical_bcr(
job_id,
hazard,
vulnerability_function,
vulnerability_function_retrofitted,
output_containers,
lrem_steps_per_interval,
asset_life_expectancy,
interest_rate,
):
"""
Celery task for the BCR risk calculator based on the classical
calculator.
Instantiates risklib calculators, computes BCR and stores the
results to db in a single transaction.
:param int job_id:
ID of the currently running job
:param dict hazard:
A dictionary mapping IDs of
:class:`openquake.engine.db.models.Output` (with output_type set
to 'hazard_curve') to a tuple where the first element is an instance of
:class:`..hazard_getters.HazardCurveGetter, and the second element is the
corresponding weight.
:param output_containers: A dictionary mapping hazard Output ID to
a tuple with only the ID of the
:class:`openquake.engine.db.models.BCRDistribution` output container
used to store the computed bcr distribution
:param int lrem_steps_per_interval
Steps per interval used to compute the Loss Ratio Exceedance matrix
:param float interest_rate
The interest rate used in the Cost Benefit Analysis
:param float asset_life_expectancy
The life expectancy used for every asset
"""
calc_original = api.Classical(vulnerability_function, lrem_steps_per_interval)
calc_retrofitted = api.Classical(vulnerability_function_retrofitted, lrem_steps_per_interval)
for hazard_output_id, hazard_data in hazard.items():
hazard_getter, _ = hazard_data
(bcr_distribution_id,) = output_containers[hazard_output_id]
with logs.tracing("getting hazard"):
assets, hazard_curves, missings = hazard_getter()
with logs.tracing("computing original losses"):
original_loss_curves = calc_original(hazard_curves)
retrofitted_loss_curves = calc_retrofitted(hazard_curves)
eal_original = [scientific.mean_loss(*original_loss_curves[i].xy) for i in range(len(assets))]
eal_retrofitted = [scientific.mean_loss(*retrofitted_loss_curves[i].xy) for i in range(len(assets))]
bcr_results = [
scientific.bcr(
eal_original[i],
eal_retrofitted[i],
interest_rate,
asset_life_expectancy,
asset.value,
asset.retrofitting_cost,
)
for i, asset in enumerate(assets)
]
with logs.tracing("writing results"):
with transaction.commit_on_success(using="reslt_writer"):
for i, asset in enumerate(assets):
general.write_bcr_distribution(
bcr_distribution_id, asset, eal_original[i], eal_retrofitted[i], bcr_results[i]
)
base.signal_task_complete(job_id=job_id, num_items=len(assets) + len(missings))
