techtonique_apis.techto_reserving

  1import tempfile
  2import pandas as pd
  3from xlwings import func, arg, ret
  4from .techtonique_apis import TechtoniqueAPI
  5
  6api = TechtoniqueAPI()
  7
  8
  9@func
 10@arg("df", index=False, doc="Excel range with reserving triangle data.")
 11@arg("method", doc='Reserving method (default: "chainladder")')
 12@ret(index=False, doc="Reserving results as a table for Excel")
 13def techto_reserving(
 14    df: pd.DataFrame,
 15    method: str = "chainladder",
 16) -> pd.DataFrame:
 17    """
 18    Reserving: pass a triangle as a DataFrame from Excel, return reserving results.
 19
 20    Excel/xlwings custom function: Classical reserving on a triangle from Excel using the Techtonique API.
 21
 22    Parameters
 23    ----------
 24
 25    df : pd.DataFrame
 26        The input triangle data as a DataFrame (from Excel range).
 27
 28    method : str, default "chainladder"
 29        Reserving method to use.
 30
 31    Returns
 32    -------
 33
 34    pd.DataFrame
 35        Reserving results as a DataFrame for Excel.
 36
 37    ---
 38    xlwings lite docstring (for Excel help):
 39    Classical reserving on a triangle from Excel using the Techtonique API.
 40    - df: Excel range with reserving triangle data.
 41    - method: Reserving method (default: chainladder).
 42    Returns: Reserving results as a table for Excel.
 43    """
 44    with tempfile.NamedTemporaryFile(suffix=".csv", delete=False) as tmp:
 45        df.to_csv(tmp.name, index=False)
 46        result = api.reserving(
 47            file_path=tmp.name,
 48            method=method,
 49        )
 50    if method == "chainladder":
 51        return pd.DataFrame(result)
 52    return pd.DataFrame({"origin": result["Origin"],
 53                         "IBNR": result["IBNR"],
 54                         "IBNR 95": result["IBNR 95%"]})
 55
 56
 57@func
 58@arg("df", index=False, doc="Excel range with reserving triangle data.")
 59@arg("method", doc='ML reserving method (default: "RidgeCV")')
 60@ret(index=False, doc="ML reserving results as a table for Excel")
 61def techto_mlreserving(
 62    df: pd.DataFrame,
 63    method: str = "RidgeCV",
 64) -> pd.DataFrame:
 65    """
 66    ML Reserving: pass a triangle as a DataFrame from Excel, return ML reserving results.
 67
 68    Excel/xlwings custom function: ML reserving on a triangle from Excel using the Techtonique API.
 69
 70    Parameters
 71    ----------
 72
 73    df : pd.DataFrame
 74        The input triangle data as a DataFrame (from Excel range).
 75
 76    method : str, default "RidgeCV"
 77        ML reserving method to use.
 78
 79    Returns
 80    -------
 81
 82    pd.DataFrame
 83        ML reserving results as a DataFrame for Excel.
 84
 85    ---
 86    xlwings lite docstring (for Excel help):
 87    ML reserving on a triangle from Excel using the Techtonique API.
 88    - df: Excel range with reserving triangle data.
 89    - method: ML reserving method (default: RidgeCV).
 90    Returns: ML reserving results as a table for Excel.
 91    """
 92    with tempfile.NamedTemporaryFile(suffix=".csv", delete=False) as tmp:
 93        df.to_csv(tmp.name, index=False)
 94        result = api.mlreserving(
 95            file_path=tmp.name,
 96            method=method,
 97        )
 98    return pd.DataFrame({"origin": result["Origin"],
 99                         "IBNR": result["IBNR"],
100                         "IBNR 95": result["IBNR 95%"]})