{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# IFRS17 Simulation (Lapse Scenario)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Click the badge below to run this notebook online on Google Colab. You need a Google account and need to be logged in to it to run this notebook on Google Colab.\n", "[![Run on Google Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/lifelib-dev/lifelib/blob/current/lifelib/projects/ifrs17sim/ifrs17sim_charts_lapsescen.ipynb)\n", "\n", "\n", "The next code cell below is relevant only when you run this notebook on Google Colab. It installs lifelib and creates a copy of the library for this notebook." ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import sys, os\n", "\n", "if 'google.colab' in sys.modules:\n", " lib = 'ifrs17sim'; lib_dir = '/content/'+ lib\n", " if not os.path.exists(lib_dir):\n", " !pip install lifelib\n", " import lifelib; lifelib.create(lib, lib_dir)\n", " \n", " %cd $lib_dir" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## About this notebook\n", "\n", "This notebook draws several waterfall charts that show how sources of change in IFRS17 accounts emerge when the actual lapse rate changes at a future point in time and future lapse rate assumptions from that point change accordingly for current-estimate liability valuations at future points. \n", "\n", "Those charts are:\n", "* Actual cashflows\n", "* Present value of expected cashflows\n", "* CSM amortization\n", "* IFRS17 Financial performance\n", "\n", "\n", "A notebook for the baseline simulation is also available on [lifelib]. The baseline simulation assumes\n", "that actual cashflow emerge exacltly as esimated at the beginning of simulation.\n", "\n", "[ifrs17sim]: https://lifelib.io/projects/ifrs17sim.html\n", "[lifelib]: https://lifelib.io\n", "\n", "
\n", "\n", "**Warning:**\n", "\n", "The primary purpose of this model is to showcase the capability of [lifelib] and its base system [modelx], and less attention has been paid to the accuracy of the model or the compliance with the accounting standards. \n", "At very least, following items are identified as over-simplification or lack of implementation.\n", "\n", "\n", "\n", "
\n", "\n", "[modelx]: http://docs.modelx.io" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## How to use Jupyter Notebook\n", "Jupter notebook enables you to run a Python script piece by piece. You can run each piece of code (called a \"cell\") by putting the cursor in the cell and pressing **Shift + Enter**, and get the output right below the input code of the cell. To learn more about Jupyter Notebook, [this tutorial] will help you. There are also plenty of other resources on the internet as Jupyter Notebook is quite popular.\n", "\n", "[this tutorial]: https://nbviewer.jupyter.org/github/jupyter/notebook/blob/master/docs/source/examples/Notebook/Running%20Code.ipynb\n", "\n", "You can play around with this notebook, by changeng input values and formulas, re-running code and checking how output tables and charts change accodingly.\n", "Note that change in code in one cell may change the results of other cells. To reflect change in one cell on the output of other cells, the other cells need to be re-run after the change." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Initial set-up\n", "\n", "The next few lines are import statements, by which functions defined in other modules become avaialbe in this script.\n", "\n", "`ifrs17sim` and `draw_charts` modules are in the project directory of this project. To see what fiels are in the project directory, select **Open** from the **File** menu in the tool bar above." ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import pandas as pd\n", "import collections\n", "import matplotlib.pyplot as plt\n", "from draw_charts import draw_waterfall, get_waterfalldata, draw_actest_pairs" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Building the model\n", "\n", "The next line is to create a model from `build` function defined in `ifrs17sim` module which has just been imported. \n", "\n", "By supplying `True` to `load_saved` parameter of the `build` function, the input data is read from `ifrs17sim.mx`, the 'pickled' file to save loading time. To read input from `input.xlsm`, call `build` with `load_saved=False` or without any parameter because `False` is the default value of `load_saved`. \n", "\n", "If you run this code multiple time, the previous model is renamed to `ifrs17sim_BAK*`, and a new model is created and returned as `model`.\n", "\n", "In `model` thre is a space called `OuterProj` and other spaces. `OuterProj` is parametrized by Policy ID, i.e. each of the spaces with parameters corresponds to a projection of one policy. For example, `model.OuterProj[1]` return the projection of policy ID 1, `model.OuterProj[171]` return the projection of policy ID 171.\n", "\n", "The first line below sets `proj` as a shorthand for the projection of Policy ID 1. \n", "You can change the sample policy by supplying some other ID." ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "import modelx as mx\n", "model = mx.read_model(\"model\")\n", "proj = model.OuterProj[1]\n", "inner = proj.InnerProj" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Adjusting lapse rates\n", "\n", "By defalut, base lapse rates are read in from the input file. The initial rates are constant at 8%." ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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" ], "text/plain": [ " SurrRate\n", "y \n", "0 0.08\n", "1 0.08\n", "2 0.08\n", "3 0.08\n", "4 0.08\n", "5 0.08" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "proj.asmp.SurrRate.to_frame(range(6))" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "In this model, adjustments to the base lapse rates can be made through the cells ``SurrRateMult``.\n", "The cells ``SurrRateMult`` in outer and in inner spaces have have different formulas. " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "For the outer actual simulation, as seen in the formula below, ``SurrRateMult`` is set to 1 by default, but can be overwritten by user input. If the user overwrite ``SurrRateMult(t)``, then the new value applies from ``t`` goint forward." ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "def SurrRateMult(t):\n", " \"\"\"Surrender rate multiple (Default: 1)\"\"\"\n", " if t == 0:\n", " return 1\n", " else:\n", " return SurrRateMult(t-1)" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "proj.asmp.SurrRateMult.formula" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "For the inner projectins, ``SurrRateMult`` is set to the same value as the outer simulation at time 0.\n", "\n", "At each step of outer simulation(``t0``), the lapse rates for the inner projection starting at ``t0``, are set to the lapse rate of the actual(outer) simulation applied in the previos period (from ``t0-1`` to ``t0``)" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "def SurrRateMult(t):\n", " \"\"\"Surrender rate multiple (Default: 1)\"\"\"\n", " if t == 0:\n", " return 1\n", " else:\n", " return SurrRateMult(t-1)" ] }, "execution_count": 5, "metadata": {}, "output_type": "execute_result" } ], "source": [ "inner.asmp.SurrRateMult.formula" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "We assumes that the actual lapse rate doubles from time 2, i.e. the beginning of the 3rd year, and continues to be doubled.\n", "Accordingly, we assume we double our lapse rate assumption from the end of the 3rd yer, one year later later than the change in actual lapse. " ] }, { "cell_type": "code", "execution_count": 6, "metadata": {}, "outputs": [], "source": [ "proj.asmp.SurrRateMult[1] = 1\n", "proj.asmp.SurrRateMult[2] = 2 # Actual lapse rate from t=2 \n", "\n", "inner[1].asmp.SurrRateMult[1] = 1\n", "inner[2].asmp.SurrRateMult[2] = 1\n", "inner[3].asmp.SurrRateMult[3] = 2 # The lapse assumption for estimated cashflows at t=3 and thereafter " ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The figure below shows how underlying poicies change over time. \n", "The 3 columns in the fiture represents 3 cells, and filled lines denote actual(outer) while the dotted lines denote expected(inner). \n", "For each column, rows from the top to the bottom represent the time steps of the outer simulation, stating at time 0.\n", "\n", "The leftmost column is the graph of policies in-force at the end of each period.\n", "The column in the middle shows how ``SurrRateMult`` for actual lapse rate and estimated lapse rates change over time.\n", "``SurrRateMult`` stays at time 0 and 1 (1st and 2nd rows). Then it doubles for the acutal at time 2 (3rd row), while the estimate stays still at 1 for 1 year. Then the estimate catches up the actual at time 3 (4th row).\n", "\n", "The right most column show the movement in terms of the number of surrender policies.\n" ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "scrolled": false }, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "/* global mpl */\n", "window.mpl = {};\n", "\n", "mpl.get_websocket_type = function () {\n", " if (typeof WebSocket !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof MozWebSocket !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert(\n", " 'Your browser does not have WebSocket support. ' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. 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'_images/' + image + '.png';\n", " icon_img.srcset = '_images/' + image + '_large.png 2x';\n", " icon_img.alt = tooltip;\n", " button.appendChild(icon_img);\n", "\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " var fmt_picker = document.createElement('select');\n", " fmt_picker.classList = 'mpl-widget';\n", " toolbar.appendChild(fmt_picker);\n", " this.format_dropdown = fmt_picker;\n", "\n", " for (var ind in mpl.extensions) {\n", " var fmt = mpl.extensions[ind];\n", " var option = document.createElement('option');\n", " option.selected = fmt === mpl.default_extension;\n", " option.innerHTML = fmt;\n", " fmt_picker.appendChild(option);\n", " }\n", "\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "};\n", "\n", "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n", " // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n", " // which will in turn request a refresh of the image.\n", " this.send_message('resize', { width: x_pixels, height: y_pixels });\n", "};\n", "\n", "mpl.figure.prototype.send_message = function (type, properties) {\n", " properties['type'] = type;\n", " properties['figure_id'] = this.id;\n", " this.ws.send(JSON.stringify(properties));\n", "};\n", "\n", "mpl.figure.prototype.send_draw_message = function () {\n", " if (!this.waiting) {\n", " this.waiting = true;\n", " this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " var format_dropdown = fig.format_dropdown;\n", " var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n", " fig.ondownload(fig, format);\n", "};\n", "\n", "mpl.figure.prototype.handle_resize = function (fig, msg) {\n", " var size = msg['size'];\n", " if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n", " fig._resize_canvas(size[0], size[1], msg['forward']);\n", " fig.send_message('refresh', {});\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n", " var x0 = msg['x0'] / fig.ratio;\n", " var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n", " var x1 = msg['x1'] / fig.ratio;\n", " var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n", " x0 = Math.floor(x0) + 0.5;\n", " y0 = Math.floor(y0) + 0.5;\n", " x1 = Math.floor(x1) + 0.5;\n", " y1 = Math.floor(y1) + 0.5;\n", " var min_x = Math.min(x0, x1);\n", " var min_y = Math.min(y0, y1);\n", " var width = Math.abs(x1 - x0);\n", " var height = Math.abs(y1 - y0);\n", "\n", " fig.rubberband_context.clearRect(\n", " 0,\n", " 0,\n", " fig.canvas.width / fig.ratio,\n", " fig.canvas.height / fig.ratio\n", " );\n", "\n", " fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n", "};\n", "\n", "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n", " // Updates the figure title.\n", " fig.header.textContent = msg['label'];\n", "};\n", "\n", "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n", " fig.rubberband_canvas.style.cursor = msg['cursor'];\n", "};\n", "\n", "mpl.figure.prototype.handle_message = function (fig, msg) {\n", " fig.message.textContent = msg['message'];\n", "};\n", "\n", "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n", " // Request the server to send over a new figure.\n", " fig.send_draw_message();\n", "};\n", "\n", "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n", " fig.image_mode = msg['mode'];\n", "};\n", "\n", "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n", " for (var key in msg) {\n", " if (!(key in fig.buttons)) {\n", " continue;\n", " }\n", " fig.buttons[key].disabled = !msg[key];\n", " fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n", " if (msg['mode'] === 'PAN') {\n", " fig.buttons['Pan'].classList.add('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " } else if (msg['mode'] === 'ZOOM') {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.add('active');\n", " } else {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " }\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Called whenever the canvas gets updated.\n", " this.send_message('ack', {});\n", "};\n", "\n", "// A function to construct a web socket function for onmessage handling.\n", "// Called in the figure constructor.\n", "mpl.figure.prototype._make_on_message_function = function (fig) {\n", " return function socket_on_message(evt) {\n", " if (evt.data instanceof Blob) {\n", " var img = evt.data;\n", " if (img.type !== 'image/png') {\n", " /* FIXME: We get \"Resource interpreted as Image but\n", " * transferred with MIME type text/plain:\" errors on\n", " * Chrome. But how to set the MIME type? It doesn't seem\n", " * to be part of the websocket stream */\n", " img.type = 'image/png';\n", " }\n", "\n", " /* Free the memory for the previous frames */\n", " if (fig.imageObj.src) {\n", " (window.URL || window.webkitURL).revokeObjectURL(\n", " fig.imageObj.src\n", " );\n", " }\n", "\n", " fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n", " img\n", " );\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " } else if (\n", " typeof evt.data === 'string' &&\n", " evt.data.slice(0, 21) === 'data:image/png;base64'\n", " ) {\n", " fig.imageObj.src = evt.data;\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " }\n", "\n", " var msg = JSON.parse(evt.data);\n", " var msg_type = msg['type'];\n", "\n", " // Call the \"handle_{type}\" callback, which takes\n", " // the figure and JSON message as its only arguments.\n", " try {\n", " var callback = fig['handle_' + msg_type];\n", " } catch (e) {\n", " console.log(\n", " \"No handler for the '\" + msg_type + \"' message type: \",\n", " msg\n", " );\n", " return;\n", " }\n", "\n", " if (callback) {\n", " try {\n", " // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n", " callback(fig, msg);\n", " } catch (e) {\n", " console.log(\n", " \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n", " e,\n", " e.stack,\n", " msg\n", " );\n", " }\n", " }\n", " };\n", "};\n", "\n", "// from https://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas\n", "mpl.findpos = function (e) {\n", " //this section is from http://www.quirksmode.org/js/events_properties.html\n", " var targ;\n", " if (!e) {\n", " e = window.event;\n", " }\n", " if (e.target) {\n", " targ = e.target;\n", " } else if (e.srcElement) {\n", " targ = e.srcElement;\n", " }\n", " if (targ.nodeType === 3) {\n", " // defeat Safari bug\n", " targ = targ.parentNode;\n", " }\n", "\n", " // pageX,Y are the mouse positions relative to the document\n", " var boundingRect = targ.getBoundingClientRect();\n", " var x = e.pageX - (boundingRect.left + document.body.scrollLeft);\n", " var y = e.pageY - (boundingRect.top + document.body.scrollTop);\n", "\n", " return { x: x, y: y };\n", "};\n", "\n", "/*\n", " * return a copy of an object with only non-object keys\n", " * we need this to avoid circular references\n", " * https://stackoverflow.com/a/24161582/3208463\n", " */\n", "function simpleKeys(original) {\n", " return Object.keys(original).reduce(function (obj, key) {\n", " if (typeof original[key] !== 'object') {\n", " obj[key] = original[key];\n", " }\n", " return obj;\n", " }, {});\n", "}\n", "\n", "mpl.figure.prototype.mouse_event = function (event, name) {\n", " var canvas_pos = mpl.findpos(event);\n", "\n", " if (name === 'button_press') {\n", " this.canvas.focus();\n", " this.canvas_div.focus();\n", " }\n", "\n", " var x = canvas_pos.x * this.ratio;\n", " var y = canvas_pos.y * this.ratio;\n", "\n", " this.send_message(name, {\n", " x: x,\n", " y: y,\n", " button: event.button,\n", " step: event.step,\n", " guiEvent: simpleKeys(event),\n", " });\n", "\n", " /* This prevents the web browser from automatically changing to\n", " * the text insertion cursor when the button is pressed. We want\n", " * to control all of the cursor setting manually through the\n", " * 'cursor' event from matplotlib */\n", " event.preventDefault();\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n", " // Handle any extra behaviour associated with a key event\n", "};\n", "\n", "mpl.figure.prototype.key_event = function (event, name) {\n", " // Prevent repeat events\n", " if (name === 'key_press') {\n", " if (event.key === this._key) {\n", " return;\n", " } else {\n", " this._key = event.key;\n", " }\n", " }\n", " if (name === 'key_release') {\n", " this._key = null;\n", " }\n", "\n", " var value = '';\n", " if (event.ctrlKey && event.key !== 'Control') {\n", " value += 'ctrl+';\n", " }\n", " else if (event.altKey && event.key !== 'Alt') {\n", " value += 'alt+';\n", " }\n", " else if (event.shiftKey && event.key !== 'Shift') {\n", " value += 'shift+';\n", " }\n", "\n", " value += 'k' + event.key;\n", "\n", " this._key_event_extra(event, name);\n", "\n", " this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n", " if (name === 'download') {\n", " this.handle_save(this, null);\n", " } else {\n", " this.send_message('toolbar_button', { name: name });\n", " }\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n", " this.message.textContent = tooltip;\n", "};\n", "\n", "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n", "// prettier-ignore\n", "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n", "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n", "\n", "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\"];\n", "\n", "mpl.default_extension = \"png\";/* global mpl */\n", "\n", "var comm_websocket_adapter = function (comm) {\n", " // Create a \"websocket\"-like object which calls the given IPython comm\n", " // object with the appropriate methods. Currently this is a non binary\n", " // socket, so there is still some room for performance tuning.\n", " var ws = {};\n", "\n", " ws.binaryType = comm.kernel.ws.binaryType;\n", " ws.readyState = comm.kernel.ws.readyState;\n", " function updateReadyState(_event) {\n", " if (comm.kernel.ws) {\n", " ws.readyState = comm.kernel.ws.readyState;\n", " } else {\n", " ws.readyState = 3; // Closed state.\n", " }\n", " }\n", " comm.kernel.ws.addEventListener('open', updateReadyState);\n", " comm.kernel.ws.addEventListener('close', updateReadyState);\n", " comm.kernel.ws.addEventListener('error', updateReadyState);\n", "\n", " ws.close = function () {\n", " comm.close();\n", " };\n", " ws.send = function (m) {\n", " //console.log('sending', m);\n", " comm.send(m);\n", " };\n", " // Register the callback with on_msg.\n", " comm.on_msg(function (msg) {\n", " //console.log('receiving', msg['content']['data'], msg);\n", " var data = msg['content']['data'];\n", " if (data['blob'] !== undefined) {\n", " data = {\n", " data: new Blob(msg['buffers'], { type: data['blob'] }),\n", " };\n", " }\n", " // Pass the mpl event to the overridden (by mpl) onmessage function.\n", " ws.onmessage(data);\n", " });\n", " return ws;\n", "};\n", "\n", "mpl.mpl_figure_comm = function (comm, msg) {\n", " // This is the function which gets called when the mpl process\n", " // starts-up an IPython Comm through the \"matplotlib\" channel.\n", "\n", " var id = msg.content.data.id;\n", " // Get hold of the div created by the display call when the Comm\n", " // socket was opened in Python.\n", " var element = document.getElementById(id);\n", " var ws_proxy = comm_websocket_adapter(comm);\n", "\n", " function ondownload(figure, _format) {\n", " window.open(figure.canvas.toDataURL());\n", " }\n", "\n", " var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n", "\n", " // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n", " // web socket which is closed, not our websocket->open comm proxy.\n", " ws_proxy.onopen();\n", "\n", " fig.parent_element = element;\n", " fig.cell_info = mpl.find_output_cell(\"
\");\n", " if (!fig.cell_info) {\n", " console.error('Failed to find cell for figure', id, fig);\n", " return;\n", " }\n", " fig.cell_info[0].output_area.element.on(\n", " 'cleared',\n", " { fig: fig },\n", " fig._remove_fig_handler\n", " );\n", "};\n", "\n", "mpl.figure.prototype.handle_close = function (fig, msg) {\n", " var width = fig.canvas.width / fig.ratio;\n", " fig.cell_info[0].output_area.element.off(\n", " 'cleared',\n", " fig._remove_fig_handler\n", " );\n", " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", "\n", " // Update the output cell to use the data from the current canvas.\n", " fig.push_to_output();\n", " var dataURL = fig.canvas.toDataURL();\n", " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", " // the notebook keyboard shortcuts fail.\n", " IPython.keyboard_manager.enable();\n", " fig.parent_element.innerHTML =\n", " '';\n", " fig.close_ws(fig, msg);\n", "};\n", "\n", "mpl.figure.prototype.close_ws = function (fig, msg) {\n", " fig.send_message('closing', msg);\n", " // fig.ws.close()\n", "};\n", "\n", "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", " // Turn the data on the canvas into data in the output cell.\n", " var width = this.canvas.width / this.ratio;\n", " var dataURL = this.canvas.toDataURL();\n", " this.cell_info[1]['text/html'] =\n", " '';\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Tell IPython that the notebook contents must change.\n", " IPython.notebook.set_dirty(true);\n", " this.send_message('ack', {});\n", " var fig = this;\n", " // Wait a second, then push the new image to the DOM so\n", " // that it is saved nicely (might be nice to debounce this).\n", " setTimeout(function () {\n", " fig.push_to_output();\n", " }, 1000);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'btn-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " var button;\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " continue;\n", " }\n", "\n", " button = fig.buttons[name] = document.createElement('button');\n", " button.classList = 'btn btn-default';\n", " button.href = '#';\n", " button.title = name;\n", " button.innerHTML = '';\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message pull-right';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "\n", " // Add the close button to the window.\n", " var buttongrp = document.createElement('div');\n", " buttongrp.classList = 'btn-group inline pull-right';\n", " button = document.createElement('button');\n", " button.classList = 'btn btn-mini btn-primary';\n", " button.href = '#';\n", " button.title = 'Stop Interaction';\n", " button.innerHTML = '';\n", " button.addEventListener('click', function (_evt) {\n", " fig.handle_close(fig, {});\n", " });\n", " button.addEventListener(\n", " 'mouseover',\n", " on_mouseover_closure('Stop Interaction')\n", " );\n", " buttongrp.appendChild(button);\n", " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", "};\n", "\n", "mpl.figure.prototype._remove_fig_handler = function (event) {\n", " var fig = event.data.fig;\n", " if (event.target !== this) {\n", " // Ignore bubbled events from children.\n", " return;\n", " }\n", " fig.close_ws(fig, {});\n", "};\n", "\n", "mpl.figure.prototype._root_extra_style = function (el) {\n", " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (el) {\n", " // this is important to make the div 'focusable\n", " el.setAttribute('tabindex', 0);\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " } else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which === 13) {\n", " this.canvas_div.blur();\n", " // select the cell after this one\n", " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", " IPython.notebook.select(index + 1);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " fig.ondownload(fig, null);\n", "};\n", "\n", "mpl.find_output_cell = function (html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i = 0; i < ncells; i++) {\n", " var cell = cells[i];\n", " if (cell.cell_type === 'code') {\n", " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", " var data = cell.output_area.outputs[j];\n", " if (data.data) {\n", " // IPython >= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] === html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "};\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel !== null) {\n", " IPython.notebook.kernel.comm_manager.register_target(\n", " 'matplotlib',\n", " mpl.mpl_figure_comm\n", " );\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "draw_actest_pairs(proj, inner, ['PolsIF_End', 'SurrRateMult', 'PolsSurr'], 5, 5)" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Actual cashflows\n", "\n", "The code below generates a waterfall chart that simulates actual insurance cashflows that are assumed to be equal to the expected. The net asset balance is reset to zero at the end of each period, so the assets are equal to the liabilities at the beginning of each period. \n", "The assets are held as cash, and bear interest at the same rate as discount rate." ] }, { "cell_type": "code", "execution_count": 8, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "def IntAccumCF(t):\n", " \"\"\"Intrest on accumulated cashflows\"\"\"\n", " return (AccumCF(t)\n", " + PremIncome(t)\n", " - ExpsTotal(t)) * DiscRate(t, 0)" ] }, "execution_count": 8, "metadata": {}, "output_type": "execute_result" } ], "source": [ "proj.IntAccumCF.formula" ] }, { "cell_type": "code", "execution_count": 9, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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PremIncomeIntAccumCFExpsAcqTotalBenefitTotalExpsMaintTotalActualNetCF
t
03574.169909-23.007341-4072.250973-556.898777-1035.741699-2113.728881
13286.309839-15.774573-164.315492-575.782913-952.3240981578.112762
23021.518710-10.000811-151.075936-661.304449-875.5915361323.545979
32536.214461-4.600831-126.810723-614.423546-734.9575261055.421834
\n", "
" ], "text/plain": [ " PremIncome IntAccumCF ExpsAcqTotal BenefitTotal ExpsMaintTotal \\\n", "t \n", "0 3574.169909 -23.007341 -4072.250973 -556.898777 -1035.741699 \n", "1 3286.309839 -15.774573 -164.315492 -575.782913 -952.324098 \n", "2 3021.518710 -10.000811 -151.075936 -661.304449 -875.591536 \n", "3 2536.214461 -4.600831 -126.810723 -614.423546 -734.957526 \n", "\n", " ActualNetCF \n", "t \n", "0 -2113.728881 \n", "1 1578.112762 \n", "2 1323.545979 \n", "3 1055.421834 " ] }, "execution_count": 9, "metadata": {}, "output_type": "execute_result" } ], "source": [ "actcf = get_waterfalldata(\n", " proj,\n", " items=['PremIncome',\n", " 'IntAccumCF',\n", " 'ExpsAcqTotal',\n", " 'BenefitTotal',\n", " 'ExpsMaintTotal',\n", " 'ActualNetCF'],\n", " length=4,\n", " reverseitems=['ExpsAcqTotal',\n", " 'BenefitTotal',\n", " 'ExpsMaintTotal'])\n", " \n", "actcf" ] }, { "cell_type": "code", "execution_count": 10, "metadata": { "scrolled": false }, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "/* global mpl */\n", "window.mpl = {};\n", "\n", "mpl.get_websocket_type = function () {\n", " if (typeof WebSocket !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof MozWebSocket !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert(\n", " 'Your browser does not have WebSocket support. ' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.'\n", " );\n", " }\n", "};\n", "\n", "mpl.figure = function (figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = this.ws.binaryType !== undefined;\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById('mpl-warnings');\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent =\n", " 'This browser does not support binary websocket messages. ' +\n", " 'Performance may be slow.';\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = document.createElement('div');\n", " this.root.setAttribute('style', 'display: inline-block');\n", " this._root_extra_style(this.root);\n", "\n", " parent_element.appendChild(this.root);\n", "\n", " this._init_header(this);\n", " this._init_canvas(this);\n", " this._init_toolbar(this);\n", "\n", " var fig = this;\n", "\n", " this.waiting = false;\n", "\n", " this.ws.onopen = function () {\n", " fig.send_message('supports_binary', { value: fig.supports_binary });\n", " fig.send_message('send_image_mode', {});\n", " if (fig.ratio !== 1) {\n", " fig.send_message('set_device_pixel_ratio', {\n", " device_pixel_ratio: fig.ratio,\n", " });\n", " }\n", " fig.send_message('refresh', {});\n", " };\n", "\n", " this.imageObj.onload = function () {\n", " if (fig.image_mode === 'full') {\n", " // Full images could contain transparency (where diff images\n", " // almost always do), so we need to clear the canvas so that\n", " // there is no ghosting.\n", " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", " }\n", " fig.context.drawImage(fig.imageObj, 0, 0);\n", " };\n", "\n", " this.imageObj.onunload = function () {\n", " fig.ws.close();\n", " };\n", "\n", " this.ws.onmessage = this._make_on_message_function(this);\n", "\n", " this.ondownload = ondownload;\n", "};\n", "\n", "mpl.figure.prototype._init_header = function () {\n", " var titlebar = document.createElement('div');\n", " titlebar.classList =\n", " 'ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix';\n", " var titletext = document.createElement('div');\n", " titletext.classList = 'ui-dialog-title';\n", " titletext.setAttribute(\n", " 'style',\n", " 'width: 100%; text-align: center; padding: 3px;'\n", " );\n", " titlebar.appendChild(titletext);\n", " this.root.appendChild(titlebar);\n", " this.header = titletext;\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._root_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._init_canvas = function () {\n", " var fig = this;\n", "\n", " var canvas_div = (this.canvas_div = document.createElement('div'));\n", " canvas_div.setAttribute(\n", " 'style',\n", " 'border: 1px solid #ddd;' +\n", " 'box-sizing: content-box;' +\n", " 'clear: both;' +\n", " 'min-height: 1px;' +\n", " 'min-width: 1px;' +\n", " 'outline: 0;' +\n", " 'overflow: hidden;' +\n", " 'position: relative;' +\n", " 'resize: both;'\n", " );\n", "\n", " function on_keyboard_event_closure(name) {\n", " return function (event) {\n", " return fig.key_event(event, name);\n", " };\n", " }\n", "\n", " canvas_div.addEventListener(\n", " 'keydown',\n", " on_keyboard_event_closure('key_press')\n", " );\n", " canvas_div.addEventListener(\n", " 'keyup',\n", " on_keyboard_event_closure('key_release')\n", " );\n", "\n", " this._canvas_extra_style(canvas_div);\n", " this.root.appendChild(canvas_div);\n", "\n", " var canvas = (this.canvas = document.createElement('canvas'));\n", " canvas.classList.add('mpl-canvas');\n", " canvas.setAttribute('style', 'box-sizing: content-box;');\n", "\n", " this.context = canvas.getContext('2d');\n", "\n", " var backingStore =\n", " this.context.backingStorePixelRatio ||\n", " this.context.webkitBackingStorePixelRatio ||\n", " this.context.mozBackingStorePixelRatio ||\n", " this.context.msBackingStorePixelRatio ||\n", " this.context.oBackingStorePixelRatio ||\n", " this.context.backingStorePixelRatio ||\n", " 1;\n", "\n", " this.ratio = (window.devicePixelRatio || 1) / backingStore;\n", "\n", " var rubberband_canvas = (this.rubberband_canvas = document.createElement(\n", " 'canvas'\n", " ));\n", " rubberband_canvas.setAttribute(\n", " 'style',\n", " 'box-sizing: content-box; position: absolute; left: 0; top: 0; z-index: 1;'\n", " );\n", "\n", " // Apply a ponyfill if ResizeObserver is not implemented by browser.\n", " if (this.ResizeObserver === undefined) {\n", " if (window.ResizeObserver !== undefined) {\n", " this.ResizeObserver = window.ResizeObserver;\n", " } else {\n", " var obs = _JSXTOOLS_RESIZE_OBSERVER({});\n", " this.ResizeObserver = obs.ResizeObserver;\n", " }\n", " }\n", "\n", " this.resizeObserverInstance = new this.ResizeObserver(function (entries) {\n", " var nentries = entries.length;\n", " for (var i = 0; i < nentries; i++) {\n", " var entry = entries[i];\n", " var width, height;\n", " if (entry.contentBoxSize) {\n", " if (entry.contentBoxSize instanceof Array) {\n", " // Chrome 84 implements new version of spec.\n", " width = entry.contentBoxSize[0].inlineSize;\n", " height = entry.contentBoxSize[0].blockSize;\n", " } else {\n", " // Firefox implements old version of spec.\n", " width = entry.contentBoxSize.inlineSize;\n", " height = entry.contentBoxSize.blockSize;\n", " }\n", " } else {\n", " // Chrome <84 implements even older version of spec.\n", " width = entry.contentRect.width;\n", " height = entry.contentRect.height;\n", " }\n", "\n", " // Keep the size of the canvas and rubber band canvas in sync with\n", " // the canvas container.\n", " if (entry.devicePixelContentBoxSize) {\n", " // Chrome 84 implements new version of spec.\n", " canvas.setAttribute(\n", " 'width',\n", " entry.devicePixelContentBoxSize[0].inlineSize\n", " );\n", " canvas.setAttribute(\n", " 'height',\n", " entry.devicePixelContentBoxSize[0].blockSize\n", " );\n", " } else {\n", " canvas.setAttribute('width', width * fig.ratio);\n", " canvas.setAttribute('height', height * fig.ratio);\n", " }\n", " canvas.setAttribute(\n", " 'style',\n", " 'width: ' + width + 'px; height: ' + height + 'px;'\n", " );\n", "\n", " rubberband_canvas.setAttribute('width', width);\n", " rubberband_canvas.setAttribute('height', height);\n", "\n", " // And update the size in Python. We ignore the initial 0/0 size\n", " // that occurs as the element is placed into the DOM, which should\n", " // otherwise not happen due to the minimum size styling.\n", " if (fig.ws.readyState == 1 && width != 0 && height != 0) {\n", " fig.request_resize(width, height);\n", " }\n", " }\n", " });\n", " this.resizeObserverInstance.observe(canvas_div);\n", "\n", " function on_mouse_event_closure(name) {\n", " return function (event) {\n", " return fig.mouse_event(event, name);\n", " };\n", " }\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mousedown',\n", " on_mouse_event_closure('button_press')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseup',\n", " on_mouse_event_closure('button_release')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'dblclick',\n", " on_mouse_event_closure('dblclick')\n", " );\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband_canvas.addEventListener(\n", " 'mousemove',\n", " on_mouse_event_closure('motion_notify')\n", " );\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mouseenter',\n", " on_mouse_event_closure('figure_enter')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseleave',\n", " on_mouse_event_closure('figure_leave')\n", " );\n", "\n", " canvas_div.addEventListener('wheel', function (event) {\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " on_mouse_event_closure('scroll')(event);\n", " });\n", "\n", " canvas_div.appendChild(canvas);\n", " canvas_div.appendChild(rubberband_canvas);\n", "\n", " this.rubberband_context = rubberband_canvas.getContext('2d');\n", " this.rubberband_context.strokeStyle = '#000000';\n", "\n", " this._resize_canvas = function (width, height, forward) {\n", " if (forward) {\n", " canvas_div.style.width = width + 'px';\n", " canvas_div.style.height = height + 'px';\n", " }\n", " };\n", "\n", " // Disable right mouse context menu.\n", " this.rubberband_canvas.addEventListener('contextmenu', function (_e) {\n", " event.preventDefault();\n", " return false;\n", " });\n", "\n", " function set_focus() {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'mpl-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " continue;\n", " }\n", "\n", " var button = (fig.buttons[name] = document.createElement('button'));\n", " button.classList = 'mpl-widget';\n", " button.setAttribute('role', 'button');\n", " button.setAttribute('aria-disabled', 'false');\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", "\n", " var icon_img = document.createElement('img');\n", " icon_img.src = '_images/' + image + '.png';\n", " icon_img.srcset = '_images/' + image + '_large.png 2x';\n", " icon_img.alt = tooltip;\n", " button.appendChild(icon_img);\n", "\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " var fmt_picker = document.createElement('select');\n", " fmt_picker.classList = 'mpl-widget';\n", " toolbar.appendChild(fmt_picker);\n", " this.format_dropdown = fmt_picker;\n", "\n", " for (var ind in mpl.extensions) {\n", " var fmt = mpl.extensions[ind];\n", " var option = document.createElement('option');\n", " option.selected = fmt === mpl.default_extension;\n", " option.innerHTML = fmt;\n", " fmt_picker.appendChild(option);\n", " }\n", "\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "};\n", "\n", "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n", " // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n", " // which will in turn request a refresh of the image.\n", " this.send_message('resize', { width: x_pixels, height: y_pixels });\n", "};\n", "\n", "mpl.figure.prototype.send_message = function (type, properties) {\n", " properties['type'] = type;\n", " properties['figure_id'] = this.id;\n", " this.ws.send(JSON.stringify(properties));\n", "};\n", "\n", "mpl.figure.prototype.send_draw_message = function () {\n", " if (!this.waiting) {\n", " this.waiting = true;\n", " this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " var format_dropdown = fig.format_dropdown;\n", " var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n", " fig.ondownload(fig, format);\n", "};\n", "\n", "mpl.figure.prototype.handle_resize = function (fig, msg) {\n", " var size = msg['size'];\n", " if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n", " fig._resize_canvas(size[0], size[1], msg['forward']);\n", " fig.send_message('refresh', {});\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n", " var x0 = msg['x0'] / fig.ratio;\n", " var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n", " var x1 = msg['x1'] / fig.ratio;\n", " var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n", " x0 = Math.floor(x0) + 0.5;\n", " y0 = Math.floor(y0) + 0.5;\n", " x1 = Math.floor(x1) + 0.5;\n", " y1 = Math.floor(y1) + 0.5;\n", " var min_x = Math.min(x0, x1);\n", " var min_y = Math.min(y0, y1);\n", " var width = Math.abs(x1 - x0);\n", " var height = Math.abs(y1 - y0);\n", "\n", " fig.rubberband_context.clearRect(\n", " 0,\n", " 0,\n", " fig.canvas.width / fig.ratio,\n", " fig.canvas.height / fig.ratio\n", " );\n", "\n", " fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n", "};\n", "\n", "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n", " // Updates the figure title.\n", " fig.header.textContent = msg['label'];\n", "};\n", "\n", "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n", " fig.rubberband_canvas.style.cursor = msg['cursor'];\n", "};\n", "\n", "mpl.figure.prototype.handle_message = function (fig, msg) {\n", " fig.message.textContent = msg['message'];\n", "};\n", "\n", "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n", " // Request the server to send over a new figure.\n", " fig.send_draw_message();\n", "};\n", "\n", "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n", " fig.image_mode = msg['mode'];\n", "};\n", "\n", "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n", " for (var key in msg) {\n", " if (!(key in fig.buttons)) {\n", " continue;\n", " }\n", " fig.buttons[key].disabled = !msg[key];\n", " fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n", " if (msg['mode'] === 'PAN') {\n", " fig.buttons['Pan'].classList.add('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " } else if (msg['mode'] === 'ZOOM') {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.add('active');\n", " } else {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " }\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Called whenever the canvas gets updated.\n", " this.send_message('ack', {});\n", "};\n", "\n", "// A function to construct a web socket function for onmessage handling.\n", "// Called in the figure constructor.\n", "mpl.figure.prototype._make_on_message_function = function (fig) {\n", " return function socket_on_message(evt) {\n", " if (evt.data instanceof Blob) {\n", " var img = evt.data;\n", " if (img.type !== 'image/png') {\n", " /* FIXME: We get \"Resource interpreted as Image but\n", " * transferred with MIME type text/plain:\" errors on\n", " * Chrome. But how to set the MIME type? It doesn't seem\n", " * to be part of the websocket stream */\n", " img.type = 'image/png';\n", " }\n", "\n", " /* Free the memory for the previous frames */\n", " if (fig.imageObj.src) {\n", " (window.URL || window.webkitURL).revokeObjectURL(\n", " fig.imageObj.src\n", " );\n", " }\n", "\n", " fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n", " img\n", " );\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " } else if (\n", " typeof evt.data === 'string' &&\n", " evt.data.slice(0, 21) === 'data:image/png;base64'\n", " ) {\n", " fig.imageObj.src = evt.data;\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " }\n", "\n", " var msg = JSON.parse(evt.data);\n", " var msg_type = msg['type'];\n", "\n", " // Call the \"handle_{type}\" callback, which takes\n", " // the figure and JSON message as its only arguments.\n", " try {\n", " var callback = fig['handle_' + msg_type];\n", " } catch (e) {\n", " console.log(\n", " \"No handler for the '\" + msg_type + \"' message type: \",\n", " msg\n", " );\n", " return;\n", " }\n", "\n", " if (callback) {\n", " try {\n", " // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n", " callback(fig, msg);\n", " } catch (e) {\n", " console.log(\n", " \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n", " e,\n", " e.stack,\n", " msg\n", " );\n", " }\n", " }\n", " };\n", "};\n", "\n", "// from https://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas\n", "mpl.findpos = function (e) {\n", " //this section is from http://www.quirksmode.org/js/events_properties.html\n", " var targ;\n", " if (!e) {\n", " e = window.event;\n", " }\n", " if (e.target) {\n", " targ = e.target;\n", " } else if (e.srcElement) {\n", " targ = e.srcElement;\n", " }\n", " if (targ.nodeType === 3) {\n", " // defeat Safari bug\n", " targ = targ.parentNode;\n", " }\n", "\n", " // pageX,Y are the mouse positions relative to the document\n", " var boundingRect = targ.getBoundingClientRect();\n", " var x = e.pageX - (boundingRect.left + document.body.scrollLeft);\n", " var y = e.pageY - (boundingRect.top + document.body.scrollTop);\n", "\n", " return { x: x, y: y };\n", "};\n", "\n", "/*\n", " * return a copy of an object with only non-object keys\n", " * we need this to avoid circular references\n", " * https://stackoverflow.com/a/24161582/3208463\n", " */\n", "function simpleKeys(original) {\n", " return Object.keys(original).reduce(function (obj, key) {\n", " if (typeof original[key] !== 'object') {\n", " obj[key] = original[key];\n", " }\n", " return obj;\n", " }, {});\n", "}\n", "\n", "mpl.figure.prototype.mouse_event = function (event, name) {\n", " var canvas_pos = mpl.findpos(event);\n", "\n", " if (name === 'button_press') {\n", " this.canvas.focus();\n", " this.canvas_div.focus();\n", " }\n", "\n", " var x = canvas_pos.x * this.ratio;\n", " var y = canvas_pos.y * this.ratio;\n", "\n", " this.send_message(name, {\n", " x: x,\n", " y: y,\n", " button: event.button,\n", " step: event.step,\n", " guiEvent: simpleKeys(event),\n", " });\n", "\n", " /* This prevents the web browser from automatically changing to\n", " * the text insertion cursor when the button is pressed. We want\n", " * to control all of the cursor setting manually through the\n", " * 'cursor' event from matplotlib */\n", " event.preventDefault();\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n", " // Handle any extra behaviour associated with a key event\n", "};\n", "\n", "mpl.figure.prototype.key_event = function (event, name) {\n", " // Prevent repeat events\n", " if (name === 'key_press') {\n", " if (event.key === this._key) {\n", " return;\n", " } else {\n", " this._key = event.key;\n", " }\n", " }\n", " if (name === 'key_release') {\n", " this._key = null;\n", " }\n", "\n", " var value = '';\n", " if (event.ctrlKey && event.key !== 'Control') {\n", " value += 'ctrl+';\n", " }\n", " else if (event.altKey && event.key !== 'Alt') {\n", " value += 'alt+';\n", " }\n", " else if (event.shiftKey && event.key !== 'Shift') {\n", " value += 'shift+';\n", " }\n", "\n", " value += 'k' + event.key;\n", "\n", " this._key_event_extra(event, name);\n", "\n", " this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n", " if (name === 'download') {\n", " this.handle_save(this, null);\n", " } else {\n", " this.send_message('toolbar_button', { name: name });\n", " }\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n", " this.message.textContent = tooltip;\n", "};\n", "\n", "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n", "// prettier-ignore\n", "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n", "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n", "\n", "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\"];\n", "\n", "mpl.default_extension = \"png\";/* global mpl */\n", "\n", "var comm_websocket_adapter = function (comm) {\n", " // Create a \"websocket\"-like object which calls the given IPython comm\n", " // object with the appropriate methods. Currently this is a non binary\n", " // socket, so there is still some room for performance tuning.\n", " var ws = {};\n", "\n", " ws.binaryType = comm.kernel.ws.binaryType;\n", " ws.readyState = comm.kernel.ws.readyState;\n", " function updateReadyState(_event) {\n", " if (comm.kernel.ws) {\n", " ws.readyState = comm.kernel.ws.readyState;\n", " } else {\n", " ws.readyState = 3; // Closed state.\n", " }\n", " }\n", " comm.kernel.ws.addEventListener('open', updateReadyState);\n", " comm.kernel.ws.addEventListener('close', updateReadyState);\n", " comm.kernel.ws.addEventListener('error', updateReadyState);\n", "\n", " ws.close = function () {\n", " comm.close();\n", " };\n", " ws.send = function (m) {\n", " //console.log('sending', m);\n", " comm.send(m);\n", " };\n", " // Register the callback with on_msg.\n", " comm.on_msg(function (msg) {\n", " //console.log('receiving', msg['content']['data'], msg);\n", " var data = msg['content']['data'];\n", " if (data['blob'] !== undefined) {\n", " data = {\n", " data: new Blob(msg['buffers'], { type: data['blob'] }),\n", " };\n", " }\n", " // Pass the mpl event to the overridden (by mpl) onmessage function.\n", " ws.onmessage(data);\n", " });\n", " return ws;\n", "};\n", "\n", "mpl.mpl_figure_comm = function (comm, msg) {\n", " // This is the function which gets called when the mpl process\n", " // starts-up an IPython Comm through the \"matplotlib\" channel.\n", "\n", " var id = msg.content.data.id;\n", " // Get hold of the div created by the display call when the Comm\n", " // socket was opened in Python.\n", " var element = document.getElementById(id);\n", " var ws_proxy = comm_websocket_adapter(comm);\n", "\n", " function ondownload(figure, _format) {\n", " window.open(figure.canvas.toDataURL());\n", " }\n", "\n", " var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n", "\n", " // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n", " // web socket which is closed, not our websocket->open comm proxy.\n", " ws_proxy.onopen();\n", "\n", " fig.parent_element = element;\n", " fig.cell_info = mpl.find_output_cell(\"
\");\n", " if (!fig.cell_info) {\n", " console.error('Failed to find cell for figure', id, fig);\n", " return;\n", " }\n", " fig.cell_info[0].output_area.element.on(\n", " 'cleared',\n", " { fig: fig },\n", " fig._remove_fig_handler\n", " );\n", "};\n", "\n", "mpl.figure.prototype.handle_close = function (fig, msg) {\n", " var width = fig.canvas.width / fig.ratio;\n", " fig.cell_info[0].output_area.element.off(\n", " 'cleared',\n", " fig._remove_fig_handler\n", " );\n", " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", "\n", " // Update the output cell to use the data from the current canvas.\n", " fig.push_to_output();\n", " var dataURL = fig.canvas.toDataURL();\n", " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", " // the notebook keyboard shortcuts fail.\n", " IPython.keyboard_manager.enable();\n", " fig.parent_element.innerHTML =\n", " '';\n", " fig.close_ws(fig, msg);\n", "};\n", "\n", "mpl.figure.prototype.close_ws = function (fig, msg) {\n", " fig.send_message('closing', msg);\n", " // fig.ws.close()\n", "};\n", "\n", "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", " // Turn the data on the canvas into data in the output cell.\n", " var width = this.canvas.width / this.ratio;\n", " var dataURL = this.canvas.toDataURL();\n", " this.cell_info[1]['text/html'] =\n", " '';\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Tell IPython that the notebook contents must change.\n", " IPython.notebook.set_dirty(true);\n", " this.send_message('ack', {});\n", " var fig = this;\n", " // Wait a second, then push the new image to the DOM so\n", " // that it is saved nicely (might be nice to debounce this).\n", " setTimeout(function () {\n", " fig.push_to_output();\n", " }, 1000);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'btn-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " var button;\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " continue;\n", " }\n", "\n", " button = fig.buttons[name] = document.createElement('button');\n", " button.classList = 'btn btn-default';\n", " button.href = '#';\n", " button.title = name;\n", " button.innerHTML = '';\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message pull-right';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "\n", " // Add the close button to the window.\n", " var buttongrp = document.createElement('div');\n", " buttongrp.classList = 'btn-group inline pull-right';\n", " button = document.createElement('button');\n", " button.classList = 'btn btn-mini btn-primary';\n", " button.href = '#';\n", " button.title = 'Stop Interaction';\n", " button.innerHTML = '';\n", " button.addEventListener('click', function (_evt) {\n", " fig.handle_close(fig, {});\n", " });\n", " button.addEventListener(\n", " 'mouseover',\n", " on_mouseover_closure('Stop Interaction')\n", " );\n", " buttongrp.appendChild(button);\n", " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", "};\n", "\n", "mpl.figure.prototype._remove_fig_handler = function (event) {\n", " var fig = event.data.fig;\n", " if (event.target !== this) {\n", " // Ignore bubbled events from children.\n", " return;\n", " }\n", " fig.close_ws(fig, {});\n", "};\n", "\n", "mpl.figure.prototype._root_extra_style = function (el) {\n", " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (el) {\n", " // this is important to make the div 'focusable\n", " el.setAttribute('tabindex', 0);\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " } else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which === 13) {\n", " this.canvas_div.blur();\n", " // select the cell after this one\n", " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", " IPython.notebook.select(index + 1);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " fig.ondownload(fig, null);\n", "};\n", "\n", "mpl.find_output_cell = function (html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i = 0; i < ncells; i++) {\n", " var cell = cells[i];\n", " if (cell.cell_type === 'code') {\n", " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", " var data = cell.output_area.outputs[j];\n", " if (data.data) {\n", " // IPython >= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] === html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "};\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel !== null) {\n", " IPython.notebook.kernel.comm_manager.register_target(\n", " 'matplotlib',\n", " mpl.mpl_figure_comm\n", " );\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ "" ] }, "execution_count": 10, "metadata": {}, "output_type": "execute_result" } ], "source": [ "draw_waterfall(actcf, stocks=[0, 5], title='Actual Cashflows')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Present value of expected cashflows\n", "\n", "The code below generate a waterfall chart that shows how the present value of expected insurance cashflows unwinds over time. \n", "\n", "The waterfall bars are disconected at t = 3, because we change the lapse assumption there. The present value of future cashflows decrease due to the decrease in future policies." ] }, { "cell_type": "code", "execution_count": 11, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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35040.473472-2536.21446150.490409126.810723614.423546734.957526
\n", "
" ], "text/plain": [ " PV_FutureCF EstPremIncome EstIntOnCF EstAcqCashflow EstClaim \\\n", "t \n", "0 8954.018303 -3574.169909 157.317616 4072.250973 556.898777 \n", "1 11202.057458 -3286.309839 135.485808 164.315492 575.782913 \n", "2 9743.655931 -3021.518710 116.232070 151.075936 591.028140 \n", "3 5040.473472 -2536.214461 50.490409 126.810723 614.423546 \n", "\n", " EstExps \n", "t \n", "0 1035.741699 \n", "1 952.324098 \n", "2 875.591536 \n", "3 734.957526 " ] }, "execution_count": 11, "metadata": {}, "output_type": "execute_result" } ], "source": [ "estcf = get_waterfalldata(\n", " proj,\n", " items=['PV_FutureCF',\n", " 'EstPremIncome',\n", " 'EstIntOnCF',\n", " 'EstAcqCashflow',\n", " 'EstClaim',\n", " 'EstExps'],\n", " length=4,\n", " reverseitems=['EstPremIncome'])\n", "\n", "estcf" ] }, { "cell_type": "code", "execution_count": 12, "metadata": {}, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "/* global mpl */\n", "window.mpl = {};\n", "\n", "mpl.get_websocket_type = function () {\n", " if (typeof WebSocket !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof MozWebSocket !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert(\n", " 'Your browser does not have WebSocket support. ' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.'\n", " );\n", " }\n", "};\n", "\n", "mpl.figure = function (figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = this.ws.binaryType !== undefined;\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById('mpl-warnings');\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent =\n", " 'This browser does not support binary websocket messages. ' +\n", " 'Performance may be slow.';\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = document.createElement('div');\n", " this.root.setAttribute('style', 'display: inline-block');\n", " this._root_extra_style(this.root);\n", "\n", " parent_element.appendChild(this.root);\n", "\n", " this._init_header(this);\n", " this._init_canvas(this);\n", " this._init_toolbar(this);\n", "\n", " var fig = this;\n", "\n", " this.waiting = false;\n", "\n", " this.ws.onopen = function () {\n", " fig.send_message('supports_binary', { value: fig.supports_binary });\n", " fig.send_message('send_image_mode', {});\n", " if (fig.ratio !== 1) {\n", " fig.send_message('set_device_pixel_ratio', {\n", " device_pixel_ratio: fig.ratio,\n", " });\n", " }\n", " fig.send_message('refresh', {});\n", " };\n", "\n", " this.imageObj.onload = function () {\n", " if (fig.image_mode === 'full') {\n", " // Full images could contain transparency (where diff images\n", " // almost always do), so we need to clear the canvas so that\n", " // there is no ghosting.\n", " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", " }\n", " fig.context.drawImage(fig.imageObj, 0, 0);\n", " };\n", "\n", " this.imageObj.onunload = function () {\n", " fig.ws.close();\n", " };\n", "\n", " this.ws.onmessage = this._make_on_message_function(this);\n", "\n", " this.ondownload = ondownload;\n", "};\n", "\n", "mpl.figure.prototype._init_header = function () {\n", " var titlebar = document.createElement('div');\n", " titlebar.classList =\n", " 'ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix';\n", " var titletext = document.createElement('div');\n", " titletext.classList = 'ui-dialog-title';\n", " titletext.setAttribute(\n", " 'style',\n", " 'width: 100%; text-align: center; padding: 3px;'\n", " );\n", " titlebar.appendChild(titletext);\n", " this.root.appendChild(titlebar);\n", " this.header = titletext;\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._root_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._init_canvas = function () {\n", " var fig = this;\n", "\n", " var canvas_div = (this.canvas_div = document.createElement('div'));\n", " canvas_div.setAttribute(\n", " 'style',\n", " 'border: 1px solid #ddd;' +\n", " 'box-sizing: content-box;' +\n", " 'clear: both;' +\n", " 'min-height: 1px;' +\n", " 'min-width: 1px;' +\n", " 'outline: 0;' +\n", " 'overflow: hidden;' +\n", " 'position: relative;' +\n", " 'resize: both;'\n", " );\n", "\n", " function on_keyboard_event_closure(name) {\n", " return function (event) {\n", " return fig.key_event(event, name);\n", " };\n", " }\n", "\n", " canvas_div.addEventListener(\n", " 'keydown',\n", " on_keyboard_event_closure('key_press')\n", " );\n", " canvas_div.addEventListener(\n", " 'keyup',\n", " on_keyboard_event_closure('key_release')\n", " );\n", "\n", " this._canvas_extra_style(canvas_div);\n", " this.root.appendChild(canvas_div);\n", "\n", " var canvas = (this.canvas = document.createElement('canvas'));\n", " canvas.classList.add('mpl-canvas');\n", " canvas.setAttribute('style', 'box-sizing: content-box;');\n", "\n", " this.context = canvas.getContext('2d');\n", "\n", " var backingStore =\n", " this.context.backingStorePixelRatio ||\n", " this.context.webkitBackingStorePixelRatio ||\n", " this.context.mozBackingStorePixelRatio ||\n", " this.context.msBackingStorePixelRatio ||\n", " this.context.oBackingStorePixelRatio ||\n", " this.context.backingStorePixelRatio ||\n", " 1;\n", "\n", " this.ratio = (window.devicePixelRatio || 1) / backingStore;\n", "\n", " var rubberband_canvas = (this.rubberband_canvas = document.createElement(\n", " 'canvas'\n", " ));\n", " rubberband_canvas.setAttribute(\n", " 'style',\n", " 'box-sizing: content-box; position: absolute; left: 0; top: 0; z-index: 1;'\n", " );\n", "\n", " // Apply a ponyfill if ResizeObserver is not implemented by browser.\n", " if (this.ResizeObserver === undefined) {\n", " if (window.ResizeObserver !== undefined) {\n", " this.ResizeObserver = window.ResizeObserver;\n", " } else {\n", " var obs = _JSXTOOLS_RESIZE_OBSERVER({});\n", " this.ResizeObserver = obs.ResizeObserver;\n", " }\n", " }\n", "\n", " this.resizeObserverInstance = new this.ResizeObserver(function (entries) {\n", " var nentries = entries.length;\n", " for (var i = 0; i < nentries; i++) {\n", " var entry = entries[i];\n", " var width, height;\n", " if (entry.contentBoxSize) {\n", " if (entry.contentBoxSize instanceof Array) {\n", " // Chrome 84 implements new version of spec.\n", " width = entry.contentBoxSize[0].inlineSize;\n", " height = entry.contentBoxSize[0].blockSize;\n", " } else {\n", " // Firefox implements old version of spec.\n", " width = entry.contentBoxSize.inlineSize;\n", " height = entry.contentBoxSize.blockSize;\n", " }\n", " } else {\n", " // Chrome <84 implements even older version of spec.\n", " width = entry.contentRect.width;\n", " height = entry.contentRect.height;\n", " }\n", "\n", " // Keep the size of the canvas and rubber band canvas in sync with\n", " // the canvas container.\n", " if (entry.devicePixelContentBoxSize) {\n", " // Chrome 84 implements new version of spec.\n", " canvas.setAttribute(\n", " 'width',\n", " entry.devicePixelContentBoxSize[0].inlineSize\n", " );\n", " canvas.setAttribute(\n", " 'height',\n", " entry.devicePixelContentBoxSize[0].blockSize\n", " );\n", " } else {\n", " canvas.setAttribute('width', width * fig.ratio);\n", " canvas.setAttribute('height', height * fig.ratio);\n", " }\n", " canvas.setAttribute(\n", " 'style',\n", " 'width: ' + width + 'px; height: ' + height + 'px;'\n", " );\n", "\n", " rubberband_canvas.setAttribute('width', width);\n", " rubberband_canvas.setAttribute('height', height);\n", "\n", " // And update the size in Python. We ignore the initial 0/0 size\n", " // that occurs as the element is placed into the DOM, which should\n", " // otherwise not happen due to the minimum size styling.\n", " if (fig.ws.readyState == 1 && width != 0 && height != 0) {\n", " fig.request_resize(width, height);\n", " }\n", " }\n", " });\n", " this.resizeObserverInstance.observe(canvas_div);\n", "\n", " function on_mouse_event_closure(name) {\n", " return function (event) {\n", " return fig.mouse_event(event, name);\n", " };\n", " }\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mousedown',\n", " on_mouse_event_closure('button_press')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseup',\n", " on_mouse_event_closure('button_release')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'dblclick',\n", " on_mouse_event_closure('dblclick')\n", " );\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband_canvas.addEventListener(\n", " 'mousemove',\n", " on_mouse_event_closure('motion_notify')\n", " );\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mouseenter',\n", " on_mouse_event_closure('figure_enter')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseleave',\n", " on_mouse_event_closure('figure_leave')\n", " );\n", "\n", " canvas_div.addEventListener('wheel', function (event) {\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " on_mouse_event_closure('scroll')(event);\n", " });\n", "\n", " canvas_div.appendChild(canvas);\n", " canvas_div.appendChild(rubberband_canvas);\n", "\n", " this.rubberband_context = rubberband_canvas.getContext('2d');\n", " this.rubberband_context.strokeStyle = '#000000';\n", "\n", " this._resize_canvas = function (width, height, forward) {\n", " if (forward) {\n", " canvas_div.style.width = width + 'px';\n", " canvas_div.style.height = height + 'px';\n", " }\n", " };\n", "\n", " // Disable right mouse context menu.\n", " this.rubberband_canvas.addEventListener('contextmenu', function (_e) {\n", " event.preventDefault();\n", " return false;\n", " });\n", "\n", " function set_focus() {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'mpl-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " continue;\n", " }\n", "\n", " var button = (fig.buttons[name] = document.createElement('button'));\n", " button.classList = 'mpl-widget';\n", " button.setAttribute('role', 'button');\n", " button.setAttribute('aria-disabled', 'false');\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", "\n", " var icon_img = document.createElement('img');\n", " icon_img.src = '_images/' + image + '.png';\n", " icon_img.srcset = '_images/' + image + '_large.png 2x';\n", " icon_img.alt = tooltip;\n", " button.appendChild(icon_img);\n", "\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " var fmt_picker = document.createElement('select');\n", " fmt_picker.classList = 'mpl-widget';\n", " toolbar.appendChild(fmt_picker);\n", " this.format_dropdown = fmt_picker;\n", "\n", " for (var ind in mpl.extensions) {\n", " var fmt = mpl.extensions[ind];\n", " var option = document.createElement('option');\n", " option.selected = fmt === mpl.default_extension;\n", " option.innerHTML = fmt;\n", " fmt_picker.appendChild(option);\n", " }\n", "\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "};\n", "\n", "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n", " // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n", " // which will in turn request a refresh of the image.\n", " this.send_message('resize', { width: x_pixels, height: y_pixels });\n", "};\n", "\n", "mpl.figure.prototype.send_message = function (type, properties) {\n", " properties['type'] = type;\n", " properties['figure_id'] = this.id;\n", " this.ws.send(JSON.stringify(properties));\n", "};\n", "\n", "mpl.figure.prototype.send_draw_message = function () {\n", " if (!this.waiting) {\n", " this.waiting = true;\n", " this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " var format_dropdown = fig.format_dropdown;\n", " var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n", " fig.ondownload(fig, format);\n", "};\n", "\n", "mpl.figure.prototype.handle_resize = function (fig, msg) {\n", " var size = msg['size'];\n", " if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n", " fig._resize_canvas(size[0], size[1], msg['forward']);\n", " fig.send_message('refresh', {});\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n", " var x0 = msg['x0'] / fig.ratio;\n", " var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n", " var x1 = msg['x1'] / fig.ratio;\n", " var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n", " x0 = Math.floor(x0) + 0.5;\n", " y0 = Math.floor(y0) + 0.5;\n", " x1 = Math.floor(x1) + 0.5;\n", " y1 = Math.floor(y1) + 0.5;\n", " var min_x = Math.min(x0, x1);\n", " var min_y = Math.min(y0, y1);\n", " var width = Math.abs(x1 - x0);\n", " var height = Math.abs(y1 - y0);\n", "\n", " fig.rubberband_context.clearRect(\n", " 0,\n", " 0,\n", " fig.canvas.width / fig.ratio,\n", " fig.canvas.height / fig.ratio\n", " );\n", "\n", " fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n", "};\n", "\n", "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n", " // Updates the figure title.\n", " fig.header.textContent = msg['label'];\n", "};\n", "\n", "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n", " fig.rubberband_canvas.style.cursor = msg['cursor'];\n", "};\n", "\n", "mpl.figure.prototype.handle_message = function (fig, msg) {\n", " fig.message.textContent = msg['message'];\n", "};\n", "\n", "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n", " // Request the server to send over a new figure.\n", " fig.send_draw_message();\n", "};\n", "\n", "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n", " fig.image_mode = msg['mode'];\n", "};\n", "\n", "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n", " for (var key in msg) {\n", " if (!(key in fig.buttons)) {\n", " continue;\n", " }\n", " fig.buttons[key].disabled = !msg[key];\n", " fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n", " if (msg['mode'] === 'PAN') {\n", " fig.buttons['Pan'].classList.add('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " } else if (msg['mode'] === 'ZOOM') {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.add('active');\n", " } else {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " }\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Called whenever the canvas gets updated.\n", " this.send_message('ack', {});\n", "};\n", "\n", "// A function to construct a web socket function for onmessage handling.\n", "// Called in the figure constructor.\n", "mpl.figure.prototype._make_on_message_function = function (fig) {\n", " return function socket_on_message(evt) {\n", " if (evt.data instanceof Blob) {\n", " var img = evt.data;\n", " if (img.type !== 'image/png') {\n", " /* FIXME: We get \"Resource interpreted as Image but\n", " * transferred with MIME type text/plain:\" errors on\n", " * Chrome. But how to set the MIME type? It doesn't seem\n", " * to be part of the websocket stream */\n", " img.type = 'image/png';\n", " }\n", "\n", " /* Free the memory for the previous frames */\n", " if (fig.imageObj.src) {\n", " (window.URL || window.webkitURL).revokeObjectURL(\n", " fig.imageObj.src\n", " );\n", " }\n", "\n", " fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n", " img\n", " );\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " } else if (\n", " typeof evt.data === 'string' &&\n", " evt.data.slice(0, 21) === 'data:image/png;base64'\n", " ) {\n", " fig.imageObj.src = evt.data;\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " }\n", "\n", " var msg = JSON.parse(evt.data);\n", " var msg_type = msg['type'];\n", "\n", " // Call the \"handle_{type}\" callback, which takes\n", " // the figure and JSON message as its only arguments.\n", " try {\n", " var callback = fig['handle_' + msg_type];\n", " } catch (e) {\n", " console.log(\n", " \"No handler for the '\" + msg_type + \"' message type: \",\n", " msg\n", " );\n", " return;\n", " }\n", "\n", " if (callback) {\n", " try {\n", " // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n", " callback(fig, msg);\n", " } catch (e) {\n", " console.log(\n", " \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n", " e,\n", " e.stack,\n", " msg\n", " );\n", " }\n", " }\n", " };\n", "};\n", "\n", "// from https://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas\n", "mpl.findpos = function (e) {\n", " //this section is from http://www.quirksmode.org/js/events_properties.html\n", " var targ;\n", " if (!e) {\n", " e = window.event;\n", " }\n", " if (e.target) {\n", " targ = e.target;\n", " } else if (e.srcElement) {\n", " targ = e.srcElement;\n", " }\n", " if (targ.nodeType === 3) {\n", " // defeat Safari bug\n", " targ = targ.parentNode;\n", " }\n", "\n", " // pageX,Y are the mouse positions relative to the document\n", " var boundingRect = targ.getBoundingClientRect();\n", " var x = e.pageX - (boundingRect.left + document.body.scrollLeft);\n", " var y = e.pageY - (boundingRect.top + document.body.scrollTop);\n", "\n", " return { x: x, y: y };\n", "};\n", "\n", "/*\n", " * return a copy of an object with only non-object keys\n", " * we need this to avoid circular references\n", " * https://stackoverflow.com/a/24161582/3208463\n", " */\n", "function simpleKeys(original) {\n", " return Object.keys(original).reduce(function (obj, key) {\n", " if (typeof original[key] !== 'object') {\n", " obj[key] = original[key];\n", " }\n", " return obj;\n", " }, {});\n", "}\n", "\n", "mpl.figure.prototype.mouse_event = function (event, name) {\n", " var canvas_pos = mpl.findpos(event);\n", "\n", " if (name === 'button_press') {\n", " this.canvas.focus();\n", " this.canvas_div.focus();\n", " }\n", "\n", " var x = canvas_pos.x * this.ratio;\n", " var y = canvas_pos.y * this.ratio;\n", "\n", " this.send_message(name, {\n", " x: x,\n", " y: y,\n", " button: event.button,\n", " step: event.step,\n", " guiEvent: simpleKeys(event),\n", " });\n", "\n", " /* This prevents the web browser from automatically changing to\n", " * the text insertion cursor when the button is pressed. We want\n", " * to control all of the cursor setting manually through the\n", " * 'cursor' event from matplotlib */\n", " event.preventDefault();\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n", " // Handle any extra behaviour associated with a key event\n", "};\n", "\n", "mpl.figure.prototype.key_event = function (event, name) {\n", " // Prevent repeat events\n", " if (name === 'key_press') {\n", " if (event.key === this._key) {\n", " return;\n", " } else {\n", " this._key = event.key;\n", " }\n", " }\n", " if (name === 'key_release') {\n", " this._key = null;\n", " }\n", "\n", " var value = '';\n", " if (event.ctrlKey && event.key !== 'Control') {\n", " value += 'ctrl+';\n", " }\n", " else if (event.altKey && event.key !== 'Alt') {\n", " value += 'alt+';\n", " }\n", " else if (event.shiftKey && event.key !== 'Shift') {\n", " value += 'shift+';\n", " }\n", "\n", " value += 'k' + event.key;\n", "\n", " this._key_event_extra(event, name);\n", "\n", " this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n", " if (name === 'download') {\n", " this.handle_save(this, null);\n", " } else {\n", " this.send_message('toolbar_button', { name: name });\n", " }\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n", " this.message.textContent = tooltip;\n", "};\n", "\n", "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n", "// prettier-ignore\n", "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n", "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n", "\n", "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\"];\n", "\n", "mpl.default_extension = \"png\";/* global mpl */\n", "\n", "var comm_websocket_adapter = function (comm) {\n", " // Create a \"websocket\"-like object which calls the given IPython comm\n", " // object with the appropriate methods. 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\");\n", " if (!fig.cell_info) {\n", " console.error('Failed to find cell for figure', id, fig);\n", " return;\n", " }\n", " fig.cell_info[0].output_area.element.on(\n", " 'cleared',\n", " { fig: fig },\n", " fig._remove_fig_handler\n", " );\n", "};\n", "\n", "mpl.figure.prototype.handle_close = function (fig, msg) {\n", " var width = fig.canvas.width / fig.ratio;\n", " fig.cell_info[0].output_area.element.off(\n", " 'cleared',\n", " fig._remove_fig_handler\n", " );\n", " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", "\n", " // Update the output cell to use the data from the current canvas.\n", " fig.push_to_output();\n", " var dataURL = fig.canvas.toDataURL();\n", " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", " // the notebook keyboard shortcuts fail.\n", " IPython.keyboard_manager.enable();\n", " fig.parent_element.innerHTML =\n", " '';\n", " fig.close_ws(fig, msg);\n", "};\n", "\n", "mpl.figure.prototype.close_ws = function (fig, msg) {\n", " fig.send_message('closing', msg);\n", " // fig.ws.close()\n", "};\n", "\n", "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", " // Turn the data on the canvas into data in the output cell.\n", " var width = this.canvas.width / this.ratio;\n", " var dataURL = this.canvas.toDataURL();\n", " this.cell_info[1]['text/html'] =\n", " '';\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Tell IPython that the notebook contents must change.\n", " IPython.notebook.set_dirty(true);\n", " this.send_message('ack', {});\n", " var fig = this;\n", " // Wait a second, then push the new image to the DOM so\n", " // that it is saved nicely (might be nice to debounce this).\n", " setTimeout(function () {\n", " fig.push_to_output();\n", " }, 1000);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'btn-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " var button;\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " continue;\n", " }\n", "\n", " button = fig.buttons[name] = document.createElement('button');\n", " button.classList = 'btn btn-default';\n", " button.href = '#';\n", " button.title = name;\n", " button.innerHTML = '';\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message pull-right';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "\n", " // Add the close button to the window.\n", " var buttongrp = document.createElement('div');\n", " buttongrp.classList = 'btn-group inline pull-right';\n", " button = document.createElement('button');\n", " button.classList = 'btn btn-mini btn-primary';\n", " button.href = '#';\n", " button.title = 'Stop Interaction';\n", " button.innerHTML = '';\n", " button.addEventListener('click', function (_evt) {\n", " fig.handle_close(fig, {});\n", " });\n", " button.addEventListener(\n", " 'mouseover',\n", " on_mouseover_closure('Stop Interaction')\n", " );\n", " buttongrp.appendChild(button);\n", " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", "};\n", "\n", "mpl.figure.prototype._remove_fig_handler = function (event) {\n", " var fig = event.data.fig;\n", " if (event.target !== this) {\n", " // Ignore bubbled events from children.\n", " return;\n", " }\n", " fig.close_ws(fig, {});\n", "};\n", "\n", "mpl.figure.prototype._root_extra_style = function (el) {\n", " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (el) {\n", " // this is important to make the div 'focusable\n", " el.setAttribute('tabindex', 0);\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " } else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which === 13) {\n", " this.canvas_div.blur();\n", " // select the cell after this one\n", " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", " IPython.notebook.select(index + 1);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " fig.ondownload(fig, null);\n", "};\n", "\n", "mpl.find_output_cell = function (html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i = 0; i < ncells; i++) {\n", " var cell = cells[i];\n", " if (cell.cell_type === 'code') {\n", " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", " var data = cell.output_area.outputs[j];\n", " if (data.data) {\n", " // IPython >= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] === html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "};\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel !== null) {\n", " IPython.notebook.kernel.comm_manager.register_target(\n", " 'matplotlib',\n", " mpl.mpl_figure_comm\n", " );\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ "" ] }, "execution_count": 12, "metadata": {}, "output_type": "execute_result" } ], "source": [ "draw_waterfall(estcf, title='Expected Cashflows')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## CSM amortization\n", "\n", "The CSM amortization chart below depicts items that increase/decrease CSM balance. \n", "\n", "The adjustment to CSM for changes in fulfilment cashflows (``AdjCSM_FlufCF``) is negative in the 3rd period.\n", "This offsets to a great extent the decrease in ``PV_FutureCF`` in the chart above (or increase in liability, if ``PV_FutureCF`` is negative unlike this sample, which is often the case) \n", "\n", "``AdjCSM_FlufCF`` takes the difference of ``PV_Cashflows`` with different parameters.\n", "\n", "``PV_Cashflow(t+1, t+1, 0)`` starts projection at ``t+1`` into the future using the lapse assumption updated at ``t+1``, and discount the cashflows using the discount rate fixed at time zero, back to time ``t+1``.\n", "\n", "\n", "``PV_Cashflow(t, t+1, 0)`` starts projection at ``t`` into the future using the lapse rate assumption before the change, and discount the cashflows using the discount rate fixed at time zero, back to time ``t+1``.\n", "\n", "The sources of difference between these valuese are the difference in the number of policies in-force, and the difference in future laps rates, which impact projected policies in-force and cashflows from ``t+1``.\n" ] }, { "cell_type": "code", "execution_count": 13, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "def AdjCSM_FlufCF(t):\n", " \"\"\"Adjustment to CSM for changes in fulfilment cashflows (44(c)->B96-B100)\n", "\n", " Warnings:\n", " Only B96(b) changes in PV of the future cashflows are implemented.\n", "\n", " TODO: Risk Adjustment is yet to be implemented. At the momement\n", " this adjustment only considers present value of future cashflows.\n", "\n", " TODO: Loss component for onerous contracts are yet to be implemented.\n", " At the momemnt this adjustment allows negative CSM.\n", " \"\"\"\n", "\n", " return PV_Cashflow(t + 1, t + 1, 0) - PV_Cashflow(t, t + 1, 0)" ] }, "execution_count": 13, "metadata": {}, "output_type": "execute_result" } ], "source": [ "proj.AdjCSM_FlufCF.formula" ] }, { "cell_type": "code", "execution_count": 14, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
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CSMIntAccrCSMAdjCSM_FlufCFTransServices
t
08954.018303134.3102750.000000-1107.579599
17980.748979119.7112350.000000-1018.376245
27082.083968106.231260-3415.591431-713.418589
33059.30520845.8895782060.665406-757.771670
\n", "
" ], "text/plain": [ " CSM IntAccrCSM AdjCSM_FlufCF TransServices\n", "t \n", "0 8954.018303 134.310275 0.000000 -1107.579599\n", "1 7980.748979 119.711235 0.000000 -1018.376245\n", "2 7082.083968 106.231260 -3415.591431 -713.418589\n", "3 3059.305208 45.889578 2060.665406 -757.771670" ] }, "execution_count": 14, "metadata": {}, "output_type": "execute_result" } ], "source": [ "csmrf = get_waterfalldata(\n", " proj, \n", " items=['CSM',\n", " 'IntAccrCSM',\n", " 'AdjCSM_FlufCF',\n", " 'TransServices'],\n", " length=4,\n", " reverseitems=['TransServices'])\n", "\n", "csmrf" ] }, { "cell_type": "code", "execution_count": 15, "metadata": {}, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "/* global mpl */\n", "window.mpl = {};\n", "\n", "mpl.get_websocket_type = function () {\n", " if (typeof WebSocket !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof MozWebSocket !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert(\n", " 'Your browser does not have WebSocket support. ' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.'\n", " );\n", " }\n", "};\n", "\n", "mpl.figure = function (figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = this.ws.binaryType !== undefined;\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById('mpl-warnings');\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent =\n", " 'This browser does not support binary websocket messages. ' +\n", " 'Performance may be slow.';\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = document.createElement('div');\n", " this.root.setAttribute('style', 'display: inline-block');\n", " this._root_extra_style(this.root);\n", "\n", " parent_element.appendChild(this.root);\n", "\n", " this._init_header(this);\n", " this._init_canvas(this);\n", " this._init_toolbar(this);\n", "\n", " var fig = this;\n", "\n", " this.waiting = false;\n", "\n", " this.ws.onopen = function () {\n", " fig.send_message('supports_binary', { value: fig.supports_binary });\n", " fig.send_message('send_image_mode', {});\n", " if (fig.ratio !== 1) {\n", " fig.send_message('set_device_pixel_ratio', {\n", " device_pixel_ratio: fig.ratio,\n", " });\n", " }\n", " fig.send_message('refresh', {});\n", " };\n", "\n", " this.imageObj.onload = function () {\n", " if (fig.image_mode === 'full') {\n", " // Full images could contain transparency (where diff images\n", " // almost always do), so we need to clear the canvas so that\n", " // there is no ghosting.\n", " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", " }\n", " fig.context.drawImage(fig.imageObj, 0, 0);\n", " };\n", "\n", " this.imageObj.onunload = function () {\n", " fig.ws.close();\n", " };\n", "\n", " this.ws.onmessage = this._make_on_message_function(this);\n", "\n", " this.ondownload = ondownload;\n", "};\n", "\n", "mpl.figure.prototype._init_header = function () {\n", " var titlebar = document.createElement('div');\n", " titlebar.classList =\n", " 'ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix';\n", " var titletext = document.createElement('div');\n", " titletext.classList = 'ui-dialog-title';\n", " titletext.setAttribute(\n", " 'style',\n", " 'width: 100%; text-align: center; padding: 3px;'\n", " );\n", " titlebar.appendChild(titletext);\n", " this.root.appendChild(titlebar);\n", " this.header = titletext;\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._root_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._init_canvas = function () {\n", " var fig = this;\n", "\n", " var canvas_div = (this.canvas_div = document.createElement('div'));\n", " canvas_div.setAttribute(\n", " 'style',\n", " 'border: 1px solid #ddd;' +\n", " 'box-sizing: content-box;' +\n", " 'clear: both;' +\n", " 'min-height: 1px;' +\n", " 'min-width: 1px;' +\n", " 'outline: 0;' +\n", " 'overflow: hidden;' +\n", " 'position: relative;' +\n", " 'resize: both;'\n", " );\n", "\n", " function on_keyboard_event_closure(name) {\n", " return function (event) {\n", " return fig.key_event(event, name);\n", " };\n", " }\n", "\n", " canvas_div.addEventListener(\n", " 'keydown',\n", " on_keyboard_event_closure('key_press')\n", " );\n", " canvas_div.addEventListener(\n", " 'keyup',\n", " on_keyboard_event_closure('key_release')\n", " );\n", "\n", " this._canvas_extra_style(canvas_div);\n", " this.root.appendChild(canvas_div);\n", "\n", " var canvas = (this.canvas = document.createElement('canvas'));\n", " canvas.classList.add('mpl-canvas');\n", " canvas.setAttribute('style', 'box-sizing: content-box;');\n", "\n", " this.context = canvas.getContext('2d');\n", "\n", " var backingStore =\n", " this.context.backingStorePixelRatio ||\n", " this.context.webkitBackingStorePixelRatio ||\n", " this.context.mozBackingStorePixelRatio ||\n", " this.context.msBackingStorePixelRatio ||\n", " this.context.oBackingStorePixelRatio ||\n", " this.context.backingStorePixelRatio ||\n", " 1;\n", "\n", " this.ratio = (window.devicePixelRatio || 1) / backingStore;\n", "\n", " var rubberband_canvas = (this.rubberband_canvas = document.createElement(\n", " 'canvas'\n", " ));\n", " rubberband_canvas.setAttribute(\n", " 'style',\n", " 'box-sizing: content-box; position: absolute; left: 0; top: 0; z-index: 1;'\n", " );\n", "\n", " // Apply a ponyfill if ResizeObserver is not implemented by browser.\n", " if (this.ResizeObserver === undefined) {\n", " if (window.ResizeObserver !== undefined) {\n", " this.ResizeObserver = window.ResizeObserver;\n", " } else {\n", " var obs = _JSXTOOLS_RESIZE_OBSERVER({});\n", " this.ResizeObserver = obs.ResizeObserver;\n", " }\n", " }\n", "\n", " this.resizeObserverInstance = new this.ResizeObserver(function (entries) {\n", " var nentries = entries.length;\n", " for (var i = 0; i < nentries; i++) {\n", " var entry = entries[i];\n", " var width, height;\n", " if (entry.contentBoxSize) {\n", " if (entry.contentBoxSize instanceof Array) {\n", " // Chrome 84 implements new version of spec.\n", " width = entry.contentBoxSize[0].inlineSize;\n", " height = entry.contentBoxSize[0].blockSize;\n", " } else {\n", " // Firefox implements old version of spec.\n", " width = entry.contentBoxSize.inlineSize;\n", " height = entry.contentBoxSize.blockSize;\n", " }\n", " } else {\n", " // Chrome <84 implements even older version of spec.\n", " width = entry.contentRect.width;\n", " height = entry.contentRect.height;\n", " }\n", "\n", " // Keep the size of the canvas and rubber band canvas in sync with\n", " // the canvas container.\n", " if (entry.devicePixelContentBoxSize) {\n", " // Chrome 84 implements new version of spec.\n", " canvas.setAttribute(\n", " 'width',\n", " entry.devicePixelContentBoxSize[0].inlineSize\n", " );\n", " canvas.setAttribute(\n", " 'height',\n", " entry.devicePixelContentBoxSize[0].blockSize\n", " );\n", " } else {\n", " canvas.setAttribute('width', width * fig.ratio);\n", " canvas.setAttribute('height', height * fig.ratio);\n", " }\n", " canvas.setAttribute(\n", " 'style',\n", " 'width: ' + width + 'px; height: ' + height + 'px;'\n", " );\n", "\n", " rubberband_canvas.setAttribute('width', width);\n", " rubberband_canvas.setAttribute('height', height);\n", "\n", " // And update the size in Python. We ignore the initial 0/0 size\n", " // that occurs as the element is placed into the DOM, which should\n", " // otherwise not happen due to the minimum size styling.\n", " if (fig.ws.readyState == 1 && width != 0 && height != 0) {\n", " fig.request_resize(width, height);\n", " }\n", " }\n", " });\n", " this.resizeObserverInstance.observe(canvas_div);\n", "\n", " function on_mouse_event_closure(name) {\n", " return function (event) {\n", " return fig.mouse_event(event, name);\n", " };\n", " }\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mousedown',\n", " on_mouse_event_closure('button_press')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseup',\n", " on_mouse_event_closure('button_release')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'dblclick',\n", " on_mouse_event_closure('dblclick')\n", " );\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband_canvas.addEventListener(\n", " 'mousemove',\n", " on_mouse_event_closure('motion_notify')\n", " );\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mouseenter',\n", " on_mouse_event_closure('figure_enter')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseleave',\n", " on_mouse_event_closure('figure_leave')\n", " );\n", "\n", " canvas_div.addEventListener('wheel', function (event) {\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " on_mouse_event_closure('scroll')(event);\n", " });\n", "\n", " canvas_div.appendChild(canvas);\n", " canvas_div.appendChild(rubberband_canvas);\n", "\n", " this.rubberband_context = rubberband_canvas.getContext('2d');\n", " this.rubberband_context.strokeStyle = '#000000';\n", "\n", " this._resize_canvas = function (width, height, forward) {\n", " if (forward) {\n", " canvas_div.style.width = width + 'px';\n", " canvas_div.style.height = height + 'px';\n", " }\n", " };\n", "\n", " // Disable right mouse context menu.\n", " this.rubberband_canvas.addEventListener('contextmenu', function (_e) {\n", " event.preventDefault();\n", " return false;\n", " });\n", "\n", " function set_focus() {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'mpl-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " continue;\n", " }\n", "\n", " var button = (fig.buttons[name] = document.createElement('button'));\n", " button.classList = 'mpl-widget';\n", " button.setAttribute('role', 'button');\n", " button.setAttribute('aria-disabled', 'false');\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", "\n", " var icon_img = document.createElement('img');\n", " icon_img.src = '_images/' + image + '.png';\n", " icon_img.srcset = '_images/' + image + '_large.png 2x';\n", " icon_img.alt = tooltip;\n", " button.appendChild(icon_img);\n", "\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " var fmt_picker = document.createElement('select');\n", " fmt_picker.classList = 'mpl-widget';\n", " toolbar.appendChild(fmt_picker);\n", " this.format_dropdown = fmt_picker;\n", "\n", " for (var ind in mpl.extensions) {\n", " var fmt = mpl.extensions[ind];\n", " var option = document.createElement('option');\n", " option.selected = fmt === mpl.default_extension;\n", " option.innerHTML = fmt;\n", " fmt_picker.appendChild(option);\n", " }\n", "\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "};\n", "\n", "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n", " // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n", " // which will in turn request a refresh of the image.\n", " this.send_message('resize', { width: x_pixels, height: y_pixels });\n", "};\n", "\n", "mpl.figure.prototype.send_message = function (type, properties) {\n", " properties['type'] = type;\n", " properties['figure_id'] = this.id;\n", " this.ws.send(JSON.stringify(properties));\n", "};\n", "\n", "mpl.figure.prototype.send_draw_message = function () {\n", " if (!this.waiting) {\n", " this.waiting = true;\n", " this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " var format_dropdown = fig.format_dropdown;\n", " var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n", " fig.ondownload(fig, format);\n", "};\n", "\n", "mpl.figure.prototype.handle_resize = function (fig, msg) {\n", " var size = msg['size'];\n", " if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n", " fig._resize_canvas(size[0], size[1], msg['forward']);\n", " fig.send_message('refresh', {});\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n", " var x0 = msg['x0'] / fig.ratio;\n", " var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n", " var x1 = msg['x1'] / fig.ratio;\n", " var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n", " x0 = Math.floor(x0) + 0.5;\n", " y0 = Math.floor(y0) + 0.5;\n", " x1 = Math.floor(x1) + 0.5;\n", " y1 = Math.floor(y1) + 0.5;\n", " var min_x = Math.min(x0, x1);\n", " var min_y = Math.min(y0, y1);\n", " var width = Math.abs(x1 - x0);\n", " var height = Math.abs(y1 - y0);\n", "\n", " fig.rubberband_context.clearRect(\n", " 0,\n", " 0,\n", " fig.canvas.width / fig.ratio,\n", " fig.canvas.height / fig.ratio\n", " );\n", "\n", " fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n", "};\n", "\n", "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n", " // Updates the figure title.\n", " fig.header.textContent = msg['label'];\n", "};\n", "\n", "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n", " fig.rubberband_canvas.style.cursor = msg['cursor'];\n", "};\n", "\n", "mpl.figure.prototype.handle_message = function (fig, msg) {\n", " fig.message.textContent = msg['message'];\n", "};\n", "\n", "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n", " // Request the server to send over a new figure.\n", " fig.send_draw_message();\n", "};\n", "\n", "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n", " fig.image_mode = msg['mode'];\n", "};\n", "\n", "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n", " for (var key in msg) {\n", " if (!(key in fig.buttons)) {\n", " continue;\n", " }\n", " fig.buttons[key].disabled = !msg[key];\n", " fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n", " if (msg['mode'] === 'PAN') {\n", " fig.buttons['Pan'].classList.add('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " } else if (msg['mode'] === 'ZOOM') {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.add('active');\n", " } else {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " }\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Called whenever the canvas gets updated.\n", " this.send_message('ack', {});\n", "};\n", "\n", "// A function to construct a web socket function for onmessage handling.\n", "// Called in the figure constructor.\n", "mpl.figure.prototype._make_on_message_function = function (fig) {\n", " return function socket_on_message(evt) {\n", " if (evt.data instanceof Blob) {\n", " var img = evt.data;\n", " if (img.type !== 'image/png') {\n", " /* FIXME: We get \"Resource interpreted as Image but\n", " * transferred with MIME type text/plain:\" errors on\n", " * Chrome. But how to set the MIME type? It doesn't seem\n", " * to be part of the websocket stream */\n", " img.type = 'image/png';\n", " }\n", "\n", " /* Free the memory for the previous frames */\n", " if (fig.imageObj.src) {\n", " (window.URL || window.webkitURL).revokeObjectURL(\n", " fig.imageObj.src\n", " );\n", " }\n", "\n", " fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n", " img\n", " );\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " } else if (\n", " typeof evt.data === 'string' &&\n", " evt.data.slice(0, 21) === 'data:image/png;base64'\n", " ) {\n", " fig.imageObj.src = evt.data;\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " }\n", "\n", " var msg = JSON.parse(evt.data);\n", " var msg_type = msg['type'];\n", "\n", " // Call the \"handle_{type}\" callback, which takes\n", " // the figure and JSON message as its only arguments.\n", " try {\n", " var callback = fig['handle_' + msg_type];\n", " } catch (e) {\n", " console.log(\n", " \"No handler for the '\" + msg_type + \"' message type: \",\n", " msg\n", " );\n", " return;\n", " }\n", "\n", " if (callback) {\n", " try {\n", " // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n", " callback(fig, msg);\n", " } catch (e) {\n", " console.log(\n", " \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n", " e,\n", " e.stack,\n", " msg\n", " );\n", " }\n", " }\n", " };\n", "};\n", "\n", "// from https://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas\n", "mpl.findpos = function (e) {\n", " //this section is from http://www.quirksmode.org/js/events_properties.html\n", " var targ;\n", " if (!e) {\n", " e = window.event;\n", " }\n", " if (e.target) {\n", " targ = e.target;\n", " } else if (e.srcElement) {\n", " targ = e.srcElement;\n", " }\n", " if (targ.nodeType === 3) {\n", " // defeat Safari bug\n", " targ = targ.parentNode;\n", " }\n", "\n", " // pageX,Y are the mouse positions relative to the document\n", " var boundingRect = targ.getBoundingClientRect();\n", " var x = e.pageX - (boundingRect.left + document.body.scrollLeft);\n", " var y = e.pageY - (boundingRect.top + document.body.scrollTop);\n", "\n", " return { x: x, y: y };\n", "};\n", "\n", "/*\n", " * return a copy of an object with only non-object keys\n", " * we need this to avoid circular references\n", " * https://stackoverflow.com/a/24161582/3208463\n", " */\n", "function simpleKeys(original) {\n", " return Object.keys(original).reduce(function (obj, key) {\n", " if (typeof original[key] !== 'object') {\n", " obj[key] = original[key];\n", " }\n", " return obj;\n", " }, {});\n", "}\n", "\n", "mpl.figure.prototype.mouse_event = function (event, name) {\n", " var canvas_pos = mpl.findpos(event);\n", "\n", " if (name === 'button_press') {\n", " this.canvas.focus();\n", " this.canvas_div.focus();\n", " }\n", "\n", " var x = canvas_pos.x * this.ratio;\n", " var y = canvas_pos.y * this.ratio;\n", "\n", " this.send_message(name, {\n", " x: x,\n", " y: y,\n", " button: event.button,\n", " step: event.step,\n", " guiEvent: simpleKeys(event),\n", " });\n", "\n", " /* This prevents the web browser from automatically changing to\n", " * the text insertion cursor when the button is pressed. We want\n", " * to control all of the cursor setting manually through the\n", " * 'cursor' event from matplotlib */\n", " event.preventDefault();\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n", " // Handle any extra behaviour associated with a key event\n", "};\n", "\n", "mpl.figure.prototype.key_event = function (event, name) {\n", " // Prevent repeat events\n", " if (name === 'key_press') {\n", " if (event.key === this._key) {\n", " return;\n", " } else {\n", " this._key = event.key;\n", " }\n", " }\n", " if (name === 'key_release') {\n", " this._key = null;\n", " }\n", "\n", " var value = '';\n", " if (event.ctrlKey && event.key !== 'Control') {\n", " value += 'ctrl+';\n", " }\n", " else if (event.altKey && event.key !== 'Alt') {\n", " value += 'alt+';\n", " }\n", " else if (event.shiftKey && event.key !== 'Shift') {\n", " value += 'shift+';\n", " }\n", "\n", " value += 'k' + event.key;\n", "\n", " this._key_event_extra(event, name);\n", "\n", " this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n", " if (name === 'download') {\n", " this.handle_save(this, null);\n", " } else {\n", " this.send_message('toolbar_button', { name: name });\n", " }\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n", " this.message.textContent = tooltip;\n", "};\n", "\n", "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n", "// prettier-ignore\n", "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n", "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n", "\n", "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\"];\n", "\n", "mpl.default_extension = \"png\";/* global mpl */\n", "\n", "var comm_websocket_adapter = function (comm) {\n", " // Create a \"websocket\"-like object which calls the given IPython comm\n", " // object with the appropriate methods. Currently this is a non binary\n", " // socket, so there is still some room for performance tuning.\n", " var ws = {};\n", "\n", " ws.binaryType = comm.kernel.ws.binaryType;\n", " ws.readyState = comm.kernel.ws.readyState;\n", " function updateReadyState(_event) {\n", " if (comm.kernel.ws) {\n", " ws.readyState = comm.kernel.ws.readyState;\n", " } else {\n", " ws.readyState = 3; // Closed state.\n", " }\n", " }\n", " comm.kernel.ws.addEventListener('open', updateReadyState);\n", " comm.kernel.ws.addEventListener('close', updateReadyState);\n", " comm.kernel.ws.addEventListener('error', updateReadyState);\n", "\n", " ws.close = function () {\n", " comm.close();\n", " };\n", " ws.send = function (m) {\n", " //console.log('sending', m);\n", " comm.send(m);\n", " };\n", " // Register the callback with on_msg.\n", " comm.on_msg(function (msg) {\n", " //console.log('receiving', msg['content']['data'], msg);\n", " var data = msg['content']['data'];\n", " if (data['blob'] !== undefined) {\n", " data = {\n", " data: new Blob(msg['buffers'], { type: data['blob'] }),\n", " };\n", " }\n", " // Pass the mpl event to the overridden (by mpl) onmessage function.\n", " ws.onmessage(data);\n", " });\n", " return ws;\n", "};\n", "\n", "mpl.mpl_figure_comm = function (comm, msg) {\n", " // This is the function which gets called when the mpl process\n", " // starts-up an IPython Comm through the \"matplotlib\" channel.\n", "\n", " var id = msg.content.data.id;\n", " // Get hold of the div created by the display call when the Comm\n", " // socket was opened in Python.\n", " var element = document.getElementById(id);\n", " var ws_proxy = comm_websocket_adapter(comm);\n", "\n", " function ondownload(figure, _format) {\n", " window.open(figure.canvas.toDataURL());\n", " }\n", "\n", " var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n", "\n", " // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n", " // web socket which is closed, not our websocket->open comm proxy.\n", " ws_proxy.onopen();\n", "\n", " fig.parent_element = element;\n", " fig.cell_info = mpl.find_output_cell(\"
\");\n", " if (!fig.cell_info) {\n", " console.error('Failed to find cell for figure', id, fig);\n", " return;\n", " }\n", " fig.cell_info[0].output_area.element.on(\n", " 'cleared',\n", " { fig: fig },\n", " fig._remove_fig_handler\n", " );\n", "};\n", "\n", "mpl.figure.prototype.handle_close = function (fig, msg) {\n", " var width = fig.canvas.width / fig.ratio;\n", " fig.cell_info[0].output_area.element.off(\n", " 'cleared',\n", " fig._remove_fig_handler\n", " );\n", " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", "\n", " // Update the output cell to use the data from the current canvas.\n", " fig.push_to_output();\n", " var dataURL = fig.canvas.toDataURL();\n", " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", " // the notebook keyboard shortcuts fail.\n", " IPython.keyboard_manager.enable();\n", " fig.parent_element.innerHTML =\n", " '';\n", " fig.close_ws(fig, msg);\n", "};\n", "\n", "mpl.figure.prototype.close_ws = function (fig, msg) {\n", " fig.send_message('closing', msg);\n", " // fig.ws.close()\n", "};\n", "\n", "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", " // Turn the data on the canvas into data in the output cell.\n", " var width = this.canvas.width / this.ratio;\n", " var dataURL = this.canvas.toDataURL();\n", " this.cell_info[1]['text/html'] =\n", " '';\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Tell IPython that the notebook contents must change.\n", " IPython.notebook.set_dirty(true);\n", " this.send_message('ack', {});\n", " var fig = this;\n", " // Wait a second, then push the new image to the DOM so\n", " // that it is saved nicely (might be nice to debounce this).\n", " setTimeout(function () {\n", " fig.push_to_output();\n", " }, 1000);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'btn-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " var button;\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " continue;\n", " }\n", "\n", " button = fig.buttons[name] = document.createElement('button');\n", " button.classList = 'btn btn-default';\n", " button.href = '#';\n", " button.title = name;\n", " button.innerHTML = '';\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message pull-right';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "\n", " // Add the close button to the window.\n", " var buttongrp = document.createElement('div');\n", " buttongrp.classList = 'btn-group inline pull-right';\n", " button = document.createElement('button');\n", " button.classList = 'btn btn-mini btn-primary';\n", " button.href = '#';\n", " button.title = 'Stop Interaction';\n", " button.innerHTML = '';\n", " button.addEventListener('click', function (_evt) {\n", " fig.handle_close(fig, {});\n", " });\n", " button.addEventListener(\n", " 'mouseover',\n", " on_mouseover_closure('Stop Interaction')\n", " );\n", " buttongrp.appendChild(button);\n", " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", "};\n", "\n", "mpl.figure.prototype._remove_fig_handler = function (event) {\n", " var fig = event.data.fig;\n", " if (event.target !== this) {\n", " // Ignore bubbled events from children.\n", " return;\n", " }\n", " fig.close_ws(fig, {});\n", "};\n", "\n", "mpl.figure.prototype._root_extra_style = function (el) {\n", " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (el) {\n", " // this is important to make the div 'focusable\n", " el.setAttribute('tabindex', 0);\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " } else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which === 13) {\n", " this.canvas_div.blur();\n", " // select the cell after this one\n", " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", " IPython.notebook.select(index + 1);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " fig.ondownload(fig, null);\n", "};\n", "\n", "mpl.find_output_cell = function (html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i = 0; i < ncells; i++) {\n", " var cell = cells[i];\n", " if (cell.cell_type === 'code') {\n", " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", " var data = cell.output_area.outputs[j];\n", " if (data.data) {\n", " // IPython >= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] === html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "};\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel !== null) {\n", " IPython.notebook.kernel.comm_manager.register_target(\n", " 'matplotlib',\n", " mpl.mpl_figure_comm\n", " );\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ "" ] }, "execution_count": 15, "metadata": {}, "output_type": "execute_result" } ], "source": [ "draw_waterfall(csmrf, title='CSM Amortization')" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## IFRS17 Financial performance\n", "\n", "The chart below simulates P&L accounts based on IFRS17 from the background data used to draw the charts above. The profit in each period is released and the outstanding net balance (`NetBalance`) is reset to zero.\n", "\n", "The profit in the 3rd period is decreased due to the adverse change in lapse assumption, but its impact on the current profit is limited because of the offset between the change in CSM and the PV of future cashflows." ] }, { "cell_type": "code", "execution_count": 16, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "def InsurRevenue(t):\n", " \"\"\"Insurance Revenue (82-85, B120-B125)\"\"\"\n", " return (EstClaim(t)\n", " + EstExps(t)\n", " + RelsRiskAdj(t)\n", " + TransServices(t)\n", " + AmortAcqCashflow(t)\n", " - AdjLCO_FulfCF(t))" ] }, "execution_count": 16, "metadata": {}, "output_type": "execute_result" } ], "source": [ "proj.InsurRevenue.formula" ] }, { "cell_type": "code", "execution_count": 17, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "def InsurServiceExps(t):\n", " \"\"\"Insurance Service Expense (103(b))\"\"\"\n", " return (IncurClaim(t)\n", " + IncurExps(t)\n", " + AmortAcqCashflow(t)\n", " + Incr_LossComp(t)\n", " - AdjLCO_FulfCF(t))" ] }, "execution_count": 17, "metadata": {}, "output_type": "execute_result" } ], "source": [ "proj.InsurServiceExps.formula" ] }, { "cell_type": "code", "execution_count": 18, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", "\n", "\n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", " \n", "
InsurRevenueInsurServiceExpsInsurFinIncomeExpsProfitBefTax
t
03264.948734-2157.3691361.421085e-141107.579599
13065.729235-2047.352990-3.019807e-141018.376245
22657.446518-2014.3042381.776357e-15643.142280
32507.881592-1750.1099222.664535e-15757.771670
42048.161877-1512.2414300.000000e+00535.920447
\n", "
" ], "text/plain": [ " InsurRevenue InsurServiceExps InsurFinIncomeExps ProfitBefTax\n", "t \n", "0 3264.948734 -2157.369136 1.421085e-14 1107.579599\n", "1 3065.729235 -2047.352990 -3.019807e-14 1018.376245\n", "2 2657.446518 -2014.304238 1.776357e-15 643.142280\n", "3 2507.881592 -1750.109922 2.664535e-15 757.771670\n", "4 2048.161877 -1512.241430 0.000000e+00 535.920447" ] }, "execution_count": 18, "metadata": {}, "output_type": "execute_result" } ], "source": [ "ifrspl = get_waterfalldata(\n", " proj,\n", " items=['InsurRevenue',\n", " 'InsurServiceExps',\n", " 'InsurFinIncomeExps',\n", " 'ProfitBefTax'],\n", " length=5,\n", " reverseitems=['InsurServiceExps'])\n", "ifrspl" ] }, { "cell_type": "code", "execution_count": 19, "metadata": {}, "outputs": [ { "data": { "application/javascript": [ "/* Put everything inside the global mpl namespace */\n", "/* global mpl */\n", "window.mpl = {};\n", "\n", "mpl.get_websocket_type = function () {\n", " if (typeof WebSocket !== 'undefined') {\n", " return WebSocket;\n", " } else if (typeof MozWebSocket !== 'undefined') {\n", " return MozWebSocket;\n", " } else {\n", " alert(\n", " 'Your browser does not have WebSocket support. ' +\n", " 'Please try Chrome, Safari or Firefox ≥ 6. ' +\n", " 'Firefox 4 and 5 are also supported but you ' +\n", " 'have to enable WebSockets in about:config.'\n", " );\n", " }\n", "};\n", "\n", "mpl.figure = function (figure_id, websocket, ondownload, parent_element) {\n", " this.id = figure_id;\n", "\n", " this.ws = websocket;\n", "\n", " this.supports_binary = this.ws.binaryType !== undefined;\n", "\n", " if (!this.supports_binary) {\n", " var warnings = document.getElementById('mpl-warnings');\n", " if (warnings) {\n", " warnings.style.display = 'block';\n", " warnings.textContent =\n", " 'This browser does not support binary websocket messages. ' +\n", " 'Performance may be slow.';\n", " }\n", " }\n", "\n", " this.imageObj = new Image();\n", "\n", " this.context = undefined;\n", " this.message = undefined;\n", " this.canvas = undefined;\n", " this.rubberband_canvas = undefined;\n", " this.rubberband_context = undefined;\n", " this.format_dropdown = undefined;\n", "\n", " this.image_mode = 'full';\n", "\n", " this.root = document.createElement('div');\n", " this.root.setAttribute('style', 'display: inline-block');\n", " this._root_extra_style(this.root);\n", "\n", " parent_element.appendChild(this.root);\n", "\n", " this._init_header(this);\n", " this._init_canvas(this);\n", " this._init_toolbar(this);\n", "\n", " var fig = this;\n", "\n", " this.waiting = false;\n", "\n", " this.ws.onopen = function () {\n", " fig.send_message('supports_binary', { value: fig.supports_binary });\n", " fig.send_message('send_image_mode', {});\n", " if (fig.ratio !== 1) {\n", " fig.send_message('set_device_pixel_ratio', {\n", " device_pixel_ratio: fig.ratio,\n", " });\n", " }\n", " fig.send_message('refresh', {});\n", " };\n", "\n", " this.imageObj.onload = function () {\n", " if (fig.image_mode === 'full') {\n", " // Full images could contain transparency (where diff images\n", " // almost always do), so we need to clear the canvas so that\n", " // there is no ghosting.\n", " fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n", " }\n", " fig.context.drawImage(fig.imageObj, 0, 0);\n", " };\n", "\n", " this.imageObj.onunload = function () {\n", " fig.ws.close();\n", " };\n", "\n", " this.ws.onmessage = this._make_on_message_function(this);\n", "\n", " this.ondownload = ondownload;\n", "};\n", "\n", "mpl.figure.prototype._init_header = function () {\n", " var titlebar = document.createElement('div');\n", " titlebar.classList =\n", " 'ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix';\n", " var titletext = document.createElement('div');\n", " titletext.classList = 'ui-dialog-title';\n", " titletext.setAttribute(\n", " 'style',\n", " 'width: 100%; text-align: center; padding: 3px;'\n", " );\n", " titlebar.appendChild(titletext);\n", " this.root.appendChild(titlebar);\n", " this.header = titletext;\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._root_extra_style = function (_canvas_div) {};\n", "\n", "mpl.figure.prototype._init_canvas = function () {\n", " var fig = this;\n", "\n", " var canvas_div = (this.canvas_div = document.createElement('div'));\n", " canvas_div.setAttribute(\n", " 'style',\n", " 'border: 1px solid #ddd;' +\n", " 'box-sizing: content-box;' +\n", " 'clear: both;' +\n", " 'min-height: 1px;' +\n", " 'min-width: 1px;' +\n", " 'outline: 0;' +\n", " 'overflow: hidden;' +\n", " 'position: relative;' +\n", " 'resize: both;'\n", " );\n", "\n", " function on_keyboard_event_closure(name) {\n", " return function (event) {\n", " return fig.key_event(event, name);\n", " };\n", " }\n", "\n", " canvas_div.addEventListener(\n", " 'keydown',\n", " on_keyboard_event_closure('key_press')\n", " );\n", " canvas_div.addEventListener(\n", " 'keyup',\n", " on_keyboard_event_closure('key_release')\n", " );\n", "\n", " this._canvas_extra_style(canvas_div);\n", " this.root.appendChild(canvas_div);\n", "\n", " var canvas = (this.canvas = document.createElement('canvas'));\n", " canvas.classList.add('mpl-canvas');\n", " canvas.setAttribute('style', 'box-sizing: content-box;');\n", "\n", " this.context = canvas.getContext('2d');\n", "\n", " var backingStore =\n", " this.context.backingStorePixelRatio ||\n", " this.context.webkitBackingStorePixelRatio ||\n", " this.context.mozBackingStorePixelRatio ||\n", " this.context.msBackingStorePixelRatio ||\n", " this.context.oBackingStorePixelRatio ||\n", " this.context.backingStorePixelRatio ||\n", " 1;\n", "\n", " this.ratio = (window.devicePixelRatio || 1) / backingStore;\n", "\n", " var rubberband_canvas = (this.rubberband_canvas = document.createElement(\n", " 'canvas'\n", " ));\n", " rubberband_canvas.setAttribute(\n", " 'style',\n", " 'box-sizing: content-box; position: absolute; left: 0; top: 0; z-index: 1;'\n", " );\n", "\n", " // Apply a ponyfill if ResizeObserver is not implemented by browser.\n", " if (this.ResizeObserver === undefined) {\n", " if (window.ResizeObserver !== undefined) {\n", " this.ResizeObserver = window.ResizeObserver;\n", " } else {\n", " var obs = _JSXTOOLS_RESIZE_OBSERVER({});\n", " this.ResizeObserver = obs.ResizeObserver;\n", " }\n", " }\n", "\n", " this.resizeObserverInstance = new this.ResizeObserver(function (entries) {\n", " var nentries = entries.length;\n", " for (var i = 0; i < nentries; i++) {\n", " var entry = entries[i];\n", " var width, height;\n", " if (entry.contentBoxSize) {\n", " if (entry.contentBoxSize instanceof Array) {\n", " // Chrome 84 implements new version of spec.\n", " width = entry.contentBoxSize[0].inlineSize;\n", " height = entry.contentBoxSize[0].blockSize;\n", " } else {\n", " // Firefox implements old version of spec.\n", " width = entry.contentBoxSize.inlineSize;\n", " height = entry.contentBoxSize.blockSize;\n", " }\n", " } else {\n", " // Chrome <84 implements even older version of spec.\n", " width = entry.contentRect.width;\n", " height = entry.contentRect.height;\n", " }\n", "\n", " // Keep the size of the canvas and rubber band canvas in sync with\n", " // the canvas container.\n", " if (entry.devicePixelContentBoxSize) {\n", " // Chrome 84 implements new version of spec.\n", " canvas.setAttribute(\n", " 'width',\n", " entry.devicePixelContentBoxSize[0].inlineSize\n", " );\n", " canvas.setAttribute(\n", " 'height',\n", " entry.devicePixelContentBoxSize[0].blockSize\n", " );\n", " } else {\n", " canvas.setAttribute('width', width * fig.ratio);\n", " canvas.setAttribute('height', height * fig.ratio);\n", " }\n", " canvas.setAttribute(\n", " 'style',\n", " 'width: ' + width + 'px; height: ' + height + 'px;'\n", " );\n", "\n", " rubberband_canvas.setAttribute('width', width);\n", " rubberband_canvas.setAttribute('height', height);\n", "\n", " // And update the size in Python. We ignore the initial 0/0 size\n", " // that occurs as the element is placed into the DOM, which should\n", " // otherwise not happen due to the minimum size styling.\n", " if (fig.ws.readyState == 1 && width != 0 && height != 0) {\n", " fig.request_resize(width, height);\n", " }\n", " }\n", " });\n", " this.resizeObserverInstance.observe(canvas_div);\n", "\n", " function on_mouse_event_closure(name) {\n", " return function (event) {\n", " return fig.mouse_event(event, name);\n", " };\n", " }\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mousedown',\n", " on_mouse_event_closure('button_press')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseup',\n", " on_mouse_event_closure('button_release')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'dblclick',\n", " on_mouse_event_closure('dblclick')\n", " );\n", " // Throttle sequential mouse events to 1 every 20ms.\n", " rubberband_canvas.addEventListener(\n", " 'mousemove',\n", " on_mouse_event_closure('motion_notify')\n", " );\n", "\n", " rubberband_canvas.addEventListener(\n", " 'mouseenter',\n", " on_mouse_event_closure('figure_enter')\n", " );\n", " rubberband_canvas.addEventListener(\n", " 'mouseleave',\n", " on_mouse_event_closure('figure_leave')\n", " );\n", "\n", " canvas_div.addEventListener('wheel', function (event) {\n", " if (event.deltaY < 0) {\n", " event.step = 1;\n", " } else {\n", " event.step = -1;\n", " }\n", " on_mouse_event_closure('scroll')(event);\n", " });\n", "\n", " canvas_div.appendChild(canvas);\n", " canvas_div.appendChild(rubberband_canvas);\n", "\n", " this.rubberband_context = rubberband_canvas.getContext('2d');\n", " this.rubberband_context.strokeStyle = '#000000';\n", "\n", " this._resize_canvas = function (width, height, forward) {\n", " if (forward) {\n", " canvas_div.style.width = width + 'px';\n", " canvas_div.style.height = height + 'px';\n", " }\n", " };\n", "\n", " // Disable right mouse context menu.\n", " this.rubberband_canvas.addEventListener('contextmenu', function (_e) {\n", " event.preventDefault();\n", " return false;\n", " });\n", "\n", " function set_focus() {\n", " canvas.focus();\n", " canvas_div.focus();\n", " }\n", "\n", " window.setTimeout(set_focus, 100);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'mpl-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'mpl-button-group';\n", " continue;\n", " }\n", "\n", " var button = (fig.buttons[name] = document.createElement('button'));\n", " button.classList = 'mpl-widget';\n", " button.setAttribute('role', 'button');\n", " button.setAttribute('aria-disabled', 'false');\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", "\n", " var icon_img = document.createElement('img');\n", " icon_img.src = '_images/' + image + '.png';\n", " icon_img.srcset = '_images/' + image + '_large.png 2x';\n", " icon_img.alt = tooltip;\n", " button.appendChild(icon_img);\n", "\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " var fmt_picker = document.createElement('select');\n", " fmt_picker.classList = 'mpl-widget';\n", " toolbar.appendChild(fmt_picker);\n", " this.format_dropdown = fmt_picker;\n", "\n", " for (var ind in mpl.extensions) {\n", " var fmt = mpl.extensions[ind];\n", " var option = document.createElement('option');\n", " option.selected = fmt === mpl.default_extension;\n", " option.innerHTML = fmt;\n", " fmt_picker.appendChild(option);\n", " }\n", "\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "};\n", "\n", "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n", " // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n", " // which will in turn request a refresh of the image.\n", " this.send_message('resize', { width: x_pixels, height: y_pixels });\n", "};\n", "\n", "mpl.figure.prototype.send_message = function (type, properties) {\n", " properties['type'] = type;\n", " properties['figure_id'] = this.id;\n", " this.ws.send(JSON.stringify(properties));\n", "};\n", "\n", "mpl.figure.prototype.send_draw_message = function () {\n", " if (!this.waiting) {\n", " this.waiting = true;\n", " this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " var format_dropdown = fig.format_dropdown;\n", " var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n", " fig.ondownload(fig, format);\n", "};\n", "\n", "mpl.figure.prototype.handle_resize = function (fig, msg) {\n", " var size = msg['size'];\n", " if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n", " fig._resize_canvas(size[0], size[1], msg['forward']);\n", " fig.send_message('refresh', {});\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n", " var x0 = msg['x0'] / fig.ratio;\n", " var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n", " var x1 = msg['x1'] / fig.ratio;\n", " var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n", " x0 = Math.floor(x0) + 0.5;\n", " y0 = Math.floor(y0) + 0.5;\n", " x1 = Math.floor(x1) + 0.5;\n", " y1 = Math.floor(y1) + 0.5;\n", " var min_x = Math.min(x0, x1);\n", " var min_y = Math.min(y0, y1);\n", " var width = Math.abs(x1 - x0);\n", " var height = Math.abs(y1 - y0);\n", "\n", " fig.rubberband_context.clearRect(\n", " 0,\n", " 0,\n", " fig.canvas.width / fig.ratio,\n", " fig.canvas.height / fig.ratio\n", " );\n", "\n", " fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n", "};\n", "\n", "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n", " // Updates the figure title.\n", " fig.header.textContent = msg['label'];\n", "};\n", "\n", "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n", " fig.rubberband_canvas.style.cursor = msg['cursor'];\n", "};\n", "\n", "mpl.figure.prototype.handle_message = function (fig, msg) {\n", " fig.message.textContent = msg['message'];\n", "};\n", "\n", "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n", " // Request the server to send over a new figure.\n", " fig.send_draw_message();\n", "};\n", "\n", "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n", " fig.image_mode = msg['mode'];\n", "};\n", "\n", "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n", " for (var key in msg) {\n", " if (!(key in fig.buttons)) {\n", " continue;\n", " }\n", " fig.buttons[key].disabled = !msg[key];\n", " fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n", " if (msg['mode'] === 'PAN') {\n", " fig.buttons['Pan'].classList.add('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " } else if (msg['mode'] === 'ZOOM') {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.add('active');\n", " } else {\n", " fig.buttons['Pan'].classList.remove('active');\n", " fig.buttons['Zoom'].classList.remove('active');\n", " }\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Called whenever the canvas gets updated.\n", " this.send_message('ack', {});\n", "};\n", "\n", "// A function to construct a web socket function for onmessage handling.\n", "// Called in the figure constructor.\n", "mpl.figure.prototype._make_on_message_function = function (fig) {\n", " return function socket_on_message(evt) {\n", " if (evt.data instanceof Blob) {\n", " var img = evt.data;\n", " if (img.type !== 'image/png') {\n", " /* FIXME: We get \"Resource interpreted as Image but\n", " * transferred with MIME type text/plain:\" errors on\n", " * Chrome. But how to set the MIME type? It doesn't seem\n", " * to be part of the websocket stream */\n", " img.type = 'image/png';\n", " }\n", "\n", " /* Free the memory for the previous frames */\n", " if (fig.imageObj.src) {\n", " (window.URL || window.webkitURL).revokeObjectURL(\n", " fig.imageObj.src\n", " );\n", " }\n", "\n", " fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n", " img\n", " );\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " } else if (\n", " typeof evt.data === 'string' &&\n", " evt.data.slice(0, 21) === 'data:image/png;base64'\n", " ) {\n", " fig.imageObj.src = evt.data;\n", " fig.updated_canvas_event();\n", " fig.waiting = false;\n", " return;\n", " }\n", "\n", " var msg = JSON.parse(evt.data);\n", " var msg_type = msg['type'];\n", "\n", " // Call the \"handle_{type}\" callback, which takes\n", " // the figure and JSON message as its only arguments.\n", " try {\n", " var callback = fig['handle_' + msg_type];\n", " } catch (e) {\n", " console.log(\n", " \"No handler for the '\" + msg_type + \"' message type: \",\n", " msg\n", " );\n", " return;\n", " }\n", "\n", " if (callback) {\n", " try {\n", " // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n", " callback(fig, msg);\n", " } catch (e) {\n", " console.log(\n", " \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n", " e,\n", " e.stack,\n", " msg\n", " );\n", " }\n", " }\n", " };\n", "};\n", "\n", "// from https://stackoverflow.com/questions/1114465/getting-mouse-location-in-canvas\n", "mpl.findpos = function (e) {\n", " //this section is from http://www.quirksmode.org/js/events_properties.html\n", " var targ;\n", " if (!e) {\n", " e = window.event;\n", " }\n", " if (e.target) {\n", " targ = e.target;\n", " } else if (e.srcElement) {\n", " targ = e.srcElement;\n", " }\n", " if (targ.nodeType === 3) {\n", " // defeat Safari bug\n", " targ = targ.parentNode;\n", " }\n", "\n", " // pageX,Y are the mouse positions relative to the document\n", " var boundingRect = targ.getBoundingClientRect();\n", " var x = e.pageX - (boundingRect.left + document.body.scrollLeft);\n", " var y = e.pageY - (boundingRect.top + document.body.scrollTop);\n", "\n", " return { x: x, y: y };\n", "};\n", "\n", "/*\n", " * return a copy of an object with only non-object keys\n", " * we need this to avoid circular references\n", " * https://stackoverflow.com/a/24161582/3208463\n", " */\n", "function simpleKeys(original) {\n", " return Object.keys(original).reduce(function (obj, key) {\n", " if (typeof original[key] !== 'object') {\n", " obj[key] = original[key];\n", " }\n", " return obj;\n", " }, {});\n", "}\n", "\n", "mpl.figure.prototype.mouse_event = function (event, name) {\n", " var canvas_pos = mpl.findpos(event);\n", "\n", " if (name === 'button_press') {\n", " this.canvas.focus();\n", " this.canvas_div.focus();\n", " }\n", "\n", " var x = canvas_pos.x * this.ratio;\n", " var y = canvas_pos.y * this.ratio;\n", "\n", " this.send_message(name, {\n", " x: x,\n", " y: y,\n", " button: event.button,\n", " step: event.step,\n", " guiEvent: simpleKeys(event),\n", " });\n", "\n", " /* This prevents the web browser from automatically changing to\n", " * the text insertion cursor when the button is pressed. We want\n", " * to control all of the cursor setting manually through the\n", " * 'cursor' event from matplotlib */\n", " event.preventDefault();\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n", " // Handle any extra behaviour associated with a key event\n", "};\n", "\n", "mpl.figure.prototype.key_event = function (event, name) {\n", " // Prevent repeat events\n", " if (name === 'key_press') {\n", " if (event.key === this._key) {\n", " return;\n", " } else {\n", " this._key = event.key;\n", " }\n", " }\n", " if (name === 'key_release') {\n", " this._key = null;\n", " }\n", "\n", " var value = '';\n", " if (event.ctrlKey && event.key !== 'Control') {\n", " value += 'ctrl+';\n", " }\n", " else if (event.altKey && event.key !== 'Alt') {\n", " value += 'alt+';\n", " }\n", " else if (event.shiftKey && event.key !== 'Shift') {\n", " value += 'shift+';\n", " }\n", "\n", " value += 'k' + event.key;\n", "\n", " this._key_event_extra(event, name);\n", "\n", " this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n", " return false;\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n", " if (name === 'download') {\n", " this.handle_save(this, null);\n", " } else {\n", " this.send_message('toolbar_button', { name: name });\n", " }\n", "};\n", "\n", "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n", " this.message.textContent = tooltip;\n", "};\n", "\n", "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n", "// prettier-ignore\n", "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n", "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home icon-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left icon-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right icon-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows icon-move\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o icon-check-empty\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o icon-save\", \"download\"]];\n", "\n", "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\"];\n", "\n", "mpl.default_extension = \"png\";/* global mpl */\n", "\n", "var comm_websocket_adapter = function (comm) {\n", " // Create a \"websocket\"-like object which calls the given IPython comm\n", " // object with the appropriate methods. Currently this is a non binary\n", " // socket, so there is still some room for performance tuning.\n", " var ws = {};\n", "\n", " ws.binaryType = comm.kernel.ws.binaryType;\n", " ws.readyState = comm.kernel.ws.readyState;\n", " function updateReadyState(_event) {\n", " if (comm.kernel.ws) {\n", " ws.readyState = comm.kernel.ws.readyState;\n", " } else {\n", " ws.readyState = 3; // Closed state.\n", " }\n", " }\n", " comm.kernel.ws.addEventListener('open', updateReadyState);\n", " comm.kernel.ws.addEventListener('close', updateReadyState);\n", " comm.kernel.ws.addEventListener('error', updateReadyState);\n", "\n", " ws.close = function () {\n", " comm.close();\n", " };\n", " ws.send = function (m) {\n", " //console.log('sending', m);\n", " comm.send(m);\n", " };\n", " // Register the callback with on_msg.\n", " comm.on_msg(function (msg) {\n", " //console.log('receiving', msg['content']['data'], msg);\n", " var data = msg['content']['data'];\n", " if (data['blob'] !== undefined) {\n", " data = {\n", " data: new Blob(msg['buffers'], { type: data['blob'] }),\n", " };\n", " }\n", " // Pass the mpl event to the overridden (by mpl) onmessage function.\n", " ws.onmessage(data);\n", " });\n", " return ws;\n", "};\n", "\n", "mpl.mpl_figure_comm = function (comm, msg) {\n", " // This is the function which gets called when the mpl process\n", " // starts-up an IPython Comm through the \"matplotlib\" channel.\n", "\n", " var id = msg.content.data.id;\n", " // Get hold of the div created by the display call when the Comm\n", " // socket was opened in Python.\n", " var element = document.getElementById(id);\n", " var ws_proxy = comm_websocket_adapter(comm);\n", "\n", " function ondownload(figure, _format) {\n", " window.open(figure.canvas.toDataURL());\n", " }\n", "\n", " var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n", "\n", " // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n", " // web socket which is closed, not our websocket->open comm proxy.\n", " ws_proxy.onopen();\n", "\n", " fig.parent_element = element;\n", " fig.cell_info = mpl.find_output_cell(\"
\");\n", " if (!fig.cell_info) {\n", " console.error('Failed to find cell for figure', id, fig);\n", " return;\n", " }\n", " fig.cell_info[0].output_area.element.on(\n", " 'cleared',\n", " { fig: fig },\n", " fig._remove_fig_handler\n", " );\n", "};\n", "\n", "mpl.figure.prototype.handle_close = function (fig, msg) {\n", " var width = fig.canvas.width / fig.ratio;\n", " fig.cell_info[0].output_area.element.off(\n", " 'cleared',\n", " fig._remove_fig_handler\n", " );\n", " fig.resizeObserverInstance.unobserve(fig.canvas_div);\n", "\n", " // Update the output cell to use the data from the current canvas.\n", " fig.push_to_output();\n", " var dataURL = fig.canvas.toDataURL();\n", " // Re-enable the keyboard manager in IPython - without this line, in FF,\n", " // the notebook keyboard shortcuts fail.\n", " IPython.keyboard_manager.enable();\n", " fig.parent_element.innerHTML =\n", " '';\n", " fig.close_ws(fig, msg);\n", "};\n", "\n", "mpl.figure.prototype.close_ws = function (fig, msg) {\n", " fig.send_message('closing', msg);\n", " // fig.ws.close()\n", "};\n", "\n", "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n", " // Turn the data on the canvas into data in the output cell.\n", " var width = this.canvas.width / this.ratio;\n", " var dataURL = this.canvas.toDataURL();\n", " this.cell_info[1]['text/html'] =\n", " '';\n", "};\n", "\n", "mpl.figure.prototype.updated_canvas_event = function () {\n", " // Tell IPython that the notebook contents must change.\n", " IPython.notebook.set_dirty(true);\n", " this.send_message('ack', {});\n", " var fig = this;\n", " // Wait a second, then push the new image to the DOM so\n", " // that it is saved nicely (might be nice to debounce this).\n", " setTimeout(function () {\n", " fig.push_to_output();\n", " }, 1000);\n", "};\n", "\n", "mpl.figure.prototype._init_toolbar = function () {\n", " var fig = this;\n", "\n", " var toolbar = document.createElement('div');\n", " toolbar.classList = 'btn-toolbar';\n", " this.root.appendChild(toolbar);\n", "\n", " function on_click_closure(name) {\n", " return function (_event) {\n", " return fig.toolbar_button_onclick(name);\n", " };\n", " }\n", "\n", " function on_mouseover_closure(tooltip) {\n", " return function (event) {\n", " if (!event.currentTarget.disabled) {\n", " return fig.toolbar_button_onmouseover(tooltip);\n", " }\n", " };\n", " }\n", "\n", " fig.buttons = {};\n", " var buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " var button;\n", " for (var toolbar_ind in mpl.toolbar_items) {\n", " var name = mpl.toolbar_items[toolbar_ind][0];\n", " var tooltip = mpl.toolbar_items[toolbar_ind][1];\n", " var image = mpl.toolbar_items[toolbar_ind][2];\n", " var method_name = mpl.toolbar_items[toolbar_ind][3];\n", "\n", " if (!name) {\n", " /* Instead of a spacer, we start a new button group. */\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", " buttonGroup = document.createElement('div');\n", " buttonGroup.classList = 'btn-group';\n", " continue;\n", " }\n", "\n", " button = fig.buttons[name] = document.createElement('button');\n", " button.classList = 'btn btn-default';\n", " button.href = '#';\n", " button.title = name;\n", " button.innerHTML = '';\n", " button.addEventListener('click', on_click_closure(method_name));\n", " button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n", " buttonGroup.appendChild(button);\n", " }\n", "\n", " if (buttonGroup.hasChildNodes()) {\n", " toolbar.appendChild(buttonGroup);\n", " }\n", "\n", " // Add the status bar.\n", " var status_bar = document.createElement('span');\n", " status_bar.classList = 'mpl-message pull-right';\n", " toolbar.appendChild(status_bar);\n", " this.message = status_bar;\n", "\n", " // Add the close button to the window.\n", " var buttongrp = document.createElement('div');\n", " buttongrp.classList = 'btn-group inline pull-right';\n", " button = document.createElement('button');\n", " button.classList = 'btn btn-mini btn-primary';\n", " button.href = '#';\n", " button.title = 'Stop Interaction';\n", " button.innerHTML = '';\n", " button.addEventListener('click', function (_evt) {\n", " fig.handle_close(fig, {});\n", " });\n", " button.addEventListener(\n", " 'mouseover',\n", " on_mouseover_closure('Stop Interaction')\n", " );\n", " buttongrp.appendChild(button);\n", " var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n", " titlebar.insertBefore(buttongrp, titlebar.firstChild);\n", "};\n", "\n", "mpl.figure.prototype._remove_fig_handler = function (event) {\n", " var fig = event.data.fig;\n", " if (event.target !== this) {\n", " // Ignore bubbled events from children.\n", " return;\n", " }\n", " fig.close_ws(fig, {});\n", "};\n", "\n", "mpl.figure.prototype._root_extra_style = function (el) {\n", " el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n", "};\n", "\n", "mpl.figure.prototype._canvas_extra_style = function (el) {\n", " // this is important to make the div 'focusable\n", " el.setAttribute('tabindex', 0);\n", " // reach out to IPython and tell the keyboard manager to turn it's self\n", " // off when our div gets focus\n", "\n", " // location in version 3\n", " if (IPython.notebook.keyboard_manager) {\n", " IPython.notebook.keyboard_manager.register_events(el);\n", " } else {\n", " // location in version 2\n", " IPython.keyboard_manager.register_events(el);\n", " }\n", "};\n", "\n", "mpl.figure.prototype._key_event_extra = function (event, _name) {\n", " // Check for shift+enter\n", " if (event.shiftKey && event.which === 13) {\n", " this.canvas_div.blur();\n", " // select the cell after this one\n", " var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n", " IPython.notebook.select(index + 1);\n", " }\n", "};\n", "\n", "mpl.figure.prototype.handle_save = function (fig, _msg) {\n", " fig.ondownload(fig, null);\n", "};\n", "\n", "mpl.find_output_cell = function (html_output) {\n", " // Return the cell and output element which can be found *uniquely* in the notebook.\n", " // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n", " // IPython event is triggered only after the cells have been serialised, which for\n", " // our purposes (turning an active figure into a static one), is too late.\n", " var cells = IPython.notebook.get_cells();\n", " var ncells = cells.length;\n", " for (var i = 0; i < ncells; i++) {\n", " var cell = cells[i];\n", " if (cell.cell_type === 'code') {\n", " for (var j = 0; j < cell.output_area.outputs.length; j++) {\n", " var data = cell.output_area.outputs[j];\n", " if (data.data) {\n", " // IPython >= 3 moved mimebundle to data attribute of output\n", " data = data.data;\n", " }\n", " if (data['text/html'] === html_output) {\n", " return [cell, data, j];\n", " }\n", " }\n", " }\n", " }\n", "};\n", "\n", "// Register the function which deals with the matplotlib target/channel.\n", "// The kernel may be null if the page has been refreshed.\n", "if (IPython.notebook.kernel !== null) {\n", " IPython.notebook.kernel.comm_manager.register_target(\n", " 'matplotlib',\n", " mpl.mpl_figure_comm\n", " );\n", "}\n" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/html": [ "" ], "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" }, { "data": { "text/plain": [ "" ] }, "execution_count": 19, "metadata": {}, "output_type": "execute_result" } ], "source": [ "draw_waterfall(ifrspl, stocks=[0, 3], title='IFRS17 Profit/Loss')" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.10.13" } }, "nbformat": 4, "nbformat_minor": 2 }