Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

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@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

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Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

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Skip to content

Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

Conversation

@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

Copy link
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Member

Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
@github-actions

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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Force GitHub README to respect dark mode\n(function() {\n var style = document.createElement('style');\n style.textContent = '\n .markdown-body {\n color-scheme: dark light;\n }\n .markdown-body pre { background: #161b22 !important; }\n .markdown-body code { background: rgba(110, 118, 129, 0.4) !important; }\n .markdown-body table th, .markdown-body table td { border-color: #30363d !important; }\n .markdown-body img { background: #0d1117; }\n .markdown-body blockquote { border-left-color: #8b949e; }\n .markdown-body hr { border-color: #30363d; }\n ';\n document.head.appendChild(style);\n})();", "GitHub Dark Mode README Fix"); } } catch(__e) { console.warn('[Userscript:GitHub Dark Mode README Fix]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
Skip to content

Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

Conversation

@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

Copy link
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Member

Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
@github-actions

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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Highlight search terms from Google/DuckDuckGo/Bing referrer\n(function() {\n var ref = document.referrer;\n var terms = [];\n \n if (ref.includes('google.com') || ref.includes('duckduckgo.com') || ref.includes('bing.com')) {\n var url = new URL(ref);\n var q = url.searchParams.get('q') || url.searchParams.get('p');\n if (q) {\n terms = q.split(/\\s+/).filter(function(t) { return t.length > 2; });\n }\n }\n \n if (terms.length === 0) return;\n \n var style = document.createElement('style');\n style.textContent = '.userscript-highlight { background: #fbbf24; color: #1a1a2e; padding: 1px 3px; border-radius: 2px; }';\n document.head.appendChild(style);\n \n function highlight(node) {\n if (node.nodeType === 3) { // text node\n var text = node.textContent;\n var found = false;\n terms.forEach(function(term) {\n var regex = new RegExp('(' + term.replace(/[.*+?^${}()|[\\]\\\\]/g, '\\\\') + ')', 'gi');\n if (regex.test(text)) {\n found = true;\n var frag = document.createDocumentFragment();\n var parts = text.split(regex);\n parts.forEach(function(part, i) {\n if (i % 2 === 0) {\n frag.appendChild(document.createTextNode(part));\n } else {\n var span = document.createElement('span');\n span.className = 'userscript-highlight';\n span.textContent = part;\n frag.appendChild(span);\n }\n });\n node.parentNode.replaceChild(frag, node);\n }\n });\n } else if (node.nodeType === 1 && node.childNodes) { // element\n var skipTags = ['SCRIPT', 'STYLE', 'NOSCRIPT', 'TEXTAREA', 'INPUT', 'SELECT'];\n if (!skipTags.includes(node.tagName)) {\n Array.from(node.childNodes).forEach(highlight);\n }\n }\n }\n \n highlight(document.body);\n \n // Re-highlight on dynamic content\n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1 || node.nodeType === 3) highlight(node);\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Highlight Search Terms"); } } catch(__e) { console.warn('[Userscript:Highlight Search Terms]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
Skip to content

Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

Conversation

@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

Copy link
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Member

Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
@github-actions

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Copy Markdown

Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Strip utm_, fbclid, gclid, etc. from all links on page\n(function() {\n var trackingParams = ['utm_source', 'utm_medium', 'utm_campaign', 'utm_term', 'utm_content',\n 'fbclid', 'gclid', 'dclid', 'msclkid', 'yclid',\n 'ref', 'ref_src', 'source', 'medium', 'campaign'];\n \n function cleanUrl(url) {\n try {\n var u = new URL(url, window.location.origin);\n var changed = false;\n trackingParams.forEach(function(p) {\n if (u.searchParams.has(p)) {\n u.searchParams.delete(p);\n changed = true;\n }\n });\n return changed ? u.toString() : url;\n } catch (e) {\n return url;\n }\n }\n \n function cleanLinks() {\n document.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n \n cleanLinks();\n \n var observer = new MutationObserver(function(mutations) {\n mutations.forEach(function(m) {\n m.addedNodes.forEach(function(node) {\n if (node.nodeType === 1) {\n if (node.tagName === 'A') cleanLinks();\n node.querySelectorAll('a[href]').forEach(function(a) {\n var clean = cleanUrl(a.href);\n if (clean !== a.href) a.href = clean;\n });\n }\n });\n });\n });\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "Remove Tracking Parameters from Links"); } } catch(__e) { console.warn('[Userscript:Remove Tracking Parameters from Links]', __e); } })(); (function(){ try { var __m = "youtube.com"; var __re = new RegExp('^' + "youtube\\.com" + '
Skip to content

Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

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@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

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Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

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  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Auto-enable theater mode on YouTube\n(function() {\n function tryTheater() {\n var btn = document.querySelector('button[aria-label=\"Theater mode\"], ytd-player #player button[title=\"Theater mode\"]');\n if (btn && !btn.classList.contains('activated')) {\n btn.click();\n }\n }\n \n // Try immediately\n tryTheater();\n \n // Try after navigation (SPA)\n var lastUrl = location.href;\n setInterval(function() {\n if (location.href !== lastUrl) {\n lastUrl = location.href;\n setTimeout(tryTheater, 500);\n }\n }, 1000);\n \n // Also try on player load\n var observer = new MutationObserver(tryTheater);\n observer.observe(document.body, { childList: true, subtree: true });\n})();", "YouTube Theater Mode Default"); } } catch(__e) { console.warn('[Userscript:YouTube Theater Mode Default]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
Skip to content

Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

Conversation

@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

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Member

Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
@github-actions

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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

Flags with carried forward coverage won't be shown. Click here to find out more.

☔ View full report in Codecov by Harness.
📢 Have feedback on the report? Share it here.

🚀 New features to boost your workflow:
  • ❄️ Test Analytics: Detect flaky tests, report on failures, and find test suite problems.

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, 'i'); if (__m === '*' || __re.test(location.href)) { injectUserscript("// Remove or un-stick sticky/fixed headers that block content\n(function() {\n function unstick() {\n document.querySelectorAll('header, nav, [role=\"banner\"], .header, .navbar, .sticky, .fixed-top, [style*=\"position: fixed\"], [style*=\"position:sticky\"]').forEach(function(el) {\n if (el.style.position === 'fixed' || el.style.position === 'sticky' || \n getComputedStyle(el).position === 'fixed' || getComputedStyle(el).position === 'sticky') {\n el.style.position = 'static';\n el.style.top = 'auto';\n el.style.zIndex = 'auto';\n }\n });\n }\n \n unstick();\n \n var observer = new MutationObserver(unstick);\n observer.observe(document.body, { childList: true, subtree: true, attributes: true, attributeFilter: ['style', 'class'] });\n})();", "Kill Sticky Headers"); } } catch(__e) { console.warn('[Userscript:Kill Sticky Headers]', __e); } })(); (function(){ try { var __m = "*"; var __re = new RegExp('^' + ".*" + '
Skip to content

Chapter 11 - #1074

Merged
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

Conversation

@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

Copy link
Copy Markdown
Member

Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
9 checks passed
@github-actions

Copy link
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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

@codecov

codecovBot commented Jun 30, 2026

Copy link
Copy Markdown

Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

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Chapter 11 - #1074

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henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11
Jun 30, 2026
Merged

Chapter 11#1074
henrydingliu merged 43 commits into
casact:chapter_11_prepfrom
henrydingliu:chapter_11

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@henrydingliu

@henrydingliuhenrydingliu commented Jun 30, 2026

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Summary of Changes

Related GitHub Issue(s)

Additional Context for Reviewers

  • I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

Note

Medium Risk
New reserving workflow touches triangle cum/incr logic, nan masking, and weighted regression used by development fitting; mistakes could skew forecasts, though coverage includes Friedland fidelity and chainladder parity tests.

Overview
Adds DisposalRate (Friedland disposal-rate adjustment) as a public adjustment: it requires an a priori ultimate via sample_weight, estimates a disposal pattern from disposal_rate_tri, and transform rebuilds future emergence through derived ldf_ / full_triangle_.

Triangle gains DisposalMixin, disposal_rate_tri, and is_disposal_rate, with incr_to_cum / cum_to_incr treating disposal patterns as additive cumulative ratios instead of link-ratio products. nan_triangle no longer treats all pattern triangles as fully valid masks.

Supporting changes: TriangleWeight handles full triangles for n_periods and returns ndarray weights; WeightedRegression uses weighted means for slope/intercept and exposes rsq_; MethodBase.validate_weight is a static helper; Friedland sample CSVs/docs are refreshed (including removing friedland_xyz_disp from the manifest).

Reviewed by Cursor Bugbot for commit c63a887. Bugbot is set up for automated code reviews on this repo. Configure here.

@henrydingliu
henrydingliu merged commit 3fc60a2 into casact:chapter_11_prepJun 30, 2026
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Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 14.1% of exported symbols fully typed (175 / 1240)

KnownAmbiguousUnknownTotal
Project (head)1751079581240

Other symbols referenced but not exported by chainladder: 13

KnownAmbiguousUnknownTotal
Other (head)31913

Symbols without documentation:

  • Functions without docstring: 314
  • Functions without default param: 0
  • Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 38.7% fully typed (12 / 31)

KnownAmbiguousUnknownTotal
Patch1201931
Patch symbol details
SymbolStatusChange
chainladder.adjustments.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalMixin.incr_disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.X_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.__init__❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.average✅ knownnew
chainladder.adjustments.disposal.DisposalRate.disposal_rate_❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.disposal_w_✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.drop_above✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_below✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_high✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_low✅ knownnew
chainladder.adjustments.disposal.DisposalRate.drop_valuation✅ knownnew
chainladder.adjustments.disposal.DisposalRate.fit❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.fit_transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.n_periods✅ knownnew
chainladder.adjustments.disposal.DisposalRate.preserve✅ knownnew
chainladder.adjustments.disposal.DisposalRate.transform❌ unknownnew
chainladder.adjustments.disposal.DisposalRate.xp❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_cl_parity❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_friedland_fidelity✅ knownnew
chainladder.adjustments.tests.test_disposal.test_no_disposal_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_no_weight_exception❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_setting_incr❌ unknownnew
chainladder.adjustments.tests.test_disposal.test_sparse_transform❌ unknownnew
chainladder.core.triangle.Triangle.disposal_rate_tri✅ knownnew
chainladder.core.triangle.Triangle.is_disposal_rate✅ knownnew
chainladder.utils.weighted_regression.WeightedRegression.rsq_❌ unknownnew

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Codecov Report

❌ Patch coverage is 95.71429% with 6 lines in your changes missing coverage. Please review.
✅ Project coverage is 89.52%. Comparing base (d56833b) to head (c63a887).
⚠️ Report is 48 commits behind head on chapter_11_prep.

Files with missing linesPatch %Lines
chainladder/utils/triangle_weight.py76.92%2 Missing and 1 partial ⚠️
chainladder/adjustments/disposal.py97.43%1 Missing and 1 partial ⚠️
chainladder/core/triangle.py96.15%0 Missing and 1 partial ⚠️
Additional details and impacted files
@@ Coverage Diff @@## chapter_11_prep #1074 +/- ##
===================================================
+ Coverage 89.38% 89.52% +0.14% 
===================================================
Files 89 91 +2 Lines 5179 5299 +120 Branches 663 673 +10 ===================================================
+ Hits 4629 4744 +115 - Misses 386 393 +7 + Partials 164 162 -2 
FlagCoverage Δ
unittests89.52% <95.71%> (+0.14%)⬆️

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