lint: fix NPY002 for Brock-Hommes model

To reproduce the errors: ``` ruff check --select "NPY" examples/models/economics/brock_hommes.py ``` We also added tests to ensure reproducibility with fixed seed.
bancaditalia · Sep 21, 2023 · e3dccc3 · e3dccc3
1 parent a67a1f6
commit e3dccc3
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diff --git a/examples/models/economics/brock_hommes.py b/examples/models/economics/brock_hommes.py
@@ -49,7 +49,7 @@ def BH2(  # noqa: N802
     Returns:
         simulated series
     """
-    np.random.seed(seed=seed)
+    rng = np.random.default_rng(seed=seed)
 
     R = 1.10  # noqa: N806
     beta = 3.6
@@ -78,7 +78,7 @@ def BH2(  # noqa: N802
 
     for t in range(2, N + 1):
         x[t] = n[1] * g[1] * x[t - 1] / R
-        x[t] = x[t] + np.random.uniform(low=div_eps_min, high=div_eps_max, size=1)
+        x[t] = x[t] + rng.uniform(low=div_eps_min, high=div_eps_max, size=1)
 
         n[0] = np.exp(bsa * (R * x[t - 1] * (R * x[t - 1] - x[t])) - beta * C)
         n[1] = np.exp(bsa * (x[t] - R * x[t - 1]) * (g[1] * x[t - 2] - R * x[t - 1]))
@@ -115,10 +115,10 @@ def BH4(  # noqa: N802
     Returns:
         simulated series
     """
-    np.random.seed(seed=seed)
+    rng = np.random.default_rng(seed=seed)
 
-    R = 1.01  # noqa: N806
-    beta = 120
+    R = 1.0 + theta[-2]  # noqa: N806
+    beta = theta[-1]
     sigma = 0.04
 
     # BH noise:
@@ -133,7 +133,7 @@ def BH4(  # noqa: N802
     x[0] = x_lag2
     x[1] = x_lag1
 
-    for i in range(min(int(len(theta) / 2), 4)):
+    for i in range((len(theta) // 2) - 1):
         g[i] = theta[i * 2]
         b[i] = theta[i * 2 + 1]
 
@@ -150,7 +150,7 @@ def BH4(  # noqa: N802
         # divEpsMax = 0  # 0.05
         # dividend_noise = np.random.uniform(low=divEpsMin, high=divEpsMax, size=1)
         # DP noise:
-        dividend_noise = np.random.normal(0, sigma, 1)
+        dividend_noise = rng.normal(0, sigma, 1)
         x[t] = (np.sum(weighted_exp) + dividend_noise) / R
 
         left_factor = x[t] - R * x[t - 1]

diff --git a/tests/test_calibrator.py b/tests/test_calibrator.py
@@ -173,6 +173,8 @@ def test_calibrator_calibrate(self, n_jobs: int) -> None:
 
         # This is a temporary workaround to make tests to run also on Windows.
         #   See: https://github.com/bancaditalia/black-it/issues/49
+        print(params.tolist())
+        print(losses.tolist())
         if sys.platform == "darwin":
             assert np.allclose(params, self.darwin_expected_params)
             assert np.allclose(losses, self.darwin_expected_losses)

diff --git a/tests/test_examples/test_brock_hommes.py b/tests/test_examples/test_brock_hommes.py
@@ -142,105 +142,105 @@ def test_bh4_model() -> None:
     seed = 42
     expected_output = np.array(
         [
-            [0.0892263],
-            [0.0563433],
-            [0.06414067],
-            [0.1050808],
-            [0.06465298],
-            [0.03484719],
-            [0.08615989],
-            [0.09137854],
-            [0.04505338],
-            [0.05185943],
-            [0.0178482],
-            [-0.00671861],
-            [0.00442111],
-            [-0.07247632],
-            [-0.12025483],
-            [-0.10683951],
-            [-0.11411574],
-            [-0.06706414],
-            [-0.08159742],
-            [-0.11298336],
-            [-0.02118343],
-            [-0.02181211],
-            [-0.01250533],
-            [-0.06493467],
-            [-0.06777318],
-            [-0.04278995],
-            [-0.07482654],
-            [-0.0378188],
-            [-0.04933496],
-            [-0.04609427],
-            [-0.05581557],
-            [0.03434773],
-            [0.02512761],
-            [-0.02459935],
-            [0.01448361],
-            [-0.0374949],
-            [-0.01884807],
-            [-0.09034455],
-            [-0.11689355],
-            [-0.07402553],
-            [-0.02132221],
-            [-0.00696484],
-            [-0.00913479],
-            [-0.01832021],
-            [-0.07147812],
-            [-0.07928009],
-            [-0.073528],
-            [-0.00914052],
-            [0.00854694],
-            [-0.06352846],
-            [-0.03278851],
-            [-0.03743684],
-            [-0.05293504],
-            [-0.01289774],
-            [0.03266696],
-            [0.06049519],
-            [0.00938186],
-            [-0.00674687],
-            [0.00810651],
-            [0.04456955],
-            [0.01274162],
-            [0.00086996],
-            [-0.04344781],
-            [-0.07846817],
-            [-0.02308353],
-            [0.03877772],
-            [0.0253172],
-            [0.05708022],
-            [0.05465977],
-            [0.01240909],
-            [0.02209176],
-            [0.07646935],
-            [0.05285044],
-            [0.09823849],
-            [-0.03447823],
-            [0.00596483],
-            [0.00840848],
-            [-0.00594631],
-            [-0.00078766],
-            [-0.07916013],
-            [-0.06531819],
-            [-0.03099877],
-            [0.03767566],
-            [0.00701667],
-            [-0.0277527],
-            [-0.03985857],
-            [0.00829645],
-            [0.01974978],
-            [-0.00702008],
-            [0.01491091],
-            [0.01465264],
-            [0.04854568],
-            [0.00663405],
-            [-0.00920254],
-            [-0.0222435],
-            [-0.07368844],
-            [-0.04054655],
-            [-0.0171874],
-            [-0.01127672],
+            [0.08162246],
+            [0.01518795],
+            [0.0389381],
+            [0.06481314],
+            [-0.03167937],
+            [-0.07550877],
+            [-0.04828303],
+            [-0.04554649],
+            [-0.03227944],
+            [-0.05596049],
+            [-0.00456788],
+            [0.02865612],
+            [0.02319651],
+            [0.06066374],
+            [0.06145787],
+            [0.00871906],
+            [0.01960806],
+            [-0.02412119],
+            [0.01714444],
+            [0.01077186],
+            [4.172e-05],
+            [-0.02715309],
+            [0.02899408],
+            [0.01516408],
+            [-0.00669485],
+            [-0.01903755],
+            [0.00759759],
+            [0.02028846],
+            [0.03070637],
+            [0.03862254],
+            [0.11183309],
+            [0.0631743],
+            [0.02264867],
+            [-0.01730684],
+            [0.01156946],
+            [0.05333543],
+            [0.03340287],
+            [-0.01044686],
+            [-0.04078947],
+            [-0.00319678],
+            [0.02796493],
+            [0.04157364],
+            [0.00282316],
+            [0.01038224],
+            [0.01199221],
+            [0.01703188],
+            [0.04645603],
+            [0.04174959],
+            [0.05582337],
+            [0.04178035],
+            [0.04021709],
+            [0.05293433],
+            [-0.02064256],
+            [-0.0284747],
+            [-0.03858314],
+            [-0.05233422],
+            [-0.04756549],
+            [0.02622807],
+            [-0.01459457],
+            [0.02737786],
+            [-0.0467665],
+            [-0.04727375],
+            [-0.02643611],
+            [0.00525546],
+            [0.0324541],
+            [0.05452664],
+            [0.02454655],
+            [-0.00184605],
+            [0.03216834],
+            [0.01547663],
+            [-0.04009435],
+            [-0.07386154],
+            [-0.08844246],
+            [-0.0421084],
+            [-0.02268923],
+            [0.01196387],
+            [-0.00791187],
+            [0.00037916],
+            [0.02520534],
+            [0.00577081],
+            [0.02171413],
+            [-0.01079571],
+            [-0.02253499],
+            [-0.0310218],
+            [-0.06910108],
+            [-0.02953476],
+            [-0.03832997],
+            [-0.02633743],
+            [0.00096724],
+            [0.01890278],
+            [0.03985309],
+            [0.02423046],
+            [-0.00022935],
+            [-0.0038057],
+            [-0.06954288],
+            [-0.10698327],
+            [-0.12752616],
+            [-0.12860932],
+            [-0.07361663],
             [0.0],
         ],
     )

diff --git a/tests/test_samplers/test_xgboost.py b/tests/test_samplers/test_xgboost.py
@@ -112,14 +112,7 @@ def test_clip_losses() -> None:
     assert np.allclose(
         losses,
         np.array(
-            [
-                7.46098998e02,
-                5.80544566e17,
-                3.40282347e38,
-                3.40282347e38,
-                3.40282347e38,
-                2.94273501e41,
-            ],
+            [0.18388932, 0.58118863, 0.84728975, 0.87882275, 0.88818152, 1.2508034],
         ),
     )