Create test_workflow.py

chainladder/workflow/tests/test_workflow.py

@@ -0,0 +1,26 @@
+import chainladder as cl
+
+def test_grid():
+    # Load Data
+    clrd = cl.load_dataset('clrd')
+    medmal_paid = clrd.groupby('LOB').sum().loc['medmal']['CumPaidLoss']
+    medmal_prem = clrd.groupby('LOB').sum().loc['medmal']['EarnedPremDIR'].latest_diagonal
+    medmal_prem.rename(development='premium')
+
+    # Pipeline
+    dev = cl.Development()
+    tail = cl.TailCurve()
+    benk = cl.Benktander()
+
+    steps = [('dev',dev), ('tail',tail), ('benk', benk)]
+    pipe = cl.Pipeline(steps)
+
+    # Prep Benktander Grid Search with various assumptions, and a scoring function
+    param_grid = dict(n_iters=[250],
+                      apriori=[1.00])
+    scoring = {'IBNR':lambda x: x.ibnr_.sum()[0]}
+
+    grid = cl.GridSearch(benk, param_grid, scoring=scoring)
+    # Perform Grid Search
+    grid.fit(medmal_paid, sample_weight=medmal_prem)
+    assert grid.results_['IBNR'][0] == cl.Benktander(n_iters=250, apriori=1).fit(medmal_paid, sample_weight=medmal_prem).ibnr_.sum()[0]