Changelog

Version v0.3.1 (pre-1.0)

  • Fixed wrong GitHub org/user in pyproject.toml project URLs and several docs (README.md, INSTALLATION.md, SECURITY.md): links pointed to the non-existent github.com/actuaflow/actuaflow instead of the actual repository at github.com/WattyAI/actuaflow, causing every GitHub link on the PyPI project page to 404. No code changes.

Version v0.3.0 (pre-1.0)

This release of ActuaFlow includes the following features as of the most recent commits:

  • Core GLM wrappers and validation in actuaflow.glm.models (BaseGLM, FrequencyGLM, SeverityGLM, TweedieGLM)

  • Frequency and severity workflow classes in actuaflow.freqsev.frequency and actuaflow.freqsev.severity

  • Frequency-severity combination in actuaflow.freqsev.aggregate including pure premium and factor table support

  • New FrequencySeverityCopula in actuaflow.freqsev.copula for joint frequency/severity dependence modeling, simulation, and tail dependence summaries

  • Diagnostics utilities in actuaflow.glm.diagnostics and actuaflow.diagnostics.diagnostics

  • Exposure, rating, trending, and portfolio impact analysis helpers in actuaflow.exposure and actuaflow.portfolio

  • Model persistence in actuaflow.registry.model_store and event handling in actuaflow.core.events

  • Strategy pattern for fitting in actuaflow.core.strategy

  • Data validation and utility functions in actuaflow.utils

  • Rate optimization: ConstrainedRateOptimizer in actuaflow.optimization.rate_optimizer for credibility-bounded and linear-programming rate optimization with dislocation analysis

  • Tariff engine in actuaflow.tariff (FactorTable, TariffPlan, RatingEngine, build_tariff_from_glm) for base-rate/factor/tier rating, eligibility rules, JSON/YAML serialization, and version comparison

  • New GLM variant GAM in actuaflow.glm.gam for smooth non-linear predictor effects

  • New GLM variant MonotoneGLM in actuaflow.glm.monotone_glm applying post-fit isotonic monotonicity constraints to ordered predictors

  • New GLM variant QuantileGLM in actuaflow.glm.quantile_regression for conditional quantile regression and severity fan plots

  • Quantile Premium Principle (QPP) pricing workflow in actuaflow.glm.qpp (FrequencyModel, QPPAdjuster, QPPPricer)

  • New GLM variant BayesianGLM in actuaflow.glm.bayesian_glm, a PyMC-based Bayesian Poisson/Gamma GLM with credible intervals (optional pymc dependency)

  • New GLM variant HierarchicalGLM in actuaflow.glm.mixed_models for mixed-effects/hierarchical models via statsmodels MixedLM (with optional pymer4/rpy2 support for non-Gaussian families)

  • Regulatory compliance module actuaflow.compliance (RateIndicationSummary, RateFilingPackage, SERFFExporter) for rate filing, anti-discrimination checks, and SERFF XML/CSV export

  • Data quality tools DataQualityChecker and AutoImputer in actuaflow.data.quality

Known limitations (pre-1.0)

  • No test coverage for `actuaflow.compliance` (RateIndicationSummary, RateFilingPackage, SERFFExporter). All other Phase 2 modules have test coverage (rate_optimizer.py 99%, tariff/ 83-87%, etc.), but the compliance module currently has 0% coverage — there is no tests/test_compliance.py. Treat this module as unreviewed until tests are added; do not rely on it for actual regulatory filings without independent verification. Tracked as a pre-1.0 gap to close before a 1.0 release.

Recent commit history (summary):

  • 4fc7a49 Phase 2_10 plus tests (FrequencySeverityCopula)

  • b1f4b2e Phase 2_9 plus tests (HierarchicalGLM / mixed models)

  • 5a51a3b Phase 2_8 plus tests (BayesianGLM)

  • 5380da4 Phase 2_7 plus tests (compliance / rate filing / SERFF export)

  • 9465445 Phase 2_5b QPP correction plus tests

  • 5ea8814 Phase 2_6 plus tests (data quality / auto-imputation)

  • 5ce3111 Phase 2_5b QPP plus tests

  • f50b06a Phase 2_5a plus tests (quantile regression)

  • e0ed9f0 Phase 2_4 plus tests (MonotoneGLM)

  • b938834 Phase 2_3 plus tests (GAM)

  • 72f5be3 Phase 2_2 plus tests (tariff engine)

  • ede6bdd Phase 2_1 plus tests (ConstrainedRateOptimizer)

  • c8d0d7b Further Update to docstrings

  • 92eb2ea updated docstrings and version number after phase 1

  • 72bcd14 updated documents up until end of phase 1

  • f4f4e86 phase 1_13 plus tests

  • 89830a4 phase 1_12 plus tests

  • 0d3e129 phase 1_11 plus tests

  • 689a4b8 phase 1_10 plus tests

  • bb787b3 phase 1_9 plus tests

  • 4d43aed phase 1_8 plus tests

  • ce3a5a6 phase 1_7 plus tests

  • b916259 phase 1_6 plus tests

  • 01343ad phase_1_5 plus test with error

  • 3368f6f phase_1_4 fixed errors and docstrings

  • 70869b0 phase_1_4 plus tests

  • 2fa65c4 phase_1_3 plus tests

  • a6a061c phase_1_2 plus testing

  • dd210b7 phase_1_1 plus testing

  • bb26db1 phase_0-3

  • d580c8b phase_0-2

  • 4771811 phase_0-1

  • d6b8f4d Corrected Read docs

  • 8894d50 Corrected Read docs

  • 74bb82c Corrected Read docs

  • f4c0bae Updated gitignore

  • 402c328 Updated gitignore

  • 8b97a4a Initial release of ActuaFlow v0.2.0