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[BUG] changing grain with an off-cycle close. #409

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jbogaardt opened this issue Dec 14, 2022 · 0 comments · Fixed by #432
Closed

[BUG] changing grain with an off-cycle close. #409

jbogaardt opened this issue Dec 14, 2022 · 0 comments · Fixed by #432
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Describe the bug
The Triangle class supports trailing quarter, semesters and years. However, moving from a triangle grain that is trailing to more aggregate grain produces inaccurate results.

To Reproduce
Steps to reproduce the behavior. Code should be self-contained and runnable against publicly available data. For example:

import chainladder as cl

prism = cl.load_sample('prism')['Paid'].sum()
prism = prism[prism.valuation<prism.valuation_date].incr_to_cum() # (limit data to November)
prism = prism.grain('OQDQ', trailing=True) # OK
primt(prism.origin_close) # OK - latest origin is complete quarter cut-off at November
prism.grain('OYDY') # Not OK. 

Expected behavior
prism.grain('OYDY') should inherit the trailing property and produce ages 12, 24, 36, etc.

@jbogaardt jbogaardt added the Bug label Dec 14, 2022
@jbogaardt jbogaardt self-assigned this Dec 14, 2022
jbogaardt added a commit that referenced this issue May 28, 2023
@jbogaardt jbogaardt linked a pull request May 28, 2023 that will close this issue
jbogaardt added a commit that referenced this issue May 28, 2023
jbogaardt added a commit that referenced this issue May 28, 2023
kennethshsu pushed a commit that referenced this issue Jun 15, 2023
kennethshsu pushed a commit that referenced this issue Jun 15, 2023
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