Removed Lift element.

README.md

@@ -412,12 +412,6 @@ assert results.fair_value.mean() > 3, results.fair_value.mean()
 ```
 
 
-### Lift
-
-The examples below use the `Lift` element to specify deltas with respect to each market and each period (e.g. 
-daily, monthly, or yearly) across the term of the contract.
-
-
 ## Examples of usage
 
 The examples below use the library function `calc_print_plot()` to evaluate contracts, and print and plot results.
@@ -446,23 +440,23 @@ results = calc_print_plot(
     title="Gas Storage",
 
     source_code="""
-def GasStorage(start, end, commodity_name, quantity, target, limit, step, period):
+def GasStorage(start, end, commodity_name, quantity, target, limit, step):
     if ((start < end) and (limit > 0)):
         if quantity <= 0:
             Wait(start, Choice(
-                Continue(start, end, commodity_name, quantity, target, limit, step, period),
-                Inject(start, end, commodity_name, quantity, target, limit, step, period, 1),
+                Continue(start, end, commodity_name, quantity, target, limit, step),
+                Inject(start, end, commodity_name, quantity, target, limit, step, 1),
             ))
         elif quantity >= limit:
             Wait(start, Choice(
-                Continue(start, end, commodity_name, quantity, target, limit, step, period),
-                Inject(start, end, commodity_name, quantity, target, limit, step, period, -1),
+                Continue(start, end, commodity_name, quantity, target, limit, step),
+                Inject(start, end, commodity_name, quantity, target, limit, step, -1),
             ))
         else:
             Wait(start, Choice(
-                Continue(start, end, commodity_name, quantity, target, limit, step, period),
-                Inject(start, end, commodity_name, quantity, target, limit, step, period, 1),
-                Inject(start, end, commodity_name, quantity, target, limit, step, period, -1),
+                Continue(start, end, commodity_name, quantity, target, limit, step),
+                Inject(start, end, commodity_name, quantity, target, limit, step, 1),
+                Inject(start, end, commodity_name, quantity, target, limit, step, -1),
             ))
     else:
         if target < 0 or target == quantity:
@@ -472,22 +466,22 @@ def GasStorage(start, end, commodity_name, quantity, target, limit, step, period
 
 
 @inline
-def Continue(start, end, commodity_name, quantity, target, limit, step, period):
-    GasStorage(start + step, end, commodity_name, quantity, target, limit, step, period)
+def Continue(start, end, commodity_name, quantity, target, limit, step):
+    GasStorage(start + step, end, commodity_name, quantity, target, limit, step)
 
 
 @inline
-def Inject(start, end, commodity_name, quantity, target, limit, step, period, vol):
-    Continue(start, end, commodity_name, quantity + vol, target, limit, step, period) - \
-    vol * Lift(commodity_name, period, Market(commodity_name))
+def Inject(start, end, commodity_name, quantity, target, limit, step, vol):
+    Continue(start, end, commodity_name, quantity + vol, target, limit, step) - \
+    vol * Market(commodity_name)
 
 
 @inline
 def BreachOfContract():
     -10000000000000000
 
 
-GasStorage(Date('2011-6-1'), Date('2011-12-1'), 'GAS', 0, 0, 50000, TimeDelta('1m'), 'monthly')
+GasStorage(Date('2011-6-1'), Date('2011-12-1'), 'GAS', 0, 0, 50000, TimeDelta('1m'))
 """,
 
     observation_date='2011-1-1',
@@ -593,7 +587,7 @@ Below is a copy of the Quant DSL source code for the library's power plant model
  in the example above.
 
 ```python
-from quantdsl.semantics import Choice, Lift, Market, TimeDelta, Wait, inline
+from quantdsl.semantics import Choice, Market, TimeDelta, Wait, inline
 
 
 def PowerPlant(start, end, duration_off):
@@ -624,12 +618,12 @@ def ProfitFromRunning(duration_off):
 
 @inline
 def Power():
-    Lift('POWER', 'daily', Market('POWER'))
+    Market('POWER')
 
 
 @inline
 def Gas():
-    Lift('GAS', 'daily', Market('GAS'))
+    Market('GAS')
 
 
 @inline

quantdsl/lib/powerplant1.py

@@ -1,14 +1,14 @@
-from quantdsl.semantics import Add, Choice, Fixing, Lift, Market, Min, Mult, Wait, inline
+from quantdsl.semantics import Add, Choice, Fixing, Market, Min, Mult, Wait, inline
 
 
-def PowerPlant(start, end, commodity, cold, step, periodisation):
+def PowerPlant(start, end, commodity, cold, step):
     if (start < end):
         Wait(start, Choice(
             Add(
-                PowerPlant(start + step, end, commodity, Running(), step, periodisation),
-                ProfitFromRunning(start, commodity, periodisation, cold)
+                PowerPlant(start + step, end, commodity, Running(), step),
+                ProfitFromRunning(start, commodity, cold)
             ),
-            PowerPlant(start + step, end, commodity, Stopped(cold), step, periodisation),
+            PowerPlant(start + step, end, commodity, Stopped(cold), step),
         ))
     else:
         return 0
@@ -25,10 +25,10 @@ def Stopped(cold):
 
 
 @inline
-def ProfitFromRunning(start, commodity, periodisation, cold):
-    return Mult((1 - cold / 10), Fixing(start, Burn(commodity, periodisation)))
+def ProfitFromRunning(start, commodity, cold):
+    return Mult((1 - cold / 10), Fixing(start, Burn(commodity)))
 
 
 @inline
-def Burn(commodity, periodisation):
-    return Lift(commodity, periodisation, Market(commodity))
+def Burn(commodity):
+    return Market(commodity)

quantdsl/lib/powerplant2.py

@@ -1,4 +1,4 @@
-from quantdsl.semantics import Choice, Lift, Market, TimeDelta, Wait, inline
+from quantdsl.semantics import Choice, Market, TimeDelta, Wait, inline
 
 
 def PowerPlant(start, end, duration_off):
@@ -29,12 +29,12 @@ def ProfitFromRunning(duration_off):
 
 @inline
 def Power():
-    Lift('POWER', 'daily', Market('POWER'))
+    Market('POWER')
 
 
 @inline
 def Gas():
-    Lift('GAS', 'daily', Market('GAS'))
+    Market('GAS')
 
 
 @inline

quantdsl/lib/storage2.py

@@ -1,41 +1,42 @@
-from quantdsl.semantics import Wait, Choice, inline, Market, Lift
+from quantdsl.semantics import Choice, Market, Wait, inline
 
 
-def GasStorage(start, end, commodity_name, quantity, target, limit, step, period):
+def GasStorage(start, end, commodity_name, quantity, target, limit, step):
     if ((start < end) and (limit > 0)):
         if quantity <= 0:
             return Wait(start, Choice(
-                Continue(start, end, commodity_name, quantity, limit, step, period, target),
-                Inject(start, end, commodity_name, quantity, limit, step, period, target, 1),
+                Continue(start, end, commodity_name, quantity, limit, step, target),
+                Inject(start, end, commodity_name, quantity, limit, step, target, 1),
             ))
         elif quantity >= limit:
             return Wait(start, Choice(
-                Continue(start, end, commodity_name, quantity, limit, step, period, target),
-                Inject(start, end, commodity_name, quantity, limit, step, period, target, -1),
+                Continue(start, end, commodity_name, quantity, limit, step, target),
+                Inject(start, end, commodity_name, quantity, limit, step, target, -1),
             ))
         else:
             return Wait(start, Choice(
-                Continue(start, end, commodity_name, quantity, limit, step, period, target),
-                Inject(start, end, commodity_name, quantity, limit, step, period, target, 1),
-                Inject(start, end, commodity_name, quantity, limit, step, period, target, -1),
+                Continue(start, end, commodity_name, quantity, limit, step, target),
+                Inject(start, end, commodity_name, quantity, limit, step, target, 1),
+                Inject(start, end, commodity_name, quantity, limit, step, target, -1),
             ))
     else:
         if target < 0 or target == quantity:
-            return 0
+            0
         else:
-            return BreachOfContract()
+            BreachOfContract()
 
 
 @inline
 def BreachOfContract():
     -10000000000000000
 
+
 @inline
-def Continue(start, end, commodity_name, quantity, limit, step, period, target):
-    GasStorage(start + step, end, commodity_name, quantity, target, limit, step, period)
+def Continue(start, end, commodity_name, quantity, limit, step, target):
+    GasStorage(start + step, end, commodity_name, quantity, target, limit, step)
 
 
 @inline
-def Inject(start, end, commodity_name, quantity, limit, step, period, target, vol):
-    Continue(start, end, commodity_name, quantity + vol, limit, step, period, target) - \
-    vol * Lift(commodity_name, period, Market(commodity_name))
+def Inject(start, end, commodity_name, quantity, limit, step, target, vol):
+    Continue(start, end, commodity_name, quantity + vol, limit, step, target) - \
+    vol * Market(commodity_name)

quantdsl/semantics.py

@@ -1025,76 +1025,6 @@ def date(self):
         return self._date
 
 
-class Lift(DslExpression):
-    def validate(self, args):
-        self.assert_args_len(args, min_len=2, max_len=3)
-        # Name of a commodity to be perturbed.
-        self.assert_args_arg(args, posn=0, required_type=(String, Name))
-        if len(args) == 2:
-            # Expression to be perturbed.
-            self.assert_args_arg(args, posn=1, required_type=DslExpression)
-        elif len(args) == 3:
-            # Periodization of the perturbation.
-            self.assert_args_arg(args, posn=1, required_type=(String, Name))
-            # Expression to be perturbed.
-            self.assert_args_arg(args, posn=2, required_type=DslExpression)
-
-    @property
-    def commodity_name(self):
-        return self._args[0]
-
-    @property
-    def mode(self):
-        return self._args[1] if len(self._args) == 3 else String('alltime')
-
-    @property
-    def expr(self):
-        return self._args[-1]
-
-    # def identify_perturbation_dependencies(self, dependencies, **kwds):
-    #     perturbation = self.get_perturbation(**kwds)
-    #     dependencies.add(perturbation)
-    #     super(Lift, self).identify_perturbation_dependencies(dependencies, **kwds)
-
-    def get_perturbation(self, **kwds):
-        try:
-            present_time = kwds['present_time']
-        except KeyError:
-            raise DslSyntaxError(
-                "'present_time' not found in evaluation kwds" % self.commodity_name,
-                ", ".join(kwds.keys()),
-                node=self.node
-            )
-        commodity_name = self.commodity_name.evaluate(**kwds)
-        mode = self.mode.evaluate(**kwds)
-        if mode.startswith('alltime'):
-            perturbation = commodity_name
-        elif mode.startswith('year'):
-            perturbation = "{}-{}".format(commodity_name, present_time.year)
-        elif mode.startswith('mon'):
-            perturbation = "{}-{}-{}".format(commodity_name, present_time.year, present_time.month)
-        elif mode.startswith('da'):
-            perturbation = "{}-{}-{}-{}".format(commodity_name, present_time.year, present_time.month,
-                                                present_time.day)
-        else:
-            raise Exception("Unsupported mode: {}".format(mode))
-        return perturbation
-
-    def evaluate(self, **kwds):
-    #     # Get the active perturbation, if set.
-    #     active_perturbation = kwds.get('active_perturbation', None)
-    #     perturbation_factor = kwds['perturbation_factor']
-    #
-        expr_value = self.expr.evaluate(**kwds)
-    #     if active_perturbation and self.get_perturbation(**kwds) == active_perturbation.lstrip('-'):
-    #         # If this perturbation is active, perturb the simulated value.
-    #         sign = -1 if active_perturbation.startswith('-') else 1
-    #         evaluated_value = expr_value * (1 + sign * perturbation_factor)
-    #     else:
-        evaluated_value = expr_value
-        return evaluated_value
-
-
 functionalDslClasses = {
     'Add': Add,
     'And': And,
@@ -1108,7 +1038,6 @@ def evaluate(self, **kwds):
     'FunctionDef': FunctionDef,
     'If': If,
     'IfExp': IfExp,
-    'Lift': Lift,
     'Max': Max,
     'Min': Min,
     'Mod': Mod,