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| /** | |
| * Econometric Model Executor | |
| * Runs the built-in TypeScript simulation models (debt Monte Carlo, VAR impulse responses) | |
| * with validated parameters. No user-supplied code is executed. | |
| */ | |
| import { SandboxResult } from "../contracts/tool_outputs.js"; | |
| import { runVarImpulseSimulation, VarInputPayload } from "./templates/var_shock_model.js"; | |
| import { MonteCarloDebtInputPayload, simulateDebtTrajectory } from "./templates/monte_carlo_debt.js"; | |
| export type EconometricModel = SandboxResult["model"]; | |
| export const ECONOMETRIC_MODELS: EconometricModel[] = ["debt_monte_carlo", "var_irf"]; | |
| export function executeEconometricModel( | |
| executionId: string, | |
| model: "debt_monte_carlo", | |
| params: MonteCarloDebtInputPayload | |
| ): SandboxResult; | |
| export function executeEconometricModel(executionId: string, model: "var_irf", params: VarInputPayload): SandboxResult; | |
| export function executeEconometricModel( | |
| executionId: string, | |
| model: EconometricModel, | |
| params: MonteCarloDebtInputPayload | VarInputPayload | |
| ): SandboxResult; | |
| export function executeEconometricModel( | |
| executionId: string, | |
| model: EconometricModel, | |
| params: MonteCarloDebtInputPayload | VarInputPayload | |
| ): SandboxResult { | |
| const startTime = Date.now(); | |
| try { | |
| if (model === "debt_monte_carlo") { | |
| const mc = simulateDebtTrajectory(params as MonteCarloDebtInputPayload); | |
| return { | |
| execution_id: executionId, | |
| success: true, | |
| model, | |
| computed_metrics: mc.summary_metrics, | |
| stderr_log: "", | |
| execution_time_ms: Date.now() - startTime, | |
| trajectory_curves: mc.trajectory_curves, | |
| }; | |
| } | |
| const varResult = runVarImpulseSimulation(params as VarInputPayload); | |
| return { | |
| execution_id: executionId, | |
| success: true, | |
| model, | |
| computed_metrics: varResult.summary_metrics, | |
| stderr_log: "", | |
| execution_time_ms: Date.now() - startTime, | |
| impulse_responses: varResult.impulse_projections, | |
| }; | |
| } catch (err: unknown) { | |
| const errorMsg = err instanceof Error ? err.message : String(err); | |
| return { | |
| execution_id: executionId, | |
| success: false, | |
| model, | |
| computed_metrics: {}, | |
| stderr_log: `Model execution error: ${errorMsg}`, | |
| execution_time_ms: Date.now() - startTime, | |
| }; | |
| } | |
| } | |
| export function executeEconometricScript( | |
| executionId: string, | |
| _pythonCode: string, | |
| datasetJson: string | |
| ): SandboxResult { | |
| let parsed: any = {}; | |
| try { | |
| parsed = typeof datasetJson === "string" ? JSON.parse(datasetJson) : datasetJson || {}; | |
| } catch (_e) { | |
| parsed = {}; | |
| } | |
| // gdp_growth_rate is a percent (World Bank units); real_growth_mean is already a fraction. | |
| const pct = Number(parsed.gdp_growth_rate); | |
| const frac = Number(parsed.real_growth_mean); | |
| const growthFraction = Number.isFinite(pct) && parsed.gdp_growth_rate !== null && parsed.gdp_growth_rate !== "" | |
| ? pct / 100 | |
| : Number.isFinite(frac) && parsed.real_growth_mean !== null && parsed.real_growth_mean !== "" | |
| ? frac | |
| : 0.042; | |
| return executeEconometricModel( | |
| executionId, | |
| "debt_monte_carlo", | |
| { | |
| initial_debt_to_gdp: numberOr(parsed.initial_debt_to_gdp, 28.1), | |
| primary_balance_pct_gdp: numberOr(parsed.primary_balance_pct_gdp, -2.3), | |
| real_growth_mean: growthFraction, | |
| real_growth_std: 0.015, | |
| effective_interest_rate_mean: 0.038, | |
| effective_interest_rate_std: 0.005, | |
| fiscal_multiplier: numberOr(parsed.fiscal_multiplier, 1.35), | |
| capex_shock_pct_gdp: numberOr(parsed.capex_shock_pct_gdp, 1.5), | |
| horizon_years: numberOr(parsed.horizon_years, 15) | |
| } | |
| ); | |
| } | |
| function numberOr(value: unknown, fallback: number): number { | |
| if (value === null || value === undefined || value === "") return fallback; | |
| const n = Number(value); | |
| return Number.isFinite(n) ? n : fallback; | |
| } | |