add max_obc_shift

thorek1 · Nov 10, 2023 · b1223b1 · b1223b1
1 parent 3112064
commit b1223b1
Show file tree

Hide file tree

Showing 4 changed files with 11 additions and 11 deletions.
diff --git a/src/get_functions.jl b/src/get_functions.jl
@@ -903,11 +903,9 @@ function get_irf(𝓂::ℳ;
 
                 obc_shock_idx = contains.(string.(𝓂.timings.exo),"ᵒᵇᶜ")
 
-                obc_inequalities_idx = findall(x->contains(string(x), "Χᵒᵇᶜ") , 𝓂.var)
-
-                periods_per_shock = sum(obc_shock_idx)÷length(obc_inequalities_idx)
-
-                num_shocks = length(obc_inequalities_idx)
+                periods_per_shock = 𝓂.max_obc_shift + 1
+
+                num_shocks = sum(obc_shock_idx)÷periods_per_shock
 
                 # Find shocks fulfilling constraint
                 # model = JuMP.Model(MadNLP.Optimizer)

diff --git a/src/macros.jl b/src/macros.jl
@@ -107,7 +107,9 @@ macro model(𝓂,ex...)
 
     model_ex = parse_for_loops(ex[end])
 
-    model_ex = parse_occasionally_binding_constraints(model_ex)
+    max_obc_shift = 40
+
+    model_ex = parse_occasionally_binding_constraints(model_ex, max_obc_shift = max_obc_shift)
 
     obc_shock_bounds = Tuple{Symbol, Bool, Float64}[]
 
@@ -853,6 +855,7 @@ macro model(𝓂,ex...)
 
                         Expr[],
                         $obc_shock_bounds,
+                        $max_obc_shift,
                         x->x,
 
                         solution(

diff --git a/src/plotting.jl b/src/plotting.jl
@@ -464,11 +464,9 @@ function plot_irf(𝓂::ℳ;
 
                 obc_shock_idx = contains.(string.(𝓂.timings.exo),"ᵒᵇᶜ")
 
-                obc_inequalities_idx = findall(x->contains(string(x), "Χᵒᵇᶜ") , 𝓂.var)
-
-                periods_per_shock = sum(obc_shock_idx)÷length(obc_inequalities_idx)
-
-                num_shocks = length(obc_inequalities_idx)
+                periods_per_shock = 𝓂.max_obc_shift + 1
+
+                num_shocks = sum(obc_shock_idx)÷periods_per_shock
 
                 # Find shocks fulfilling constraint
                 # model = JuMP.Model(MadNLP.Optimizer)

diff --git a/src/structures.jl b/src/structures.jl
@@ -352,6 +352,7 @@ mutable struct ℳ
 
     obc_violation_equations::Vector{Expr}
     obc_shock_bounds::Vector{Tuple{Symbol, Bool, Float64}}
+    max_obc_shift::Int
     obc_violation_function::Function
 
     solution::solution