From 15d7432105578c749cd5a81b2ab09fe8bf01d1b7 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 21 Jul 2021 16:16:39 +0200
Subject: [PATCH] =?UTF-8?q?Occbin:=20add=20more=20sanity=20checks=20on=20e?=
=?UTF-8?q?xpressions=20in=20=E2=80=9Coccbin=5Fconstraints=E2=80=9D=20bloc?=
=?UTF-8?q?k?=
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— forbid leads and lags
— forbid expectation operators
This is implemented by moving the occbin_constraints expression to a separate
DataTree. As a side-effect, this removes the spurious non-linearity warning in
a stochastic context (because we were introducing inequalities and abs()
operators in the main DynamicModel tree).
---
src/ComputingTasks.cc | 6 ++---
src/ComputingTasks.hh | 4 ++--
src/ParsingDriver.cc | 55 +++++++++++++++++++++++++++++++------------
src/ParsingDriver.hh | 3 +++
4 files changed, 48 insertions(+), 20 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 5407d0ac..98160e51 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -5235,9 +5235,9 @@ MatchedMomentsStatement::writeJsonOutput(ostream &output) const
output << "]}" << endl;
}
-OccbinConstraintsStatement::OccbinConstraintsStatement(const SymbolTable &symbol_table_arg,
+OccbinConstraintsStatement::OccbinConstraintsStatement(const DataTree &data_tree_arg,
const vector<tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>> constraints_arg)
- : symbol_table{symbol_table_arg}, constraints{constraints_arg}
+ : data_tree{data_tree_arg}, constraints{constraints_arg}
{
}
@@ -5263,7 +5263,7 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
output << "M_.occbin.constraint_nbr = " << constraints.size() << ';' << endl
<< "M_.occbin.pswitch = [" << endl;
for (const auto &[name, bind, relax, error_bind, error_relax] : constraints)
- output << symbol_table.getTypeSpecificID(ParsingDriver::buildOccbinBindParamName(name)) + 1 << ' ';
+ output << data_tree.symbol_table.getTypeSpecificID(ParsingDriver::buildOccbinBindParamName(name)) + 1 << ' ';
output << "];" << endl
<< "options_.occbin = struct();" << endl
<< "options_.occbin = occbin.set_default_options(options_.occbin, M_);" << endl
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index bf125721..91dd83d0 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -1257,11 +1257,11 @@ public:
class OccbinConstraintsStatement : public Statement
{
private:
- const SymbolTable &symbol_table;
+ DataTree data_tree;
public:
// The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax} can be nullptr)
const vector<tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>> constraints;
- OccbinConstraintsStatement(const SymbolTable &symbol_table_arg,
+ OccbinConstraintsStatement(const DataTree &data_tree_arg,
const vector<tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>> constraints_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index f9282447..591a0763 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -391,14 +391,30 @@ ParsingDriver::add_model_variable(int symb_id, int lag)
if (type == SymbolType::modelLocalVariable && lag != 0)
error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be given a lead or a lag.");
- if (dynamic_cast<StaticModel *>(model_tree) && lag != 0)
- error("Leads and lags on variables are forbidden in 'planner_objective'.");
+ if (data_tree == planner_objective.get())
+ {
+ if (lag != 0)
+ error("Leads and lags on variables are forbidden in 'planner_objective'.");
+
+ if (type == SymbolType::modelLocalVariable)
+ error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be used in 'planner_objective'.");
+ }
- if (dynamic_cast<StaticModel *>(model_tree) && type == SymbolType::modelLocalVariable)
- error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be used in 'planner_objective'.");
+ if (data_tree == occbin_constraints_tree.get())
+ {
+ if (lag != 0)
+ error("Leads and lags on variables are forbidden in 'occbin_constraints'. Note that you can achieve the same effect by introducing an auxiliary variable in the model.");
+
+ if (type == SymbolType::modelLocalVariable)
+ error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be used in 'occbin_constraints'.");
+
+ if (type == SymbolType::exogenous || type == SymbolType::exogenousDet)
+ error("Exogenous variable " + mod_file->symbol_table.getName(symb_id) + " cannot be used in 'occbin_constraints'.");
+ }
// It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped
- return model_tree->AddVariable(symb_id, lag);
+ // NB: we use data_tree here, to avoid a crash in the occbin_constraints case
+ return data_tree->AddVariable(symb_id, lag);
}
expr_t
@@ -2530,18 +2546,27 @@ ParsingDriver::add_power(expr_t arg1, expr_t arg2)
expr_t
ParsingDriver::add_expectation(const string &arg1, expr_t arg2)
{
+ if (data_tree == occbin_constraints_tree.get())
+ error("The 'expectation' operator is forbidden in 'occbin_constraints'.");
+
return data_tree->AddExpectation(stoi(arg1), arg2);
}
expr_t
ParsingDriver::add_var_expectation(const string &model_name)
{
+ if (data_tree == occbin_constraints_tree.get())
+ error("The 'var_expectation' operator is forbidden in 'occbin_constraints'.");
+
return data_tree->AddVarExpectation(model_name);
}
expr_t
ParsingDriver::add_pac_expectation(const string &var_model_name)
{
+ if (data_tree == occbin_constraints_tree.get())
+ error("The 'var_expectation' operator is forbidden in 'occbin_constraints'.");
+
return data_tree->AddPacExpectation(var_model_name);
}
@@ -3450,7 +3475,15 @@ ParsingDriver::end_matched_moments(const vector<expr_t> &moments)
void
ParsingDriver::begin_occbin_constraints()
{
- set_current_data_tree(&mod_file->dynamic_model);
+ /* We use a separate data tree, because we will add inequality constraints,
+ and those would trigger the non-linearity warning in a stochastic context
+ if added to the main DynamicModel tree. It also simplifies the
+ enforcement of various constraints at parsing time. */
+ occbin_constraints_tree = make_unique<DataTree>(mod_file->symbol_table,
+ mod_file->num_constants,
+ mod_file->external_functions_table,
+ false);
+ set_current_data_tree(occbin_constraints_tree.get());
}
void
@@ -3464,17 +3497,9 @@ ParsingDriver::end_occbin_constraints(const vector<tuple<string, BinaryOpNode *,
error("No equation has been declared for regime '" + name + "'");
if (!bind)
error("The 'bind' expression is missing in constraint '" + name + "'");
- if (bind->hasExogenous())
- error("Exogenous variables are not allowed in the context of the 'bind' expression");
- if (relax && relax->hasExogenous())
- error("Exogenous variables are not allowed in the context of the 'relax' expression");
- if (error_bind && error_bind->hasExogenous())
- error("Exogenous variables are not allowed in the context of the 'error_bind' expression");
- if (error_relax && error_relax->hasExogenous())
- error("Exogenous variables are not allowed in the context of the 'error_relax' expression");
}
- mod_file->addStatement(make_unique<OccbinConstraintsStatement>(mod_file->symbol_table, constraints));
+ mod_file->addStatement(make_unique<OccbinConstraintsStatement>(*occbin_constraints_tree, constraints));
reset_data_tree();
}
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 08bf8c0c..f77ccc85 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -117,6 +117,9 @@ private:
//! Temporary store for the planner objective
unique_ptr<StaticModel> planner_objective;
+ //! Temporary store for the occbin_constraints statement
+ unique_ptr<DataTree> occbin_constraints_tree;
+
//! The data tree in which to add expressions currently parsed
/*! The object pointed to is not owned by the parsing driver. It is essentially a
reference. */
--
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