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cobre_core/
temporal.rs

1//! Temporal domain types — stages, blocks, seasons, and the policy graph.
2//!
3//! This module defines the types that describe the time structure of a
4//! multi-stage stochastic optimization problem: how the study horizon is
5//! partitioned into stages, how stages are subdivided into load blocks,
6//! how stages relate to seasonal patterns, and how the policy graph
7//! encodes stage-to-stage transitions.
8//!
9//! These are clarity-first data types following the dual-nature design
10//! principle: they use `Vec<T>`, `String`, and `Option` for readability
11//! and correctness. LP-related fields (variable indices, constraint counts,
12//! coefficient arrays) belong to the performance layer in downstream solver crates.
13//!
14//! Source: `stages.json`. See `internal-structures.md` SS12.
15
16use chrono::{Datelike, NaiveDate};
17
18// ---------------------------------------------------------------------------
19// Supporting enums
20// ---------------------------------------------------------------------------
21
22/// Block formulation mode controlling how blocks within a stage relate
23/// to each other in the LP.
24///
25/// See [Block Formulations](../math/block-formulations.md) for the
26/// mathematical treatment of each mode.
27#[derive(Debug, Clone, Copy, PartialEq, Eq)]
28#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
29pub enum BlockMode {
30    /// Blocks are independent sub-periods solved simultaneously.
31    /// Water balance is aggregated across all blocks in the stage.
32    /// This is the default and most common mode.
33    Parallel,
34
35    /// Blocks are sequential within the stage, with inter-block
36    /// state transitions (intra-stage storage dynamics).
37    /// Enables modeling of daily cycling patterns within monthly stages.
38    Chronological,
39}
40
41/// Season cycle type controlling how season IDs map to calendar periods.
42///
43/// See [Input Scenarios §1.1](input-scenarios.md) for the JSON schema
44/// and calendar mapping rules.
45#[derive(Debug, Clone, Copy, PartialEq, Eq)]
46#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
47pub enum SeasonCycleType {
48    /// Each season corresponds to one calendar month (12 seasons).
49    Monthly,
50    /// Each season corresponds to one ISO calendar week (52 seasons).
51    Weekly,
52    /// User-defined date ranges with explicit boundaries per season.
53    Custom,
54}
55
56/// Opening tree noise generation algorithm for a stage.
57///
58/// Controls which algorithm is used to generate noise vectors for
59/// the opening tree at this stage. This is orthogonal to
60/// `SamplingScheme`, which selects the forward-pass noise *source*
61/// (in-sample, external, historical). `NoiseMethod` governs *how*
62/// the noise vectors are produced (SAA, LHS, QMC-Sobol, QMC-Halton,
63/// Selective, or `HistoricalResiduals`).
64///
65/// See [Input Scenarios §1.8](input-scenarios.md) for the
66/// full method catalog and use cases.
67#[derive(Debug, Clone, Copy, PartialEq, Eq)]
68#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
69pub enum NoiseMethod {
70    /// Sample Average Approximation. Pure Monte Carlo random sampling.
71    Saa,
72    /// Latin Hypercube Sampling. Stratified sampling ensuring uniform coverage.
73    Lhs,
74    /// Quasi-Monte Carlo with Sobol sequences. Low-discrepancy.
75    QmcSobol,
76    /// Quasi-Monte Carlo with Halton sequences. Low-discrepancy.
77    QmcHalton,
78    /// Selective/Representative Sampling. Clustering on historical data.
79    Selective,
80    /// Historical residuals from the `HistoricalScenarioLibrary`.
81    /// Copies pre-computed eta (residual) vectors from actual historical
82    /// observations. Skips the parametric Cholesky correlation step since
83    /// empirical cross-entity correlation is embedded in the residuals.
84    /// Year pool configuration is sourced from the system-level
85    /// `HistoricalYears` config (same as the Historical forward sampling
86    /// scheme).
87    HistoricalResiduals,
88}
89
90/// Horizon type tag for the policy graph.
91///
92/// Determines whether the study horizon is finite (acyclic linear chain or DAG)
93/// or cyclic (infinite periodic horizon with at least one back-edge). The
94/// solver-level `HorizonMode` enum in downstream solver crates is built from a
95/// [`PolicyGraph`] that carries this tag — it precomputes transition maps,
96/// cycle detection, and discount factors for efficient runtime dispatch.
97///
98/// Cross-reference: [Horizon Mode Trait SS3.1](../architecture/horizon-mode-trait.md).
99#[derive(Debug, Clone, Copy, PartialEq, Eq)]
100#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
101pub enum PolicyGraphType {
102    /// Acyclic stage chain: the study has a definite end stage.
103    /// Terminal value is zero (no future-cost approximation beyond the horizon).
104    FiniteHorizon,
105    /// Infinite periodic horizon: at least one transition has
106    /// `source_id >= target_id` (a back-edge). Requires a positive
107    /// `annual_discount_rate` for convergence.
108    Cyclic,
109}
110
111// ---------------------------------------------------------------------------
112// Block (SS12.2)
113// ---------------------------------------------------------------------------
114
115/// A load block within a stage, representing a sub-period with uniform
116/// demand and generation characteristics.
117///
118/// Blocks partition the stage duration into sub-periods (e.g., peak,
119/// off-peak, shoulder). Block IDs are contiguous within each stage,
120/// starting at 0. The block weight (fraction of stage duration) is
121/// derived from `duration_hours` and is not stored — it is computed
122/// on demand as `duration_hours / sum(all block hours in stage)`.
123///
124/// Source: `stages.json` `stages[].blocks[]`.
125/// See [Input Scenarios §1.5](input-scenarios.md).
126#[derive(Debug, Clone, PartialEq)]
127#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
128pub struct Block {
129    /// 0-based index within the parent stage.
130    /// Matches the `id` field from `stages.json`, validated to be
131    /// contiguous (0, 1, 2, ..., n-1) during loading.
132    pub index: usize,
133
134    /// Human-readable block label (e.g., "LEVE", "MEDIA", "PESADA").
135    pub name: String,
136
137    /// Duration of this block in hours. Must be positive.
138    /// Validation: the sum of all block hours within a stage must
139    /// equal the total stage duration in hours.
140    /// See [Input Scenarios §1.10](input-scenarios.md), rule 3.
141    pub duration_hours: f64,
142}
143
144// ---------------------------------------------------------------------------
145// StageStateConfig (SS12.3)
146// ---------------------------------------------------------------------------
147
148/// State variable flags controlling which variables carry state
149/// between stages for a given stage.
150///
151/// Source: `stages.json` `stages[].state_variables`.
152/// See [Input Scenarios §1.6](input-scenarios.md).
153#[derive(Debug, Clone, Copy, PartialEq, Eq)]
154#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
155pub struct StageStateConfig {
156    /// Whether reservoir storage volumes are state variables.
157    /// Default: true. Mandatory in most applications but kept as an
158    /// explicit flag for transparency.
159    pub storage: bool,
160
161    /// Whether past inflow realizations (AR model lags) are state
162    /// variables. Default: false. Required when PAR model order `p > 0`
163    /// and inflow lag state tracking is enabled.
164    pub inflow_lags: bool,
165}
166
167// ---------------------------------------------------------------------------
168// StageLagTransition (SS12.3.1)
169// ---------------------------------------------------------------------------
170
171/// Pre-encoded contribution of a single stage to the lag accumulator.
172///
173/// Each stage in a multi-resolution study may span a different calendar
174/// duration than the lag period it feeds into (for example, weekly stages
175/// contributing to a monthly lag slot). `StageLagTransition` encodes the
176/// fractional weights and finalization signal that the precomputation
177/// algorithm derives from stage date boundaries, so the hot path can apply
178/// them without recomputing calendar arithmetic at runtime.
179///
180/// A `Vec<StageLagTransition>` indexed by stage index is the canonical way
181/// to carry this information alongside the stage vector.
182///
183/// See [Design Doc — Temporal Resolution Debts §6](../docs/design/temporal-resolution-debts.md).
184// Four boolean flags encode orthogonal hot-path conditions; a state machine enum
185// would require 2^4 = 16 variants with no semantic benefit. Each flag is
186// independently set by the precomputation algorithm and tested by separate
187// if-guards in `accumulate_and_shift_lag_state`.
188#[allow(clippy::struct_excessive_bools)]
189#[derive(Debug, Clone, Copy, PartialEq)]
190#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
191pub struct StageLagTransition {
192    /// Fraction of this stage's realized value that is added to the
193    /// current lag accumulator bucket.
194    ///
195    /// A value of `1.0` means the stage contributes its full realized value
196    /// to the accumulator. A value between `0.0` and `1.0` indicates a
197    /// partial contribution (for example, a weekly stage that covers only
198    /// part of a monthly lag period). Validation that this value lies in
199    /// `[0.0, 1.0]` is the responsibility of the precomputation algorithm.
200    pub accumulate_weight: f64,
201
202    /// Fraction of this stage's realized value that carries over into the
203    /// next lag accumulator bucket when `finalize_period` is `true`.
204    ///
205    /// When a stage straddles the boundary between two lag periods, the
206    /// portion of the stage value that belongs to the next period is
207    /// captured here. For stages that fall entirely within one lag period,
208    /// this is `0.0`. Validation that `accumulate_weight + spillover_weight`
209    /// is consistent with the stage's temporal position is the
210    /// responsibility of the precomputation algorithm.
211    pub spillover_weight: f64,
212
213    /// Whether this stage marks the end of a complete lag accumulation
214    /// period.
215    ///
216    /// When `true`, the accumulator bucket for the current lag period is
217    /// considered finalized after processing this stage: the accumulated
218    /// value is committed to the lag state vector and the accumulator is
219    /// reset (possibly seeded with the `spillover_weight` contribution).
220    /// When `false`, accumulation continues into the next stage.
221    pub finalize_period: bool,
222
223    /// Whether this stage should also accumulate into a downstream
224    /// (coarser-resolution) ring buffer.
225    ///
226    /// Set to `true` for stages in the pre-transition window when the study
227    /// transitions from a finer to a coarser temporal resolution (for example,
228    /// the last `L_q * 3` monthly stages before a monthly-to-quarterly
229    /// boundary). `false` for all stages in uniform-resolution studies,
230    /// producing zero overhead on the hot path.
231    pub accumulate_downstream: bool,
232
233    /// Fraction of this stage's realized value to accumulate into the
234    /// downstream lag period bucket.
235    ///
236    /// Analogous to `accumulate_weight` but relative to the downstream
237    /// (coarser) lag period boundaries. `0.0` when `accumulate_downstream`
238    /// is `false`.
239    pub downstream_accumulate_weight: f64,
240
241    /// Fraction of this stage's realized value carrying over into the next
242    /// downstream lag period when `downstream_finalize` is `true`.
243    ///
244    /// Analogous to `spillover_weight` but for the downstream period
245    /// boundary. `0.0` when `accumulate_downstream` is `false`.
246    pub downstream_spillover_weight: f64,
247
248    /// Whether this stage marks the end of a complete downstream lag
249    /// accumulation period.
250    ///
251    /// When `true`, the downstream accumulator bucket is finalized and
252    /// pushed to the downstream ring buffer. For example, the last monthly
253    /// stage of a calendar quarter has `downstream_finalize = true` when the
254    /// study transitions to quarterly resolution. `false` when
255    /// `accumulate_downstream` is `false`.
256    pub downstream_finalize: bool,
257
258    /// Whether the lag state must be rebuilt from the downstream ring buffer
259    /// at this stage.
260    ///
261    /// Set to `true` on the first quarterly stage (the transition stage) when
262    /// `downstream_par_order > 0`. When `true`, `accumulate_and_shift_lag_state`
263    /// overwrites `state[lag_start..]` with the completed quarterly lags from the
264    /// downstream ring buffer before resuming primary accumulation at quarterly
265    /// resolution. `false` for all stages in uniform-resolution studies and all
266    /// pre-transition monthly stages, producing zero overhead on the hot path.
267    pub rebuild_from_downstream: bool,
268}
269
270// ---------------------------------------------------------------------------
271// StageRiskConfig (SS12.4)
272// ---------------------------------------------------------------------------
273
274/// Per-stage risk measure configuration, representing the parsed and
275/// validated risk parameters for a single stage.
276///
277/// This is the clarity-first representation stored in the [`Stage`] struct.
278/// The solver-level `RiskMeasure` enum in
279/// [Risk Measure Trait](../architecture/risk-measure-trait.md) is the
280/// dispatch type built FROM this configuration during the variant
281/// selection pipeline.
282///
283/// Source: `stages.json` `stages[].risk_measure`.
284/// See [Input Scenarios §1.7](input-scenarios.md).
285#[derive(Debug, Clone, Copy, PartialEq)]
286#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
287pub enum StageRiskConfig {
288    /// Risk-neutral expected value. No additional parameters.
289    Expectation,
290
291    /// Convex combination of expectation and `CVaR`.
292    /// See [Risk Measures](../math/risk-measures.md) for the
293    /// mathematical formulation.
294    CVaR {
295        /// Confidence level `alpha` in (0, 1].
296        /// `alpha = 0.95` means 5% worst-case scenarios are considered.
297        alpha: f64,
298
299        /// Risk aversion weight `lambda` in \[0, 1\].
300        /// `lambda = 0` reduces to Expectation; `lambda = 1` is pure `CVaR`.
301        lambda: f64,
302    },
303}
304
305// ---------------------------------------------------------------------------
306// ScenarioSourceConfig (SS12.5)
307// ---------------------------------------------------------------------------
308
309/// Scenario source configuration for one stage.
310///
311/// Groups the scenario-related settings that were formerly separate
312/// `num_scenarios` and `sampling_method` fields. Sourced from
313/// `stages.json` `scenario_source` and per-stage overrides.
314///
315/// See [Input Scenarios §1.4, §1.8](input-scenarios.md).
316#[derive(Debug, Clone, Copy, PartialEq, Eq)]
317#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
318pub struct ScenarioSourceConfig {
319    /// Number of noise realizations per stage for both the opening
320    /// tree and forward pass. Formerly `num_scenarios`.
321    /// Must be positive. Controls the per-stage branching factor.
322    pub branching_factor: usize,
323
324    /// Algorithm for generating noise vectors in the opening tree.
325    /// Orthogonal to `SamplingScheme`, which selects the noise
326    /// source (in-sample, external, historical).
327    /// Can vary per stage, allowing adaptive strategies (e.g., LHS
328    /// for near-term, SAA for distant stages).
329    pub noise_method: NoiseMethod,
330}
331
332// ---------------------------------------------------------------------------
333// Stage (SS12.6)
334// ---------------------------------------------------------------------------
335
336/// A single stage in the multi-stage stochastic optimization problem.
337///
338/// Stages partition the study horizon into decision periods. Each stage
339/// has a temporal extent, block structure, scenario configuration, risk
340/// parameters, and state variable flags. Stages are sorted by `id` in
341/// canonical order after loading (see Design Principles §3).
342///
343/// Study stages have non-negative IDs; pre-study stages (used only for
344/// PAR model lag initialization) have negative IDs. Pre-study stages
345/// carry only `id`, `start_date`, `end_date`, and `season_id` — their
346/// blocks, risk, and sampling fields are unused.
347///
348/// This struct does NOT contain LP-related fields (variable indices,
349/// constraint counts, coefficient arrays). Those belong to the
350/// downstream solver crate performance layer — see Solver Abstraction SS11.
351///
352/// Source: `stages.json` `stages[]` and `pre_study_stages[]`.
353/// See [Input Scenarios §1.4](input-scenarios.md).
354#[derive(Debug, Clone, PartialEq)]
355#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
356pub struct Stage {
357    // -- Identity and temporal extent --
358    /// 0-based index of this stage in the canonical-ordered stages
359    /// vector. Used for array indexing into per-stage data structures
360    /// (cuts, results, penalty arrays). Assigned during loading after
361    /// sorting by `id`.
362    pub index: usize,
363
364    /// Unique stage identifier from `stages.json`.
365    /// Non-negative for study stages, negative for pre-study stages.
366    /// The `id` is the domain-level identifier; `index` is the
367    /// internal array position.
368    pub id: i32,
369
370    /// Stage start date (inclusive). Parsed from ISO 8601 string.
371    /// Uses `chrono::NaiveDate` — timezone-free calendar date, which
372    /// is appropriate because stage boundaries are calendar concepts,
373    /// not instants in time.
374    pub start_date: NaiveDate,
375
376    /// Stage end date (exclusive). Parsed from ISO 8601 string.
377    /// The stage duration is `end_date - start_date`.
378    pub end_date: NaiveDate,
379
380    /// Season index linking to [`SeasonDefinition`]. Maps this stage to
381    /// a position in the seasonal cycle (e.g., month 0-11 for monthly).
382    /// Required for PAR model coefficient lookup and inflow history
383    /// aggregation. `None` for stages without seasonal structure.
384    pub season_id: Option<usize>,
385
386    // -- Block structure --
387    /// Ordered list of load blocks within this stage.
388    /// Sorted by block index (0, 1, ..., n-1). The sum of all block
389    /// `duration_hours` must equal the total stage duration in hours.
390    pub blocks: Vec<Block>,
391
392    /// Block formulation mode for this stage.
393    /// Can vary per stage (e.g., chronological for near-term,
394    /// parallel for distant stages).
395    /// See [Block Formulations](../math/block-formulations.md).
396    pub block_mode: BlockMode,
397
398    // -- State, risk, and sampling --
399    /// State variable flags controlling which variables carry state
400    /// from this stage to the next.
401    pub state_config: StageStateConfig,
402
403    /// Risk measure configuration for this stage.
404    /// Can vary per stage (e.g., `CVaR` for near-term, Expectation
405    /// for distant stages).
406    pub risk_config: StageRiskConfig,
407
408    /// Scenario source configuration (branching factor and noise method).
409    pub scenario_config: ScenarioSourceConfig,
410}
411
412// ---------------------------------------------------------------------------
413// SeasonDefinition (SS12.7)
414// ---------------------------------------------------------------------------
415
416/// A single season entry mapping a season ID to a calendar period.
417///
418/// Season definitions are required when deriving AR parameters from
419/// inflow history — the season determines how history values are
420/// aggregated into seasonal means and standard deviations.
421///
422/// Source: `stages.json` `season_definitions.seasons[]`.
423/// See [Input Scenarios §1.1](input-scenarios.md).
424#[derive(Debug, Clone, PartialEq)]
425#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
426pub struct SeasonDefinition {
427    /// Season index (0-based). For monthly cycles: 0 = January, ...,
428    /// 11 = December. For weekly cycles: 0-51 (ISO week numbers).
429    pub id: usize,
430
431    /// Human-readable label (e.g., "January", "Q1", "Wet Season").
432    pub label: String,
433
434    /// Calendar month where this season starts (1-12).
435    /// For monthly `cycle_type`, this uniquely identifies the month.
436    pub month_start: u32,
437
438    /// Calendar day where this season starts (1-31).
439    /// Only used when `cycle_type` is `Custom`. Default: 1.
440    pub day_start: Option<u32>,
441
442    /// Calendar month where this season ends (1-12).
443    /// Only used when `cycle_type` is `Custom`.
444    pub month_end: Option<u32>,
445
446    /// Calendar day where this season ends (1-31).
447    /// Only used when `cycle_type` is `Custom`.
448    pub day_end: Option<u32>,
449}
450
451// ---------------------------------------------------------------------------
452// SeasonMap (SS12.8)
453// ---------------------------------------------------------------------------
454
455/// Complete season definitions including cycle type and all season entries.
456///
457/// The `SeasonMap` is the resolved representation of the `season_definitions`
458/// section in `stages.json`. It provides the season-to-calendar mapping
459/// consumed by the PAR model and inflow history aggregation.
460///
461/// Source: `stages.json` `season_definitions`.
462/// See [Input Scenarios §1.1](input-scenarios.md).
463#[derive(Debug, Clone, PartialEq)]
464#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
465pub struct SeasonMap {
466    /// Cycle type controlling how season IDs map to calendar periods.
467    pub cycle_type: SeasonCycleType,
468
469    /// Season entries sorted by `id`. Length depends on `cycle_type`:
470    /// 12 for `Monthly`, 52 for `Weekly`, user-defined for `Custom`.
471    pub seasons: Vec<SeasonDefinition>,
472}
473
474impl SeasonMap {
475    /// Resolve a calendar date to a season ID using the cycle definition.
476    ///
477    /// This mapping is purely calendar-based and does not depend on the study
478    /// horizon — a date from 1931 maps to the same season as a date from 2026
479    /// if they share the same calendar position. This is essential for PAR
480    /// model estimation from historical inflow data that predates the study.
481    ///
482    /// Returns `None` only for `Custom` cycle types where the date does not
483    /// fall within any defined season range.
484    #[must_use]
485    pub fn season_for_date(&self, date: NaiveDate) -> Option<usize> {
486        match self.cycle_type {
487            SeasonCycleType::Monthly => {
488                let month = date.month();
489                self.seasons
490                    .iter()
491                    .find(|s| s.month_start == month)
492                    .map(|s| s.id)
493            }
494            SeasonCycleType::Weekly => {
495                let iso_week = date.iso_week().week();
496                let week_idx = (iso_week.saturating_sub(1)).min(51) as usize;
497                self.seasons.iter().find(|s| s.id == week_idx).map(|s| s.id)
498            }
499            SeasonCycleType::Custom => {
500                let (m, d) = (date.month(), date.day());
501                self.seasons
502                    .iter()
503                    .find(|s| {
504                        let ms = s.month_start;
505                        let ds = s.day_start.unwrap_or(1);
506                        let me = s.month_end.unwrap_or(ms);
507                        let de = s.day_end.unwrap_or(31);
508                        let start = (ms, ds);
509                        let end = (me, de);
510                        let cur = (m, d);
511                        if start <= end {
512                            cur >= start && cur <= end
513                        } else {
514                            cur >= start || cur <= end
515                        }
516                    })
517                    .map(|s| s.id)
518            }
519        }
520    }
521}
522
523// ---------------------------------------------------------------------------
524// Transition (SS12.9)
525// ---------------------------------------------------------------------------
526
527/// A single transition in the policy graph, representing a directed
528/// edge from one stage to another with an associated probability and
529/// optional discount rate override.
530///
531/// Transitions define the stage traversal order for both the forward
532/// and backward passes. In finite horizon mode, transitions form a
533/// linear chain. In cyclic mode, at least one transition creates a
534/// back-edge (`source_id >= target_id`).
535///
536/// Source: `stages.json` `policy_graph.transitions[]`.
537/// See [Input Scenarios §1.2](input-scenarios.md).
538#[derive(Debug, Clone, Copy, PartialEq)]
539#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
540pub struct Transition {
541    /// Source stage ID. Must exist in the stage set.
542    pub source_id: i32,
543
544    /// Target stage ID. Must exist in the stage set.
545    pub target_id: i32,
546
547    /// Transition probability. Outgoing probabilities from each source
548    /// must sum to 1.0 (within tolerance).
549    pub probability: f64,
550
551    /// Per-transition annual discount rate override.
552    /// When `None`, the global `annual_discount_rate` from the
553    /// [`PolicyGraph`] is used. When `Some(r)`, this rate is converted to
554    /// a per-transition factor using the source stage duration:
555    /// `d = 1 / (1 + r)^dt`.
556    /// See [Discount Rate §3](../math/discount-rate.md).
557    pub annual_discount_rate_override: Option<f64>,
558}
559
560// ---------------------------------------------------------------------------
561// PolicyGraph (SS12.10)
562// ---------------------------------------------------------------------------
563
564/// Parsed and validated policy graph defining stage transitions,
565/// horizon type, and global discount rate.
566///
567/// This is the `cobre-core` clarity-first representation loaded from
568/// `stages.json`. It stores the graph topology as specified by the
569/// user. The solver-level `HorizonMode` enum (see Horizon Mode Trait
570/// SS1) is built from this struct during initialization — it
571/// precomputes transition maps, cycle detection, and discount factors
572/// for efficient runtime dispatch.
573///
574/// Cross-reference: [Horizon Mode Trait](../architecture/horizon-mode-trait.md)
575/// defines the `HorizonMode` enum that interprets this graph structure.
576///
577/// Source: `stages.json` `policy_graph`.
578/// See [Input Scenarios §1.2](input-scenarios.md).
579#[derive(Debug, Clone, PartialEq)]
580#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
581pub struct PolicyGraph {
582    /// Horizon type: finite (acyclic chain) or cyclic (infinite periodic).
583    /// Determines which `HorizonMode` variant will be constructed at
584    /// solver initialization.
585    pub graph_type: PolicyGraphType,
586
587    /// Global annual discount rate.
588    /// Converted to per-transition factors using source stage durations:
589    /// `d = 1 / (1 + annual_discount_rate)^dt`.
590    /// A value of 0.0 means no discounting (`d = 1.0` for all transitions).
591    /// For cyclic graphs, must be > 0 for convergence (validation rule 7).
592    /// See [Discount Rate §3](../math/discount-rate.md).
593    pub annual_discount_rate: f64,
594
595    /// Stage transitions with probabilities and optional per-transition
596    /// discount rate overrides. For finite horizon, these form a linear
597    /// chain or DAG. For cyclic horizon, at least one transition has
598    /// `source_id >= target_id` (the back-edge).
599    pub transitions: Vec<Transition>,
600
601    /// Season definitions loaded from `season_definitions` in
602    /// `stages.json`. Required when PAR models or inflow history
603    /// aggregation are used. `None` when no season definitions are
604    /// provided and none are required.
605    pub season_map: Option<SeasonMap>,
606}
607
608impl Default for PolicyGraph {
609    /// Returns a finite-horizon policy graph with no transitions and no discounting.
610    ///
611    /// This is the minimal-viable-solver default: a finite study horizon with
612    /// zero terminal value and no discount factor. `cobre-io` replaces this
613    /// with the fully specified graph loaded from `stages.json`.
614    fn default() -> Self {
615        Self {
616            graph_type: PolicyGraphType::FiniteHorizon,
617            annual_discount_rate: 0.0,
618            transitions: Vec::new(),
619            season_map: None,
620        }
621    }
622}
623
624// ---------------------------------------------------------------------------
625// Tests
626// ---------------------------------------------------------------------------
627
628#[cfg(test)]
629mod tests {
630    use super::*;
631
632    #[test]
633    fn test_block_mode_copy() {
634        let original = BlockMode::Parallel;
635        let copied = original;
636        assert_eq!(original, BlockMode::Parallel);
637        assert_eq!(copied, BlockMode::Parallel);
638
639        let chrono = BlockMode::Chronological;
640        let copied_chrono = chrono;
641        assert_eq!(chrono, BlockMode::Chronological);
642        assert_eq!(copied_chrono, BlockMode::Chronological);
643    }
644
645    #[test]
646    fn test_stage_duration() {
647        let stage = Stage {
648            index: 0,
649            id: 1,
650            start_date: NaiveDate::from_ymd_opt(2024, 1, 1).unwrap(),
651            end_date: NaiveDate::from_ymd_opt(2024, 2, 1).unwrap(),
652            season_id: Some(0),
653            blocks: vec![Block {
654                index: 0,
655                name: "SINGLE".to_string(),
656                duration_hours: 744.0,
657            }],
658            block_mode: BlockMode::Parallel,
659            state_config: StageStateConfig {
660                storage: true,
661                inflow_lags: false,
662            },
663            risk_config: StageRiskConfig::Expectation,
664            scenario_config: ScenarioSourceConfig {
665                branching_factor: 50,
666                noise_method: NoiseMethod::Saa,
667            },
668        };
669
670        assert_eq!(
671            stage.end_date - stage.start_date,
672            chrono::TimeDelta::days(31)
673        );
674    }
675
676    #[test]
677    fn test_policy_graph_construction() {
678        let transitions = vec![
679            Transition {
680                source_id: 1,
681                target_id: 2,
682                probability: 1.0,
683                annual_discount_rate_override: None,
684            },
685            Transition {
686                source_id: 2,
687                target_id: 3,
688                probability: 1.0,
689                annual_discount_rate_override: Some(0.08),
690            },
691            Transition {
692                source_id: 3,
693                target_id: 4,
694                probability: 1.0,
695                annual_discount_rate_override: None,
696            },
697        ];
698
699        let graph = PolicyGraph {
700            graph_type: PolicyGraphType::FiniteHorizon,
701            annual_discount_rate: 0.06,
702            transitions,
703            season_map: None,
704        };
705
706        assert_eq!(graph.graph_type, PolicyGraphType::FiniteHorizon);
707        assert!((graph.annual_discount_rate - 0.06).abs() < f64::EPSILON);
708        assert_eq!(graph.transitions.len(), 3);
709        assert_eq!(
710            graph.transitions[1].annual_discount_rate_override,
711            Some(0.08)
712        );
713        assert!(graph.season_map.is_none());
714    }
715
716    #[test]
717    fn test_season_map_construction() {
718        let months = [
719            "January",
720            "February",
721            "March",
722            "April",
723            "May",
724            "June",
725            "July",
726            "August",
727            "September",
728            "October",
729            "November",
730            "December",
731        ];
732
733        let seasons: Vec<SeasonDefinition> = months
734            .iter()
735            .enumerate()
736            .map(|(i, &label)| SeasonDefinition {
737                id: i,
738                label: label.to_string(),
739                month_start: u32::try_from(i + 1).unwrap(),
740                day_start: None,
741                month_end: None,
742                day_end: None,
743            })
744            .collect();
745
746        let season_map = SeasonMap {
747            cycle_type: SeasonCycleType::Monthly,
748            seasons,
749        };
750
751        assert_eq!(season_map.cycle_type, SeasonCycleType::Monthly);
752        assert_eq!(season_map.seasons.len(), 12);
753        assert_eq!(season_map.seasons[0].label, "January");
754        assert_eq!(season_map.seasons[11].label, "December");
755        assert_eq!(season_map.seasons[0].month_start, 1);
756        assert_eq!(season_map.seasons[11].month_start, 12);
757    }
758
759    #[cfg(feature = "serde")]
760    #[test]
761    fn test_policy_graph_serde_roundtrip() {
762        let graph = PolicyGraph {
763            graph_type: PolicyGraphType::FiniteHorizon,
764            annual_discount_rate: 0.06,
765            transitions: vec![
766                Transition {
767                    source_id: 1,
768                    target_id: 2,
769                    probability: 1.0,
770                    annual_discount_rate_override: None,
771                },
772                Transition {
773                    source_id: 2,
774                    target_id: 3,
775                    probability: 1.0,
776                    annual_discount_rate_override: None,
777                },
778            ],
779            season_map: None,
780        };
781
782        let json = serde_json::to_string(&graph).unwrap();
783
784        // Acceptance criterion: JSON must contain both key-value pairs.
785        assert!(
786            json.contains("\"graph_type\":\"FiniteHorizon\""),
787            "JSON did not contain expected graph_type: {json}"
788        );
789        assert!(
790            json.contains("\"annual_discount_rate\":0.06"),
791            "JSON did not contain expected annual_discount_rate: {json}"
792        );
793
794        // Round-trip must produce an equal value.
795        let deserialized: PolicyGraph = serde_json::from_str(&json).unwrap();
796        assert_eq!(graph, deserialized);
797    }
798}