lint: JuliaFormetter

Author: AldoGl

docs/make.jl

@@ -30,4 +30,4 @@ makedocs(
     ],
 )
 
-deploydocs(;repo = "github.com/bancaditalia/ABCredit.jl.git")
+deploydocs(; repo = "github.com/bancaditalia/ABCredit.jl.git")

examples/compare_histograms.jl

@@ -6,7 +6,7 @@ using ABCredit, Statistics, Plots, DelimitedFiles
 
 # install the HPFilter and KernelDensity packages
 using Pkg
-Pkg.add(url="https://github.com/sdBrinkmann/HPFilter.jl")
+Pkg.add(url = "https://github.com/sdBrinkmann/HPFilter.jl")
 Pkg.add("KernelDensity")
 using HPFilter, KernelDensity
 
@@ -23,10 +23,10 @@ T = 1000
 d = ABCredit.run_one_sim!(model, T; seed = 100, burn_in = 300)
 
 # select some variables
-Y  = d.Y_real;
-P  = d.gdp_deflator;
-I  = d.Investment;
-C  = d.consumption;
+Y = d.Y_real;
+P = d.gdp_deflator;
+I = d.Investment;
+C = d.consumption;
 U = d.Un;
 
 # load the data from FRED saved in the package as an example
@@ -38,16 +38,21 @@ c_real = data[:, 4];
 u_real = data[:, 5];
 
 # apply HP filter to the simulated data
-y = log.(Y) - HP(log.(Y),1600);
-c = log.(C) - HP(log.(C),1600);
-invest = log.(I) - HP(log.(I),1600);
+y = log.(Y) - HP(log.(Y), 1600);
+c = log.(C) - HP(log.(C), 1600);
+invest = log.(I) - HP(log.(I), 1600);
 u = U;
 pi = diff(log.(P)) .- mean((diff(log.(P))));
 
 # plot the histograms of real and simulated data
 pdf_sim = kde(u);
 pdf_real = kde(u_real);
-p1 = plot([pdf_sim.density, pdf_real.density], title = "unemployment rate", titlefont = 10, labels=["simulated" "real"])
+p1 = plot(
+    [pdf_sim.density, pdf_real.density],
+    title = "unemployment rate",
+    titlefont = 10,
+    labels = ["simulated" "real"],
+)
 
 pdf_sim = kde(y);
 pdf_real = kde(y_real);
@@ -65,4 +70,4 @@ pdf_sim = kde(invest);
 pdf_real = kde(invest_real);
 p5 = plot([pdf_sim.density, pdf_real.density], title = "investment gap", titlefont = 10, legend = :none)
 
-plot(p1, p2, p3, p4, p5, layout = (2, 3))
+plot(p1, p2, p3, p4, p5, layout = (2, 3))

main.jl

@@ -48,4 +48,3 @@ p21 = plot(d.reserves, title = "RESERVES", titlefont = 10)
 p21 = plot(d.deposits, title = "DEPOSITS", titlefont = 10)
 plot(p1, p2, p3, p4, p5, p6, p7, p8, p9, layout = (3, 3), legend = false)
 plot(p10, p11, p12, p13, p14, p15, p16, p17, p18, layout = (3, 3), legend = false)
-

src/markets/credit_market.jl

@@ -28,7 +28,8 @@ function firm_gets_credit!(firm::AbstractConsumptionFirm, model::AbstractModel)
         pr = _compute_bankruptcy_probability(firm.lev, model.params[:b1], model.params[:b2])
 
         #proposed rate depends on the estimated bankruptcy probability
-        proposed_rate = _compute_proposed_rate(pr, model.params[:mu], model.params[:theta], model.params[:interest_rate])
+        proposed_rate =
+            _compute_proposed_rate(pr, model.params[:mu], model.params[:theta], model.params[:interest_rate])
 
         #the bank gives a maximum credit depending on  maximum expected loss
         maxL = _compute_max_loan(firm.deb, model.params[:phi], model.bank.E, model.bank.E_threshold, pr)

src/model_init/init.jl

@@ -28,7 +28,7 @@ function initialise_model(W, F, N; params = ABCredit.PARAMS_ORIGINAL)
     params[:init_K] = 10.0
     params[:maastricht] = false
     params[:E_threshold_scale] = 0.0
-        
+
     workers = ABCredit.initialise_workers(params)
 
     ### INITIALISE CAPITAL FIRMS AND CONSUMPTION FIRMS ###

src/params/standard_params.jl

@@ -105,6 +105,6 @@ end
 
 const PARAMS_RL = params
 
-real_data = readdlm(joinpath(dir, "FRED_data.txt"), ' ', Float64, skipstart=1)
+real_data = readdlm(joinpath(dir, "FRED_data.txt"), ' ', Float64, skipstart = 1)
 
-const REAL_DATA_EXAMPLE = real_data
+const REAL_DATA_EXAMPLE = real_data

test/consumption_goods_market.jl

@@ -29,7 +29,7 @@ using ABCredit, Test
         firm.Yd = 0 #record demand
     end
 
-    ABCredit.consumption_goods_market!(consumer,cons_firms, model)
+    ABCredit.consumption_goods_market!(consumer, cons_firms, model)
 
     @test consumer.PA == 2.0 - 0.25 * F
     @test consumer.cons_budget == 1.0 - 0.25 * F
@@ -67,4 +67,4 @@ using ABCredit, Test
     @test endQ == [2.0 / 5.0, 0.0]
     @test endYd == [2 / 5, 0]
 
-end
+end

test/main.jl

@@ -21,9 +21,8 @@ d = ABCredit.run_one_sim!(model, T; seed = seed);
 
 # ABCredit.save_csv(d, dir*"/fixtures/data_fixed_seed_$seed.csv")
 
-data_expected = ABCredit.load_csv( dir*"/fixtures/data_fixed_seed_$seed.csv")
+data_expected = ABCredit.load_csv(dir * "/fixtures/data_fixed_seed_$seed.csv")
 
 for name in fieldnames(typeof(d))
     @test isapprox(getfield(d, name), getfield(data_expected, name), rtol = 1e-2)
 end
-

test/stock_flow_consistency.jl

@@ -24,4 +24,4 @@ using ABCredit, Test
         @test isapprox(init_money, money, atol = 1e-5)
     end
 
-end
+end

test/stock_flow_consistency_detailed.jl

@@ -152,4 +152,4 @@ using ABCredit, Test
 
     end
 
-end
+end