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Add derive_focs for automatic FOC derivation from optimization problems #229

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Add derive_focs for automatic FOC derivation from optimization problems #229

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8a2d2de
Initial plan
Copilot Jan 5, 2026
38f54e2
Add derive_focs function for automatic FOC derivation from optimizati…
Copilot Jan 5, 2026
29f193a
Add comprehensive example and address code review feedback for derive…
Copilot Jan 5, 2026
266b648
Clean up exports and mark experimental macro
Copilot Jan 5, 2026
58f083d
Changes before error encountered
Copilot Jan 5, 2026
0bb6ae1
Add maximise/minimize optimization syntax to @model macro
Copilot Jan 6, 2026
8924bc7
Fix code review issues: remove unused variable, simplify mapping
Copilot Jan 6, 2026
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3 changes: 2 additions & 1 deletion src/MacroModelling.jl
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Expand Up @@ -177,11 +177,12 @@ include("./filter/find_shocks.jl")
include("./filter/inversion.jl")
include("./filter/kalman.jl")

include("optimization_problem.jl")

# end # DispatchDoctor


export @model, @parameters, solve!
export @model, @parameters, solve!, derive_focs

export plot_irfs, plot_irf, plot_IRF, plot_simulations, plot_solution, plot_simulation, plot_girf #, plot
export plot_conditional_forecast, plot_conditional_variance_decomposition, plot_forecast_error_variance_decomposition, plot_fevd, plot_model_estimates, plot_shock_decomposition
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3 changes: 3 additions & 0 deletions src/macros.jl
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Expand Up @@ -122,6 +122,9 @@ macro model(𝓂,ex...)

model_ex = remove_nothing(model_ex::Expr)::Expr

# Parse optimization problems (maximise/minimize syntax)
model_ex = parse_optimization_syntax(model_ex::Expr)::Expr

model_ex = parse_occasionally_binding_constraints(model_ex::Expr, max_obc_horizon = max_obc_horizon)::Expr

# obc_shock_bounds = Tuple{Symbol, Bool, Float64}[]
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