Implement timing-corrected model architecture in HARK (ConsumptionSavingX)

HARK/ConsumptionSavingX/ConsSequentialPortfolioModel.py

@@ -0,0 +1,24 @@
+"""
+This file has one agent type that solves the portfolio choice problem in a slightly
+different way. It imports from legacy OO solver code as well as the portfolio model.
+"""
+
+from HARK import make_one_period_oo_solver
+from HARK.ConsumptionSaving.ConsPortfolioModel import (
+    PortfolioConsumerType,
+    init_portfolio,
+)
+from HARK.ConsumptionSaving.LegacyOOsolvers import ConsSequentialPortfolioSolver
+
+
+class SequentialPortfolioConsumerType(PortfolioConsumerType):
+    def __init__(self, verbose=False, quiet=False, **kwds):
+        params = init_portfolio.copy()
+        params.update(kwds)
+        kwds = params
+
+        # Initialize a basic consumer type
+        PortfolioConsumerType.__init__(self, verbose=verbose, quiet=quiet, **kwds)
+
+        # Set the solver for the portfolio model, and update various constructed attributes
+        self.solve_one_period = make_one_period_oo_solver(ConsSequentialPortfolioSolver)