0.30.x Release (#231)

* fix revolv buy when building balanace; avoid duplicate run waterfall in call
* bump version to-> < 0.29.6 >
* fix multiple entity cf merge
* bump version to-> < 0.29.7 >
* "expose combo sensitivity endpoint"
* expose pricing for bond groups
* refactor on ledger booking
* expose single clear ledger function
* factor out pay liabilities by sequence
* add bond prism
* expose combo
* expose writeoffBySeq
* fix stmt consol
* expose generic payProRata
* minor cleanup
* expose which pool to liquidate
* add new assumption curve with padding last value to rest
* fix cors problem
* relax cf proj on mortgage
* Fix Pool Agg Logic by create a new poolCf2
* expose extra Stress on ppy/def curve
* bump version to-> < 0.29.9 >
* Add var for recording current balance
* bump version to-> < 0.29.10 >
* correct begBalance for asset cashflow statuts
* liquidate action refactor
* remove future cashflow if liq a pool
* update workflow
* Fix if new bought cf is longer than original pool
* bump version to-> < 0.29.11 >
* Lift bought to performWrap
* uplift clean up waterfall at end
* bump version to-> < 0.29.12 >
* fix if bought asset flow is zero
* bump version to-> < 0.29.12 >
* bump version to-> < 0.29.13 >
* add missing txn comment for group bond int /prin
* bump version to-> < 0.29.14 >
* expose transferMultiple
* bump version to-> < 0.29.15 >
* avoid use infinity
* update wf
* bump version to-> < 0.29.16 >
* bump version to-> < 0.29.17 >
* fix wf
* Fix Cumul calc on revolving pool
* update UT
* bump version to-> < 0.29.18 >
* fix balance when merging
* BUGFIX: use mergePoolCF2 instead of mergePoolCF1
* add bond stmt merge edge case
* bump version to-> < 0.29.20 >
* expose date/int range/set predicate
* expose credit calculation type for liqProvider
* expose PV when liquidate pool
* Use PvRate when liq
* remove debug
* bump version to-> < 0.30.1 >
* minor fix on prin pay stmt
* bump version to-> < 0.30.1 >
* update action
* bump version to-> < 0.30.2 >
* fix Over drawn
* bump version to-> < 0.30.3 >
* fix accure day on liqFacility
* bump version to-> < 0.30.4 >
* Expose bond factor for single bond
* include UT for liq
* update changelog
* FIX: query on borrower number on current asset
* enhance: getPoolCurrentBal with pool id
* FIX: balanceSheet with multiple pools
* include logs in clean up actions
* Fix log in trigger effects/action
* bump version to-> < 0.30.5 >
* new Call Options
* expose before on date pattern
* add truncate before/after for date pattern
* bump version to-> < 0.30.8 >
* add direction for payGroupPrin/payGroupInt
* bump version to-> < 0.30.9 >
* complete the txn direction
* bump version to-> < 0.30.10 >
* separate each pool balance on financial reports
* patch runtime current balance at begin
* transform balanacesheet to tree from table
* new financial reports
* bump version to-> < 0.31.0 >
* bump version to-> < 0.31.1 >
* normalized txn comment when agg
* bump version to-> < 0.31.2 >
* fix query on default balance/ defaulted rate
* add safeDiv
* Expose Error Message
* Fix calcFee and financial reports
* First test for Error Message version
* bump version to-> < 0.40.1 >

Author: yellowbean

.github/workflows/docker-image-dev-by-tag.yml

@@ -30,6 +30,8 @@ jobs:
         uses: docker/metadata-action@9ec57ed1fcdbf14dcef7dfbe97b2010124a938b7
         with:
           images: yellowbean/hastructure
+          tags: |
+            type=raw,value=latest,enable=${{ github.ref == format('refs/heads/{0}', 'master') }}
           
       - name: 'Cleanup build folder'
         run: |

ChangeLog.md

@@ -1,6 +1,6 @@
 cabal-version: 1.12
 
--- This file has been generated from package.yaml by hpack version 0.35.2.
+-- This file has been generated from package.yaml by hpack version 0.36.0.
 --
 -- see: https://github.com/sol/hpack
 
@@ -78,12 +78,15 @@ library
     , containers
     , generic-lens
     , hashable
+    , ieee754
     , lens
+    , monad-loops
     , numeric-limits
     , openapi3
     , regex-base
     , regex-pcre-builtin
     , regex-tdfa
+    , scientific
     , servant
     , servant-openapi3
     , servant-server
@@ -118,8 +121,10 @@ executable Hastructure-exe
     , generic-lens
     , hashable
     , http-types
+    , ieee754
     , lens
     , lucid
+    , monad-loops
     , mtl
     , numeric-limits
     , openapi3
@@ -159,6 +164,7 @@ test-suite Hastructure-test
       UT.AssetTest
       UT.BondTest
       UT.CashflowTest
+      UT.CeTest
       UT.DealTest
       UT.DealTest2
       UT.ExpTest
@@ -181,12 +187,15 @@ test-suite Hastructure-test
     , containers
     , generic-lens
     , hashable
+    , ieee754
     , lens
+    , monad-loops
     , numeric-limits
     , openapi3
     , regex-base
     , regex-pcre-builtin
     , regex-tdfa
+    , scientific
     , servant
     , servant-openapi3
     , servant-server

Hastructure.cabal

@@ -17,6 +17,7 @@ import System.Environment
 
 import Control.Monad.Catch       (MonadCatch, MonadThrow (..))
 import Control.Monad.IO.Class    (liftIO)
+import Control.Monad (mapM)
 import Control.Exception (Exception,throwIO,throw)
 import Control.Monad.Except
 import Control.Monad.Reader
@@ -86,15 +87,26 @@ import qualified Revolving as RV
 import qualified Lib
 import qualified Util as U
 import qualified DateUtil as DU
-
 -- import Servant.Checked.Exceptions (NoThrow, Throws)
 -- import Servant.Checked.Exceptions.Internal.Servant.API (ErrStatus(toErrStatus))
 
+import Data.Scientific (fromRationalRepetend,formatScientific, Scientific,FPFormat(Fixed))
+import Control.Lens
 import Debug.Trace
 import qualified Types as W
 import Cashflow (patchCumulative)
+
+
 debug = flip Debug.Trace.trace
 
+
+-- instance ToJSON (Ratio Integer) where
+--     toJSON r = case fromRationalRepetend Nothing r of
+--         Left (sci, _)         -> toJSON $ formatScientific Fixed (Just 8) sci
+--         -- Right (sci, rep) -> object ["repetend" .= rep, "fraction" .= sci]
+--         Right (sci, rep) -> toJSON $ formatScientific Fixed (Just 8) sci
+
+
 data Version = Version 
   { _version :: String 
   } deriving (Eq, Show, Generic)
@@ -103,7 +115,7 @@ $(deriveJSON defaultOptions ''Version)
 instance ToSchema Version
 
 version1 :: Version 
-version1 = Version "0.29.17"
+version1 = Version "0.40.1"
 
 
 
@@ -175,6 +187,7 @@ instance ToSchema W.Action
 instance ToSchema W.BookType
 instance ToSchema W.CollectionRule
 instance ToSchema C.CallOption
+instance ToSchema CE.LiqCreditCalc
 instance ToSchema CE.LiqFacility
 instance ToSchema HE.RateSwap
 instance ToSchema HE.RateSwapType
@@ -200,6 +213,8 @@ instance ToSchema AP.IssueBondEvent
 instance ToSchema (TsPoint AP.IssueBondEvent)
 instance ToSchema (TsPoint AP.RefiEvent)
 instance ToSchema AP.RefiEvent
+instance ToSchema AP.InspectType
+instance ToSchema AP.CallOpt
 instance ToSchema AP.NonPerfAssumption
 instance ToSchema AP.BondPricingInput
 instance ToSchema AP.RevolvingAssumption
@@ -253,41 +268,41 @@ instance ToSchema ResultComponent
 instance ToSchema L.PriceResult
 instance ToSchema DealType
 
-type RunResp = (DealType , Maybe (Map.Map PoolId CF.CashFlowFrame), Maybe [ResultComponent],Maybe (Map.Map String L.PriceResult))
+type RunResp = Either String (DealType , Maybe (Map.Map PoolId CF.CashFlowFrame), Maybe [ResultComponent],Maybe (Map.Map String L.PriceResult))
 
 wrapRun :: DealType -> Maybe AP.ApplyAssumptionType -> AP.NonPerfAssumption -> RunResp
-wrapRun (MDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump 
-                                     in 
-                                       (MDeal _d,_pflow,_rs,_p) -- `debug` ("Run Done with deal->"++ show _d)
-wrapRun (RDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
-                                     in 
-                                       (RDeal _d,_pflow,_rs,_p)
-wrapRun (IDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
-                                     in 
-                                       (IDeal _d,_pflow,_rs,_p)
-wrapRun (LDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
-                                     in 
-                                       (LDeal _d,_pflow,_rs,_p)
-wrapRun (FDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
-                                     in 
-                                       (FDeal _d,_pflow,_rs,_p)
-wrapRun (UDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump 
-                                     in 
-                                       (UDeal _d,_pflow,_rs,_p)                                       
-wrapRun (VDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
-                                     in 
-                                       (VDeal _d,_pflow,_rs,_p)                                       
-wrapRun (PDeal d) mAssump mNonPerfAssump = let 
-                                       (_d,_pflow,_rs,_p) = D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
-                                     in 
-                                       (PDeal _d,_pflow,_rs,_p)
+wrapRun (MDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump 
+      return (MDeal _d,_pflow,_rs,_p) -- `debug` ("Run Done with deal->"++ show _d)
+wrapRun (RDeal d) mAssump mNonPerfAssump 
+  = do 
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+      return (RDeal _d,_pflow,_rs,_p)
+wrapRun (IDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+      return (IDeal _d,_pflow,_rs,_p)
+wrapRun (LDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+      return (LDeal _d,_pflow,_rs,_p)
+wrapRun (FDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+      return (FDeal _d,_pflow,_rs,_p)
+wrapRun (UDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump 
+      return (UDeal _d,_pflow,_rs,_p)                                       
+wrapRun (VDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+      return (VDeal _d,_pflow,_rs,_p)                                       
+wrapRun (PDeal d) mAssump mNonPerfAssump 
+  = do
+      (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
+      return (PDeal _d,_pflow,_rs,_p)
 
 wrapRun x _ _ = error $ "RunDeal Failed ,due to unsupport deal type "++ show x
 
@@ -303,13 +318,17 @@ data PoolTypeWrap = LPool (DB.PoolType AB.Loan)
                   deriving(Show, Generic)
 
 
-type RunPoolTypeRtn = Map.Map PoolId (CF.CashFlowFrame, Map.Map CutoffFields Balance)
+type RunPoolTypeRtn_ = Map.Map PoolId (CF.CashFlowFrame, Map.Map CutoffFields Balance)
+type RunPoolTypeRtn = Either String RunPoolTypeRtn_
 
-patchCumulativeToPoolRun :: RunPoolTypeRtn -> RunPoolTypeRtn
-patchCumulativeToPoolRun = Map.map 
-                            (\(CF.CashFlowFrame _ txns,stats) -> (CF.CashFlowFrame (0,Lib.toDate "19000101",Nothing) (CF.patchCumulative (0,0,0,0,0,0) [] txns),stats))
+patchCumulativeToPoolRun :: RunPoolTypeRtn_ -> RunPoolTypeRtn_
+patchCumulativeToPoolRun
+  = Map.map
+         (\(CF.CashFlowFrame _ txns,stats) -> 
+            (CF.CashFlowFrame (0,Lib.toDate "19000101",Nothing) (CF.patchCumulative (0,0,0,0,0,0) [] txns),stats)
+         )
 
-wrapRunPoolType :: PoolTypeWrap -> Maybe AP.ApplyAssumptionType -> Maybe [RateAssumption] ->  RunPoolTypeRtn
+wrapRunPoolType :: PoolTypeWrap -> Maybe AP.ApplyAssumptionType -> Maybe [RateAssumption] -> RunPoolTypeRtn
 wrapRunPoolType (MPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
 wrapRunPoolType (LPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
 wrapRunPoolType (IPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
@@ -326,21 +345,28 @@ data RunAssetReq = RunAssetReq Date [AB.AssetUnion] (Maybe AP.ApplyAssumptionTyp
 
 instance ToSchema RunAssetReq
 
-wrapRunAsset :: RunAssetReq -> ((CF.CashFlowFrame, Map.Map CutoffFields Balance), Maybe [PriceResult])
+type RunAssetResp = Either String ((CF.CashFlowFrame, Map.Map CutoffFields Balance), Maybe [PriceResult])
+
+
+wrapRunAsset :: RunAssetReq -> RunAssetResp
 wrapRunAsset (RunAssetReq d assets Nothing mRates Nothing) 
-  = (P.aggPool Nothing ((\a -> (MA.calcAssetUnion a d mRates, Map.empty)) <$> assets), Nothing) 
+  = do 
+      cfs <- sequenceA $ (\a -> MA.calcAssetUnion a d mRates) <$> assets
+      return (P.aggPool Nothing [(cf,Map.empty) | cf <- cfs], Nothing) 
 wrapRunAsset (RunAssetReq d assets (Just (AP.PoolLevel assumps)) mRates Nothing) 
-  = (P.aggPool Nothing ((\a -> MA.projAssetUnion a d assumps mRates) <$> assets), Nothing) 
+  = do 
+      cfs <- sequenceA $ (\a -> MA.projAssetUnion a d assumps mRates) <$> assets
+      return (P.aggPool Nothing [(cf,Map.empty) | (cf,_) <- cfs] , Nothing) 
 
 wrapRunAsset (RunAssetReq d assets (Just (AP.PoolLevel assumps)) mRates (Just pm)) 
-  = let 
-      assetCf = P.aggPool Nothing $ (\a -> D.projAssetUnion a d assumps mRates ) <$> assets 
-      pricingResult = (\a -> D.priceAssetUnion a d pm assumps mRates) <$> assets
-    in
-      (assetCf , Just pricingResult)
+  = 
+    do 
+      cfs <- sequenceA $ (\a -> MA.projAssetUnion a d assumps mRates) <$> assets
+      pricingResult <- sequenceA $ (\a -> D.priceAssetUnion a d pm assumps mRates) <$> assets
+      let assetCf = P.aggPool Nothing cfs
+      return (assetCf , Just pricingResult)
 
 --TODO implement on running via ByIndex
-
 type ScenarioName = String
 
 data RunDealReq = SingleRunReq DealType (Maybe AP.ApplyAssumptionType) AP.NonPerfAssumption
@@ -374,10 +400,10 @@ $(concat <$> traverse (deriveJSON defaultOptions) [''RunDealReq, ''RunPoolReq,''
 -- Swagger API
 type SwaggerAPI = "swagger.json" :> Get '[JSON] OpenApi
 
-type PoolRunResp = Map.Map PoolId (CF.CashFlowFrame, Map.Map CutoffFields Balance)
+type PoolRunResp = Either String (Map.Map PoolId (CF.CashFlowFrame, Map.Map CutoffFields Balance))
 
 type EngineAPI = "version" :> Get '[JSON] Version
-            :<|> "runAsset" :> ReqBody '[JSON] RunAssetReq :> Post '[JSON] ((CF.CashFlowFrame, Map.Map CutoffFields Balance),Maybe [PriceResult])
+            :<|> "runAsset" :> ReqBody '[JSON] RunAssetReq :> Post '[JSON] RunAssetResp
             :<|> "runPool" :> ReqBody '[JSON] RunPoolReq :> Post '[JSON] PoolRunResp
             :<|> "runPoolByScenarios" :> ReqBody '[JSON] RunPoolReq :> Post '[JSON] (Map.Map ScenarioName PoolRunResp)
             :<|> "runDeal" :> ReqBody '[JSON] RunDealReq :> Post '[JSON] RunResp
@@ -402,20 +428,24 @@ engineSwagger = toOpenApi engineAPI
                     & info.license ?~ "BSD 3"
 
 
-
 -- showVersion :: Handler (Envelope '[] Version)
 showVersion :: Handler Version
 showVersion = return version1
 
-runAsset :: RunAssetReq -> Handler ((CF.CashFlowFrame, Map.Map CutoffFields Balance),Maybe [PriceResult])
-runAsset req = return $ wrapRunAsset req
+runAsset :: RunAssetReq -> Handler RunAssetResp
+runAsset req = return $ 
+                 wrapRunAsset req
 
 runPool :: RunPoolReq -> Handler PoolRunResp
-runPool (SingleRunPoolReq pt passumption mRates) = return $ patchCumulativeToPoolRun $ wrapRunPoolType pt passumption mRates
+runPool (SingleRunPoolReq pt passumption mRates) 
+  = return $
+      patchCumulativeToPoolRun <$> (wrapRunPoolType pt passumption mRates)
 
 runPoolScenarios :: RunPoolReq -> Handler (Map.Map ScenarioName PoolRunResp)
-runPoolScenarios (MultiScenarioRunPoolReq pt mAssumps mRates) = return $ Map.map (\assump -> patchCumulativeToPoolRun (wrapRunPoolType pt (Just assump) mRates)) 
-                                                                                  mAssumps
+runPoolScenarios (MultiScenarioRunPoolReq pt mAssumps mRates) 
+  = return $ Map.map (\assump -> 
+                       patchCumulativeToPoolRun <$> (wrapRunPoolType pt (Just assump) mRates)) 
+                     mAssumps
 
 runDeal :: RunDealReq -> Handler RunResp
 runDeal (SingleRunReq dt assump nonPerfAssump) =  return $ wrapRun dt assump nonPerfAssump
@@ -461,7 +491,6 @@ myServer =  return engineSwagger
       :<|> runDealByRunScenarios
       :<|> runDealByCombo
       :<|> runDate
---      :<|> error "not implemented"
 
 
 writeSwaggerJSON :: IO ()
@@ -477,7 +506,6 @@ app :: Application
 app = simpleCors $ serve (Proxy :: Proxy API) myServer
 
 
-
 main :: IO ()
 main = 
   do 

app/Main.hs

@@ -36,6 +36,8 @@ dependencies:
 - regex-pcre-builtin
 - vector
 - wai
+- monad-loops
+- ieee754
 - servant
 - servant-server
 - servant-openapi3
@@ -44,6 +46,7 @@ dependencies:
 - split
 - tabular
 - numeric-limits
+- scientific
 
 library:
   source-dirs: 
@@ -78,6 +81,7 @@ executables:
     - mtl
     - servant
     - lucid
+    - monad-loops
     - string-conversions
     - attoparsec
     - exceptions
@@ -104,4 +108,4 @@ tests:
     - tasty-golden
 
 
-allow-newer: true
+allow-newer: true