using ()

Author: yellowbean

absbox/local/component.py

@@ -993,15 +993,15 @@ def mkBookType(x: list):
 
 def mkSupport(x:list):
     match x:
-        case ["account", accName, (direction,ledgerName)] | ["suppportAccount", accName, (direction,ledgerName)] | ["支持账户", accName, (direction,ledgerName)] if direction in bookDirection.keys():
+        case ("account", accName, (direction,ledgerName)) | ["account", accName, (direction,ledgerName)] | ["suppportAccount", accName, (direction,ledgerName)] | ["支持账户", accName, (direction,ledgerName)] if direction in bookDirection.keys():
             return mkTag(("SupportAccount", [vStr(accName), [vStr(bookDirection[direction]),vStr(ledgerName)]]))
-        case ["account", accName] | ["suppportAccount", accName] | ["支持账户", accName]:
+        case ("account", accName) | ["account", accName] | ["suppportAccount", accName] | ["支持账户", accName]:
             return mkTag(("SupportAccount", [vStr(accName), None]))
-        case ["facility", liqName] | ["suppportFacility", liqName] | ["支持机构", liqName]:
+        case ("facility", liqName) | ["facility", liqName] | ["suppportFacility", liqName] | ["支持机构", liqName]:
             return mkTag(("SupportLiqFacility", vStr(liqName)))
-        case ["support", *supports] | ["multiSupport", *supports] | ["多重支持", *supports]:
+        case ("support", *supports) | ["support", *supports] | ["multiSupport", *supports] | ["多重支持", *supports]:
             return mkTag(("MultiSupport", lmap(mkSupport, supports)))
-        case ["withCondition", pre, s] | ["条件支持", pre, s]:
+        case ("withCondition", pre, s) | ["withCondition", pre, s] | ["条件支持", pre, s]:
             return mkTag(("WithCondition", [mkPre(pre), mkSupport(s)]))
         case None:
             return None
@@ -2003,7 +2003,7 @@ def mkAssetUnion(x):
             return mkTag(("FA", mkAsset(x)))
         case "应收帐款" | "Invoice" : 
             return mkTag(("RE", mkAsset(x)))
-        case "ProjectedFlowFix" | "ProjectedFlowMix" :
+        case "ProjectedByFactor" :
             return mkTag(("PF", mkAsset(x)))
         case _:
             raise RuntimeError(f"Failed to match AssetUnion {x}")
@@ -2596,3 +2596,7 @@ def translate(y) -> dict:
             return r
         case [x,*rest]:
             return mkNonPerfAssumps(r | translate(x),rest)
+from enum import Enum
+import itertools
+import sys
+import functools

absbox/local/generic.py

@@ -118,6 +118,10 @@ def read(resp):
                 if x[comp_v[0]]:
                     ir = list(tz.pluck('contents', x[comp_v[0]]))
                     output[comp_name][k] = pd.DataFrame(ir, columns=comp_v[1]).set_index("date")
+                elif x[comp_v[0]] is None:
+                    output[comp_name][k] = pd.DataFrame([], columns=comp_v[1]).set_index("date")
+                else:
+                    pass
             output[comp_name] = collections.OrderedDict(sorted(output[comp_name].items()))
         # aggregate fees
         output['fees'] = {f: v.groupby('date').agg({"balance": "min", "payment": "sum", "due": "min"})

absbox/local/util.py

@@ -2,6 +2,7 @@
 import functools,json,copy,logging,re,itertools
 from functools import reduce
 from datetime import datetime
+from dateutil.relativedelta import relativedelta
 from lenses import lens, ui, optics
 import toolz as tz
 
@@ -463,3 +464,32 @@ def patchDicts(dict1:dict,dict2:dict)-> dict:
 def getNumCols(df:pd.DataFrame)-> list:
     numeric_columns = [col for col in df.columns if pd.to_numeric(df[col], errors='coerce').notna().all()]
     return numeric_columns
+
+def get_earlier_date(date_str, n_months, input_format="%Y-%m-%d", output_format="%Y-%m-%d"):
+    """
+    Returns a date string that is n_months earlier than the input date.
+    
+    Parameters:
+    date_str (str): Input date string
+    n_months (int): Number of months to subtract
+    input_format (str): Format of input date string (default: YYYY-MM-DD)
+    output_format (str): Format of output date string (default: YYYY-MM-DD)
+    
+    Returns:
+    str: Date string that is n_months earlier
+    """
+    try:
+        # Parse input date string to datetime
+        input_date = datetime.strptime(date_str, input_format)
+        
+        # Subtract n months
+        earlier_date = input_date - relativedelta(months=n_months)
+        
+        # Format output date
+        return earlier_date.strftime(output_format)
+    except ValueError as e:
+        return f"Error: Invalid date format or value. {str(e)}"
+
+
+
+

absbox/tests/regression/test_main.py

@@ -539,6 +539,60 @@ def test_revolving_01(setup_api):
 def test_06(setup_api):
     r = setup_api.run(test06 , read=True , runAssump = [])
     assert r['pool']['flow']['PoolConsol'].Principal.sum() == 2175, "Total principal should be 2175.0"
+
+
+@pytest.mark.waterfall
+def test_limit_01(setup_api):
+    formulaPay = \
+      ["IfElse",["date","<=","2021-10-20"]
+      ,[['payPrin', 'acc01', ['A1'],{"limit":{"formula":("const",30)}}]]
+      ,[['payPrin', 'acc01', ['A1']]]
+      ]
+
+    test01_ = test01 & lens.waterfall['default'][1].set(formulaPay)
+    r = setup_api.run(test01_,read=True)
+    assert r['bonds']['A1'][:"2021-10-20"].principal.to_list() == [30.0, 30.0, 30.0, 30.0]
+    assert r['bonds']['A1'].loc["2021-11-20"].principal.item() == 75.92
+
+    formulaPay = \
+      ["IfElse",["date","<=","2021-10-20"]
+      ,[['payPrin', 'acc01', ['A1'],{"limit":{"balPct":0.4}}]]
+      ,[['payPrin', 'acc01', ['A1']]]
+      ]
+
+    test01_ = test01 & lens.waterfall['default'][1].set(formulaPay)
+    r =  setup_api.run(test01_,read=True)
+    assert r['bonds']['A1'][:"2021-11-20"].principal.to_list() == [122.01, 30.78, 30.44, 30.58, 76.48]
+
+    formulaPay = ['payPrin', 'acc01', ['A1'],{"limit":{"balCapAmt":75}}]
+    
+    test01_ = test01 & lens.waterfall['default'][1].set(formulaPay)
+    r = setup_api.run(test01_,read=True)
+    r['bonds']['A1'].principal.to_list() == [75]*13+[25]
+
+@pytest.mark.waterfall
+def test_support_account(setup_api):
+    """ Test support account """
+    test01_ = test01 & lens.accounts.set((('acc01', {'balance': 0}),('acc02', {'balance': 200})))\
+                 & lens.waterfall['default'][0].modify(lambda x: x+[{"support":["account","acc02"]}])
+    r =setup_api.run(test01_,read=True
+                    ,poolAssump = ("Pool",("Mortgage",{"CDR":0.75},None,None,None)
+                                           ,None
+                                           ,None))
+    assert r['accounts']['acc01'].loc['2023-09-20'].change.item() == -2.56
+    assert r['accounts']['acc02'].loc['2023-09-20'].change.item() == -0.13
+
+    test01_ = test01 & lens.accounts.set((('acc01', {'balance': 0}),('acc02', {'balance': 10}),('acc03', {'balance': 50})))\
+                 & lens.waterfall['default'][0].modify(lambda x: x+[{"support":["support",("account","acc02"),("account","acc03")]}])
+    r = setup_api.run(test01_,read=True
+                    ,poolAssump = ("Pool",("Mortgage",{"CDR":0.75},None,None,None)
+                                           ,None
+                                           ,None)
+                  )
+    assert r['accounts']['acc01'].loc['2023-09-20'].change.item() == -2.56
+    assert r['accounts']['acc02'].loc['2023-09-20'].change.item() == -0.13
+    assert r['accounts']['acc02'].loc['2024-01-20'].change.item() == -1.96
+    assert r['accounts']['acc03'].loc['2024-01-20'].change.item() == -0.73
 # @pytest.mark.analytics
 # def test_rootfinder_by_formula(setup_api):
 #     poolPerf = ("Pool",("Mortgage",{"CDR":0.002},{"CPR":0.001},{"Rate":0.1,"Lag":18},None)

docs/source/analytics.rst

@@ -2404,7 +2404,7 @@ Bond Pricing Equals to Face
   The search stop when a bond pricing equals to face value.
   
   syntax
-    ``("bondPricingEqToOrigin", <bondName>, <TestBondFlag>, <TestFeeFlag>)``
+    ``("bondPricingEqOrigin", <bondName>, <TestBondFlag>, <TestFeeFlag>)``
 
 Bond with target IRR
   The search stop when a bond hit a target IRR.