Update UT

Author: yellowbean

absbox/local/base.py

@@ -143,7 +143,7 @@
 
 validCutoffFields = {
     "资产池规模": "IssuanceBalance"
-    ,"IssuanceBalance": "IssuanceBalance"
+    ,"发行规模": "IssuanceBalance"
     ,"CumulativeDefaults":"HistoryDefaults"
     ,"累计违约余额":"HistoryDefaults"
 }

absbox/local/component.py

@@ -1,7 +1,7 @@
 from absbox.local.util import mkTag, mkTs, readTagStr, subMap, subMap2, renameKs, ensure100
 from absbox.local.util import mapListValBy, uplift_m_list, mapValsBy, allList, getValWithKs, applyFnToKey,flat
 from absbox.local.util import earlyReturnNone, mkFloatTs, mkRateTs, mkRatioTs, mkTbl, mapNone, guess_pool_flow_header
-from absbox.local.util import filter_by_tags, enumVals, lmap, readTagMap, patchDicts
+from absbox.local.util import filter_by_tags, enumVals, lmap, readTagMap, patchDicts,updateKs
 from absbox.local.base import *
 
 import sys
@@ -1193,6 +1193,7 @@ def mkWaterfall(r, x):
     r[_w_tag] = lmap(mkAction, _v)
     return mkWaterfall(r, x)
 
+
 def mkRoundingType(x):
     match x:
         case ["floor", r]:
@@ -1202,6 +1203,7 @@ def mkRoundingType(x):
         case _:
             raise RuntimeError(f"Failed to match {x}:mkRoundingType")
 
+
 def mkAssetRate(x):
     match x:
         case ["固定", r] | ["fix", r]:
@@ -1297,6 +1299,7 @@ def mkAccRule(x):
         case _ :
             raise RuntimeError(f"Failed to match {x}:mkAccRule")
 
+
 def mkInvoiceFeeType(x):
     match x :
         case ("Fixed", amt) | ("固定", amt):
@@ -1312,6 +1315,7 @@ def mkInvoiceFeeType(x):
         case _:
             raise RuntimeError(f"Failed to match {x}:mkInvoiceFeeType")
 
+
 def mkCapacity(x):
     match x: 
         case ("固定", c) | ("Fixed", c):
@@ -1321,6 +1325,7 @@ def mkCapacity(x):
         case _ :
             raise RuntimeError(f"Failed to match {x}:mkCapacity")
 
+
 def mkObligor(x:dict) -> dict:
     def mkObligorFields(y:dict) -> dict:
         if not y:
@@ -1462,7 +1467,7 @@ def id_by_pool_assets(z):
                 return "MDeal"
             case {"assets": [], "futureCf": cfs} if cfs['contents'][1][0]['tag'] == 'MortgageFlow':
                 return "MDeal"
-            case {"assets": [{'tag': 'Installment'}, *rest]}:
+            case {"assets": [{'tag': 'Installment'}, *rest]} :
                 return "IDeal"
             case {"assets": [{'tag': 'Lease'}, *rest]} | {"assets": [{'tag': 'RegularLease'}, *rest]}:
                 return "RDeal"
@@ -1474,28 +1479,34 @@ def id_by_pool_assets(z):
                 return "VDeal"
             case {"assets": [{'tag': 'ProjectedFlowMix'}, *rest]} | {"assets": [{'tag': 'ProjectedFlowMixFloater'}, *rest]}:
                 return "PDeal"
+            case {"assets": [{'tag': 'IL'}, *rest]} | {"assets": [{'tag': 'MO'}, *rest]} | \
+                {"assets": [{'tag': 'LO'}, *rest]} | {"assets": [{'tag': 'LS'}, *rest]} | \
+                {"assets": [{'tag': 'FA'}, *rest]} | {"assets": [{'tag': 'RE'}, *rest]} | \
+                {"assets": [{'tag': 'PF'}, *rest]} :
+                return "UDeal"
             case _:
-                raise RuntimeError(f"Failed to identify deal type {z}")
+                raise RuntimeError(f"Failed to identify pool type {z}")
     y = None
     match x:
+        # single pool
         case {"pool":{"tag":"MultiPool","contents":{"PoolConsol":{"assets":[]}}}} if len(x['pool']['contents']['PoolConsol']['futureCf'])>0:
             return id_by_pool_assets(x['pool']['contents']['PoolConsol'])
         case {"pool":{"tag":"MultiPool","contents":{"PoolConsol":{"assets":assetList}}}} if len(assetList) > 1: 
             return id_by_pool_assets(x['pool']['contents']['PoolConsol'])
+        # multiple pools        
         case {"pool":{"tag":"MultiPool","contents":poolMap}}:
             pools = list(map(id_by_pool_assets, poolMap & lens.Values().collect()))
-
             if len(set(pools))>1:
                 return "UDeal"
             else:
                 return pools[0]
+        # resec deals
         case {"pool":{"tag":"ResecDeal"}}:
             vs = [ v['deal'] for k,v in x["pool"]['contents'].items() ]
             assetTypes = set(map(identify_deal_type, vs))
             if len(assetTypes)>1:
                 return "UDeal"
             else:
-                print(assetTypes, "<<<")
                 return list(assetTypes)[0]
         case _:
             raise RuntimeError(f"Failed to match pool type {x}")
@@ -1789,25 +1800,30 @@ def mkPoolType(assetDate, x, mixedFlag) -> dict:
                                         {"deal":dealObj.json['contents'],"future":None,"futureScheduleCf":None,"issuanceStat":None}\
                                           for ((bn,pct,sd),dealObj) in x['deals'].items()} ))
         case x if all([ isinstance(_,dict) for _ in x.values() ]):
-            return mkTag(("MultiPool" ,{f"PoolName:{k}":mkPoolComp(vDate(assetDate),v,mixedFlag) for (k,v) in x.items()}))
+            return mkTag(("MultiPool" 
+                        ,{f"PoolName:{k}":mkPoolComp(vDate(assetDate),v,mixedFlag) 
+                            for (k,v) in x.items()})
+                        )
         case _ :
             raise RuntimeError("Failed to match pool type ",x)
 
 
 def mkPoolComp(asOfDate, x, mixFlag) -> dict:
-    assetFactory = mkAsset if (not mixFlag) else mkAssetUnion
-    r = {"assets": [assetFactory(y) for y in getValWithKs(x, ['assets', "清单"],defaultReturn=[])]
+    assetFactory = mkAssetUnion if mixFlag else mkAsset
+    r = {"assets": [assetFactory(y) for y in getValWithKs(x, ['assets', "清单"], defaultReturn=[])]
         , "asOfDate": asOfDate
-        , "issuanceStat": getValWithKs(x,["issuanceStat", "统计", "发行","Issuance"])
-        , "futureCf":mkCf(getValWithKs(x,['cashflow', '现金流归集表', '归集表'],[]))
-        , "extendPeriods":mkDatePattern(getValWithKs(x,['extendBy'], "MonthEnd"))}
+        , "issuanceStat": tz.pipe(getValWithKs(x, ["issuanceStat", "统计", "发行", "Issuance"],defaultReturn={})
+                                , lambda y: updateKs(y, validCutoffFields)  
+                                )
+        , "futureCf":mkCf(getValWithKs(x, ['cashflow', '现金流归集表', '归集表'], []))
+        , "extendPeriods":mkDatePattern(getValWithKs(x, ['extendBy'], "MonthEnd"))}
     return r
 
 
 def mkPool(x: dict):
     mapping = {"LDeal": "LPool", "MDeal": "MPool",
                "IDeal": "IPool", "RDeal": "RPool", "FDeal":"FPool",
-               "VDeal": "VPool", "UDeal":"UPool"}
+               "VDeal": "VPool", "UDeal": "UPool"}
     match x:
         case {"清单": assets, "封包日": d} | {"assets": assets, "cutoffDate": d}:
             _pool = {"assets": [mkAsset(a) for a in assets] , "asOfDate": d}
@@ -1898,7 +1914,8 @@ def mkCf(x:list):
     else:
         cfs = [mkTag(("MortgageFlow", _x+[0.0]*5+[None,None,None])) for _x in x]
         return mkTag(("CashFlowFrame", [[0,"1900-01-01",None],cfs]))
-    
+
+
 def mkCashFlowFrame(x):
     """ Make cashflow frame """ 
     flows = x.get("flows",[])
@@ -2208,6 +2225,7 @@ def mkRateAssumption(x):
         case _ :
             raise RuntimeError(f"Failed to match RateAssumption:{x}")
 
+
 def mkFundingPlan(x:tuple):
     # IssueBondEvent mPre bondName accountName Bond mFormula mFormula
     match x:
@@ -2229,6 +2247,7 @@ def mkRefiPlan(x:tuple):
         case _:
             raise RuntimeError(f"Failed to match mkRefinancePlan:{x}")
 
+
 def mkInspect(x):
     match x:
         case (dp,ds) if isinstance(ds, tuple):

absbox/local/generic.py

@@ -70,7 +70,7 @@ def json(self) -> dict:
             "custom": tz.valmap(mkCustom, self.custom) if self.custom else None,
             "triggers": renameKs2({k: {_k: mkTrigger(_v) for (_k,_v) in v.items() } for (k, v) in self.trigger.items()},englishDealCycle) if self.trigger else None,
             "liqProvider": {ln: mkLiqProvider(ln, lo | {"start":lastCloseDate} ) 
-                               for ln,lo in self.liqFacility.items() } if self.liqFacility else None,
+                            for ln,lo in self.liqFacility.items() } if self.liqFacility else None,
             "ledgers": {ln: mkLedger(ln, v) for ln,v in self.ledgers.items()} if self.ledgers else None
         }
 

absbox/local/util.py

@@ -211,13 +211,19 @@ def applyFnToKey(m: dict, f, k, applyNone=False):
     return m
 
 
-def renameKs2(m: dict, kmapping):
+def renameKs2(m: dict, kmapping:dict) -> dict:
     ''' Given a map, rename ks from a key-mapping '''
     assert isinstance(m, dict), "M is not a map"
     assert isinstance(kmapping, dict), f"Mapping is not a map: {kmapping}"
     assert set(m.keys()).issubset(set(kmapping.keys())), f"{m.keys()} not in {kmapping.keys()}"
     return {kmapping[k]: v for k, v in m.items()}
 
+def updateKs(m: dict, kmapping:dict) -> dict:
+    ''' Given a map, update ks from a key-mapping '''
+    assert isinstance(m, dict), "M is not a map"
+    assert isinstance(kmapping, dict), f"Mapping is not a map: {kmapping}"
+
+    return {kmapping.get(k,k):v for k,v in m.items()}
 
 def ensure100(xs, msg=""):
     assert sum(xs) == 1.0, f"Doesn't not sum up 100%: {msg}"
@@ -436,9 +442,11 @@ def enumVals(e) -> list:
     ''' return a list of enum values '''
     return [_.value for _ in [*e]]
 
+
 def readCfFromLst(lst:list)-> pd.DataFrame:
     return None
 
+
 def tupleToDictWithKey(xs,key="name"):
     return dict([ (n,x|{key:n}) for (n,x) in xs ])
 

absbox/report.py

@@ -79,16 +79,7 @@ def toHtml(r:dict, p:str, style=OutputType.Plain, debug=False):
                                ,("MultiLedger", readLedgers(ledgerDf[1]))
                                ,("MultiTrigger", readTriggers(r.get("triggers",{})))
                                ])
-    # section 5
-    #triggerDf = ("Trigger", r.get("triggers",{}))
-    #section5 = [ div[ h2(id=f"anchor-{_t}")[_t]
-    #                 , [ div[ h3(id=f"anchor-{_t}-{k}")[k]
-    #                         #, div[">",list(v.items())]
-    #                         ,buildSection([ (j,k)  for j,k in v.items()], title_=(h4,h5), anchor=f"{_t}-{k}")
-    #                         ]
-    #                     for k,v in x.items() if v is not None]
-    #                 ]
-    #                for (_t, x) in [triggerDf] if x is not None]
+
 
     dealName = r['_deal']['contents']['name']
     c = html[

absbox/tests/benchmark/china/out/test01.json

@@ -68,7 +68,7 @@
             }
           ],
           "asOfDate": "2021-03-31",
-          "issuanceStat": null,
+          "issuanceStat": {},
           "futureCf": null,
           "extendPeriods": {
             "tag": "MonthEnd"

absbox/tests/benchmark/china/out/test02.json

@@ -68,7 +68,7 @@
             }
           ],
           "asOfDate": "2021-03-01",
-          "issuanceStat": null,
+          "issuanceStat": {},
           "futureCf": null,
           "extendPeriods": {
             "tag": "MonthEnd"

absbox/tests/benchmark/china/out/test03.json

@@ -76,7 +76,7 @@
             }
           ],
           "asOfDate": "2021-03-01",
-          "issuanceStat": null,
+          "issuanceStat": {},
           "futureCf": null,
           "extendPeriods": {
             "tag": "MonthEnd"

absbox/tests/benchmark/china/out/test04.json

@@ -68,7 +68,7 @@
             }
           ],
           "asOfDate": "2022-10-02",
-          "issuanceStat": null,
+          "issuanceStat": {},
           "futureCf": null,
           "extendPeriods": {
             "tag": "MonthEnd"

absbox/tests/benchmark/china/out/test05.json

@@ -99,7 +99,7 @@
             }
           ],
           "asOfDate": "2021-03-01",
-          "issuanceStat": null,
+          "issuanceStat": {},
           "futureCf": null,
           "extendPeriods": {
             "tag": "MonthEnd"