parameterised the tweaks

Author: yellowbean

absbox/rootFinder.py

@@ -1,16 +1,25 @@
 from .local.interface import mkTag
 from .validation import vStr,vBool,vNum
+from .local.component import mkDs
 
 def mkTweak(x):
     match x:
         case "stressDefault":
-            return mkTag(("StressPoolDefault"))
+            return mkTag(("StressPoolDefault", [1.0, 500]))
+        case ("stressDefault",l,h):
+            return mkTag(("StressPoolDefault", [l, h]))
         case "stressPrepayment":
-            return mkTag(("StressPoolPrepayment"))
+            return mkTag(("StressPoolPrepayment",  [1.0, 500]))
+        case ("stressPrepayment", l, h):
+            return mkTag(("StressPoolPrepayment", [l, h]))
         case ("maxSpread", bn):
-            return mkTag(("MaxSpreadTo", vStr(bn)))
+            return mkTag(("MaxSpreadTo", [ vStr(bn), (1.0, 500)]))
+        case ("maxSpread", bn, l, h):
+            return mkTag(("MaxSpreadTo", [ vStr(bn), (l, h)]))
         case ("splitBalance", bn1 ,bn2):
-            return mkTag(("SplitFixedBalance", [vStr(bn1), vStr(bn2)]))
+            return mkTag(("SplitFixedBalance", [vStr(bn1), vStr(bn2), (1.0, 500)]))
+        case ("splitBalance", bn1, bn2, l, h):
+            return mkTag(("SplitFixedBalance", [vStr(bn1), vStr(bn2), (l, h)]))
         case _:
             raise RuntimeError(f"failed to match {x}:mkTweak")
 
@@ -26,5 +35,7 @@ def mkStop(x):
             return mkTag(("BondPricingEqOriginBal", [vStr(bn), vBool(f1), vBool(f2)] ))
         case ("bondMetTargetIrr", bn, irr):
             return mkTag(("BondMetTargetIrr", [vStr(bn), vNum(irr)]))
+        case ("byFormula", ds, target):
+            return mkTag(("BalanceFormula", [mkDs(ds), vNum(target)]))
         case _:
-            raise RuntimeError(f"failed to match {x}:mkStop")
+            raise RuntimeError(f"failed to match {x}:mkStop")

absbox/tests/regression/test_main.py

@@ -10,6 +10,7 @@
 from .assets import *
 
 from absbox import API,EnginePath,readInspect,PickApiFrom,readBondsCf
+from absbox.exception import AbsboxError
 
 config_file_path = Path(__file__).resolve().parent.parent / 'config.json'
 
@@ -225,9 +226,8 @@ def test_first_loss(setup_api):
                                                     ,None)
                                     ,None
                                     ,None)
-                    ,read=True
-                    )
-    closeTo(r0[0], 31.601002929896755, r=6)
+                    ,read=True)
+    closeTo(r0[0], 31.601832129896755, r=6)
 
 @pytest.mark.analytics
 def test_irr_01(setup_api):
@@ -274,7 +274,19 @@ def test_rootfind_stressppy(setup_api):
     r = setup_api.runRootFinder(test01, poolPerf ,[pricing]
         ,("stressPrepayment",("bondMetTargetIrr", "B", 0.25))
     )
-    assert r[1][1]['PoolLevel'][0]['MortgageAssump'][1] == {'PrepaymentCPR': 0.38642105474696914 } 
+    assert r[1][1]['PoolLevel'][0]['MortgageAssump'][1] == {'PrepaymentCPR': 0.38640740263106543 } 
+
+    assert r[0] == 386.40740263106545, "scale factor is off {r[0]}"
+    
+    r = setup_api.runRootFinder(test01, poolPerf ,[pricing]
+        ,(("stressPrepayment", 1,400),("bondMetTargetIrr", "B", 0.25))
+    )
+    assert r[1][1]['PoolLevel'][0]['MortgageAssump'][1] == {'PrepaymentCPR': 0.38640737599372227  } 
+    
+    with pytest.raises(AbsboxError):
+        r = setup_api.runRootFinder(test01, poolPerf ,[pricing]
+            ,(("stressPrepayment", 1,35),("bondMetTargetIrr", "B", 0.25))
+        )
 
 @pytest.mark.analytics
 def test_rootfind_stressdef(setup_api):
@@ -285,7 +297,7 @@ def test_rootfind_stressdef(setup_api):
     r = setup_api.runRootFinder(test01, poolPerf ,[pricing]
         ,("stressDefault",("bondMetTargetIrr", "B", 0.10))
     )
-    assert r[1][1]['PoolLevel'][0]['MortgageAssump'][0] == {'DefaultCDR': 0.07603587859615266} 
+    assert r[1][1]['PoolLevel'][0]['MortgageAssump'][0] == {'DefaultCDR': 0.0760391873750556 } 
 
 @pytest.mark.bond
 def test_pac_01(setup_api):
@@ -458,4 +470,14 @@ def test_revolving_01(setup_api):
     assert r['pool']['flow']['PoolConsol'].Principal.sum().round(2) == sum(totalPrins).round(2), "Breakdown cashflow should tieout with aggregated pool cashflow"
 
 
+# @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)
+#                                  ,None
+#                                  ,None)
+#     r = setup_api.runRootFinder(test01, poolPerf ,[]
+#         ,("stressPrepayment",("byFormula", ("bondTxnAmt", "<PayInt:B>","B") , 500))
+#     )
+#     assert r[1][1]['PoolLevel'][0]['MortgageAssump'][1] == {'PrepaymentCPR': 0.38642105474696914 } 
+