add UT & multiple pool collection sample

Author: yellowbean

absbox/tests/regression/deals.py

@@ -1,4 +1,7 @@
 from absbox import Generic
+import toolz as tz
+from lenses import lens
+
 
 test01 = Generic(
     "TEST01- preclosing"
@@ -96,3 +99,7 @@
     ,None
     ,"Amortizing"
     )
+
+test03 = tz.pipe(test01 & lens.pool
+                
+)

absbox/tests/regression/main.py

@@ -2,20 +2,21 @@
 from lenses import lens
 import toolz as tz
 import pytest
+import re, math
 
 from absbox.tests.regression.deals import *
 
 from absbox import API,EnginePath,readInspect,PickApiFrom
 
+def closeTo(a,b,r=2):
+    assert math.floor(a * 10**r)/10**r == math.floor(b * 10**r)/10**r
 
+def filterTxn(rs, f, rg):
+    return [ r for r in rs if re.match(rg, r[f])] 
 
 @pytest.fixture
 def setup_api():
-
-
     api = API(EnginePath.DEV,check=False,lang='english')
-    
-    
     return api
 
 @pytest.mark.pool
@@ -24,5 +25,78 @@ def test_01(setup_api):
     assert r['pool']['flow'].keys() == {"PoolConsol"}
     assert r['pool']['flow']['PoolConsol'].to_records()[0][0]== '2021-04-15'
 
+@pytest.mark.collect
+def test_collect_01(setup_api):
+    r = setup_api.run(test01 , read=True , runAssump = [])
+    assert r['pool']['flow']['PoolConsol'].to_records()[0][0]== '2021-04-15'
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Interest"].values.sum() == filterTxn( r['accounts']['acc01'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedInterest.*")[0]['change']
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Principal"].values.sum() == filterTxn( r['accounts']['acc01'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedPrincipal.*")[0]['change']
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Prepayment"].values.sum() == 0.00
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Default"].values.sum() == 0.00
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Recovery"].values.sum() == 0.00
+
+    # two accounts with Principal and Interest
+    testSepAcc = tz.pipe( test01 & lens.accounts.modify( lambda xs: tuple(tz.cons( ('acc02',{"balance":0}), xs )))
+                        ,lambda d : d & lens.collection[0][1].set("acc02")
+                        )
+
+    r = setup_api.run(testSepAcc , read=True , runAssump = [])
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Interest"].values.sum() == filterTxn( r['accounts']['acc02'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedInterest.*")[0]['change']
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Principal"].values.sum() == filterTxn( r['accounts']['acc01'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedPrincipal.*")[0]['change']
+
+    # three accounts with Principal( 30% 70%) and Interest
+    test2SepAcc = tz.pipe( test01 & lens.accounts.modify( lambda xs: tuple(tz.cons( ('acc02',{"balance":0}), xs )))
+                                  & lens.accounts.modify( lambda xs: tuple(tz.cons( ('acc03',{"balance":0}), xs )))
+                        ,lambda d : d & lens.collection.set([["CollectedInterest","acc02"]
+                                                            ,["CollectedPrincipal",[0.7,"acc01"],[0.3,"acc03"]]
+                                                            ,["CollectedPrepayment","acc01"]
+                                                            ,["CollectedRecoveries","acc01"]]
+                            )
+                        )
+    r = setup_api.run(test2SepAcc , read=True , runAssump = [])
+    assert r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Interest"].values.sum() == filterTxn( r['accounts']['acc02'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedInterest.*")[0]['change']
+    principalCollectedAtPeriod0 = r['pool']['flow']['PoolConsol'].loc[:'2021-04-15']["Principal"].values.sum()
+    closeTo(principalCollectedAtPeriod0 *0.7
+            , filterTxn( r['accounts']['acc01'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedPrincipal.*")[0]['change']
+            , 2 )
+    closeTo(principalCollectedAtPeriod0*0.3
+            , filterTxn( r['accounts']['acc03'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedPrincipal.*")[0]['change']
+            , 2)
 
+    # multiple pool with ratio split collection
+    testMultiplePool = test01 & lens.accounts.set((("acc01",{"balance":0}),("acc02",{"balance":0}),("acc03",{"balance":0}))) \
+                              & lens.pool.set({"PoolA":{'assets':[["Mortgage"
+                                                        ,{"originBalance":1320.0,"originRate":["fix",0.045],"originTerm":30
+                                                        ,"freq":"Monthly","type":"Level","originDate":"2021-02-01"}
+                                                        ,{"currentBalance":1320.0
+                                                        ,"currentRate":0.08
+                                                        ,"remainTerm":30
+                                                        ,"status":"current"}]]},
+                                            "PoolB":{'assets':[["Mortgage"
+                                                        ,{"originBalance":880.0,"originRate":["fix",0.045],"originTerm":30
+                                                        ,"freq":"Monthly","type":"Level","originDate":"2021-02-01"}
+                                                        ,{"currentBalance":880.0
+                                                        ,"currentRate":0.08
+                                                        ,"remainTerm":30
+                                                        ,"status":"current"}]]}}) \
+                              & lens.collection.set([[["PoolA",],"CollectedInterest","acc01"]
+                                                    ,[["PoolB",],"CollectedInterest","acc03"]
+                                                    ,[["PoolA","PoolB"],"CollectedPrincipal",[0.7,"acc02"],[0.3,"acc03"]]
+                                                    ])
+    r = setup_api.run(testMultiplePool , read=True , runAssump = [])
 
+    # acc01 get all interest from pool A 
+    closeTo(r['pool']['flow']['PoolA'].loc[:'2021-04-15']["Interest"].values.sum()
+            , filterTxn( r['accounts']['acc01'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedInterest.*")[0]['change'])
+    # acc03 get all interest from pool B
+    closeTo(r['pool']['flow']['PoolB'].loc[:'2021-04-15']["Interest"].values.sum()
+            , filterTxn( r['accounts']['acc03'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedInterest.*")[0]['change'])
+    # acc02 get 70% of principal from pool A and Pool B 
+    closeTo((r['pool']['flow']['PoolA'].loc[:'2021-04-15']["Principal"].values.sum() +\
+            r['pool']['flow']['PoolB'].loc[:'2021-04-15']["Principal"].values.sum())*0.7
+            , filterTxn( r['accounts']['acc02'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedPrincipal.*")[0]['change'])
+    # acc03 get all interest from pool B and 30% of principal from pool A and Pool B
+    closeTo((r['pool']['flow']['PoolA'].loc[:'2021-04-15']["Principal"].values.sum() +\
+            r['pool']['flow']['PoolB'].loc[:'2021-04-15']["Principal"].values.sum())*0.3
+            , filterTxn( r['accounts']['acc03'].loc[:'2021-04-15'].to_dict('records'), 'memo', ".*CollectedPrincipal.*")[0]['change'])
+    

docs/source/modeling.rst

@@ -1776,6 +1776,12 @@ exmaple:
     # 100% of prepayment will be allocated to acc01
     ,["CollectedRecoveries","acc01"]]
 
+  # multiple pools
+  [[["PoolA",],"CollectedInterest","acc01"]
+    ,[["PoolB",],"CollectedInterest","acc03"]
+    ,[["PoolA","PoolB"],"CollectedPrincipal",[0.7,"acc02"],[0.3,"acc03"]]
+    ]
+
 Collect Proceeds from multiple pools
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^