update case

Author: yellowbean

absbox/__init__.py

@@ -8,7 +8,7 @@
 from .library import LIBRARY, LibraryEndpoints, LibraryPath
 from .local.util import *
 from .local.base import *
-from .local.cmp import compResult
+from .local.cmp import compResult,compDf
 from .local.china import 信贷ABS, SPV
 from .local.generic import Generic
 from .deal import mkDeal, mkDealsBy, setDealsBy, prodDealsBy, setAssumpsBy, prodAssumpsBy

absbox/local/china.py

@@ -127,21 +127,22 @@ def read(resp):
         output['agg_accounts'] = aggAccs(output['accounts'], 'chinese')
 
         output['pool'] = {}
-        mFutureFlow = tz.get_in(['pool','contents','futureCf'], deal_content, default=None)
-        if mFutureFlow is None:
-            output['pool']['flow'] = None
+        poolMap = deal_content['pool']['contents']
+        
+        if deal_content['pool']['tag']=='MultiPool':
+            output['pool']['flow'] = tz.valmap(lambda v: readPoolCf(v['futureCf'][0]['contents']) if (not v['futureCf'] is None) else pd.DataFrame(), poolMap)
+            output['pool']['breakdown'] = tz.valmap(lambda v: list(tz.map(readPoolCf, v['futureCf'][1] & lens.Each()['contents'].collect() )) if (v['futureCf'] and (not v['futureCf'][1] is None)) else [], poolMap)
+        elif deal_content['pool']['tag']=='ResecDeal':
+            output['pool']['flow'] = {tz.get([1,2,4],k.split(":")): readPoolCf(v['futureCf']['contents']) for (k,v) in poolMap.items() }
         else:
-            _pool_cf_header, _, expandFlag = guess_pool_flow_header(mFutureFlow['contents'][1][0], "chinese")
-            if not expandFlag:
-                output['pool']['flow'] = pd.DataFrame([_['contents'] for _ in mFutureFlow['contents'][1]]
-                                                      , columns=_pool_cf_header)
-            else:
-                output['pool']['flow'] = pd.DataFrame([_['contents'][:-1]+mapNone(_['contents'][-1],[None]*6) for _ in mFutureFlow['contents'][1]]
-                                                      , columns=_pool_cf_header)                
-            
-            pool_idx = "日期"
-            output['pool']['flow'] = output['pool']['flow'].set_index(pool_idx)
-            output['pool']['flow'].index.rename(pool_idx, inplace=True)
+            raise RuntimeError(f"Failed to match deal pool type:{deal_content['pool']['tag']}")
+
+        outstanding_pool_flow = {k:{"flow": readPoolCf(aggFlow['contents'])
+                                    ,"breakdown": [ readPoolCf(_['contents']) for _ in breakdownFlows]}
+                                   for k,(aggFlow,breakdownFlows) in resp[4].items()}
+        output['pool_outstanding'] = {"flow": { k:v['flow'] for k,v in outstanding_pool_flow.items() }
+                                      ,"breakdown": { k:v['breakdown'] for k,v in outstanding_pool_flow.items() } }
+ 
 
         output['pricing'] = readPricingResult(resp[3], 'cn')
         output['result'] = readRunSummary(resp[2], 'cn')

absbox/local/cmp.py

@@ -1,4 +1,19 @@
 import pandas as pd
+from lenses import lens
+
+
+def compDf(x:pd.DataFrame, y:pd.DataFrame, names) -> pd.DataFrame:
+    """ Compare two dataframe ,return the dataframe with difference """ 
+
+    (nameA,nameB) = names
+    x, y = x.align(y, fill_value=pd.NA)
+    cmp = x.compare(y, result_names=(nameA,nameB))
+    result = cmp.copy()
+    for column in cmp.columns.levels[0]:
+        if pd.api.types.is_numeric_dtype(cmp[column][nameA]) and pd.api.types.is_numeric_dtype(cmp[column][nameB]):
+            result[column, 'diff'] = cmp[column][nameA].fillna(0) - cmp[column][nameB].fillna(0)
+    return result.reindex(axis=1, level=1, labels=[nameA, nameB, 'diff']).sort_index(axis=1,level=0)
+
 
 def compResult(r1:dict, r2:dict, names=("Left", "Right")):
     """ compare first to second result
@@ -10,19 +25,6 @@ def compResult(r1:dict, r2:dict, names=("Left", "Right")):
     :param names: name of the results, defaults to ("Left", "Right")
     :type names: tuple, optional
     """
-
-    def compDf(x:pd.DataFrame, y:pd.DataFrame) -> pd.DataFrame:
-        """ Compare two dataframe ,return the dataframe with difference """ 
-
-        (nameA,nameB) = names
-        x, y = x.align(y, fill_value=pd.NA)
-        cmp = x.compare(y, result_names=(nameA,nameB))
-        result = cmp.copy()
-        for column in cmp.columns.levels[0]:
-            if pd.api.types.is_numeric_dtype(cmp[column][nameA]) and pd.api.types.is_numeric_dtype(cmp[column][nameB]):
-                result[column, 'diff'] = cmp[column][nameA].fillna(0) - cmp[column][nameB].fillna(0)
-        return result.reindex(axis=1, level=1, labels=[nameA, nameB, 'diff']).sort_index(axis=1,level=0)
-
     def cmpMap(x:dict, y:dict) -> dict:
         """ compare two map with the same keys """
         assert set(x.keys())==set(y.keys()), f"keys not match {x.keys()} vs {y.keys()}"
@@ -31,7 +33,7 @@ def cmpMap(x:dict, y:dict) -> dict:
             assert isinstance(v, pd.DataFrame), f"expecting DataFrame, got {type(v)}"
             assert isinstance(y[k], pd.DataFrame), f"expecting DataFrame, got {type(y[k])}"
             if not v.equals(y[k]):
-                cmp[k] = compDf(v, y[k])
+                cmp[k] = compDf(v, y[k], names)
             else:
                 cmp[k] = pd.DataFrame()
         return cmp
@@ -72,7 +74,10 @@ def cmpMap(x:dict, y:dict) -> dict:
 
     return comp_result
 
+
 def compTwoEngine(xEngine, yEngine, d, pAssump, rAssump):
     rx = xEngine.run(d, read=True, poolAssump=pAssump, runAssump=rAssump)
     ry = xEngine.run(d, read=True, poolAssump=pAssump, runAssump=rAssump)
-    return compResult(rx, ry)
+    return compResult(rx, ry)
+
+

absbox/tests/benchmark/china/resp/test07.out.json

@@ -8941,6 +8941,10 @@
           "2025-05-01",
           "No Pool Cashflow/All Account is zero/Not revolving"
         ]
+      },
+      {
+        "tag": "WarningMsg",
+        "contents": "Oustanding pool cashflow hasn't been collected yetfromList [(PoolConsol,427)]"
       }
     ],
     {},

absbox/tests/benchmark/china/resp/test12.out.json

@@ -91442,6 +91442,10 @@
           "2049-06-30",
           "No Pool Cashflow/All Account is zero/Not revolving"
         ]
+      },
+      {
+        "tag": "WarningMsg",
+        "contents": "Oustanding pool cashflow hasn't been collected yetfromList [(PoolConsol,138)]"
       }
     ],
     {},

absbox/tests/benchmark/china/resp/test24.out.json

@@ -14478,6 +14478,10 @@
           "2027-09-30",
           "No Pool Cashflow/All Account is zero/Not revolving"
         ]
+      },
+      {
+        "tag": "WarningMsg",
+        "contents": "Oustanding pool cashflow hasn't been collected yetfromList [(PoolConsol,399)]"
       }
     ],
     {},

absbox/tests/benchmark/china/resp/test25.out.json

@@ -41283,6 +41283,10 @@
           "2034-10-31",
           "No Pool Cashflow/All Account is zero/Not revolving"
         ]
+      },
+      {
+        "tag": "WarningMsg",
+        "contents": "Oustanding pool cashflow hasn't been collected yetfromList [(PoolConsol,314)]"
       }
     ],
     {},

absbox/tests/benchmark/china/test24.py

@@ -134,52 +134,52 @@
 )
 
 
-if __name__ == '__main__':
-    from absbox import API
-    localAPI = API("https://absbox.org/api/latest")
-    
-    
-    revol_asset = ["Mortgage"
-                    ,{"originBalance":220,"originRate":["fix",0.043],"originTerm":48
-                      ,"freq":"Monthly","type":"Level","originDate":"2021-07-01"}
-                      ,{"currentBalance":220
-                      ,"currentRate":0.043
-                      ,"remainTerm":36
-                      ,"status":"current"}]
-
-    r = localAPI.run(德宝天元202301,
-              runAssump = [
-                  ("revolving"
-                    ,["constant",revol_asset]
-                    ,("Pool",("Mortgage",{"CDR":0.01},None,None,None)
-                              ,None
-                              ,None))
-                  ,("call",{"bondFactor":0.05})
-                  ,("report",{"dates":"MonthEnd"})
-              ],
-              poolAssump = ("Pool",("Mortgage",{"CDR":0.0012},None,None,None)
-                              ,None
-                              ,None)
-              ,read=True)
-    
-    # view pool balance changes
-    r['pool']['flow']['余额'].iloc[2:,].plot.area(rot=45
-                                                 ,title="循环资产池余额变化"
-                                                 ,ylabel="资产池余额"
-                                                 )
-    # view balance sheet
-    bs = r['result']['report']['balanceSheet']
-    
-    # view capital structure
-    col_to_keep = [('asset', 'Pool Performing')
-                   ,('asset', '现金储备分账户')
-                   ,('liability', 'A')
-                   ,('liability', '次级')
-                   #,('ratio',"A-OC")
-                  ]
-    start_index = 25
-    chart = bs.iloc[start_index:50,][col_to_keep].plot.area(rot=45,stacked=True,secondary_y=['OC-A'])
-    chart.set_title("资产负债结构")
+# if __name__ == '__main__':
+#     from absbox import API
+#     localAPI = API("https://absbox.org/api/latest")
+#     
+#     
+#     revol_asset = ["Mortgage"
+#                     ,{"originBalance":220,"originRate":["fix",0.043],"originTerm":48
+#                       ,"freq":"Monthly","type":"Level","originDate":"2021-07-01"}
+#                       ,{"currentBalance":220
+#                       ,"currentRate":0.043
+#                       ,"remainTerm":36
+#                       ,"status":"current"}]
+# 
+#     r = localAPI.run(德宝天元202301,
+#               runAssump = [
+#                   ("revolving"
+#                     ,["constant",revol_asset]
+#                     ,("Pool",("Mortgage",{"CDR":0.01},None,None,None)
+#                               ,None
+#                               ,None))
+#                   ,("call",{"bondFactor":0.05})
+#                   ,("report",{"dates":"MonthEnd"})
+#               ],
+#               poolAssump = ("Pool",("Mortgage",{"CDR":0.0012},None,None,None)
+#                               ,None
+#                               ,None)
+#               ,read=True)
+#     
+#     # view pool balance changes
+#     r['pool']['flow']['余额'].iloc[2:,].plot.area(rot=45
+#                                                  ,title="循环资产池余额变化"
+#                                                  ,ylabel="资产池余额"
+#                                                  )
+#     # view balance sheet
+#     bs = r['result']['report']['balanceSheet']
+#     
+#     # view capital structure
+#     col_to_keep = [('asset', 'Pool Performing')
+#                    ,('asset', '现金储备分账户')
+#                    ,('liability', 'A')
+#                    ,('liability', '次级')
+#                    #,('ratio',"A-OC")
+#                   ]
+#     start_index = 25
+#     chart = bs.iloc[start_index:50,][col_to_keep].plot.area(rot=45,stacked=True,secondary_y=['OC-A'])
+#     chart.set_title("资产负债结构")
 
 
     ## scenario analysis on revolving
@@ -231,4 +231,4 @@
     #                ,"次级超额收益"
     #                ,"原始权益人剩余收益"
     #                ,"优先级平均期限"])
-    
+    

absbox/tests/regression/test_main.py

@@ -392,7 +392,9 @@ def test_collect_outstanding(setup_api):
     eqDataFrame(complete['pool']['flow']['PoolConsol'], combined)
 
     assert rWithOsPoolFlow['pool_outstanding']['flow']['PoolConsol'].shape == (44, 16), "Outstanding pool cashflow should be non empty"
-    assert rWithOsPoolFlow['result']['logs'].to_dict(orient="records")[-1]['Comment'] == "Oustanding pool cashflow hasn't been collected yet", "Outstanding pool cashflow should have logs"
+    assert rWithOsPoolFlow['result']['logs'].to_dict(orient="records")[-1]['Comment'].startswith("Oustanding pool cashflow hasn't been collected yet"), "Outstanding pool cashflow should have logs"
+    
+    assert complete['result']['logs'] is None , "in a complete run, there shouldn't be oustanding pool warning logs"
 
 @pytest.mark.pool
 def test_collect_pool_loanlevel_cashflow(setup_api): 
@@ -439,16 +441,8 @@ def test_reports(setup_api):
 def test_revolving_01(setup_api):
     """ Test revolving pool with collection """
     revol_asset =  ["Mortgage",{
-                        "originBalance": 1400,
-                        "originRate": ["fix", 0.045],
-                        "originTerm": 30,
-                        "freq": "Monthly",
-                        "type": "Level",
-                        "originDate": "2021-02-01",},
-                    {"currentBalance": 1400,
-                     "currentRate": 0.08,
-                     "remainTerm": 30,
-                     "status": "current",}, ]    
+                        "originBalance": 1400, "originRate": ["fix", 0.045], "originTerm": 30, "freq": "Monthly", "type": "Level", "originDate": "2021-02-01",},
+                    {"currentBalance": 1400, "currentRate": 0.08, "remainTerm": 30, "status": "current",}, ]    
     r = setup_api.run(test05, read=True, runAssump =[("revolving"
                                                        ,["constant",revol_asset]
                                                        ,("Pool",("Mortgage",None,None,None,None)

setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = absbox
-version = 0.46.5
+version = 0.50.0
 description_file = README.md
 author = xiaoyu, zhang
 author_email = [email protected]