uppdate docs

Author: yellowbean

absbox/local/component.py

@@ -2117,12 +2117,17 @@ def mkLiqProvider(n: str, x: dict):
                                 ,("creditCalc","liqCreditCalc")
                                 ]
                                 ,opt_key=True)
-
+    def mkCredit(y): 
+        match y:
+            case None:
+                return "Unlimit"
+            case amt:
+                return mkTag(("ByAvailAmount", vNum(amt)))
     r = {
         "liqName": vStr(n),
         "liqType": mkLiqProviderType(x_transformed["liqType"]),
         "liqBalance":(x_transformed.get("liqBalance",0)),
-        "liqCredit":(x_transformed.get("liqCredit",None)),
+        "liqCredit":mkCredit(x_transformed.get("liqCredit",None)),
         "liqCreditCalc":(x_transformed.get("liqCreditCalc",None)),
         "liqRateType": mkRateType(x_transformed.get("liqRateType",None)),
         "liqPremiumRateType": mkRateType(x_transformed.get("liqPremiumRateType",None)),

absbox/tests/regression/deals.py

@@ -9,7 +9,6 @@
         "cutoff": "2021-03-01",
         "closing": "2021-04-15",
         "firstPay": "2021-07-26",
-        "firstCollect": "2021-04-28",
         "payFreq": ["DayOfMonth", 20],
         "poolFreq": "MonthEnd",
         "stated": "2030-01-01",
@@ -990,9 +989,53 @@
       for _ in range(30) ]
 
 fixPct = (1.00,0.07)
-# floatPcts = [(0.50, 0.05, 0.02, "LIBOR1M")]
 floatPcts = []
 projCf =  ["ProjectedByFactor", cf, "MonthEnd", fixPct, floatPcts] 
 
 test06 = test01 & lens.name.set("TEST06 - ProjectByFactor")\
                 & lens.pool['assets'].set([projCf])
+
+### current deal 
+
+currentDates = {"collect":["2021-04-01","2021-06-01"]
+                ,"pay":["2021-04-26","2021-07-15"]
+                ,"stated":"2030-01-01"
+                ,"poolFreq":"MonthEnd"
+                ,"payFreq":["DayOfMonth",20]
+                }
+
+test07 = test01 & lens.name.set("TEST07 - CurrentDeal")\
+                & lens.status.set("amortizing")\
+                & lens.pool.modify(lambda x: tz.assoc(x
+                                                      , "issuanceStat"
+                                                      ,{"IssuanceBalance":1800}))\
+                & lens.dates.set(currentDates)
+                
+test08 = test01 & lens.name.set("TEST08 - CurrentDeal&CustomeDate")\
+                & lens.status.set("amortizing")\
+                & lens.pool.modify(lambda x: tz.assoc(x
+                                                      , "issuanceStat"
+                                                      ,{"IssuanceBalance":1800}))\
+                & lens.dates.set({"collect":["2021-04-01","2021-06-01"]
+                                ,"pay":["2021-04-26","2021-07-15"]
+                                ,"stated":"2030-01-01"
+                                ,"poolFreq":["CustomDate","2021-07-01","2021-08-01","2021-09-01","2021-10-01"]
+                                ,"payFreq":["CustomDate","2021-08-15","2021-09-15","2021-10-15"]
+                                })
+                
+test09 = test01 & lens.name.set("TEST09 - PreClosingDeal&CustomeDate")\
+                & lens.status.set(("PreClosing","amortizing"))\
+                & lens.pool.modify(lambda x: tz.assoc(x
+                                                      , "issuanceStat"
+                                                      ,{"IssuanceBalance":1800}))\
+                & lens.dates.set({
+                                "cutoff": "2021-03-01",
+                                "closing": "2021-04-15",
+                                "firstPay": "2021-07-26",
+                                "payFreq": ["CustomDate","2021-08-15","2021-09-15","2021-10-15"],
+                                "poolFreq": ["CustomDate","2021-07-01","2021-08-01","2021-09-01","2021-10-01"],
+                                "stated": "2030-01-01",
+                                })\
+                & lens.pool.modify(lambda x: tz.assoc(x
+                                                      , "issuanceStat"
+                                                      ,{"IssuanceBalance":1800}))

absbox/tests/regression/test_main.py

@@ -30,6 +30,9 @@ def listCloseTo(a,b,r=2):
     assert len(a) == len(b), f"Length not match {len(a)} {len(b)}"
     assert all([ closeTo(x,y,r)  for x,y in zip(a,b)]), f"List not match {a},{b}"
 
+def allEq(xs, x):
+    return all([ _ == x for _ in xs])
+
 def eqDataFrame(a,b, msg=""):
     """ Compare two DataFrame """
     assert a.shape == b.shape, f"Shape not match {a.shape} {b.shape}"
@@ -64,8 +67,9 @@ def setup_api():
 
 @pytest.mark.pool
 def test_01(setup_api):
-    r = setup_api.run(test01 , read=True , runAssump = [])
+    r = setup_api.run(test01 , read=True , runAssump = [("stop","2021-06-15")])
     assert r['pool']['flow'].keys() == {"PoolConsol"}
+    #assert r['pool']['flow']['PoolConsol']['Principal'].sum() == 2200.0
     assert r['pool']['flow']['PoolConsol'].to_records()[0][0]== '2021-04-15'
 
 
@@ -433,6 +437,7 @@ def test_trigger_chgBondRate(setup_api):
                     }
                     })
     r = setup_api.run(withTrigger , read=True ,runAssump = [("interest",("SOFR1Y",0.04))])
+    print(r['bonds']['A1'].rate.to_list())
     assert r['bonds']['A1'].rate.to_list() == [0.07, 0.12, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02]
 
 @pytest.mark.pool
@@ -614,15 +619,41 @@ def test_support_account(setup_api):
     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)
-#                                  ,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 } 
-
+@pytest.mark.dates 
+def test_dates_preClosing(setup_api):
+    preclosingDeal = test01
+    pDates = preclosingDeal.dates
+    bondNames = preclosingDeal.bonds & lens.Each()[0].collect()
+    r = setup_api.run(preclosingDeal,read=True)
+    
+    # test for preclosing date 
+    assert r['pool']['flow']['PoolConsol'].index[0] == pDates['closing']
+    assert allEq([ r['bonds'][b].index[0] for b in bondNames ],pDates['firstPay'])
+    
+@pytest.mark.dates 
+def test_dates_current(setup_api):
+    currentDeal = test07 
+    pDates = currentDeal.dates
+    bondNames = currentDeal.bonds & lens.Each()[0].collect()
+    r = setup_api.run(currentDeal,read=True)
+    # test for current date
+    assert r['pool']['flow']['PoolConsol'].index[0] == pDates['collect'][1]
+    assert allEq([ r['bonds'][b].index[0] for b in bondNames ],pDates['pay'][1])
+    
+@pytest.mark.dates
+def test_dates_custom(setup_api):
+    customDeal = test08 
+    pDates = customDeal.dates
+    bondNames = customDeal.bonds & lens.Each()[0].collect()
+    r = setup_api.run(customDeal,read=True)
+    # test for custom date
+    assert r['pool']['flow']['PoolConsol'].index.to_list() == [pDates['collect'][1]]+pDates['poolFreq'][1:]
+    assert allEq([ r['bonds'][b].index.to_list() for b in bondNames ],[pDates['pay'][1]]+pDates['payFreq'][1:])
+    
+    customDeal = test09
+    pDates = customDeal.dates
+    bondNames = customDeal.bonds & lens.Each()[0].collect()
+    r = setup_api.run(customDeal,read=True)
+    # test for custom date
+    assert r['pool']['flow']['PoolConsol'].index.to_list() == [pDates['closing']]+pDates['poolFreq'][1:]
+    assert allEq([ r['bonds'][b].index.to_list() for b in bondNames ],[pDates['firstPay']]+pDates['payFreq'][1:])

docs/source/conf.py

@@ -9,8 +9,7 @@
 copyright = '2025, Xiaoyu Zhang'
 author = 'Xiaoyu Zhang'
 
-release = "0.50.2"
-release = "0.50.2"
+release = "0.51.6"
 
 # -- General configuration
 
@@ -25,8 +24,6 @@
     'sphinxemoji.sphinxemoji',
     'sphinx.ext.graphviz',
     'sphinx_changelog',
-    #'autoapi.extension'
-    #'nbsphinx'
     'myst_nb',
     'sphinxcontrib.googleanalytics'
 ]
@@ -80,4 +77,4 @@
 epub_show_urls = 'footnote'
 
 
-googleanalytics_id = 'G-C0JWMTTLRN'
+googleanalytics_id = 'G-C0JWMTTLRN'

docs/source/modeling.rst

@@ -755,20 +755,41 @@ Custom Defined Dates(for payment holiday)
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 User are free to feed in a series of custom defined pool collection date / bond payment dates to accommodate holidays etc.
 
+For current deal
+
 .. code-block:: python
 
-   {"poolCollection":["2023-01-31","2023-02-28"...]
-   ,"distirbution":["2023-02-01","2023-03-01"...]
-   ,"cutoff":"2022-11-21"
-   ,"closing":"2023-01-01"}
+    {"collect":["2021-04-01","2021-06-01"]
+    ,"pay":["2021-04-26","2021-07-15"]
+    ,"stated":"2030-01-01"
+    ,"poolFreq":["CustomDate","2021-07-01","2021-08-01","2021-09-01","2021-10-01"]
+    ,"payFreq":["CustomDate","2021-08-15","2021-09-15","2021-10-15"]
+    }
+
+For preClosing deal 
+
+.. code-block:: python
+
+  {
+    "cutoff": "2021-03-01",
+    "closing": "2021-04-15",
+    "firstPay": "2021-07-26",
+    "payFreq": ["CustomDate","2021-08-15","2021-09-15","2021-10-15"],
+    "poolFreq": ["CustomDate","2021-07-01","2021-08-01","2021-09-01","2021-10-01"],
+    "stated": "2030-01-01",
+    }
+
 
 
 Custom Dates for waterfall
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+.. versionadded:: 0.41.3
 
 In examples below , the engine will pick a waterfall named ``custA`` on every first day of the month and ``custB`` on every quarter end.
 
-.. versionadded:: 0.41.3
+Make sure to include ``custA`` ``custB`` in the :ref:`Waterfall` section of the deal.
+
+
 
   .. code-block:: python
   
@@ -784,6 +805,25 @@ In examples below , the engine will pick a waterfall named ``custA`` on every fi
 .. note::
   User can generate a series of dates on his/her own and nudge the dates before/afterwards base on the holidays which are generated by `python-holidays <https://python-holidays.readthedocs.io/en/latest/>`_
 
+Automatically Accrue When Waterfall Begins
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+.. versionadded:: 0.51.6
+
+By default, fees/expenses will not accrue at begin of the waterfall. 
+
+User have to mannually accrue them in waterfall with ``calcFee, accrueAndPay, calcInt``
+
+To save the trouble ,all `fees` `bonds` will be auto accrued if prefix with a "accrue"
+
+.. code-block:: python
+
+    ,("accrue"
+      ,{"cutoff":"2021-03-01","closing":"2021-06-15"
+        ,"firstPay":"2021-07-26","firstCollect":"2021-06-30"
+        ,"payFreq":["DayOfMonth",20],"poolFreq":"MonthEnd"
+        ,"stated":"2030-01-01"}
+     )
+
 Deal Status 
 ----------------
 
@@ -835,6 +875,7 @@ Changing Deal Status
 
 * ``Trigger`` -> :ref:`Effects/Consequence of a trigger`
 * auto enter new status if it is a ``PreClosing`` status
+* via waterfall action :ref:`Change Deal Status`
 
 .. seealso::
 
@@ -2520,7 +2561,10 @@ It was modeled as a map, with key as identifier to distinguish different type of
 
 * Waterfall which being executed only once :
   
-  * ``"cleanUp"`` -> will be exectued *once* when deal is being clean up call
+  * ``"cleanUp"`` -> 
+    
+    * will be exectued *once* when deal is being clean up call
+    * will be exectued *once* when deal running till end
   * ``"closingDay"`` -> will be exectued *once* at the `Day of Closing` if deal status is `PreClosing` ( only valid for deals in `PreClosing` status)
 
 
@@ -4152,8 +4196,8 @@ Mannual fire a trigger
    :language: python
    :emphasize-lines: 72,78
 
-Waterfall
---------------
+Waterfall Examples
+---------------------
 
 Limit Principal Payment
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^

justfile

@@ -12,7 +12,7 @@ update-version version:
     sed -i "s/^release = .*/release = \"{{version}}\"/g"   docs/source/conf.py
     sed -i "s/^version = .*/version = \"{{version}}\"/g"   docs/source/conf.py
 
-tag version:
+tag env version:
     echo "Tagging"
     git add pyproject.toml setup.cfg
     git commit -m "bump version to-> < {{version}} >"
@@ -30,4 +30,8 @@ push-tag:
 
 push-code:
     echo "Pushing Code"
-    git push origin HEAD
+    git push origin HEAD
+
+live-doc:
+    echo "Live Doc"
+    sphinx-autobuild docs/source docs/build/html --open-browser --watch docs/source

pyproject.toml

@@ -58,7 +58,9 @@ minversion = "7.0"
 addopts = "-ra -q --color=yes  --import-mode=importlib"
 markers = [
     "pool","account","bond","fee","interest","collect","asset","performance",
-    "trigger","report","revolving","TB","analytics","dontrun","waterfall"
+    "trigger","report","revolving","TB","analytics","dontrun","waterfall",
+    "dates",
+
 ]
 
 
@@ -75,6 +77,7 @@ test = [
     "deepdiff",
     "ipykernel",
     "pytest-notebook",
+    "marimo",
 ]
 
 [tool.towncrier]