0.41.x (#245)

* fix : order of pay sequence when remain amt is 0 * add cmt * Fix on step up & floater bond * add asset-assumption mismatch error * refactor on PDL * expose query LedgerBalanceBy * fix ledger query by direction always return positive * remove legacy DealQuery * Add utils * patch dates to Errors * expose changeStatus action * Ensure result of <limit> is above zero * update validation on liqSupport
yellowbean · Dec 12, 2024 · a13ce3b · a13ce3b
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diff --git a/.github/workflows/docker-image-dev-by-tag.yml b/.github/workflows/docker-image-dev-by-tag.yml
@@ -27,11 +27,13 @@ jobs:
 
       - name: Extract metadata (tags, labels) for Docker
         id: meta
-        uses: docker/metadata-action@9ec57ed1fcdbf14dcef7dfbe97b2010124a938b7
+        uses: docker/metadata-action@v5
         with:
           images: yellowbean/hastructure
           tags: |
-            type=raw,value=latest,enable=${{ github.ref == format('refs/heads/{0}', 'master') }}
+            type=match,pattern=(a\d+.\d+.\d+),group=1
+          flavor: |
+            latest=false 
           
       - name: 'Cleanup build folder'
         run: |

diff --git a/.github/workflows/docker-image.yml b/.github/workflows/docker-image.yml
@@ -135,7 +135,7 @@ jobs:
 
       - name: Extract metadata (tags, labels) for Docker
         id: meta
-        uses: docker/metadata-action@9ec57ed1fcdbf14dcef7dfbe97b2010124a938b7
+        uses: docker/metadata-action@v5
         with:
           images: yellowbean/hastructure
 

diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -3,17 +3,28 @@
 <!-- towncrier release notes start -->
 
 
+## 0.40.9
+### 2024-12-11
+* ENHANCE:  Ensure <limit> always return positive ,otherwise engine will throw error
+* NEW: add new action  `changeStatus` in waterfall, with optional `Pre` as condition to trigger the status change
+
+
+## 0.40.6
+### 2024-12-06 
+* NEW: new formula `ledgerBalanceBy`, which return either `Credit` or `Debit` balance of a ledger
+* FIX: step-up coupon bond which has a floater index will increase forever
+* ENHANCE: refactor on `PDL` book type.
+
+
 ## 0.40.1
 ### 2024-11-05
 * NEW: break changes on API ,now the engine is able to throw out error message instead of just hanging.
 
 
 ## 0.31.0
-
 ### 2024-11-05
 * NEW: new Call options assumption ,which specifies `dates` to be tested
-* NEW: 
-* ENHANCE: transform financial report to a Tree from a Table
+* ENHANCE: transform financial report to a `Tree` from a `Table`
 
 ## 0.30.5
 ### 2024-11-02

diff --git a/Hastructure.cabal b/Hastructure.cabal
@@ -1,11 +1,11 @@
 cabal-version: 1.12
 
--- This file has been generated from package.yaml by hpack version 0.36.0.
+-- This file has been generated from package.yaml by hpack version 0.37.0.
 --
 -- see: https://github.com/sol/hpack
 
 name:           Hastructure
-version:        0.26.5
+version:	 0.40.11
 description:    Please see the README on GitHub at <https://github.com/yellowbean/Hastructure#readme>
 category:       StructuredFinance;Securitisation;Cashflow
 homepage:       https://github.com/yellowbean/Hastructure#readme
@@ -18,7 +18,7 @@ license-file:   LICENSE
 build-type:     Simple
 extra-source-files:
     README.md
-    ChangeLog.md
+    CHANGELOG.md
 
 source-repository head
   type: git

diff --git a/app/Main.hs b/app/Main.hs
@@ -92,11 +92,11 @@ import qualified DateUtil as DU
 
 import Data.Scientific (fromRationalRepetend,formatScientific, Scientific,FPFormat(Fixed))
 import Control.Lens
-import Debug.Trace
 import qualified Types as W
 import Cashflow (patchCumulative)
 
 
+import Debug.Trace
 debug = flip Debug.Trace.trace
 
 
@@ -115,7 +115,7 @@ $(deriveJSON defaultOptions ''Version)
 instance ToSchema Version
 
 version1 :: Version 
-version1 = Version "0.40.1"
+version1 = Version "0.40.11"
 
 
 
@@ -304,7 +304,7 @@ wrapRun (PDeal d) mAssump mNonPerfAssump
       (_d,_pflow,_rs,_p) <- D.runDeal d D.DealPoolFlowPricing mAssump mNonPerfAssump
       return (PDeal _d,_pflow,_rs,_p)
 
-wrapRun x _ _ = error $ "RunDeal Failed ,due to unsupport deal type "++ show x
+wrapRun x _ _ = Left $ "RunDeal Failed ,due to unsupport deal type "++ show x
 
 
 data PoolTypeWrap = LPool (DB.PoolType AB.Loan)
@@ -337,7 +337,7 @@ wrapRunPoolType (FPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.No
 wrapRunPoolType (VPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
 wrapRunPoolType (PPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
 wrapRunPoolType (UPool pt) assump mRates = D.runPoolType pt assump $ Just (AP.NonPerfAssumption{AP.interest = mRates})
-wrapRunPoolType x _ _ = error $ "RunPool Failed ,due to unsupport pool type "++ show x
+wrapRunPoolType x _ _ = Left $ "RunPool Failed ,due to unsupport pool type "++ show x
 
 
 data RunAssetReq = RunAssetReq Date [AB.AssetUnion] (Maybe AP.ApplyAssumptionType) (Maybe [RateAssumption]) (Maybe PricingMethod)

diff --git a/package.yaml b/package.yaml
@@ -1,5 +1,5 @@
 name:                Hastructure
-version:	0.26.5
+version:	 0.40.11
 github:              "yellowbean/Hastructure"
 license:             BSD3
 author:              "Xiaoyu"
@@ -8,7 +8,7 @@ copyright:           "2024 Xiaoyu, Zhang"
 
 extra-source-files:
 - README.md
-- ChangeLog.md
+- CHANGELOG.md
 
 # Metadata used when publishing your package
 # synopsis:            Short description of your package

diff --git a/src/Accounts.hs b/src/Accounts.hs
@@ -98,11 +98,10 @@ depositInt ed a@(Account bal _ (Just intType) _ stmt)
             newStmt = appendStmt stmt newTxn
 
 -- | move cash from account A to account B
-transfer :: Account -> Amount -> Date -> Account -> (Account, Account)
-transfer sourceAcc@(Account sBal san _ _ sStmt)
-         amount
+transfer :: (Account,Account) -> Date -> Amount -> (Account, Account)
+transfer (sourceAcc@(Account sBal san _ _ sStmt), targetAcc@(Account tBal tan _ _ tStmt))
          d
-         targetAcc@(Account tBal tan _ _ tStmt)
+         amount
   = (sourceAcc {accBalance = newSBal, accStmt = sourceNewStmt}
     ,targetAcc {accBalance = newTBal, accStmt = targetNewStmt})
   where
@@ -121,7 +120,9 @@ deposit amount d source acc@(Account bal _ _ _ maybeStmt)  =
 
 -- | draw cash from account with a comment
 draw :: Amount -> Date -> TxnComment -> Account -> Account
-draw amount = deposit (- amount) 
+draw amount d txn acc@Account{ accBalance = bal ,accName = an} 
+  | bal >= amount = deposit (- amount) d txn acc  
+  | otherwise = error  $ "Date:"++ show d ++" Failed to draw "++ show amount ++" from account" ++ an
 
 -- | draw cash from account with a comment,return shortfall and acccount 
 tryDraw :: Amount -> Date -> TxnComment -> Account -> ((Amount,Amount),Account)

diff --git a/src/AssetClass/AssetCashflow.hs b/src/AssetClass/AssetCashflow.hs
@@ -84,7 +84,7 @@ applyHaircut (Just A.ExtraStress{A.poolHairCut = Just haircuts}) (CF.CashFlowFra
 patchPrepayPenaltyFlow :: (Int,Maybe PrepayPenaltyType) -> CF.CashFlowFrame -> CF.CashFlowFrame
 patchPrepayPenaltyFlow (ot,mPpyPen) mflow@(CF.CashFlowFrame st trs) 
   = let 
-      (startDate,endDate) = CF.getDateRangeCashFlowFrame mflow
+      --(startDate,endDate) = CF.getDateRangeCashFlowFrame mflow
       prepaymentFlow = CF.mflowPrepayment <$> trs
       flowSize = CF.sizeCashFlowFrame mflow
     in 

diff --git a/src/AssetClass/Installment.hs b/src/AssetClass/Installment.hs
@@ -175,6 +175,8 @@ instance Asset Installment where
   projCashflow inst@(Installment _ cb rt (Defaulted Nothing)) asOfDay assumps _
     = Right $ (CF.CashFlowFrame (cb, asOfDay, Nothing) $ [CF.LoanFlow asOfDay cb 0 0 0 0 0 0 (getOriginRate inst) Nothing],Map.empty)
 
+  projCashflow a b c d = Left $ "Failed to match when proj mortgage with assumption >>" ++ show a ++ show b ++ show c ++ show d
+
   splitWith (Installment (LoanOriginalInfo ob or ot p sd _type _obligor) cb rt st) rs
     = [ Installment (LoanOriginalInfo (mulBR ob ratio) or ot p sd _type _obligor) (mulBR cb ratio) rt st | ratio <- rs ]
 

diff --git a/src/AssetClass/Lease.hs b/src/AssetClass/Lease.hs
@@ -239,6 +239,8 @@ instance Asset Lease where
         begBal = CF.buildBegBal allTxns
 
 
+    projCashflow a b c d = Left $ "Failed to match when proj lease with assumption >>" ++ show a ++ show b ++ show c ++ show d
+
     getCurrentBal l = case l of 
                         StepUpLease _ _ bal _ _ -> bal
                         RegularLease _ bal _ _-> bal

diff --git a/src/AssetClass/Loan.hs b/src/AssetClass/Loan.hs
@@ -166,7 +166,7 @@ instance Asset Loan where
   projCashflow m@(PersonalLoan (LoanOriginalInfo ob or ot p sd prinPayType _) cb cr rt (Defaulted Nothing)) asOfDay assumps _
     = Right $ (CF.CashFlowFrame (cb,asOfDay,Nothing) [CF.LoanFlow asOfDay 0 0 0 0 0 0 0 cr Nothing],Map.empty)
 
-  projCashflow a b c d = Left $ "failed to match projCashflow"++show a++show b++show c++show d
+  projCashflow a b c d = Left $ "failed to match projCashflow for Loan "++show a++show b++show c++show d
 
   splitWith l@(PersonalLoan (LoanOriginalInfo ob or ot p sd prinPayType obr) cb cr rt st) rs
     = [ PersonalLoan (LoanOriginalInfo (mulBR ob ratio) or ot p sd prinPayType obr) (mulBR cb ratio) cr rt st | ratio <- rs ]
diff --git a/src/AssetClass/ProjectedCashFlow.hs b/src/AssetClass/ProjectedCashFlow.hs
@@ -194,6 +194,8 @@ instance Ast.Asset ProjectedCashflow where
           Right $ (foldl CF.combine fixedCashFlow floatedCashFlow, Map.empty)
           --(fixedCashFlow, Map.empty)
 
+    projCashflow a b c d = Left $ "Failed to match when proj projected flow with assumption >>" ++ show a ++ show b ++ show c ++ show d
+
     getBorrowerNum f = 0
 
     splitWith f rs = [f]

diff --git a/src/AssetClass/Receivable.hs b/src/AssetClass/Receivable.hs
@@ -163,3 +163,5 @@ instance Asset Receivable where
 
       txns = [initTxn, CF.ReceivableFlow payDate 0 0 principal feePaid defaultAmt 0 realizedLoss Nothing]
       (futureTxns,historyM) = CF.cutoffTrs asOfDay $ txns++(buildRecoveryCfs payDate defaultAmt amr) -- `debug` ("recovery flow"++ show (buildRecoveryCfs payDate defaultAmt amr))
+
+  projCashflow a b c d = Left $ "Failed to match when proj receivable with assumption >>" ++ show a ++ show b ++ show c ++ show d
diff --git a/src/Cashflow.hs b/src/Cashflow.hs
@@ -3,17 +3,17 @@
 
 module Cashflow (CashFlowFrame(..),Principals,Interests,Amount
                 ,combine,mergePoolCf,sumTsCF,tsSetDate,tsSetLoss,tsSetRecovery
-                ,sizeCashFlowFrame,aggTsByDates, getTsCashFlowFrame
+                ,sizeCashFlowFrame,aggTsByDates
                 ,mflowInterest,mflowPrincipal,mflowRecovery,mflowPrepayment
                 ,mflowRental,mflowRate,sumPoolFlow,splitTrs,aggregateTsByDate
                 ,mflowDefault,mflowLoss,mflowDate
-                ,getSingleTsCashFlowFrame,getDatesCashFlowFrame,getDateRangeCashFlowFrame
+                ,getSingleTsCashFlowFrame,getDatesCashFlowFrame
                 ,lookupSource,lookupSourceM,combineTss
                 ,mflowBalance,mflowBegBalance,tsDefaultBal
                 ,mflowBorrowerNum,mflowPrepaymentPenalty
                 ,emptyTsRow,mflowAmortAmount
                 ,tsTotalCash, setPrepaymentPenalty, setPrepaymentPenaltyFlow
-                ,getDate,getTxnLatestAsOf
+                ,getDate,getTxnLatestAsOf,totalPrincipal
                 ,mflowWeightAverageBalance
                 ,addFlowBalance,totalLoss,totalDefault,totalRecovery,firstDate
                 ,shiftCfToStartDate,cfInsertHead,buildBegTsRow,insertBegTsRow
@@ -221,14 +221,12 @@ instance Show CashFlowFrame where
 sizeCashFlowFrame :: CashFlowFrame -> Int
 sizeCashFlowFrame (CashFlowFrame _ ts) = length ts
 
-getTsCashFlowFrame :: CashFlowFrame -> [TsRow]
-getTsCashFlowFrame (CashFlowFrame _ ts) = ts
-
 getDatesCashFlowFrame :: CashFlowFrame -> [Date]
 getDatesCashFlowFrame (CashFlowFrame _ ts) = getDates ts
 
-getDateRangeCashFlowFrame :: CashFlowFrame -> (Date,Date)
-getDateRangeCashFlowFrame (CashFlowFrame _ trs) = (getDate (head trs), getDate (last trs))
+-- getDateRangeCashFlowFrame :: CashFlowFrame -> (Date,Date) --TODO what if it is empty ? 
+-- getDateRangeCashFlowFrame (CashFlowFrame _ [tr]) = (getDate tr, getDate tr)
+-- getDateRangeCashFlowFrame (CashFlowFrame _ trs) = (getDate (head trs), getDate (last trs))
 
 getBegBalCashFlowFrame :: CashFlowFrame -> Balance
 getBegBalCashFlowFrame (CashFlowFrame _ []) = 0
@@ -825,6 +823,9 @@ totalDefault (CashFlowFrame _ rs) = sum $ mflowDefault <$> rs
 totalRecovery :: CashFlowFrame -> Balance
 totalRecovery (CashFlowFrame _ rs) = sum $ mflowRecovery <$> rs
 
+totalPrincipal :: CashFlowFrame -> Balance
+totalPrincipal (CashFlowFrame _ rs) = sum $ mflowPrincipal <$> rs
+
 -- ^ merge two cashflow frame but no patching beg balance
 mergePoolCf :: CashFlowFrame -> CashFlowFrame -> CashFlowFrame
 mergePoolCf cf (CashFlowFrame _ []) = cf
@@ -1187,5 +1188,7 @@ txnCumulativeStats = lens getter setter
     setter x _ = x
 
 
+
+
 $(deriveJSON defaultOptions ''TsRow)
 $(deriveJSON defaultOptions ''CashFlowFrame)
Original file line number	Diff line number	Diff line change
Expand Up		@@ -163,3 +163,5 @@ instance Asset Receivable where

		txns = [initTxn, CF.ReceivableFlow payDate 0 0 principal feePaid defaultAmt 0 realizedLoss Nothing]
		(futureTxns,historyM) = CF.cutoffTrs asOfDay $ txns++(buildRecoveryCfs payDate defaultAmt amr) -- `debug` ("recovery flow"++ show (buildRecoveryCfs payDate defaultAmt amr))

		projCashflow a b c d = Left $ "Failed to match when proj receivable with assumption >>" ++ show a ++ show b ++ show c ++ show d