expose queryStmt / target balance fee

app/Main.hs

@@ -73,7 +73,7 @@ import qualified InterestRate as IR
 import qualified Stmt
 import qualified Triggers as TRG
 import qualified Revolving as RV
-import qualified Lib as Lib
+import qualified Lib
 import qualified Util as U
 
 

src/Accounts.hs

@@ -150,9 +150,6 @@ instance QueryByComment Account where
     queryStmt (Account _ _ _ _ (Just (Statement txns))) tc
       = filter (\x -> getTxnComment x == tc) txns
 
-    queryTxnAmt a tc 
-      = sum $ map getTxnAmt $ queryStmt a tc
-
 $(deriveJSON defaultOptions ''InterestInfo)
 $(deriveJSON defaultOptions ''ReserveAmount)
 $(deriveJSON defaultOptions ''Account)

src/Deal.hs

@@ -5,7 +5,7 @@
 {-# LANGUAGE GADTs #-}
 
 module Deal (run2,runPool2,getInits,runDeal,ExpectReturn(..)
-            ,calcDueFee,applicableAdjust,performAction,queryDeal
+            ,applicableAdjust,performAction,queryDeal
             ,setFutureCF,populateDealDates
             ,calcTargetAmount,updateLiqProvider
             ,projAssetUnion,priceAssetUnion,accrueLiqProvider
@@ -449,7 +449,7 @@ priceBonds t (AP.RunZSpread curve bond_prices)
 runDeal :: P.Asset a => TestDeal a -> ExpectReturn -> Maybe AP.ApplyAssumptionType-> Maybe AP.BondPricingInput
         -> (TestDeal a,Maybe CF.CashFlowFrame, Maybe [ResultComponent],Maybe (Map.Map String L.PriceResult))
 runDeal t _ assumps bpi =
-    (finalDeal, Just pcf, Just ((getRunResult finalDeal)++logs), bndPricing)  -- `debug` ("Run Deal"++show(name t) ++" Actions# >> "++ show (length ads)++"\n last log"++ show logs)
+    (finalDeal, Just pcf, Just ((getRunResult finalDeal)++logs), bndPricing) -- `debug` ("Run Deal"++show(name t))
   where
     (ads,pcf,rcurves,calls,revolvingAssump) = getInits t assumps -- `debug` ("runDeal init line") 
     (finalDeal,logs) = run2 (removePoolCf t) pcf (Just ads) (Just rcurves) calls revolvingAssump [] `debug` ("start status"++show (status t) )-- `debug` ("run2 rAssump>>"++show revolvingAssump++"1st Action"++ show (head ads)++"PCF size"++show (CF.sizeCashFlowFrame pcf))

src/Deal/DealAction.hs

@@ -211,6 +211,12 @@ calcDueFee t calcDay f@(F.Fee fn (F.NumFee p s amt) fs fd (Just _fdDay) fa lpd _
     baseCount = queryDealInt t (patchDateToStats calcDay s) calcDay
     newFeeDueAmt = fromRational $ mulBInt amt $ baseCount * periodGap -- `debug` ("amt"++show amt++">>"++show baseCount++">>"++show periodGap)
 
+calcDueFee t calcDay f@(F.Fee fn (F.TargetBalanceFee dsDue dsPaid) fs fd (Just _fdDay) fa lpd _)
+  = f { F.feeDue = dueAmt, F.feeDueDate = Just calcDay}
+    where
+      dsDueD = patchDateToStats d dsDue 
+      dsPaidD = patchDateToStats d dsPaid
+      dueAmt = max 0 $ (queryDeal t dsDueD) - (queryDeal t dsPaidD)
 
 updateLiqProvider :: P.Asset a => TestDeal a -> Date -> CE.LiqFacility -> CE.LiqFacility
 updateLiqProvider t d liq@(CE.LiqFacility _ liqType (Just curBal) curCredit _ _ _ mRate mPRate stmt) -- refresh available balance

src/Deal/DealQuery.hs

@@ -62,6 +62,9 @@ patchDateToStats d t
          Factor _ds r -> Factor (patchDateToStats d _ds) r
          UseCustomData n -> CustomData n d
          CurrentPoolBorrowerNum -> FutureCurrentPoolBorrowerNum d
+         FeeTxnAmt ns mCmt -> FeeTxnAmtBy d ns mCmt
+         BondTxnAmt ns mCmt -> BondTxnAmtBy d ns mCmt
+         AccTxnAmt ns mCmt -> AccTxnAmtBy d ns mCmt
          _ -> t
 
 
@@ -265,6 +268,43 @@ queryDeal t s =
                           filter (\x -> d == getDate x) txns
        in
           sum $ map ex stmts
+
+    FeeTxnAmtBy d fns mCmt -> 
+      let 
+        fees = Map.elems $ getFeeByName t (Just fns)
+      in  
+        case mCmt of 
+          Just cmt -> sum [ queryTxnAmtAsOf fee d cmt | fee <- fees ]
+          Nothing -> 
+            let 
+              _txn = concat [ getTxns (F.feeStmt fee) | fee <- fees ]
+            in 
+              sumTxn (beforeOnDate _txn d)
+
+    BondTxnAmtBy d bns mCmt -> 
+      let 
+        bnds = Map.elems $ getBondByName t (Just bns)
+      in 
+        case mCmt of
+          Just cmt -> sum [ queryTxnAmtAsOf bnd d cmt | bnd <- bnds ]
+          Nothing ->
+            let 
+              _txn = concat [ getTxns (L.bndStmt bnd) | bnd <- bnds ]
+            in 
+              sumTxn (beforeOnDate _txn d)
+
+    AccTxnAmtBy d ans mCmt -> 
+      let 
+        accs = Map.elems $ getAccountByName t (Just ans)
+      in 
+        case mCmt of
+          Just cmt -> sum [ queryTxnAmtAsOf acc d cmt | acc <- accs ]
+          Nothing ->
+            let 
+              _txn = concat [ getTxns (A.accStmt acc) | acc <- accs ]
+            in 
+              sumTxn (beforeOnDate _txn d)
+
 
     BondBalanceGapAt d bName -> 
         let 

src/Expense.hs

@@ -22,6 +22,7 @@ import GHC.Generics
 import Data.Fixed
 import Types
 import Util
+import qualified Stmt as S
 
 import Debug.Trace
 debug = flip trace
@@ -33,6 +34,7 @@ data FeeType = AnnualRateFee DealStats FormulaRate
              | FixFee Balance
              | RecurFee DatePattern Balance
              | NumFee DatePattern DealStats Amount
+             | TargetBalanceFee DealStats DealStats
              | FeeFlow Ts
              deriving (Show,Eq, Generic)
 
@@ -81,6 +83,10 @@ buildFeeAccrueAction (fee:fees) ed r =
     _
       -> buildFeeAccrueAction fees ed r
 
+instance S.QueryByComment Fee where 
+    queryStmt Fee{feeStmt = Nothing} tc = []
+    queryStmt Fee{feeStmt = Just (S.Statement txns)} tc
+      = filter (\x -> S.getTxnComment x == tc) txns
 
 
 $(deriveJSON defaultOptions ''FeeType)

src/Liability.hs

@@ -147,7 +147,7 @@ priceBond d rc b@(Bond bn _ (OriginalInfo obal od _ _) _ bal cr _ _ _ lastIntPay
                                       Nothing ->  (S.getTxnBalance fstTxn) + (S.getTxnPrincipal fstTxn) --  `debug` (show(getTxnBalance fstTxn))
                                                  where
                                                   fstTxn = head txns
-                                      Just _txn -> S.getTxnBalance _txn --  `debug` ("presentValue"++show presentValue++"Bond->"++bn)
+                                      Just _txn -> S.getTxnBalance _txn   -- `debug` ("presentValue"++show presentValue++"Bond->"++bn)
                   accruedInt = case _t of
                                   Nothing -> (fromIntegral (max 0 (T.diffDays d leftPayDay))/365) * (mulBI leftBal cr)
                                   Just _ -> 0  -- `debug` ("all txn"++show(_t))-- `debug` ("l day, right"++show(leftPayDay)++show(d)++show(T.diffDays leftPayDay d))
@@ -190,7 +190,7 @@ priceBond d rc b@(Bond bn _ (OriginalInfo obal od _ _) _ bal cr _ _ _ lastIntPay
                               in 
                                 b/presentValue -- `debug` "PRICING -D" -- `debug` ("B->"++show b++"PV"++show presentValue)
                 in 
-                  PriceResult presentValue (fromRational (100*(toRational presentValue)/(toRational obal))) (realToFrac wal) (realToFrac duration) (realToFrac convexity) accruedInt -- `debug` ("Convexity->"++ show convexity)
+                  PriceResult presentValue (fromRational (100*(toRational presentValue)/(toRational obal))) (realToFrac wal) (realToFrac duration) (realToFrac convexity) accruedInt  `debug` ("Obal->"++ show obal++"Rate>>"++ show (bndRate b))
   where 
     futureCf = filter (\x -> (S.getDate x) > d) txns
 
@@ -291,6 +291,10 @@ buildRateResetDates b sd ed
      (Floater _ _ dp _ _ _) -> genSerialDatesTill2 EE sd dp ed
      _ -> []
 
+instance S.QueryByComment Bond where 
+    queryStmt Bond{bndStmt = Nothing} tc = []
+    queryStmt Bond{bndStmt = Just (S.Statement txns)} tc
+      = filter (\x -> S.getTxnComment x == tc) txns
 
 $(deriveJSON defaultOptions ''InterestInfo)
 $(deriveJSON defaultOptions ''OriginalInfo)

src/Stmt.hs

@@ -8,7 +8,7 @@ module Stmt
    ,extractTxns,groupTxns,getTxns,getTxnComment,getTxnAmt,toDate,getTxnPrincipal,getTxnAsOf,getTxnBalance
    ,appendStmt,combineTxn,sliceStmt,getTxnBegBalance,getDate,getDates
    ,sliceTxns,TxnComment(..),QueryByComment(..)
-   ,weightAvgBalanceByDates,weightAvgBalance
+   ,weightAvgBalanceByDates,weightAvgBalance, sumTxn
    ,getFlow,FlowDirection(..), aggByTxnComment, Direction(..)
   )
   where
@@ -34,80 +34,6 @@ import qualified Data.Map as M
 import Debug.Trace
 debug = flip trace
 
-data Direction = Credit
-               | Debit
-               deriving (Show,Ord, Eq, Generic)
-
-data TxnComment = PayInt [BondName]
-                | PayYield BondName 
-                | PayPrin [BondName] 
-                | PayFee FeeName
-                | SeqPayFee [FeeName] 
-                | PayFeeYield FeeName
-                | Transfer AccName AccName 
-                | TransferBy AccName AccName Limit
-                | PoolInflow PoolSource
-                | LiquidationProceeds
-                | LiquidationSupport String
-                | LiquidationDraw
-                | LiquidationRepay
-                | LiquidationSupportInt Balance Balance
-                | BankInt
-                | Empty 
-                | Tag String
-                | UsingDS DealStats
-                | UsingFormula FormulaType
-                | SwapAccure
-                | SwapInSettle
-                | SwapOutSettle
-                | PurchaseAsset
-                | TxnDirection Direction
-                | TxnComments [TxnComment]
-                deriving (Eq, Show, Ord , Generic)
-
-instance ToJSON TxnComment where 
-  toJSON (PayInt bns ) = String $ T.pack $ "<PayInt:"++ concat bns ++ ">"
-  toJSON (PayYield bn ) = String $ T.pack $ "<PayYield:"++ bn ++">"
-  toJSON (PayPrin bns ) =  String $ T.pack $ "<PayPrin:"++ concat bns ++ ">"
-  toJSON (PayFee fn ) =  String $ T.pack $ "<PayFee:" ++ fn ++ ">"
-  toJSON (SeqPayFee fns) =  String $ T.pack $ "<SeqPayFee:"++ concat fns++">"
-  toJSON (PayFeeYield fn) =  String $ T.pack $ "<PayFeeYield:"++ fn++">"
-  toJSON (Transfer an1 an2) =  String $ T.pack $ "<Transfer:"++ an1 ++","++ an2++">"
-  toJSON (TransferBy an1 an2 limit) =  String $ T.pack $ "<TransferBy:"++ an1 ++","++ an2++","++show limit++">"
-  toJSON (PoolInflow ps) =  String $ T.pack $ "<PoolInflow:"++ show ps++">"
-  toJSON LiquidationProceeds =  String $ T.pack $ "<Liquidation>"
-  toJSON (UsingDS ds) =  String $ T.pack $ "<DS:"++ show ds++">"
-  toJSON (UsingFormula fm) =  String $ T.pack $ "<Formula:"++ show fm++">"
-  toJSON BankInt =  String $ T.pack $ "<BankInterest:>"
-  toJSON Empty =  String $ T.pack $ "" 
-  toJSON (TxnComments tcms) = Array $ V.fromList $ map toJSON tcms
-  toJSON (LiquidationSupport source) = String $ T.pack $ "<Support:"++source++">"
-  toJSON (LiquidationSupportInt b1 b2) =  String $ T.pack $ "<SupportExp:(Int:"++ show b1 ++ ",Fee:" ++ show b2 ++")>"
-  toJSON LiquidationDraw = String $ T.pack $ "<Draw:>"
-  toJSON LiquidationRepay = String $ T.pack $ "<Repay:>"
-  toJSON SwapAccure = String $ T.pack $ "<Accure:>"
-  toJSON SwapInSettle = String $ T.pack $ "<SettleIn:>"
-  toJSON SwapOutSettle = String $ T.pack $ "<SettleOut:>"
-  toJSON PurchaseAsset = String $ T.pack $ "<PurchaseAsset:>"
-  toJSON (TxnDirection dr) = String $ T.pack $ "<TxnDirection:"++show dr++">"
-
-instance FromJSON TxnComment where
-    parseJSON = withText "Empty" parseTxn
-
-parseTxn :: T.Text -> Parser TxnComment 
-parseTxn "" = return Empty 
-parseTxn "<BankInt>" = return BankInt
-parseTxn t = case tagName of 
-  "Transfer" -> let 
-                  sv = T.splitOn (T.pack ",") $ T.pack contents
-                in 
-                  return $ Transfer (T.unpack (head sv)) (T.unpack (sv!!1))
-  where 
-      pat = "<(\\S+):(\\S+)>"::String
-      sr = (T.unpack t =~ pat)::[[String]]
-      tagName =  head sr!!1::String
-      contents = head sr!!2::String
-
 type DueInt = Maybe Balance
 type DuePremium =  Maybe Balance
 
@@ -286,8 +212,18 @@ instance TimeSeries Txn where
 
 class QueryByComment a where 
     queryStmt :: a -> TxnComment -> [Txn]
+    queryStmtAsOf :: a -> Date -> TxnComment -> [Txn]
+    queryStmtAsOf a d tc =  [ txn | txn <- queryStmt a tc, getDate txn <= d]
     queryTxnAmt :: a -> TxnComment -> Balance
-
+    queryTxnAmt a tc = sum $ map getTxnAmt $ queryStmt a tc
+    queryTxnAmtAsOf :: a -> Date -> TxnComment -> Balance 
+    queryTxnAmtAsOf a d tc =  sum $ getTxnAmt <$> queryStmtAsOf a d tc
+-- queryTxn :: [Txn] -> TxnComment -> [Txn]
+-- queryTxn txns comment = [ txn | txn <- txns, getTxnComment txn == comment]
+-- 
+-- queryTxnAmt :: [Txn] -> TxnComment -> Balance
+-- queryTxnAmt txns comment 
+--   = sum $ geTxnAmt <$> queryTxn txns comment
 
 $(deriveJSON defaultOptions ''Txn)
 $(deriveJSON defaultOptions ''Statement)