0.23.4 compatible release (#126)

* expose bond pay shortcut
* expose bond pay int shortcut
* add conditional support
* add Do Nothing on trigger effects
* expose PayFeeBySeq
* fix irr
* add support draw
* update wkflow

---------

Co-authored-by: yellowbean <always.zhang@gmail>

.github/workflows/docker-image.yml

@@ -1,16 +1,15 @@
 name: Docker Image CI
 
 on:
-  push:
-    tags:
-      - 'v*'
+  pull_request:
+    types:
+      - closed
 
 jobs:
-
-  build:
+  if_merged:
+    if: github.event.pull_request.merged
 
     runs-on: ubuntu-latest
-
     steps:
       -
         name: Set up QEMU
@@ -42,4 +41,4 @@ jobs:
           push: true
           tags: ${{ secrets.DOCKER_HUB_USERNAME }}/hastructure:dev
           cache-from: type=registry,ref=${{ secrets.DOCKER_HUB_USERNAME }}/hastructure:buildcache
-          cache-to: type=registry,ref=${{ secrets.DOCKER_HUB_USERNAME }}/hastructure:buildcache,mode=max          
+          cache-to: type=registry,ref=${{ secrets.DOCKER_HUB_USERNAME }}/hastructure:buildcache,mode=max

app/Main.hs

@@ -93,7 +93,7 @@ $(deriveJSON defaultOptions ''Version)
 instance ToSchema Version
 
 version1 :: Version 
-version1 = Version "0.23.3"
+version1 = Version "0.23.4"
 
 data PoolType = MPool (P.Pool AB.Mortgage)
               | LPool (P.Pool AB.Loan)

src/CreditEnhancement.hs

@@ -13,7 +13,6 @@ module CreditEnhancement
 import qualified Data.Text as T
 import qualified Data.Time as Time
 import qualified Data.Map as Map
-import qualified InterestRate as IR
 import GHC.Generics
 import Language.Haskell.TH
 import Data.Aeson hiding (json)

src/Deal.hs

@@ -223,6 +223,7 @@ runEffects t@TestDeal{accounts = accMap, fees = feeMap } d te
       DoAccrueFee fns -> t {fees = foldr (Map.adjust (calcDueFee t d)) feeMap fns}  
       ChangeReserveBalance accName rAmt ->
           t {accounts = Map.adjust (A.updateReserveBalance rAmt) accName accMap }        
+      DoNothing -> t
       _ -> error $ "Failed to match trigger effects: "++show te
 
 -- ^ test trigger and add a log if deal status changed

src/Liability.hs

@@ -123,10 +123,10 @@ data Bond = Bond {
 } deriving (Show, Eq, Generic)
 
 consolStmt :: Bond -> Bond
+consolStmt b@Bond{bndName = bn, bndStmt = Nothing} = b 
 consolStmt b@Bond{bndName = bn, bndStmt = Just (S.Statement (txn:txns))}
   =  b {bndStmt = Just (S.Statement (reverse (foldl S.consolTxn [txn] txns)))} 
 
-consolStmt b@Bond{bndName = bn, bndStmt = Nothing} = b 
 
 payInt :: Date -> Amount -> Bond -> Bond
 payInt d 0 bnd@(Bond bn bt oi iinfo _ 0 r 0 0 dueIntDate lpayInt lpayPrin stmt) = bnd
@@ -239,14 +239,15 @@ calcBondYield d cost b@(Bond _ _ _ _ _ _ _ _ _ _ _ _ (Just (S.Statement txns)))
    where
      cashflows = [ TsPoint (S.getDate txn) (S.getTxnAmt txn)  | txn <- txns ]
 
+-- ^ backout interest due for a Yield Maintainace type bond
 backoutDueIntByYield :: Date -> Bond -> Balance
 backoutDueIntByYield d b@(Bond _ _ (OriginalInfo obal odate _ _) (InterestByYield y) _ currentBalance  _ _ _ _ _ _ stmt)
-  = proj_fv - fvs - currentBalance -- `debug` ("Date"++ show d ++"FV->"++show proj_fv++">>"++show fvs++">>cb"++show currentBalance)
+  = projFv - fvs - currentBalance  -- `debug` ("Date"++ show d ++"FV->"++show projFv++">>"++show fvs++">>cb"++show currentBalance)
     where
-     proj_fv = fv2 y odate d obal 
-     fvs = sum $ [ fv2 y d (fst cf) (snd cf)  | cf <- cashflows ]
+     projFv = fv2 y odate d obal 
+     fvs = sum $ [ fv2 y cfDate d cfAmt  | (cfDate,cfAmt) <- cashflows ] -- `debug` (show d ++ ":CFS"++ show cashflows)
      cashflows = case stmt of
-                   Just (S.Statement txns) -> [ ((S.getDate txn),(S.getTxnAmt txn))  | txn <- txns ]
+                   Just (S.Statement txns) -> [ ((S.getDate txn),(S.getTxnAmt txn))  | txn <- txns ] -- `debug` (show d ++":TXNS"++ show txns)
                    Nothing -> []
 
 

src/Stmt.hs

@@ -2,6 +2,7 @@
 {-# LANGUAGE TemplateHaskell #-}
 {-# LANGUAGE DeriveGeneric #-}
 {-# LANGUAGE QuasiQuotes #-}
+{-# LANGUAGE InstanceSigs #-}
 
 module Stmt
   (Statement(..),Txn(..)
@@ -179,6 +180,7 @@ getFlow comment =
       SwapInSettle -> Inflow
       SwapOutSettle -> Outflow
       PurchaseAsset -> Outflow
+      SupportDraw -> Noneflow
       TxnComments cmts -> 
         let 
           directionList = getFlow <$> cmts 
@@ -193,12 +195,12 @@ getFlow comment =
       _ -> error ("Missing in GetFlow >> "++ show comment)
 
 instance Ord Txn where
+  compare :: Txn -> Txn -> Ordering
   compare (BondTxn d1 _ _ _ _ _ _ ) (BondTxn d2 _ _ _ _ _ _ ) = compare d1 d2
   compare (AccTxn d1 _ _ _ ) (AccTxn d2 _ _ _  ) = compare d1 d2
 
 instance Eq Txn where
-  (BondTxn d1 _ _ _ _ _ _ ) == (BondTxn d2 _ _ _ _ _ _ )
-    = d1 == d2
+  (BondTxn d1 _ _ _ _ _ _ ) == (BondTxn d2 _ _ _ _ _ _ ) = d1 == d2
 
 instance TimeSeries Txn where 
   getDate (BondTxn t _ _ _ _ _ _ ) = t

src/Triggers.hs

@@ -33,6 +33,7 @@ data TriggerEffect = DealStatusTo DealStatus                    -- ^ change deal
                    | IssueBonds [L.Bond] AccountName            -- ^ issue new bonds and deposit proceeds to account
                    | BuyAsset AccountName PricingMethod         -- ^ buy asset from the assumption using funds from account
                    | TriggerEffects [TriggerEffect]             -- ^ a combination of effects above
+                   | DoNothing                                  -- ^ do nothing
                    deriving (Show, Eq, Generic)
 
 data Trigger = Trigger {

src/Types.hs

@@ -308,6 +308,7 @@ data TxnComment = PayInt [BondName]
                 | LiquidationRepay
                 | LiquidationSupportInt Balance Balance
                 | BankInt
+                | SupportDraw
                 | Empty 
                 | Tag String
                 | UsingDS DealStats
@@ -344,6 +345,7 @@ instance ToJSON TxnComment where
   toJSON SwapOutSettle = String $ T.pack $ "<SettleOut:>"
   toJSON PurchaseAsset = String $ T.pack $ "<PurchaseAsset:>"
   toJSON (TxnDirection dr) = String $ T.pack $ "<TxnDirection:"++show dr++">"
+  toJSON SupportDraw = String $ T.pack $ "<SupportDraw:>"
 
 instance FromJSON TxnComment where
     parseJSON = withText "Empty" parseTxn

src/Waterfall.hs

@@ -59,25 +59,30 @@ data BookType = PDL DealStats [(LedgerName,DealStats)] -- Reverse PDL Debit refe
 data ExtraSupport = SupportAccount AccountName (Maybe BookType)  -- ^ if there is deficit, draw another account to pay the shortfall
                   | SupportLiqFacility LiquidityProviderName     -- ^ if there is deficit, draw facility's available credit to pay the shortfall
                   | MultiSupport [ExtraSupport]                  -- ^ if there is deficit, draw multiple supports (by sequence in the list) to pay the shortfall
+                  | WithCondition Pre ExtraSupport               -- ^ support only available if Pre is true
                   deriving (Show,Generic)
 
 data Action = Transfer (Maybe Limit) AccountName AccountName (Maybe TxnComment)
             -- Fee
             | CalcFee [FeeName]                                                            -- ^ calculate fee due amount in the fee names
             | PayFee (Maybe Limit) AccountName [FeeName] (Maybe ExtraSupport)              -- ^ pay fee with cash from account with optional limit or extra support
+            | PayFeeBySeq (Maybe Limit) AccountName [FeeName] (Maybe ExtraSupport)              -- ^ pay fee with cash from account with optional limit or extra support
             | CalcAndPayFee (Maybe Limit) AccountName [FeeName] (Maybe ExtraSupport)       -- ^ combination of CalcFee and PayFee
             | PayFeeResidual (Maybe Limit) AccountName FeeName                             -- ^ pay fee regardless fee due amount
             -- Bond - Interest
             | CalcBondInt [BondName]                                                       -- ^ calculate interest due amount in the bond names
             | PayInt (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport)             -- ^ pay interest with cash from the account with optional limit or extra support
+            | PayIntBySeq (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport)        -- ^ with sequence
             | AccrueAndPayInt (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport)    -- ^ combination of CalcInt and PayInt
+            | AccrueAndPayIntBySeq (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport) -- ^ with sequence
             | PayIntResidual (Maybe Limit) AccountName BondName                            -- ^ pay interest to bond regardless interest due
             -- | PayTillYield AccountName [BondName]
             -- Bond - Principal
             | PayPrin (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport)             -- ^ pay principal to bond via pro-rata
             | PayPrinBySeq (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport)        -- ^ pay principal to bond via sequence
             | PayPrinResidual AccountName [BondName]                                        -- ^ pay principal regardless predefined balance schedule
-            -- | PayPrinBy Limit AccountName BondName
+            | PayIntPrinBySeq (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport)     -- ^ pay int & prin to bonds sequentially
+            | AccrueAndPayIntPrinBySeq (Maybe Limit) AccountName [BondName] (Maybe ExtraSupport) 
             -- Pool/Asset change
             | BuyAsset (Maybe Limit) PricingMethod AccountName                              -- ^ buy asset from revolving assumptions using funds from account
             | LiquidatePool PricingMethod AccountName                                       -- ^ sell all assets and deposit proceeds to account