add new date vector generation method NO_IE

yellowbean · Aug 11, 2023 · 6fd9e3a · 6fd9e3a
1 parent 776b067
commit 6fd9e3a
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Showing 4 changed files with 21 additions and 3 deletions.
diff --git a/src/Types.hs b/src/Types.hs
@@ -483,7 +483,7 @@ data Ts = FloatCurve [TsPoint Rational]
         | PricingCurve [TsPoint Rational] 
         deriving (Show,Eq,Ord,Read,Generic)
 
-data RangeType = II | IE | EI | EE
+data RangeType = II | IE | EI | EE | NO_IE
 data CutoffType = Inc | Exc
 
 data BookItem = Item String Balance 

diff --git a/src/Util.hs b/src/Util.hs
@@ -29,6 +29,7 @@ import Text.Printf
 import Control.Exception
 
 import Debug.Trace
+import Data.Time (addDays)
 debug = flip trace
 
 mulBR :: Balance -> Rate -> Centi
@@ -242,7 +243,7 @@ genSerialDatesTill sd ptn ed
               YearFirst->  div cdM 12
               MonthDayOfYear _m _d -> div cdM 12 -- T.MonthOfYear T.DayOfMonth
               DayOfMonth _d -> cdM -- T.DayOfMonth 
-              CustomDate ds -> 2 + (toInteger $ length ds)
+              CustomDate ds -> 2 + toInteger (length ds)
               EveryNMonth _d _n -> div cdM (toInteger _n)
               -- DayOfWeek Int -> -- T.DayOfWeek 
 
@@ -257,6 +258,7 @@ genSerialDatesTill2 rt sd dp ed
       (IE,False) -> sd:_r 
       (EE,True) -> tail _r 
       (EE,False) -> _r 
+      (NO_IE,_) -> genSerialDatesTill2 rt sd dp (addDays 1 ed)
     where 
       _r = case dp of 
              AllDatePattern dps -> concat [ genSerialDatesTill sd _dp ed | _dp <- dps ]

diff --git a/test/UT/AccountTest.hs b/test/UT/AccountTest.hs
@@ -69,7 +69,7 @@ reserveAccTest =
     acc1 = Account 200 "A1" Nothing (Just (PctReserve CurrentPoolBalance 0.01)) Nothing
     acc2 = Account 150 "A2" Nothing (Just (FixReserve 210)) Nothing
     accMap = Map.fromList [("A1",acc1),("A2",acc2)]
-    testCFs = CF.CashFlowFrame $
+    testCFs = CF.CashFlowFrame
                [CF.MortgageFlow (toDate "20220601") 150 20 10 0 0 0 0 0 Nothing
                ,CF.MortgageFlow (toDate "20220701") 130 20 10 0 0 0 0 0 Nothing
                ,CF.MortgageFlow (toDate "20220801") 110 20 10 0 0 0 0 0 Nothing

diff --git a/test/UT/UtilTest.hs b/test/UT/UtilTest.hs
@@ -361,6 +361,22 @@ dateVectorPatternTest =
            (OffsetBy 
              (CustomDate [toDate "20230202", toDate "20230909"]) 2)
            (toDate "20230910"))
+    , testCase "No Inclusive or Exclusive" $
+        assertEqual "1"
+        (toDates ["20230831","20230930","20231031"])
+        (genSerialDatesTill2 NO_IE (toDate "20230810") MonthEnd (toDate "20231031") )
+    , testCase "No Inclusive or Exclusive" $
+        assertEqual "2"
+        (toDates ["20230831","20230930"])
+        (genSerialDatesTill2 NO_IE (toDate "20230810") MonthEnd (toDate "20231030") )
+    , testCase "No Inclusive or Exclusive" $
+        assertEqual "3"
+        (toDates ["20230831","20230930","20231031"])
+        (genSerialDatesTill2 NO_IE (toDate "20230831") MonthEnd (toDate "20231031") )
+    , testCase "No Inclusive or Exclusive" $
+        assertEqual "4"
+        (toDates ["20230831","20230930"])
+        (genSerialDatesTill2 NO_IE (toDate "20230831") MonthEnd (toDate "20231030") )
     ]                          
 
 paddingTest =