fix pv on schedule pool flow

src/Analytics.hs

@@ -54,10 +54,10 @@ pv pc today d amt =
 -- ^ calculate present value in the future using constant rate
 pv2 :: IRate -> Date -> Date -> Amount -> Amount
 pv2 discount_rate today d amt =
-  realToFrac $ (realToFrac amt) * (1/denominator) 
+  realToFrac $ (realToFrac amt) * (1/denominator)  -- `debug` ("pv: cash"++ show amt++" deno"++ show denominator++">> rate"++show discount_rate)
   where
     denominator::Double = (1 + realToFrac discount_rate) ** (distance / 365)
-    distance::Double = fromIntegral $ daysBetween today d 
+    distance::Double = fromIntegral $ daysBetween today d -- `debug` ("days betwwen"++ show (daysBetween today d)++">>"++ show d ++ ">>today>>"++ show today)
 
 -- ^ calcualte present value given a series of amount with dates
 pv3 :: Ts -> Date -> [Date] -> [Amount] -> Balance 

src/Cashflow.hs

@@ -254,7 +254,7 @@ addTsCF m1@(MortgageFlow d1 b1 p1 i1 prep1 def1 rec1 los1 rat1 mbn1 pn1 st1) m2@
       p =  (+) <$> pn1 <*> pn2
       st = maxStats st1 st2
     in 
-      MortgageFlow d1 (min b1 b2) (p1 + p2) (i1 + i2) (prep1 + prep2) (def1 + def2) (rec1 + rec2) (los1+los2) (fromRational (weightedBy [b1,b2] (toRational <$> [rat1,rat2]))) bn p st `debug` ("weighted rate"++ show (weightedBy [b1,b2] (toRational <$> [rat1,rat2]))++"m1"++ show m1++"m2"++ show m2)
+      MortgageFlow d1 (min b1 b2) (p1 + p2) (i1 + i2) (prep1 + prep2) (def1 + def2) (rec1 + rec2) (los1+los2) (fromRational (weightedBy [b1,b2] (toRational <$> [rat1,rat2]))) bn p st 
 addTsCF (MortgageDelinqFlow d1 b1 p1 i1 prep1 delinq1 def1 rec1 los1 rat1 mbn1 pn1 st1) (MortgageDelinqFlow d2 b2 p2 i2 prep2 delinq2 def2 rec2 los2 rat2 mbn2 pn2 st2)
   = let 
       bn = min <$> mbn1 <*> mbn2
@@ -268,11 +268,10 @@ addTsCF (LoanFlow d1 b1 p1 i1 prep1 def1 rec1 los1 rat1 st1) (LoanFlow _ b2 p2 i
 addTsCF (LeaseFlow d1 b1 r1) (LeaseFlow d2 b2 r2) = LeaseFlow d1 (min b1 b2) (r1 + r2)
 
 sumTs :: [TsRow] -> Date -> TsRow
-sumTs trs d = tsSetDate (foldr1 addTs trs) d
+sumTs trs = tsSetDate (foldr1 addTs trs)
 
-
-sumTsCF :: [TsRow] -> Date -> TsRow
 -- ^ group cashflow from same entity by a single date
+sumTsCF :: [TsRow] -> Date -> TsRow
 sumTsCF trs = tsSetDate (foldl1 addTsCF trs) -- `debug` ("Summing"++show trs++">>"++ show (tsSetDate (foldr1 addTsCF trs) d))
 
 tsTotalCash :: TsRow -> Balance

src/Deal.hs

@@ -279,7 +279,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                collectedFlow = Map.map (over CF.cashflowTxn (cutBy Inc Past d)) poolFlowMap
                outstandingFlow = Map.map (over CF.cashflowTxn (cutBy Exc Future d)) poolFlowMap
                -- deposit cashflow to SPV from external pool cf               
-               accs = depositPoolFlow (collects t) d collectedFlow accMap `debug` ("d"++ show d++">>>"++ show collectedFlow)
+               accs = depositPoolFlow (collects t) d collectedFlow accMap -- `debug` ("d"++ show d++">>>"++ show collectedFlow++"\n")
                dAfterDeposit = (appendCollectedCF d t collectedFlow) {accounts=accs}   -- `debug` ("CF size collected"++ show (CF.getTsCashFlowFrame))
 
                -- newScheduleFlowMap = Map.map (over CF.cashflowTxn (cutBy Exc Future d)) (fromMaybe Map.empty (getScheduledCashflow t Nothing))
@@ -741,7 +741,7 @@ getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssump
                -> Map.map (\p -> P.aggPool (P.issuanceStat p) $ runPool p mAssumps (AP.interest =<< mNonPerfAssump)) pm
     -- (poolCf,historyStats) = P.aggPool $ runPool thePool mAssumps (AP.interest <*> mNonPerfAssump) -- `debug` ("agg pool flow")
     -- poolCfTs = cutBy Inc Future startDate $ CF.getTsCashFlowFrame poolCf -- `debug` ("Pool Cf in pool>>"++show poolCf++"\n start date"++ show startDate)
-    poolCfTsM = Map.map (\x -> cutBy Inc Future startDate (CF.getTsCashFlowFrame (fst x))) pCfM `debug` ("proj"++ show pCfM)
+    poolCfTsM = Map.map (\x -> cutBy Inc Future startDate (CF.getTsCashFlowFrame (fst x))) pCfM -- `debug` ("proj"++ show pCfM)
     -- poolAggCf = CF.aggTsByDates poolCfTs (getDates pActionDates)
     poolCfTsMwithBegRow = Map.map (\(x:xs) -> buildBegTsRow startDate x:x:xs) poolCfTsM
     poolAggCfM = Map.map (\x -> CF.aggTsByDates x (getDates pActionDates)) poolCfTsMwithBegRow
@@ -755,7 +755,8 @@ getInits t@TestDeal{fees=feeMap,pool=thePool,status=status,bonds=bndMap} mAssump
                        -> Map.map (\p -> P.aggPool (P.issuanceStat p) $ runPool p Nothing (AP.interest =<< mNonPerfAssump)) pm
     pTxnOfSpv = Map.map (\x -> cutBy Inc Future startDate (CF.getTsCashFlowFrame (fst x))) pScheduleCfM
     pTxnWithBegRow = Map.map (\(x:xs) -> buildBegTsRow startDate x:x:xs) pTxnOfSpv
-    pAggCfM = Map.map (\x -> CF.aggTsByDates x (getDates pActionDates)) pTxnWithBegRow
+    -- pAggCfM = Map.map (\x -> CF.aggTsByDates x (getDates pActionDates)) pTxnWithBegRow
+    pAggCfM = pTxnWithBegRow
     pUnstressedAfterCutoff = Map.map CF.CashFlowFrame pAggCfM
     -- if preclosing deal , issuance balance is using beg balance of projected cashflow
     -- if it is ongoing deal, issuance balance is user input ( deal is not aware of issuance balance as point of time)

src/Deal/DealQuery.hs

@@ -250,6 +250,12 @@ queryDeal t@TestDeal{accounts=accMap, bonds=bndMap, fees=feeMap, ledgers=ledgerM
       in 
         sum $ maybe 0 (CF.mflowBalance . head . view CF.cashflowTxn) <$> scheduleFlowM
 
+    FutureCurrentSchedulePoolBegBalance mPns ->
+      let 
+        scheduleFlowM = Map.elems $ view dealScheduledCashflow t
+      in 
+        sum $ maybe 0 (CF.mflowBegBalance . head . view CF.cashflowTxn) <$> scheduleFlowM
+
     FutureCurrentPoolBegBalance mPns ->
       let 
         ltc = getLatestCollectFrame t mPns
@@ -333,22 +339,22 @@ queryDeal t@TestDeal{accounts=accMap, bonds=bndMap, fees=feeMap, ledgers=ledgerM
     FuturePoolScheduleCfPv asOfDay pm mPns -> 
       let 
         pCfTxns = Map.map (maybe [] CF.getTsCashFlowFrame) $ getScheduledCashflow t mPns
-        txns = concat $ Map.elems pCfTxns
-        txnsCfs = CF.tsTotalCash <$> txns
+        txns = cutBy Exc Future asOfDay $ concat $ Map.elems pCfTxns
+        txnsCfs = CF.tsTotalCash <$> txns -- `debug` ("schedule cf as of "++ show asOfDay ++ ">>" ++ show txns)
         txnsDs = getDate <$> txns
         txnsRates = CF.mflowRate <$> txns
-        scheduleBal = queryDeal t (FutureCurrentSchedulePoolBalance mPns)
+        scheduleBal = queryDeal t (FutureCurrentSchedulePoolBegBalance mPns)
         curBal = queryDeal t (FutureCurrentPoolBalance mPns) 
         factor = case scheduleBal of 
                    0.00 -> 0  
-                   _ -> curBal / scheduleBal 
-        cfForPv = (factor *) <$> txnsCfs
+                   _ -> curBal / scheduleBal -- `debug` ("cur Bal"++show curBal ++">> sheduleBal"++ show scheduleBal)
+        cfForPv = (factor *) <$> txnsCfs -- `debug` (">>> factor"++ show factor)
         pvs = case pm of
                 PvRate r -> uncurry (A.pv2 (fromRational r) asOfDay) <$> zip txnsDs cfForPv
                 PvByRef ds -> uncurry (A.pv2 (queryDealRate t ds) asOfDay) <$> zip txnsDs cfForPv
                 _ -> error $ "Failed to use pricing method on pool" ++ show pm ++"on pool id"++ show mPns
       in 
-        sum pvs -- `debug` ("Done with schedule pool pv")
+        sum pvs -- `debug` ("pvs"++ show pvs)
 
     CurrentBondBalanceOf bns -> sum $ L.bndBalance . (bndMap Map.!) <$> bns
 

src/Types.hs

@@ -464,6 +464,7 @@ data DealStats = CurrentBondBalance
                | ReserveExcessAt Date [AccName] 
                | FutureCurrentPoolBalance (Maybe [PoolId])
                | FutureCurrentSchedulePoolBalance (Maybe [PoolId])
+               | FutureCurrentSchedulePoolBegBalance (Maybe [PoolId])
                | PoolScheduleCfPv PricingMethod (Maybe [PoolId])
                | FuturePoolScheduleCfPv Date PricingMethod (Maybe [PoolId])
                | FutureWaCurrentPoolBalance Date Date (Maybe [PoolId])