expose ratio/avgRatio to date patch

yellowbean · Sep 20, 2024 · e9fad59 · e9fad59
1 parent bde6076
commit e9fad59
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Showing 2 changed files with 11 additions and 14 deletions.
diff --git a/src/Deal.hs b/src/Deal.hs
@@ -470,8 +470,10 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                     run (t{liqProvider = Just newLiqMap}) poolFlowMap (Just ads) rates calls rAssump log
 
          DealClosed d ->
-           let 
-             (PreClosing newSt) = status t --  `debug` ("Switch to >>>"++ show (status t))
+           let
+             newSt = case dStatus of
+                        (PreClosing st) -> st
+                        _ -> error $ "DealClosed action is not in PreClosing status but got"++ show dStatus
              w = Map.findWithDefault [] W.OnClosingDay (waterfall t)  -- `debug` ("DDD0")
              rc = RunContext poolFlowMap rAssump rates  
              (newDeal, newRc, newLog) = foldl (performActionWrap d) (t, rc, log) w  -- `debug` ("ClosingDay Action:"++show w)
@@ -517,16 +519,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
                newlog = FinancialReport sd ed bsReport cashReport
              in 
                run t poolFlowMap (Just ads) rates calls rAssump $ log++[newlog] 
-         -- ResetSrtRate d srtName -> 
-         --      let 
-         --        newSrtMap = Map.adjust (updateSrtRate t d (fromMaybe [] rAssump)) srtName (srt t)
-         --      in 
-         --        run t{srt = newSrtMap} poolFlowMap (Just ads) rates calls rAssump log
-         -- AccrueSrt d srtName -> 
-         --      let 
-         --        newSrtMap = Map.adjust (accrueSrt t d) srtName (srt t)
-         --      in 
-         --        run t{srt = newSrtMap} poolFlowMap (Just ads) rates calls rAssump log
+
 
          FireTrigger d cyc n -> 
              let 
@@ -555,7 +548,7 @@ run t@TestDeal{accounts=accMap,fees=feeMap,triggers=mTrgMap,bonds=bndMap,status=
 
          MakeWhole d spd walTbl -> 
              let 
-               schedulePoolFlowMap = Map.map (fromMaybe (CF.CashFlowFrame (0,toDate "19000101",Nothing) []))  $ view dealScheduledCashflow t
+               schedulePoolFlowMap = Map.map (fromMaybe (CF.CashFlowFrame (0,epocDate,Nothing) []))  $ view dealScheduledCashflow t
                factor = divideBB (queryDeal t (FutureCurrentPoolBegBalance Nothing)) (queryDeal t (FutureCurrentSchedulePoolBegBalance Nothing))
                reduceCfs = Map.map (over CF.cashflowTxn (\xs -> (CF.scaleTsRow factor) <$> xs)) schedulePoolFlowMap -- need to apply with factor and trucate with date
                (runDealWithSchedule,_) = run t reduceCfs (Just ads) rates calls rAssump $ log

diff --git a/src/Deal/DealQuery.hs b/src/Deal/DealQuery.hs
@@ -92,6 +92,8 @@ patchDateToStats d t
          FloorWith ds f -> FloorWith (patchDateToStats d ds) (patchDateToStats d f)
          CapWith ds c -> CapWith (patchDateToStats d ds) (patchDateToStats d c)
          Round ds rb -> Round (patchDateToStats d ds) rb
+         DivideRatio ds1 ds2 -> DivideRatio (patchDateToStats d ds1) (patchDateToStats d ds2)
+         AvgRatio ss -> AvgRatio $ [ patchDateToStats d ds | ds <- ss ]
          _ -> t -- `debug` ("Failed to patch date to stats"++show t)
 
 patchDatesToStats :: P.Asset a => TestDeal a -> Date -> Date -> DealStats -> DealStats
@@ -113,6 +115,8 @@ patchDatesToStats t d1 d2 ds
       CapWith ds c -> CapWith (patchDatesToStats t d1 d2 ds) (patchDatesToStats t d1 d2 c)
       Round ds rb -> Round (patchDatesToStats t d1 d2 ds) rb
       Sum dss -> Sum $ [ patchDatesToStats t d1 d2 ds | ds <- dss ]
+      DivideRatio ds1 ds2 -> DivideRatio (patchDatesToStats t d1 d2 ds1) (patchDatesToStats t d1 d2 ds2)
+      AvgRatio ss -> AvgRatio $ [ patchDatesToStats t d1 d2 ds | ds <- ss ]
       x -> x
 
 
@@ -234,7 +238,6 @@ queryDealInt t@TestDeal{ pool = p ,bonds = bndMap } s d =
     FloorWith s floor -> max (queryDealInt t s d) (queryDealInt t floor d)
     FloorWithZero s -> max (queryDealInt t s d) 0
     CapWith s cap -> min (queryDealInt t s d) (queryDealInt t cap d)
-
     Max ss -> maximum' $ [ queryDealInt t s d | s <- ss ]
     Min ss -> minimum' $ [ queryDealInt t s d | s <- ss ]
 
@@ -616,6 +619,7 @@ queryDeal t@TestDeal{accounts=accMap, bonds=bndMap, fees=feeMap, ledgers=ledgerM
     CapWith s cap -> min (queryDeal t s) (queryDeal t cap)
     Abs s -> abs $ queryDeal t s
     Round ds rb -> roundingBy rb (queryDeal t ds)
+    DivideRatio s1 s2 -> fromRational . toRational $ queryDealRate t (DivideRatio s1 s2)
 
     _ -> error ("Failed to query balance of -> "++ show s)