{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "40ee081f",
   "metadata": {},
   "outputs": [],
   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2\n",
    "import pandas\n",
    "pandas.set_option('display.max_rows', None)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "6d073790",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\"><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold\">Connecting engine server -&gt; </span><span style=\"color: #800080; text-decoration-color: #800080; font-weight: bold; text-decoration: underline\">http://localhost:8081</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "\u001b[1;35mConnecting engine server -> \u001b[0m\u001b[1;4;35mhttp://localhost:8081\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">✅<span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">Connected, local lib:0.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">28.7</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">, server:</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">0.28</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">.</span><span style=\"color: #008000; text-decoration-color: #008000; font-weight: bold\">18</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "✅\u001b[1;32mConnected, local li\u001b[0m\u001b[1;32mb:0\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m28.7\u001b[0m\u001b[1;32m, server:\u001b[0m\u001b[1;32m0.28\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m18\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "from absbox import API,EnginePath\n",
    "#localAPI = API(\"http://localhost:8081\",check=False)\n",
    "localAPI = API(EnginePath.DEV,check=False)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6761238e",
   "metadata": {},
   "source": [
    "### Revolving Feature Example"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "adab1df7",
   "metadata": {},
   "outputs": [],
   "source": [
    "revol_asset1 = [\"Mortgage\"\n",
    "                ,{\"originBalance\":220,\"originRate\":[\"fix\",0.045],\"originTerm\":30\n",
    "                  ,\"freq\":\"Monthly\",\"type\":\"Level\",\"originDate\":\"2021-07-01\"}\n",
    "                  ,{\"currentBalance\":220\n",
    "                  ,\"currentRate\":0.08\n",
    "                  ,\"remainTerm\":6\n",
    "                  ,\"status\":\"current\"}]\n",
    "\n",
    "revol_asset2 = [\"Mortgage\"\n",
    "                ,{\"originBalance\":220,\"originRate\":[\"fix\",0.045],\"originTerm\":30\n",
    "                  ,\"freq\":\"Monthly\",\"type\":\"Level\",\"originDate\":\"2021-07-01\"}\n",
    "                  ,{\"currentBalance\":220\n",
    "                  ,\"currentRate\":0.08\n",
    "                  ,\"remainTerm\":12\n",
    "                  ,\"status\":\"current\"}]\n",
    "\n",
    "\n",
    "revolvingPool1 = ([\"constant\",revol_asset1]\n",
    "                 ,(\"Pool\",(\"Mortgage\",{\"CDR\":0.0},None,None,None)\n",
    "                   ,None\n",
    "                   ,None))\n",
    "\n",
    "revolvingPool2 = ([\"constant\",revol_asset2]\n",
    "                 ,(\"Pool\",(\"Mortgage\",{\"CDR\":0.1},None,None,None)\n",
    "                   ,None\n",
    "                   ,None))"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "68aa81a8",
   "metadata": {},
   "source": [
    "#### Single revolving pool, Single Deal Pool\n",
    "\n",
    "* A deal with a *Single* pool and there is only *One* revolving pool\n",
    "* Use `buyAsset` waterfall action"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "c36f4e4c",
   "metadata": {
    "scrolled": true
   },
   "outputs": [
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">Warning Message from server:\n",
       "<span style=\"color: #808000; text-decoration-color: #808000; font-weight: bold\">Account acc01 has cash to be distributed</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "Warning Message from server:\n",
       "\u001b[1;33mAccount acc01 has cash to be distributed\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
       "      <th>BorrowerNum</th>\n",
       "      <th>PrepayPenalty</th>\n",
       "      <th>CumPrincipal</th>\n",
       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-31</th>\n",
       "      <td>1235.10</td>\n",
       "      <td>90.66</td>\n",
       "      <td>8.83</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>964.90</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-08-31</th>\n",
       "      <td>1243.33</td>\n",
       "      <td>91.26</td>\n",
       "      <td>8.23</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1056.16</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>1142.65</td>\n",
       "      <td>99.80</td>\n",
       "      <td>8.27</td>\n",
       "      <td>0</td>\n",
       "      <td>0.88</td>\n",
       "      <td>0</td>\n",
       "      <td>0.88</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1155.96</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.88</td>\n",
       "      <td>0</td>\n",
       "      <td>0.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-31</th>\n",
       "      <td>1041.47</td>\n",
       "      <td>100.40</td>\n",
       "      <td>7.60</td>\n",
       "      <td>0</td>\n",
       "      <td>0.78</td>\n",
       "      <td>0</td>\n",
       "      <td>0.78</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1256.36</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.66</td>\n",
       "      <td>0</td>\n",
       "      <td>1.66</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-30</th>\n",
       "      <td>939.76</td>\n",
       "      <td>100.98</td>\n",
       "      <td>6.93</td>\n",
       "      <td>0</td>\n",
       "      <td>0.73</td>\n",
       "      <td>0</td>\n",
       "      <td>0.73</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1357.34</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.39</td>\n",
       "      <td>0</td>\n",
       "      <td>2.39</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  Loss  \\\n",
       "Date                                                                            \n",
       "2022-07-31  1235.10      90.66      8.83           0     0.00         0  0.00   \n",
       "2022-08-31  1243.33      91.26      8.23           0     0.00         0  0.00   \n",
       "2022-09-30  1142.65      99.80      8.27           0     0.88         0  0.88   \n",
       "2022-10-31  1041.47     100.40      7.60           0     0.78         0  0.78   \n",
       "2022-11-30   939.76     100.98      6.93           0     0.73         0  0.73   \n",
       "\n",
       "             WAC BorrowerNum PrepayPenalty  CumPrincipal  CumPrepay  \\\n",
       "Date                                                                  \n",
       "2022-07-31  0.08        None          None        964.90          0   \n",
       "2022-08-31  0.08        None          None       1056.16          0   \n",
       "2022-09-30  0.08        None          None       1155.96          0   \n",
       "2022-10-31  0.08        None          None       1256.36          0   \n",
       "2022-11-30  0.08        None          None       1357.34          0   \n",
       "\n",
       "            CumDelinq  CumDefault  CumRecovery  CumLoss  \n",
       "Date                                                     \n",
       "2022-07-31          0        0.00            0     0.00  \n",
       "2022-08-31          0        0.00            0     0.00  \n",
       "2022-09-30          0        0.88            0     0.88  \n",
       "2022-10-31          0        1.66            0     1.66  \n",
       "2022-11-30          0        2.39            0     2.39  "
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from absbox.local.generic import Generic\n",
    "\n",
    "test00 = Generic(\n",
    "    \"TEST01\"\n",
    "    ,{\"cutoff\":\"2021-03-01\",\"closing\":\"2021-06-15\",\"firstPay\":\"2021-07-26\"\n",
    "     ,\"payFreq\":[\"DayOfMonth\",20],\"poolFreq\":\"MonthEnd\",\"stated\":\"2030-01-01\"}\n",
    "    ,{'assets':[[\"Mortgage\"\n",
    "        ,{\"originBalance\":2200,\"originRate\":[\"fix\",0.045],\"originTerm\":30\n",
    "          ,\"freq\":\"Monthly\",\"type\":\"Level\",\"originDate\":\"2021-02-01\"}\n",
    "          ,{\"currentBalance\":2200\n",
    "          ,\"currentRate\":0.08\n",
    "          ,\"remainTerm\":24\n",
    "          ,\"status\":\"current\"}]]}\n",
    "    ,((\"acc01\",{\"balance\":0}),)\n",
    "    ,((\"A1\",{\"balance\":1000\n",
    "             ,\"rate\":0.07\n",
    "             ,\"originBalance\":1000\n",
    "             ,\"originRate\":0.07\n",
    "             ,\"startDate\":\"2020-01-03\"\n",
    "             ,\"rateType\":{\"Fixed\":0.08}\n",
    "             ,\"bondType\":{\"Sequential\":None}})\n",
    "      ,(\"B\",{\"balance\":1000\n",
    "             ,\"rate\":0.0\n",
    "             ,\"originBalance\":1000\n",
    "             ,\"originRate\":0.07\n",
    "             ,\"startDate\":\"2020-01-03\"\n",
    "             ,\"rateType\":{\"Fixed\":0.00}\n",
    "             ,\"bondType\":{\"Equity\":None}\n",
    "             }))\n",
    "    ,((\"trusteeFee\",{\"type\":{\"fixFee\":30},\"feeStart\":\"2021-06-15\"}),)\n",
    "    ,{\"amortizing\":[\n",
    "         [\"payFee\",\"acc01\",['trusteeFee']]\n",
    "         ,[\"payInt\",\"acc01\",[\"A1\"]]\n",
    "         ,[\"If\",[\"=\",\"2022-08-20\"]\n",
    "            ,[\"buyAsset\",[\"Current|Defaulted\",1.0,0],\"acc01\"]\n",
    "            ]\n",
    "         ,[\"payPrin\",\"acc01\",[\"A1\"]]\n",
    "         ,[\"payPrin\",\"acc01\",[\"B\"]]\n",
    "         ,[\"payPrinResidual\",\"acc01\",[\"B\"]]\n",
    "     ]}\n",
    "    ,[[\"CollectedInterest\",\"acc01\"]\n",
    "      ,[\"CollectedPrincipal\",\"acc01\"]\n",
    "      ,[\"CollectedPrepayment\",\"acc01\"]\n",
    "      ,[\"CollectedRecoveries\",\"acc01\"]]\n",
    "    ,None\n",
    "    ,None\n",
    "    ,None\n",
    "    ,None\n",
    "    ,(\"PreClosing\",\"Amortizing\")\n",
    ")\n",
    "\n",
    "\n",
    "r = localAPI.run(test00\n",
    "                 ,runAssump=[(\"revolving\",*revolvingPool2)]\n",
    "                 ,read=True)\n",
    "\n",
    "r['pool']['flow']['PoolConsol'].loc[\"2022-07-31\":\"2022-11-30\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f47c3d83",
   "metadata": {},
   "source": [
    "#### Single revolving pool, Multiple Deal Pool\n",
    "\n",
    "* The deal has multiple pools ( which model as a map)\n",
    "* Use `buyAssetFrom` waterfall action\n",
    "    * ` [\"buyAsset2\", <Pricing Method>, <Source Account>, <Limit>, <Source of Revloving Pool>, <Target Pool>] `"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "8ec07ef5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">Warning Message from server:\n",
       "<span style=\"color: #808000; text-decoration-color: #808000; font-weight: bold\">Account acc01 has cash to be distributed</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "Warning Message from server:\n",
       "\u001b[1;33mAccount acc01 has cash to be distributed\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
       "      <th>BorrowerNum</th>\n",
       "      <th>PrepayPenalty</th>\n",
       "      <th>CumPrincipal</th>\n",
       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-31</th>\n",
       "      <td>1007.32</td>\n",
       "      <td>73.95</td>\n",
       "      <td>7.20</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1192.68</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-08-31</th>\n",
       "      <td>1014.04</td>\n",
       "      <td>74.43</td>\n",
       "      <td>6.71</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1267.11</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>931.92</td>\n",
       "      <td>81.40</td>\n",
       "      <td>6.74</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1348.51</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-31</th>\n",
       "      <td>849.41</td>\n",
       "      <td>81.88</td>\n",
       "      <td>6.19</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0</td>\n",
       "      <td>0.63</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1430.39</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.35</td>\n",
       "      <td>0</td>\n",
       "      <td>1.35</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-30</th>\n",
       "      <td>766.46</td>\n",
       "      <td>82.36</td>\n",
       "      <td>5.65</td>\n",
       "      <td>0</td>\n",
       "      <td>0.59</td>\n",
       "      <td>0</td>\n",
       "      <td>0.59</td>\n",
       "      <td>0.08</td>\n",
       "      <td>None</td>\n",
       "      <td>None</td>\n",
       "      <td>1512.75</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.94</td>\n",
       "      <td>0</td>\n",
       "      <td>1.94</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  Loss  \\\n",
       "Date                                                                            \n",
       "2022-07-31  1007.32      73.95      7.20           0     0.00         0  0.00   \n",
       "2022-08-31  1014.04      74.43      6.71           0     0.00         0  0.00   \n",
       "2022-09-30   931.92      81.40      6.74           0     0.72         0  0.72   \n",
       "2022-10-31   849.41      81.88      6.19           0     0.63         0  0.63   \n",
       "2022-11-30   766.46      82.36      5.65           0     0.59         0  0.59   \n",
       "\n",
       "             WAC BorrowerNum PrepayPenalty  CumPrincipal  CumPrepay  \\\n",
       "Date                                                                  \n",
       "2022-07-31  0.08        None          None       1192.68          0   \n",
       "2022-08-31  0.08        None          None       1267.11          0   \n",
       "2022-09-30  0.08        None          None       1348.51          0   \n",
       "2022-10-31  0.08        None          None       1430.39          0   \n",
       "2022-11-30  0.08        None          None       1512.75          0   \n",
       "\n",
       "            CumDelinq  CumDefault  CumRecovery  CumLoss  \n",
       "Date                                                     \n",
       "2022-07-31          0        0.00            0     0.00  \n",
       "2022-08-31          0        0.00            0     0.00  \n",
       "2022-09-30          0        0.72            0     0.72  \n",
       "2022-10-31          0        1.35            0     1.35  \n",
       "2022-11-30          0        1.94            0     1.94  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test00_A = Generic(\n",
    "    \"TEST01\"\n",
    "    ,{\"cutoff\":\"2021-03-01\",\"closing\":\"2021-06-15\",\"firstPay\":\"2021-07-26\"\n",
    "     ,\"payFreq\":[\"DayOfMonth\",20],\"poolFreq\":\"MonthEnd\",\"stated\":\"2030-01-01\"}\n",
    "    ,{\"PoolA\":{'assets':[[\"Mortgage\"\n",
    "                  ,{\"originBalance\":2200,\"originRate\":[\"fix\",0.045],\"originTerm\":30\n",
    "                    ,\"freq\":\"Monthly\",\"type\":\"Level\",\"originDate\":\"2021-02-01\"}\n",
    "                    ,{\"currentBalance\":2200\n",
    "                    ,\"currentRate\":0.08\n",
    "                    ,\"remainTerm\":30\n",
    "                    ,\"status\":\"current\"}]]}\n",
    "       ,\"PoolB\":{'assets':[[\"Loan\"\n",
    "                        ,{\"originBalance\": 80000\n",
    "                          ,\"originRate\": [\"fix\",0.08]\n",
    "                          ,\"originTerm\": 36\n",
    "                          ,\"freq\": \"Monthly\"\n",
    "                          ,\"type\": \"i_p\"\n",
    "                          ,\"originDate\": \"2021-02-01\"}\n",
    "                        ,{\"currentBalance\": 65000\n",
    "                          ,\"currentRate\": 0.06\n",
    "                          ,\"remainTerm\": 30\n",
    "                          ,\"status\": \"Current\"}]]}\n",
    "      }\n",
    "    ,((\"acc01\",{\"balance\":0}),)\n",
    "    ,((\"A1\",{\"balance\":1000\n",
    "             ,\"rate\":0.07\n",
    "             ,\"originBalance\":1000\n",
    "             ,\"originRate\":0.07\n",
    "             ,\"startDate\":\"2020-01-03\"\n",
    "             ,\"rateType\":{\"Fixed\":0.08}\n",
    "             ,\"bondType\":{\"Sequential\":None}})\n",
    "      ,(\"B\",{\"balance\":1000\n",
    "             ,\"rate\":0.0\n",
    "             ,\"originBalance\":1000\n",
    "             ,\"originRate\":0.07\n",
    "             ,\"startDate\":\"2020-01-03\"\n",
    "             ,\"rateType\":{\"Fixed\":0.00}\n",
    "             ,\"bondType\":{\"Equity\":None}\n",
    "             }))\n",
    "    ,((\"trusteeFee\",{\"type\":{\"fixFee\":30},\"feeStart\":\"2021-06-15\"}),)\n",
    "    ,{\"amortizing\":[\n",
    "         [\"payFee\",\"acc01\",['trusteeFee']]\n",
    "         ,[\"payInt\",\"acc01\",[\"A1\"]]\n",
    "         ,[\"If\",[\"=\",\"2022-08-20\"]\n",
    "            ,[\"buyAsset2\",[\"Current|Defaulted\",1.0,0],\"acc01\",None,None,\"PoolA\"]\n",
    "            ]\n",
    "         ,[\"payPrin\",\"acc01\",[\"A1\"]]\n",
    "         ,[\"payPrin\",\"acc01\",[\"B\"]]\n",
    "         ,[\"payPrinResidual\",\"acc01\",[\"B\"]]\n",
    "     ]}\n",
    "    ,[[[\"PoolA\"],\"CollectedCash\",\"acc01\"]\n",
    "     ,[[\"PoolB\"],\"CollectedCash\",\"acc02\"]]\n",
    "    ,None\n",
    "    ,None\n",
    "    ,None\n",
    "    ,None\n",
    "    ,(\"PreClosing\",\"Amortizing\")\n",
    ")\n",
    "\n",
    "r = localAPI.run(test00_A\n",
    "           ,runAssump=[(\"revolving\",*revolvingPool2)]\n",
    "           ,read=True)\n",
    "\n",
    "r['pool']['flow']['PoolA'].loc[\"2022-07-31\":\"2022-11-30\"]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "85c581fa",
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
       "      <th>Recovery</th>\n",
       "      <th>Loss</th>\n",
       "      <th>WAC</th>\n",
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       "      <th>CumPrepay</th>\n",
       "      <th>CumDelinq</th>\n",
       "      <th>CumDefault</th>\n",
       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-31</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>324.93</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
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       "      <td>0</td>\n",
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       "    <tr>\n",
       "      <th>2022-08-31</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>335.79</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>335.79</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
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       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-31</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>324.93</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-30</th>\n",
       "      <td>65000</td>\n",
       "      <td>0</td>\n",
       "      <td>335.79</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
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       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Balance  Principal  Interest  Prepayment  Default  Recovery  Loss  \\\n",
       "Date                                                                            \n",
       "2022-07-31    65000          0    324.93           0        0         0     0   \n",
       "2022-08-31    65000          0    335.79           0        0         0     0   \n",
       "2022-09-30    65000          0    335.79           0        0         0     0   \n",
       "2022-10-31    65000          0    324.93           0        0         0     0   \n",
       "2022-11-30    65000          0    335.79           0        0         0     0   \n",
       "\n",
       "             WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  CumRecovery  \\\n",
       "Date                                                                            \n",
       "2022-07-31  0.06             0          0          0           0            0   \n",
       "2022-08-31  0.06             0          0          0           0            0   \n",
       "2022-09-30  0.06             0          0          0           0            0   \n",
       "2022-10-31  0.06             0          0          0           0            0   \n",
       "2022-11-30  0.06             0          0          0           0            0   \n",
       "\n",
       "            CumLoss  \n",
       "Date                 \n",
       "2022-07-31        0  \n",
       "2022-08-31        0  \n",
       "2022-09-30        0  \n",
       "2022-10-31        0  \n",
       "2022-11-30        0  "
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "r['pool']['flow']['PoolB'].loc[\"2022-07-31\":\"2022-11-30\"]"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "6f0c5e96",
   "metadata": {},
   "source": [
    "#### Multiple revolving pool, Multiple Deal Pool\n",
    "\n",
    "A deal transaction may have multiple pools which doesn't share same asset type. In this case, the `PoolA` has a list of `Mortgage` while `PoolB` has a list of `Loan`.\n",
    "\n",
    "In the `buyAsset2` action ,user can specify the :\n",
    "* `source` revolving pool from the assumption where the buy action perform from.\n",
    "* `target` pool which the new bought asset belong to"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "27073d66",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<pre style=\"white-space:pre;overflow-x:auto;line-height:normal;font-family:Menlo,'DejaVu Sans Mono',consolas,'Courier New',monospace\">Warning Message from server:\n",
       "<span style=\"color: #808000; text-decoration-color: #808000; font-weight: bold\">Account acc01 has cash to be distributed</span>\n",
       "</pre>\n"
      ],
      "text/plain": [
       "Warning Message from server:\n",
       "\u001b[1;33mAccount acc01 has cash to be distributed\u001b[0m\n"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
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       "      <th></th>\n",
       "      <th>Balance</th>\n",
       "      <th>Principal</th>\n",
       "      <th>Interest</th>\n",
       "      <th>Prepayment</th>\n",
       "      <th>Default</th>\n",
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       "      <th>Loss</th>\n",
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       "      <th>CumPrepay</th>\n",
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       "      <th>CumRecovery</th>\n",
       "      <th>CumLoss</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2022-07-31</th>\n",
       "      <td>65000.00</td>\n",
       "      <td>0.0</td>\n",
       "      <td>324.93</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-08-31</th>\n",
       "      <td>65081.15</td>\n",
       "      <td>0.0</td>\n",
       "      <td>335.79</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "      <td>0</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-09-30</th>\n",
       "      <td>65080.43</td>\n",
       "      <td>0.0</td>\n",
       "      <td>336.19</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "      <td>0</td>\n",
       "      <td>0.72</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-10-31</th>\n",
       "      <td>65079.74</td>\n",
       "      <td>0.0</td>\n",
       "      <td>325.32</td>\n",
       "      <td>0</td>\n",
       "      <td>0.69</td>\n",
       "      <td>0</td>\n",
       "      <td>0.69</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>1.41</td>\n",
       "      <td>0</td>\n",
       "      <td>1.41</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-11-30</th>\n",
       "      <td>65079.03</td>\n",
       "      <td>0.0</td>\n",
       "      <td>336.19</td>\n",
       "      <td>0</td>\n",
       "      <td>0.71</td>\n",
       "      <td>0</td>\n",
       "      <td>0.71</td>\n",
       "      <td>0.06</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>2.12</td>\n",
       "      <td>0</td>\n",
       "      <td>2.12</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "             Balance  Principal  Interest  Prepayment  Default  Recovery  \\\n",
       "Date                                                                       \n",
       "2022-07-31  65000.00        0.0    324.93           0     0.00         0   \n",
       "2022-08-31  65081.15        0.0    335.79           0     0.00         0   \n",
       "2022-09-30  65080.43        0.0    336.19           0     0.72         0   \n",
       "2022-10-31  65079.74        0.0    325.32           0     0.69         0   \n",
       "2022-11-30  65079.03        0.0    336.19           0     0.71         0   \n",
       "\n",
       "            Loss   WAC  CumPrincipal  CumPrepay  CumDelinq  CumDefault  \\\n",
       "Date                                                                     \n",
       "2022-07-31  0.00  0.06           0.0          0          0        0.00   \n",
       "2022-08-31  0.00  0.06           0.0          0          0        0.00   \n",
       "2022-09-30  0.72  0.06           0.0          0          0        0.72   \n",
       "2022-10-31  0.69  0.06           0.0          0          0        1.41   \n",
       "2022-11-30  0.71  0.06           0.0          0          0        2.12   \n",
       "\n",
       "            CumRecovery  CumLoss  \n",
       "Date                              \n",
       "2022-07-31            0     0.00  \n",
       "2022-08-31            0     0.00  \n",
       "2022-09-30            0     0.72  \n",
       "2022-10-31            0     1.41  \n",
       "2022-11-30            0     2.12  "
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test02 = Generic(\n",
    "    \"TEST01\"\n",
    "    ,{\"cutoff\":\"2021-03-01\",\"closing\":\"2021-06-15\",\"firstPay\":\"2021-07-26\"\n",
    "     ,\"payFreq\":[\"DayOfMonth\",20],\"poolFreq\":\"MonthEnd\",\"stated\":\"2030-01-01\"}\n",
    "    ,{\"PoolA\":{'assets':[[\"Mortgage\"\n",
    "                  ,{\"originBalance\":2200,\"originRate\":[\"fix\",0.045],\"originTerm\":30\n",
    "                    ,\"freq\":\"Monthly\",\"type\":\"Level\",\"originDate\":\"2021-02-01\"}\n",
    "                    ,{\"currentBalance\":2200\n",
    "                    ,\"currentRate\":0.08\n",
    "                    ,\"remainTerm\":30\n",
    "                    ,\"status\":\"current\"}]]}\n",
    "       ,\"PoolB\":{'assets':[[\"Loan\"\n",
    "                        ,{\"originBalance\": 80000\n",
    "                          ,\"originRate\": [\"fix\",0.08]\n",
    "                          ,\"originTerm\": 36\n",
    "                          ,\"freq\": \"Monthly\"\n",
    "                          ,\"type\": \"i_p\"\n",
    "                          ,\"originDate\": \"2021-02-01\"}\n",
    "                        ,{\"currentBalance\": 65000\n",
    "                          ,\"currentRate\": 0.06\n",
    "                          ,\"remainTerm\": 30\n",
    "                          ,\"status\": \"Current\"}]\n",
    "                          ]\n",
    "                }\n",
    "      }\n",
    "    ,((\"acc01\",{\"balance\":0}),)\n",
    "    ,((\"A1\",{\"balance\":1000\n",
    "             ,\"rate\":0.07\n",
    "             ,\"originBalance\":1000\n",
    "             ,\"originRate\":0.07\n",
    "             ,\"startDate\":\"2020-01-03\"\n",
    "             ,\"rateType\":{\"Fixed\":0.08}\n",
    "             ,\"bondType\":{\"Sequential\":None}})\n",
    "      ,(\"B\",{\"balance\":1000\n",
    "             ,\"rate\":0.0\n",
    "             ,\"originBalance\":1000\n",
    "             ,\"originRate\":0.07\n",
    "             ,\"startDate\":\"2020-01-03\"\n",
    "             ,\"rateType\":{\"Fixed\":0.00}\n",
    "             ,\"bondType\":{\"Equity\":None}\n",
    "             }))\n",
    "    ,((\"trusteeFee\",{\"type\":{\"fixFee\":30},\"feeStart\":\"2021-06-15\"}),)\n",
    "    ,{\"amortizing\":[\n",
    "         [\"payFee\",\"acc01\",['trusteeFee']]\n",
    "         ,[\"payInt\",\"acc01\",[\"A1\"]]\n",
    "         ,[\"If\",[\"=\",\"2022-08-20\"]\n",
    "            ,[\"buyAsset2\",[\"Current|Defaulted\",1.0,0],\"acc01\",None,\"Pool3\",\"PoolB\"]\n",
    "            ]\n",
    "         ,[\"payPrin\",\"acc01\",[\"A1\"]]\n",
    "         ,[\"payPrin\",\"acc01\",[\"B\"]]\n",
    "         ,[\"payPrinResidual\",\"acc01\",[\"B\"]]\n",
    "     ]}\n",
    "    ,[[[\"PoolA\"],\"CollectedCash\",\"acc01\"]\n",
    "     ,[[\"PoolB\"],\"CollectedCash\",\"acc02\"]]\n",
    "    ,None\n",
    "    ,None\n",
    "    ,None\n",
    "    ,None\n",
    "    ,(\"PreClosing\",\"Amortizing\")\n",
    ")\n",
    "\n",
    "\n",
    "revol_asset3 =[\"Loan\"\n",
    "                ,{\"originBalance\": 80000\n",
    "                  ,\"originRate\": [\"fix\",0.08]\n",
    "                  ,\"originTerm\": 36\n",
    "                  ,\"freq\": \"Monthly\"\n",
    "                  ,\"type\": \"i_p\"\n",
    "                  ,\"originDate\": \"2021-02-01\"}\n",
    "                ,{\"currentBalance\": 65000\n",
    "                  ,\"currentRate\": 0.06\n",
    "                  ,\"remainTerm\": 30\n",
    "                  ,\"status\": \"Current\"}]\n",
    "\n",
    "\n",
    "revolvingPool3 = ([\"constant\",revol_asset3]\n",
    "                 ,(\"Pool\",(\"Loan\",{\"CDR\":0.1},None,None,None)\n",
    "                   ,None\n",
    "                   ,None))\n",
    "\n",
    "r = localAPI.run(test02\n",
    "         ,runAssump=[(\"revolving\"\n",
    "                       ,{\"Pool1\":revolvingPool1,\"Pool3\":revolvingPool3})]\n",
    "         ,read=True)\n",
    "\n",
    "r['pool']['flow']['PoolB'].loc[\"2022-07-31\":\"2022-11-30\"]"
   ]
  }
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