{
"cells": [
{
"cell_type": "markdown",
"id": "abb4c7a2",
"metadata": {},
"source": [
"## Receivable/Invoice"
]
},
{
"cell_type": "code",
"execution_count": 1,
"id": "1ad15c93",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"Connecting engine server -> https://absbox.org/api/dev\n",
"\n"
],
"text/plain": [
"\u001b[1;35mConnecting engine server -> \u001b[0m\u001b[1;4;35mhttps://absbox.org/api/dev\u001b[0m\n"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"✅Connected, local lib:0.26.6, server:0.26.5\n",
"\n"
],
"text/plain": [
"✅\u001b[1;32mConnected, local li\u001b[0m\u001b[1;32mb:0\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m26.6\u001b[0m\u001b[1;32m, server:\u001b[0m\u001b[1;32m0.26\u001b[0m\u001b[1;32m.\u001b[0m\u001b[1;32m5\u001b[0m\n"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"from absbox import API,EnginePath\n",
"\n",
"localAPI = API(EnginePath.DEV,lang='english',check=False)"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "c6662ec7",
"metadata": {},
"outputs": [],
"source": [
"invoice = [\"Invoice\"\n",
" ,{\"start\":\"2024-04-01\",\"originBalance\":2000\n",
" ,\"originAdvance\":1500,\"dueDate\":\"2024-06-01\"}\n",
" ,{\"status\":\"Current\"}]"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "68454234",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"[('2024-04-01', 2000, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),\n",
" ('2024-06-01', 0, 0, 2000, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0)]"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice]\n",
" ,poolAssump=(\"Pool\"\n",
" ,(\"Receivable\", None, None, None)\n",
" ,None\n",
" ,None)\n",
" ,read=True)\n",
"\n",
"r[0].head()"
]
},
{
"cell_type": "markdown",
"id": "2e299990",
"metadata": {},
"source": [
"### Default"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "93e822ae",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"[('2024-04-01', 2000, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),\n",
" ('2024-06-01', 0, 0, 0, 0, 2000, 0, 2000, 0, 0, 0, 2000, 0, 2000)]"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice]\n",
" ,poolAssump=(\"Pool\",(\"Receivable\"\n",
" ,\"DefaultAtEnd\"\n",
" ,None\n",
" ,None)\n",
" ,None\n",
" ,None)\n",
" ,read=True)\n",
"\n",
"r[0].head()"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "c4f4f000",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"[('2024-04-01', 2000, 0, 0., 0, 0., 0, 0., 0, 0, 0, 0., 0, 0.),\n",
" ('2024-06-01', 0, 0, 1996.65, 0, 3.35, 0, 3.35, 0, 0, 0, 3.35, 0, 3.35)]"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice]\n",
" ,poolAssump=(\"Pool\",(\"Receivable\"\n",
" ,{'CDR':0.01}\n",
" ,None\n",
" ,None)\n",
" ,None\n",
" ,None)\n",
" ,read=True)\n",
"\n",
"\n",
"r[0].head()"
]
},
{
"cell_type": "markdown",
"id": "2ac558eb",
"metadata": {},
"source": [
"### Recovery"
]
},
{
"cell_type": "code",
"execution_count": 6,
"id": "d0ea6a35",
"metadata": {},
"outputs": [
{
"ename": "RuntimeError",
"evalue": "failed to match {'Rate': 0.5, 'ByDays': [(10, 0.5), (20, 0.5)]}",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mRuntimeError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[0;32mIn[6], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[43mlocalAPI\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mrunAsset\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43m2024-01-02\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\n\u001b[1;32m 2\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43m[\u001b[49m\u001b[43minvoice\u001b[49m\u001b[43m]\u001b[49m\n\u001b[1;32m 3\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43mpoolAssump\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mPool\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m,\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mReceivable\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\n\u001b[1;32m 4\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43m{\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mCDR\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m:\u001b[49m\u001b[38;5;241;43m0.01\u001b[39;49m\u001b[43m}\u001b[49m\n\u001b[1;32m 5\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43m{\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mRate\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m:\u001b[49m\u001b[38;5;241;43m0.5\u001b[39;49m\u001b[43m,\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mByDays\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m:\u001b[49m\u001b[43m[\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m10\u001b[39;49m\u001b[43m,\u001b[49m\u001b[38;5;241;43m0.5\u001b[39;49m\u001b[43m)\u001b[49m\u001b[43m,\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m20\u001b[39;49m\u001b[43m,\u001b[49m\u001b[38;5;241;43m0.5\u001b[39;49m\u001b[43m)\u001b[49m\u001b[43m]\u001b[49m\u001b[43m}\u001b[49m\n\u001b[1;32m 6\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 7\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\n\u001b[1;32m 8\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 9\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43mread\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;28;43;01mTrue\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 12\u001b[0m \u001b[38;5;28mlist\u001b[39m(r[\u001b[38;5;241m0\u001b[39m]\u001b[38;5;241m.\u001b[39mto_records())\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/client.py:376\u001b[0m, in \u001b[0;36mAPI.runAsset\u001b[0;34m(self, date, _assets, poolAssump, rateAssump, pricing, read)\u001b[0m\n\u001b[1;32m 373\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m (\u001b[38;5;28;01mNone\u001b[39;00m, \u001b[38;5;28;01mNone\u001b[39;00m, \u001b[38;5;28;01mNone\u001b[39;00m)\n\u001b[1;32m 375\u001b[0m url \u001b[38;5;241m=\u001b[39m \u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;132;01m{\u001b[39;00m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39murl\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m/\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mEndpoints\u001b[38;5;241m.\u001b[39mRunAsset\u001b[38;5;241m.\u001b[39mvalue\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m\n\u001b[0;32m--> 376\u001b[0m _assumptions \u001b[38;5;241m=\u001b[39m \u001b[43mmkAssumpType\u001b[49m\u001b[43m(\u001b[49m\u001b[43mpoolAssump\u001b[49m\u001b[43m)\u001b[49m \u001b[38;5;28;01mif\u001b[39;00m poolAssump \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[1;32m 377\u001b[0m _rate \u001b[38;5;241m=\u001b[39m lmap(mkRateAssumption, rateAssump) \u001b[38;5;28;01mif\u001b[39;00m rateAssump \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[1;32m 378\u001b[0m _pricing \u001b[38;5;241m=\u001b[39m mkLiqMethod(pricing) \u001b[38;5;28;01mif\u001b[39;00m pricing \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1477\u001b[0m, in \u001b[0;36mmkAssumpType\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m 1475\u001b[0m \u001b[38;5;28;01mmatch\u001b[39;00m x:\n\u001b[1;32m 1476\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m (\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mPool\u001b[39m\u001b[38;5;124m\"\u001b[39m, p, d, f):\n\u001b[0;32m-> 1477\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mPoolLevel\u001b[39m\u001b[38;5;124m\"\u001b[39m,\u001b[43mmkPDF\u001b[49m\u001b[43m(\u001b[49m\u001b[43mp\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43md\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mf\u001b[49m\u001b[43m)\u001b[49m))\n\u001b[1;32m 1478\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m (\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mByIndex\u001b[39m\u001b[38;5;124m\"\u001b[39m, \u001b[38;5;241m*\u001b[39mps):\n\u001b[1;32m 1479\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mByIndex\u001b[39m\u001b[38;5;124m\"\u001b[39m,[ [idx, mkPDF(a,b,c)] \u001b[38;5;28;01mfor\u001b[39;00m (idx,(a,b,c)) \u001b[38;5;129;01min\u001b[39;00m ps ]))\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1468\u001b[0m, in \u001b[0;36mmkPDF\u001b[0;34m(a, b, c)\u001b[0m\n\u001b[1;32m 1466\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mmkPDF\u001b[39m(a, b, c):\n\u001b[1;32m 1467\u001b[0m \u001b[38;5;250m \u001b[39m\u001b[38;5;124;03m''' make assumps asset with 3 status: performing/delinq/defaulted '''\u001b[39;00m\n\u001b[0;32m-> 1468\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m [\u001b[43mmkPerfAssumption\u001b[49m\u001b[43m(\u001b[49m\u001b[43ma\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1469\u001b[0m ,mkDelinqAssumption(b)\n\u001b[1;32m 1470\u001b[0m ,mkDefaultedAssumption(c)]\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1460\u001b[0m, in \u001b[0;36mmkPerfAssumption\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m 1458\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m (\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mReceivable\u001b[39m\u001b[38;5;124m\"\u001b[39m, md, mr, mes):\n\u001b[1;32m 1459\u001b[0m d \u001b[38;5;241m=\u001b[39m earlyReturnNone(mkAssumpDefault,md)\n\u001b[0;32m-> 1460\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[43mearlyReturnNone\u001b[49m\u001b[43m(\u001b[49m\u001b[43mmkAssumpRecovery\u001b[49m\u001b[43m,\u001b[49m\u001b[43mmr\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1461\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mReceivableAssump\u001b[39m\u001b[38;5;124m\"\u001b[39m,[d, r, mkExtraStress(mes)]))\n\u001b[1;32m 1462\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01m_\u001b[39;00m:\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/util.py:379\u001b[0m, in \u001b[0;36mearlyReturnNone\u001b[0;34m(fn, v)\u001b[0m\n\u001b[1;32m 377\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[1;32m 378\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m--> 379\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mfn\u001b[49m\u001b[43m(\u001b[49m\u001b[43mv\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1393\u001b[0m, in \u001b[0;36mmkAssumpRecovery\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m 1391\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mRecoveryTiming\u001b[39m\u001b[38;5;124m\"\u001b[39m,[vNum(r),vList(ts, \u001b[38;5;28mfloat\u001b[39m)]))\n\u001b[1;32m 1392\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01m_\u001b[39;00m:\n\u001b[0;32m-> 1393\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mRuntimeError\u001b[39;00m(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mfailed to match \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mx\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m)\n",
"\u001b[0;31mRuntimeError\u001b[0m: failed to match {'Rate': 0.5, 'ByDays': [(10, 0.5), (20, 0.5)]}"
]
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice]\n",
" ,poolAssump=(\"Pool\",(\"Receivable\"\n",
" ,{'CDR':0.01}\n",
" ,{\"Rate\":0.5,\"ByDays\":[(10,0.5),(20,0.5)]}\n",
" ,None)\n",
" ,None\n",
" ,None)\n",
" ,read=True)\n",
"\n",
"\n",
"r[0].head()"
]
},
{
"cell_type": "code",
"execution_count": 7,
"id": "1f9ac4be",
"metadata": {},
"outputs": [
{
"ename": "RuntimeError",
"evalue": "failed to match {'Rate': 0.5, 'ByDays': [(10, 0.5), (20, 0.5)]}",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mRuntimeError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[0;32mIn[7], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[43mlocalAPI\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mrunAsset\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43m2024-01-02\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\n\u001b[1;32m 2\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43m[\u001b[49m\u001b[43minvoice\u001b[49m\u001b[43m]\u001b[49m\n\u001b[1;32m 3\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43mpoolAssump\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mPool\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m,\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mReceivable\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\n\u001b[1;32m 4\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mDefaultAtEnd\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\n\u001b[1;32m 5\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43m{\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mRate\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m:\u001b[49m\u001b[38;5;241;43m0.5\u001b[39;49m\u001b[43m,\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mByDays\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m:\u001b[49m\u001b[43m[\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m10\u001b[39;49m\u001b[43m,\u001b[49m\u001b[38;5;241;43m0.5\u001b[39;49m\u001b[43m)\u001b[49m\u001b[43m,\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m20\u001b[39;49m\u001b[43m,\u001b[49m\u001b[38;5;241;43m0.5\u001b[39;49m\u001b[43m)\u001b[49m\u001b[43m]\u001b[49m\u001b[43m}\u001b[49m\n\u001b[1;32m 6\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 7\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\n\u001b[1;32m 8\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[38;5;28;43;01mNone\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 9\u001b[0m \u001b[43m \u001b[49m\u001b[43m,\u001b[49m\u001b[43mread\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;28;43;01mTrue\u001b[39;49;00m\u001b[43m)\u001b[49m\n\u001b[1;32m 10\u001b[0m \u001b[38;5;28mlist\u001b[39m(r[\u001b[38;5;241m0\u001b[39m]\u001b[38;5;241m.\u001b[39mto_records())\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/client.py:376\u001b[0m, in \u001b[0;36mAPI.runAsset\u001b[0;34m(self, date, _assets, poolAssump, rateAssump, pricing, read)\u001b[0m\n\u001b[1;32m 373\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m (\u001b[38;5;28;01mNone\u001b[39;00m, \u001b[38;5;28;01mNone\u001b[39;00m, \u001b[38;5;28;01mNone\u001b[39;00m)\n\u001b[1;32m 375\u001b[0m url \u001b[38;5;241m=\u001b[39m \u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;132;01m{\u001b[39;00m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39murl\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m/\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mEndpoints\u001b[38;5;241m.\u001b[39mRunAsset\u001b[38;5;241m.\u001b[39mvalue\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m\n\u001b[0;32m--> 376\u001b[0m _assumptions \u001b[38;5;241m=\u001b[39m \u001b[43mmkAssumpType\u001b[49m\u001b[43m(\u001b[49m\u001b[43mpoolAssump\u001b[49m\u001b[43m)\u001b[49m \u001b[38;5;28;01mif\u001b[39;00m poolAssump \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[1;32m 377\u001b[0m _rate \u001b[38;5;241m=\u001b[39m lmap(mkRateAssumption, rateAssump) \u001b[38;5;28;01mif\u001b[39;00m rateAssump \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[1;32m 378\u001b[0m _pricing \u001b[38;5;241m=\u001b[39m mkLiqMethod(pricing) \u001b[38;5;28;01mif\u001b[39;00m pricing \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1477\u001b[0m, in \u001b[0;36mmkAssumpType\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m 1475\u001b[0m \u001b[38;5;28;01mmatch\u001b[39;00m x:\n\u001b[1;32m 1476\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m (\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mPool\u001b[39m\u001b[38;5;124m\"\u001b[39m, p, d, f):\n\u001b[0;32m-> 1477\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mPoolLevel\u001b[39m\u001b[38;5;124m\"\u001b[39m,\u001b[43mmkPDF\u001b[49m\u001b[43m(\u001b[49m\u001b[43mp\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43md\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mf\u001b[49m\u001b[43m)\u001b[49m))\n\u001b[1;32m 1478\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m (\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mByIndex\u001b[39m\u001b[38;5;124m\"\u001b[39m, \u001b[38;5;241m*\u001b[39mps):\n\u001b[1;32m 1479\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mByIndex\u001b[39m\u001b[38;5;124m\"\u001b[39m,[ [idx, mkPDF(a,b,c)] \u001b[38;5;28;01mfor\u001b[39;00m (idx,(a,b,c)) \u001b[38;5;129;01min\u001b[39;00m ps ]))\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1468\u001b[0m, in \u001b[0;36mmkPDF\u001b[0;34m(a, b, c)\u001b[0m\n\u001b[1;32m 1466\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mmkPDF\u001b[39m(a, b, c):\n\u001b[1;32m 1467\u001b[0m \u001b[38;5;250m \u001b[39m\u001b[38;5;124;03m''' make assumps asset with 3 status: performing/delinq/defaulted '''\u001b[39;00m\n\u001b[0;32m-> 1468\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m [\u001b[43mmkPerfAssumption\u001b[49m\u001b[43m(\u001b[49m\u001b[43ma\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1469\u001b[0m ,mkDelinqAssumption(b)\n\u001b[1;32m 1470\u001b[0m ,mkDefaultedAssumption(c)]\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1460\u001b[0m, in \u001b[0;36mmkPerfAssumption\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m 1458\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m (\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mReceivable\u001b[39m\u001b[38;5;124m\"\u001b[39m, md, mr, mes):\n\u001b[1;32m 1459\u001b[0m d \u001b[38;5;241m=\u001b[39m earlyReturnNone(mkAssumpDefault,md)\n\u001b[0;32m-> 1460\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[43mearlyReturnNone\u001b[49m\u001b[43m(\u001b[49m\u001b[43mmkAssumpRecovery\u001b[49m\u001b[43m,\u001b[49m\u001b[43mmr\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1461\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mReceivableAssump\u001b[39m\u001b[38;5;124m\"\u001b[39m,[d, r, mkExtraStress(mes)]))\n\u001b[1;32m 1462\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01m_\u001b[39;00m:\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/util.py:379\u001b[0m, in \u001b[0;36mearlyReturnNone\u001b[0;34m(fn, v)\u001b[0m\n\u001b[1;32m 377\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[1;32m 378\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m--> 379\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mfn\u001b[49m\u001b[43m(\u001b[49m\u001b[43mv\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m/opt/homebrew/lib/python3.11/site-packages/absbox/local/component.py:1393\u001b[0m, in \u001b[0;36mmkAssumpRecovery\u001b[0;34m(x)\u001b[0m\n\u001b[1;32m 1391\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mkTag((\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mRecoveryTiming\u001b[39m\u001b[38;5;124m\"\u001b[39m,[vNum(r),vList(ts, \u001b[38;5;28mfloat\u001b[39m)]))\n\u001b[1;32m 1392\u001b[0m \u001b[38;5;28;01mcase\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[38;5;28;01m_\u001b[39;00m:\n\u001b[0;32m-> 1393\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mRuntimeError\u001b[39;00m(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mfailed to match \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mx\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m)\n",
"\u001b[0;31mRuntimeError\u001b[0m: failed to match {'Rate': 0.5, 'ByDays': [(10, 0.5), (20, 0.5)]}"
]
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice]\n",
" ,poolAssump=(\"Pool\",(\"Receivable\"\n",
" ,\"DefaultAtEnd\"\n",
" ,{\"Rate\":0.5,\"ByDays\":[(10,0.5),(20,0.5)]}\n",
" ,None)\n",
" ,None\n",
" ,None)\n",
" ,read=True)\n",
"r[0].head()"
]
},
{
"cell_type": "markdown",
"id": "3e27147e",
"metadata": {},
"source": [
"### Fee"
]
},
{
"cell_type": "code",
"execution_count": 8,
"id": "4d828226",
"metadata": {},
"outputs": [],
"source": [
"invoice0 = [\"Invoice\"\n",
" ,{\"start\":\"2024-04-01\",\"originBalance\":2000\n",
" ,\"originAdvance\":1500,\"dueDate\":\"2024-06-01\"\n",
" ,\"feeType\":(\"Fixed\",150)}\n",
" ,{\"status\":\"Current\"}]"
]
},
{
"cell_type": "code",
"execution_count": 9,
"id": "36f5b389",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"[('2024-04-01', 2000, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0),\n",
" ('2024-06-01', 0, 0, 1850, 150, 0, 0, 0, 0, 0, 0, 0, 0, 0)]"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice0]\n",
" ,poolAssump=None\n",
" ,read=True)\n",
"\n",
"r[0].head()"
]
},
{
"cell_type": "code",
"execution_count": 10,
"id": "d71e2e1f",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"[('2024-04-01', 2000, 0, 0., 0., 0., 0., 0., 0, 0, 0, 0., 0., 0.),\n",
" ('2024-06-01', 0, 0, 1846.91, 149.74, 3.35, 0., 0., 0, 0, 0, 3.35, 0., 0.),\n",
" ('2024-06-11', 0, 0, 0., 0., 0., 0.83, 0., 0, 0, 0, 3.35, 0.83, 0.),\n",
" ('2024-06-21', 0, 0, 0., 0., 0., 0.83, 1.68, 0, 0, 0, 3.35, 1.66, 1.68)]"
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"r = localAPI.runAsset(\"2024-01-02\"\n",
" ,[invoice0]\n",
" ,poolAssump=(\"Pool\",(\"Receivable\"\n",
" ,{'CDR':0.01}\n",
" ,{\"Rate\":0.5,\"ByDays\":[(10,0.5),(20,0.5)]}\n",
" ,None)\n",
" ,None\n",
" ,None)\n",
" ,read=True)\n",
"\n",
"r[0].head()"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.12.3"
}
},
"nbformat": 4,
"nbformat_minor": 5
}