{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Trigger with rolling rate\n",
    "\n",
    "A trigger can be setup against a rolling pool performance rate, like `Last 3 Month Average Default Rate`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from absbox import API,EnginePath,unifyTs\n",
    "\n",
    "import pandas as pd\n",
    "pd.set_option('display.max_rows', None)\n",
    "\n",
    "localAPI = API(EnginePath.DEV, lang='english', check=False)\n",
    "from absbox.examples import trigger03"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Here is couple things we can use to set up rolling default rate in trigger\n",
    "\n",
    "* Using ratio formula : `(\"cumPoolDefaultedRate\",n)`\n",
    "* Using average formula : `(\"avg\", <Formula>, <Formula>, ...)`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "trigger03.trigger['AfterCollect']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "avgDefaultRate = (\"avg\"\n",
    "                    , (\"cumPoolDefaultedRate\",)\n",
    "                    , (\"cumPoolDefaultedRateTill\",-1,)\n",
    "                    , (\"cumPoolDefaultedRateTill\",-2,)\n",
    "                    )\n",
    "\n",
    "r = localAPI.run(trigger03\n",
    "                 ,poolAssump = (\"Pool\",(\"Mortgage\",{\"CDR\":0.03},None,None,None)\n",
    "                                       ,None\n",
    "                                       ,None)\n",
    "                 ,runAssump = [(\"inspect\",(\"MonthFirst\",(\"trigger\", \"AfterCollect\" ,\"defaultRateTrigger\"))\n",
    "                                         ,(\"MonthFirst\",(\"cumPoolDefaultedRate\",))\n",
    "                                         ,(\"MonthFirst\",(\"cumPoolDefaultedRateTill\",-1,))\n",
    "                                         ,(\"MonthFirst\",(\"cumPoolDefaultedRateTill\",-2,))\n",
    "                                         ,(\"MonthFirst\",avgDefaultRate))\n",
    "                               ]\n",
    "                 ,read=True\n",
    "                 ,showWarning=False)\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Result\n",
    "\n",
    "The trigger status will be fired at month `2022-10-01` ,as the average default rate in last 3 periods exceeds the threshold 5%"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "unifyTs(r['result']['inspect'].values())"
   ]
  }
 ],
 "metadata": {
  "language_info": {
   "name": "python"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 2
}