expose position flow

absbox/client.py

@@ -1,4 +1,4 @@
-import json, datetime, pickle, re, urllib3, getpass
+import json, datetime, pickle, re, urllib3, getpass, copy
 from importlib.metadata import version
 from json.decoder import JSONDecodeError
 from dataclasses import dataclass,field
@@ -95,8 +95,7 @@ def validate(self, _r) -> list:
     def run(self, deal,
             assumptions=None,
             pricing=None,
-            read=True,
-            position=None):
+            read=True):
 
         # if run req is a multi-scenario run
         multi_run_flag = True if isinstance(assumptions, dict) else False
@@ -291,14 +290,4 @@ def _send_req(self,_req,_url,timeout=10,headers={})->dict:
                 console.print(e)
                 console.rule()
                 return None
-
-
-
-def save(deal,p:str):
-    def save_to(b):
-        with open(p,'wb') as _f:
-            pickle.dump(b,_f)
-
-    match deal:
-        case _:
-            save_to(deal)
+

absbox/local/china.py

@@ -120,6 +120,7 @@ def read(resp):
 
         output['pricing'] = readPricingResult(resp[3], 'cn')
         output['result'] = readRunSummary(resp[2], 'cn')
+        output['_deal'] = resp[0]
         return output
 
 

absbox/local/generic.py

@@ -2,7 +2,7 @@
 import functools
 
 from absbox import *
-from absbox.local.util import mkTag,mapListValBy,mapValsBy,renameKs2,guess_pool_flow_header
+from absbox.local.util import mkTag,mapListValBy,mapValsBy,renameKs2,guess_pool_flow_header,positionFlow
 from absbox.local.component import *
 from absbox.local.base import * 
 import pandas as pd
@@ -115,5 +115,5 @@ def read(resp):
 
         output['pricing'] = readPricingResult(resp[3], 'en')
         output['result'] = readRunSummary(resp[2], 'en')
-
+        output['_deal'] = resp[0]
         return output

absbox/local/util.py

@@ -1,5 +1,5 @@
 import pandas as pd
-import functools,json
+import functools,json,copy
 import logging
 import itertools,re
 from enum import Enum
@@ -300,3 +300,24 @@ def mergeStrWithDict(s:str,m:dict) -> str:
     t = json.loads(s)
     t = t | m 
     return json.dumps(t)
+
+def positionFlow(x,m:dict,facePerPaper=100):
+    _,_bflow = list(x['bonds'].items())[0]
+    bflowHeader = _bflow.columns.to_list()
+
+    def calcBondFlow(_bflow,factor):
+        bflow = copy.deepcopy(_bflow)
+        bflow[bflowHeader[0]] *= factor
+        bflow[bflowHeader[1]] *= factor
+        bflow[bflowHeader[2]] *= factor
+        bflow[bflowHeader[4]] *= factor
+        return bflow
+
+    assert isinstance(m, dict),"Position info must be a map/dict"
+
+    bOrignBal = {k:x['_deal']['contents']['bonds'][k]['bndOriginInfo']['originBalance'] for k,v in m.items()}
+    bPapersPerBond = {k:v/facePerPaper for k,v in bOrignBal.items()}
+
+    bflowFactor = {k:(v/bPapersPerBond[k]) for k,v in m.items()}
+
+    return {bn:calcBondFlow(bf,bflowFactor[bn])  for bn,bf in x['bonds'].items() if bn in m}