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remove Rate usage and use weight
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lemunozm committed May 8, 2024
1 parent 1d60312 commit 9733dba
Showing 1 changed file with 27 additions and 32 deletions.
59 changes: 27 additions & 32 deletions pallets/loans/src/types/cashflow.rs
Original file line number Diff line number Diff line change
Expand Up @@ -21,7 +21,7 @@ use sp_runtime::{
EnsureAdd, EnsureAddAssign, EnsureDiv, EnsureFixedPointNumber, EnsureInto, EnsureSub,
EnsureSubAssign,
},
ArithmeticError, DispatchError, FixedPointNumber, FixedPointOperand,
ArithmeticError, DispatchError, FixedPointNumber, FixedPointOperand, FixedU128,
};
use sp_std::{cmp::min, vec, vec::Vec};

Expand Down Expand Up @@ -149,24 +149,25 @@ impl RepaymentSchedule {
let (timeflow, periods_per_year) = match &self.interest_payments {
InterestPayments::None => (vec![], 1),
InterestPayments::Monthly(reference_day) => (
date::monthly_intervals::<Rate>(start_date, end_date, (*reference_day).into())?,
date::monthly_intervals(start_date, end_date, (*reference_day).into())?,
12,
),
};

let total = timeflow
let total_weight = timeflow
.iter()
.map(|(_, interval)| interval)
.try_fold(Rate::zero(), |a, b| a.ensure_add(*b))?;
.map(|(_, weight)| weight)
.try_fold(0, |a, b| a.ensure_add(*b))?;

let interest_per_period = interest_rate
.per_year()
.ensure_div(Rate::saturating_from_integer(periods_per_year))?;

timeflow
.into_iter()
.map(|(date, interval)| {
let principal = interval.ensure_div(total)?.ensure_mul_int(principal)?;
.map(|(date, weight)| {
let proportion = FixedU128::ensure_from_rational(weight, total_weight)?;
let principal = proportion.ensure_mul_int(principal)?;
let interest = interest_per_period.ensure_mul_int(principal)?;

Ok(CashflowPayment {
Expand Down Expand Up @@ -264,11 +265,11 @@ mod date {
Ok(dates)
}

pub fn monthly_intervals<Rate: FixedPointNumber>(
pub fn monthly_intervals(
start_date: NaiveDate,
end_date: NaiveDate,
reference_day: u32,
) -> Result<Vec<(NaiveDate, Rate)>, DispatchError> {
) -> Result<Vec<(NaiveDate, u32)>, DispatchError> {
let monthly_dates = monthly(start_date, end_date, reference_day)?;
let last_index = monthly_dates.len().ensure_sub(1)?;

Expand All @@ -277,22 +278,20 @@ mod date {
.into_iter()
.enumerate()
.map(|(i, date)| {
let days = match i {
let weight = match i {
0 if last_index == 0 => end_date.day().ensure_sub(DAY_1)?,
0 if start_date.day() == DAY_1 => 30,
0 => (date - start_date).num_days().ensure_into()?,
n if n == last_index && end_date.day() == DAY_1 => 30,
n if n == last_index => {
let prev_date = monthly_dates
.get(n.ensure_sub(1)?)
.ok_or(DispatchError::Other("n > 1. qed"))?;
let prev_date = monthly_dates.get(n.ensure_sub(1)?).ok_or("n > 1. qed")?;

(date - *prev_date).num_days().ensure_into()?
}
_ => 30,
};

Ok((date, Rate::saturating_from_rational(days, 30)))
Ok((date, weight))
})
.collect()
}
Expand Down Expand Up @@ -331,13 +330,6 @@ pub mod tests {
secs_from_ymdhms(year, month, day, 23, 59, 59)
}

fn rate_per_year(rate: f64) -> InterestRate<Rate> {
InterestRate::Fixed {
rate_per_year: Rate::from_float(rate),
compounding: CompoundingSchedule::Secondly,
}
}

mod months {
use super::*;

Expand All @@ -349,10 +341,10 @@ pub mod tests {
assert_ok!(
date::monthly_intervals(from_ymd(2022, 1, 20), from_ymd(2022, 4, 20), 1),
vec![
(from_ymd(2022, 2, 1), Rate::from((12, 30))),
(from_ymd(2022, 3, 1), Rate::one()),
(from_ymd(2022, 4, 1), Rate::one()),
(from_ymd(2022, 4, 20), Rate::from((19, 30))),
(from_ymd(2022, 2, 1), 12),
(from_ymd(2022, 3, 1), 30),
(from_ymd(2022, 4, 1), 30),
(from_ymd(2022, 4, 20), 19),
]
);
}
Expand All @@ -377,18 +369,15 @@ pub mod tests {
fn start_and_end_same_day_as_reference_day() {
assert_ok!(
date::monthly_intervals(from_ymd(2022, 1, 1), from_ymd(2022, 3, 1), 1),
vec![
(from_ymd(2022, 2, 1), Rate::one()),
(from_ymd(2022, 3, 1), Rate::one()),
]
vec![(from_ymd(2022, 2, 1), 30), (from_ymd(2022, 3, 1), 30),]
);
}

#[test]
fn same_month() {
assert_ok!(
date::monthly_intervals(from_ymd(2022, 1, 1), from_ymd(2022, 1, 15), 1),
vec![(from_ymd(2022, 1, 15), Rate::from((14, 30)))]
vec![(from_ymd(2022, 1, 15), 14)]
);
}
}
Expand Down Expand Up @@ -418,14 +407,20 @@ pub mod tests {

#[test]
fn correct_amounts() {
// Note that an interest rate of 0.12 corresponds to 0.01 monthly.
assert_eq!(
RepaymentSchedule {
maturity: Maturity::fixed(last_secs_from_ymd(2022, 7, 1)),
interest_payments: InterestPayments::Monthly(1),
pay_down_schedule: PayDownSchedule::None,
}
.generate_cashflows(last_secs_from_ymd(2022, 4, 16), 25000, &rate_per_year(0.12))
.generate_cashflows(
last_secs_from_ymd(2022, 4, 16),
25000, /* principal */
&InterestRate::Fixed {
rate_per_year: Rate::from_float(0.01 * 12.0),
compounding: CompoundingSchedule::Secondly,
}
)
.unwrap()
.into_iter()
.map(|payment| (payment.principal, payment.interest))
Expand Down

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