remove deps of pyxirr

absbox/local/analytics.py

@@ -1,5 +1,6 @@
 import pandas as pd 
 from pyxirr import xirr, xnpv
+import finance_calculator as fc
 from absbox.local.base import china_bondflow_fields_s, english_bondflow_fields_s
 from absbox.validation import vStr
 import numpy as np
@@ -39,7 +40,8 @@ def extract_cash_col(_cols):
     dates = [invest_date]+dates
     amounts = [invest_amount]+amounts
 
-    return xirr(np.array(dates), np.array(amounts))
+    #return xirr(np.array(dates), np.array(amounts))
+    return fc.get_xirr([(d, a) for d, a in zip(dates, amounts)])/100
 
 
 def sum_fields_to_field(df: pd.DataFrame, cols: list, col: str):
@@ -50,34 +52,6 @@ def sum_fields_to_field(df: pd.DataFrame, cols: list, col: str):
     return df.assign(col=df[cols].sum(axis=1))
 
 
-def npv(_flow: pd.DataFrame, **p):
-    flow = _flow.copy()
-    cols = flow.columns.to_list()
-    idx_name = flow.index.name
-    init_date, _init_amt = p['init']
-    init_amt = _init_amt if _init_amt != 0.00 else 0.0001
-
-    def _pv(_af):
-        af = flow[_af]
-        return xnpv(p['rate']
-                    , [init_date] + flow.index.to_list()
-                    , [-1 * init_amt] + af.to_list())
-    match (cols, idx_name):
-        case (china_rental_flow, "日期"):
-            return _pv("租金")
-        case (english_rental_flow, "Date"):
-            return _pv("Rental")
-        case (english_mortgage_flow_fields, "Date"):
-            sum_fields_to_field(flow, ["Principal", "Interest", "Prepayment", "Recovery"], "Cash")
-            return _pv("Cash")
-        case (china_bondflow_fields, "日期"):
-            return _pv("本息合计")
-        case (english_bondflow_fields, "Date"):
-            return _pv("cash")
-        case _:
-            raise RuntimeError("Failed to match", cols, idx_name)
-
-
 def flow_by_scenario(rs, flowpath, node="col", rtn_df=True, ax=1, rnd=2):
     "pull flows from multiple scenario"
     r = None

absbox/local/base.py

@@ -2,11 +2,11 @@
 
 
 # Bond 
-china_bondflow_fields = ["日期", "余额", "利息", "本金", "执行利率", "本息合计", "备注"]
-china_bondflow_fields_s = ["余额", "利息", "本金", "执行利率", "本息合计", "备注"]
-china_bond_cashflow = ["本金","利息","本息合计"]
-english_bondflow_fields = ["date", "balance", "interest", "principal", "rate", "cash", "memo"]
-english_bondflow_fields_s = ["balance", "interest", "principal", "rate", "cash", "memo"]
+china_bondflow_fields_s = ["余额", "利息", "本金", "执行利率", "本息合计", "本金系数", "备注"]
+china_bondflow_fields = ["日期"] + china_bondflow_fields_s
+china_bond_cashflow = ["本金", "利息", "本息合计"]
+english_bondflow_fields_s = ["balance", "interest", "principal", "rate", "cash", "factor",  "memo"]
+english_bondflow_fields = ["date"] + english_bondflow_fields_s
 
 # Cumulative
 china_cumStats = ["累计还款", "累计早偿", "累计拖欠", "累计违约", "累计回收", "累计损失"]

absbox/local/china.py

@@ -7,6 +7,7 @@
 from urllib.request import unquote
 from functools import reduce 
 from pyspecter import query,S
+import toolz as tz
 
 from absbox.local.util import *
 from absbox.local.component import *
@@ -94,8 +95,12 @@ def read(resp):
             for k, x in deal_content[comp_name].items():
                 ir = None
                 if x[comp_v[0]]:
-                    ir = [_['contents'] for _ in x[comp_v[0]]]
-                output[comp_name][k] = pd.DataFrame(ir, columns=comp_v[1]).set_index("日期")
+                    ir = list(tz.pluck('contents', x[comp_v[0]]))
+                    if comp_v[0]=='bndStmt' and len(ir[0])==7:  #backward compatibility: bond factor
+                        legacy_bond_stmt_col = comp_v[1][:6]+[comp_v[1][-1]]
+                        output[comp_name][k] = pd.DataFrame(ir, columns=legacy_bond_stmt_col).set_index("日期")
+                    else:
+                        output[comp_name][k] = pd.DataFrame(ir, columns=comp_v[1]).set_index("日期")
             output[comp_name] = collections.OrderedDict(sorted(output[comp_name].items()))
         # aggregate fees
         output['fees'] = {f: v.groupby('日期').agg({"余额": "min", "支付": "sum", "剩余支付": "min"})

absbox/local/generic.py

@@ -8,8 +8,10 @@
 from absbox.local.component import *
 from absbox.local.base import * 
 import pandas as pd
+import numpy as np
 import collections
 from absbox.validation import vStr,vDate,vNum,vList,vBool,vFloat,vInt
+import toolz as tz
 
 
 @dataclass
@@ -87,8 +89,12 @@ def read(resp):
             for k, x in deal_content[comp_name].items():
                 ir = None
                 if x[comp_v[0]]:
-                    ir = [_['contents'] for _ in x[comp_v[0]]]
-                output[comp_name][k] = pd.DataFrame(ir, columns=comp_v[1]).set_index("date")
+                    ir = list(tz.pluck('contents', x[comp_v[0]]))
+                    if comp_v[0]=='bndStmt' and len(ir[0])==7:  #backward compatibility: bond factor
+                        legacy_bond_stmt_col = comp_v[1][:6]+[comp_v[1][-1]]
+                        output[comp_name][k] = pd.DataFrame(ir, columns=legacy_bond_stmt_col).set_index("date")
+                    else:
+                        output[comp_name][k] = pd.DataFrame(ir, columns=comp_v[1]).set_index("date")
             output[comp_name] = collections.OrderedDict(sorted(output[comp_name].items()))
         # aggregate fees
         output['fees'] = {f: v.groupby('date').agg({"balance": "min", "payment": "sum", "due": "min"})
@@ -106,7 +112,7 @@ def read(resp):
                 output['pool']['flow'] = readPoolCf(deal_content['pool']['contents']['futureCf']['contents'])
         elif deal_content['pool']['tag']=='MultiPool':
             poolMap = deal_content['pool']['contents']
-            output['pool']['flow'] = {k: readPoolCf(v['futureCf']['contents']) for (k,v) in poolMap.items() }
+            output['pool']['flow'] = tz.valmap(lambda v: readPoolCf(v['futureCf']['contents']), poolMap)
         elif deal_content['pool']['tag']=='ResecDeal':
             poolMap = deal_content['pool']['contents']
             output['pool']['flow'] = {tz.get([1,2,4],k.split(":")): readPoolCf(v['futureCf']['contents']) for (k,v) in poolMap.items() }

absbox/local/plot.py

@@ -159,11 +159,4 @@ def plot_oc(bsReport: pd.DataFrame, bnds: list):
     assert isinstance(bsReport, pd.DataFrame), "input report is not a dataframe"
     assert isinstance(bnds, list), "input bond name is not a list"
 
-    return None
-
-
-def plot_bs2(r, **kw):
-    dealStatusFlag = []
-    triggerStatusFlag = []
-
     return None

absbox/local/util.py

@@ -127,7 +127,7 @@ def aggCFby(_df, interval, cols):
     return df.groupby([dummy_col])[cols].sum().rename_axis(idx)
 
 
-def update_deal(d, i, c):
+def update_deal(d, i, c): #Deprecated ,to be replace with Lens
     "A patch function to update a deal data component list in immuntable way"
     _d = d.copy()
     _d.pop(i)
@@ -326,6 +326,7 @@ def _read_asset_pricing(xs, lang) -> pd.DataFrame:
 
 
 def mergeStrWithDict(s: str, m: dict) -> str:
+    ''' merge a map to a string'''
     t = json.loads(s)
     return json.dumps(t | m)
 

absbox/tests/benchmark/china/test22.py

@@ -40,9 +40,9 @@
                      ,read=True)
 aggCFby(p,"M",["租金"]).plot.bar(rot=45,ylabel="租金合计")
 
-
-from absbox.local.util import npv
-npv(p,rate=0.07,init=("2021-01-04",0))
+#npv was removed since 0.26.x
+#from absbox.local.util import npv
+#npv(p,rate=0.07,init=("2021-01-04",0))
 
 
 deal_data = ["租金类ABS案例"