Beispiel #1
0
def calc(request):
	eng = LiqEngine()
	#TODO add LSSpread and PriorDayRateUsed from config
	eng.setParameters(LSSpread = 1, PriorDayRateUsed = 3.5)

	eng.setLoans([{'loanId' : '1', 'mortgageOriginator': 'ABC Mortgage',
					'loanAmount': 318725.0},
			{'loanId' : '2', 'mortgageOriginator': 'ABC Mortgage',
					'loanAmount': 375685.0},
			{'loanId' : '3', 'mortgageOriginator': 'Prime Lending',
					'loanAmount': 479875.0},
			{'loanId' : '4', 'mortgageOriginator': 'Prime Lending',
					'loanAmount': 525400.0},
			{'loanId' : '5', 'mortgageOriginator': 'Best Loans Inc',
					'loanAmount': 515425.0},
			{'loanId' : '6', 'mortgageOriginator': 'Integrity Lending',
					'loanAmount': 485000.0}])
	eng.setUsers([{'userId' : '*****@*****.**', 'fundsAvailable': 187500.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 500000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 185000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 1500000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 860000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 300000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 250000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 74000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 285000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 532000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 292000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 752000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 418000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 47000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 283000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 598000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 639000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 274000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 629000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 562000.0}])

	eng.setBids([{'date' : '15:00:00', 'bidId' : '1104134',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 500000.0, 'Participation' : 10,
				'orderType' : 'Noncompetitive', 'bidRate' : 3.000,
				'orderTiming' : 'Auto'},
			{'date' : '15:00:00', 'bidId' : '1104143',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 500000.0, 'Participation' : 20,
				'assetSubset' : 'Loan', 'loanId' : '1',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.875,
				'orderTiming' : 'Auto'},
			{'date' : '15:00:00', 'bidId' : '1104154',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 100000.0, 'Participation' : 10,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.000,
				'orderTiming' : 'Auto'},
			{'date' : '15:00:00', 'bidId' : '1104152',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 100000.0, 'Participation' : 30,
				'assetSubset' : 'Loan', 'loanId' : '3',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.500,
				'orderTiming' : 'Auto'},
			{'date' : '17:06:12', 'bidId' : '1104136',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 500000.0, 'Participation' : 10,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.750,
				'orderTiming' : 'Day Trade'},
			{'date' : '18:32:36', 'bidId' : '1104138',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 500000.0, 'Participation' : 10,
				'assetSubset' : 'Loan', 'loanId' : '5',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.625,
				'orderTiming' : 'Day Trade'},
			{'date' : '19:15:48', 'bidId' : '1104139',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 100000.0, 'Participation' : 20,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.250,
				'orderTiming' : 'Day Trade'},
			{'date' : '19:59:00', 'bidId' : '1104140',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 100000.0, 'Participation' : 20,
				'assetSubset' : 'MO', 'mortgageOriginator' : 'ABC Mortgage',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.875,
				'orderTiming' : 'Day Trade'},
			{'date' : '20:42:12', 'bidId' : '1104141',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 500000.0, 'Participation' : 30,
				'orderType' : 'Noncompetitive', 'bidRate' : 3.000,
				'orderTiming' : 'Day Trade'},
			{'date' : '21:39:48', 'bidId' : '1104159',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 500000.0, 'Participation' : 30,
				'assetSubset' : 'Loan', 'loanId' : '3',
				'orderType' : 'Noncompetitive', 'bidRate' : 3.125,
				'orderTiming' : 'Day Trade'},
			{'date' : '23:06:12', 'bidId' : '1104161',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 100000.0, 'Participation' : 40,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.500,
				'orderTiming' : 'Day Trade'},
			{'date' : '23:35:00', 'bidId' : '1104145',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 100000.0, 'Participation' : 30,
				'assetSubset' : 'Loan', 'loanId' : '1',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.375,
				'orderTiming' : 'Day Trade'},
			{'date' : '2:23:00', 'bidId' : '1104133',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 500000.0, 'Participation' : 20,
				'orderType' : 'Noncompetitive', 'bidRate' : 3.500,
				'orderTiming' : 'Day Trade'},
			{'date' : '2:27:48', 'bidId' : '1104149',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 500000.0, 'Participation' : 10,
				'assetSubset' : 'Loan', 'loanId' : '1',
				'orderType' : 'Noncompetitive', 'bidRate' : 3.375,
				'orderTiming' : 'Day Trade'},
			{'date' : '3:54:12', 'bidId' : '1104151',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 100000.0, 'Participation' : 20,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.125,
				'orderTiming' : 'Day Trade'},
			{'date' : '4:37:24', 'bidId' : '1104131',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 100000.0, 'Participation' : 30,
				'assetSubset' : 'MO', 'mortgageOriginator' : 'Prime Lending',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.500,
				'orderTiming' : 'Day Trade'},
			{'date' : '6:47:00', 'bidId' : '1104155',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 500000.0, 'Participation' : 20,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.875,
				'orderTiming' : 'Day Trade'},
			{'date' : '7:30:12', 'bidId' : '1104156',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 500000.0, 'Participation' : 10,
				'assetSubset' : 'Loan', 'loanId' : '1',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.500,
				'orderTiming' : 'Day Trade'},
			{'date' : '8:13:24', 'bidId' : '1104157',
				'userId' : '*****@*****.**', 'bidType' : 'General',
				'Aggregate' : 100000.0, 'Participation' : 10,
				'orderType' : 'Noncompetitive', 'bidRate' : 2.000,
				'orderTiming' : 'Day Trade'},
			{'date' : '8:56:36', 'bidId' : '1104158',
				'userId' : '*****@*****.**', 'bidType' : 'Specified',
				'Aggregate' : 100000.0, 'Participation' : 10,
				'assetSubset' : 'Loan', 'loanId' : '3',
				'orderType' : 'Noncompetitive', 'bidRate' : 2.125,
				'orderTiming' : 'Day Trade'}])
	try:
		context = eng.Calc()

		Context = UserContext(request)
		Context['loans'] = []
		for c in context['loans'].iteritems():
			Context['loans'].append(c[0])
		Context['bids'] = []
		for b in context['bids'].iteritems():
			c = [{'bid': b[0]}]
			for l in Context['loans']:
				if l in b[1]['allocatedAmounts']:
					c.append(({"key": l, "val": '%.2f' % b[1]['allocatedAmounts'][l]}))
				else:
					c.append(({"key": l, "val": 0}))
			Context['bids'].append(c)
		return render_to_response("engine/results.html", Context,
				context_instance=RequestContext(request))
	except:
		return render_to_response("500.html",
				context_instance=RequestContext(request))
Beispiel #2
0
def CallEngine():
    eng = LiqEngine()
    # TODO add LSSpread and PriorDayRateUsed from config
    eng.setParameters(LSSpread=1, PriorDayRateUsed=3.5)

    mortop = db.GqlQuery("SELECT * " "FROM User Where group = 'MO'")
    mo = []
    for m in mortop:
        mo.append(m.key().name())
    eng.setMortgageOriginator(mo)

    # TODO only set loans who are involved in the calc
    loans = db.GqlQuery("SELECT * " "FROM Loan")
    s = []
    for l in loans:
        s.append({"loanId": l.key().name(), "mortgageOriginator": l.customer_account_key, "loanAmount": l.curr_upb})
    eng.setLoans(s)

    users = db.GqlQuery("SELECT * " "FROM User Where group = 'Broker'")
    usr = []
    for u in users:
        usr.append({"userId": u.key().name(), "fundsAvailable": u.fundsAvailable})
    eng.setUsers(usr)

    bids = db.GqlQuery("SELECT * " "FROM Bid")
    s = []
    for b in bids:
        d = {"date": b.createdAt, "bidId": b.key().name()}
        d["userId"] = b.user.key().name()
        d["bidType"] = b.bidtype
        if b.bidtype == "Specified":
            d["assetSubset"] = b.lorm
        d["Participation"] = b.participation
        d["Aggregate"] = b.aggregated
        if b.lorm == "Loan":
            d["loanId"] = b.loan.key().name()
        elif b.lorm == "MO":
            d["mortgageOriginator"] = b.mo.key().name()
        d["orderTiming"] = b.ordertiming
        d["orderType"] = b.ordertype
        if b.ordertype == "Competitive":
            d["bidRate"] = b.bidrate
        # if b.ordertiming == 'Auto':
        #    d[''] = b.orderAt
        s.append(d)

    eng.setBids(s)
    return eng.Calc()
Beispiel #3
0
#!/usr/bin/python
from pprint import pprint
from LiqSpot import LiqEngine

eng = LiqEngine()

eng.setParameters(LSSpread = 1, PriorDayRateUsed = 3.5)

eng.setMortgageOriginator(['ABC Mortgage', 'Prime Lending', 'Best Loans Inc',
		'Integrity Lending'])

eng.setLoans([{'loanId' : '1', 'mortgageOriginator': 'ABC Mortgage', 'loanAmount': 318725.0},
	{'loanId' : '2', 'mortgageOriginator': 'ABC Mortgage', 'loanAmount': 375685.0},
	{'loanId' : '3', 'mortgageOriginator': 'Prime Lending', 'loanAmount': 479875.0},
	{'loanId' : '4', 'mortgageOriginator': 'Prime Lending', 'loanAmount': 525400.0},
	{'loanId' : '5', 'mortgageOriginator': 'Best Loans Inc', 'loanAmount': 515425.0},
	{'loanId' : '6', 'mortgageOriginator': 'Integrity Lending', 'loanAmount': 485000.0}])

eng.setUsers([{'userId' : '*****@*****.**', 'fundsAvailable': 187500.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 500000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 185000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 1500000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 860000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 300000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 250000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 74000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 285000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 532000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 292000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 752000.0},
			{'userId' : '*****@*****.**', 'fundsAvailable': 418000.0},
Beispiel #4
0
#!/usr/bin/python
from pprint import pprint
from LiqSpot import LiqEngine
import datetime

#TODO pilas los fondos de 4157 se van a negativo

eng = LiqEngine()

eng.setParameters(LSSpread = 1, PriorDayRateUsed = 3.5)

#TODO add MortgageOriginator
eng.setMortgageOriginator([u'ABCD', u'BCDE', u'EFGH', u'HIJK'])

eng.setLoans([{'loanAmount': 408378L, 'mortgageOriginator': u'HIJK', 'loanId': u'201144387'},
{'loanAmount': 360000L, 'mortgageOriginator': u'BCDE', 'loanId': u'201144944'},
{'loanAmount': 260000L, 'mortgageOriginator': u'BCDE', 'loanId': u'201145114'},
{'loanAmount': 625500L, 'mortgageOriginator': u'BCDE', 'loanId': u'201145234'},
{'loanAmount': 280000L, 'mortgageOriginator': u'ABCD', 'loanId': u'201145359'},
{'loanAmount': 255000L, 'mortgageOriginator': u'EFGH', 'loanId': u'201145735'},
{'loanAmount': 417000L, 'mortgageOriginator': u'EFGH', 'loanId': u'201145759'},
{'loanAmount': 458000L, 'mortgageOriginator': u'EFGH', 'loanId': u'201146570'},
{'loanAmount': 250000L, 'mortgageOriginator': u'BCDE', 'loanId': u'201146741'},
{'loanAmount': 147250L, 'mortgageOriginator': u'BCDE', 'loanId': u'201147140'},
{'loanAmount': 478507L, 'mortgageOriginator': u'EFGH', 'loanId': u'201147282'},
{'loanAmount': 301000L, 'mortgageOriginator': u'HIJK', 'loanId': u'201147471'},
{'loanAmount': 417000L, 'mortgageOriginator': u'HIJK', 'loanId': u'201147482'},
{'loanAmount': 290700L, 'mortgageOriginator': u'BCDE', 'loanId': u'201147544'},
{'loanAmount': 314000L, 'mortgageOriginator': u'BCDE', 'loanId': u'201147653'},
{'loanAmount': 327200L, 'mortgageOriginator': u'HIJK', 'loanId': u'201147776'},
{'loanAmount': 350000L, 'mortgageOriginator': u'ABCD', 'loanId': u'201148009'},