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restructure app
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@bertiqwerty
bertiqwerty committed Aug 28, 2023
1 parent 4b3fa83 commit c05d78d
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Showing 6 changed files with 334 additions and 305 deletions.
3 changes: 2 additions & 1 deletion src/charts.rs → src/app/charts.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -6,8 +6,9 @@ use crate::{
},
core_types::BlcResult,
date::{fill_between, Date, Interval},
month_slider::{MonthSlider, MonthSliderPair, SliderState},
};

use super::month_slider::{MonthSlider, MonthSliderPair, SliderState};
use egui::{
plot::{Corner, Legend, Line},
Ui,
Expand Down
339 changes: 40 additions & 299 deletions src/app.rs → src/app/mod.rs
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Original file line number Diff line number Diff line change
@@ -1,27 +1,30 @@
use crate::blcerr;
use crate::charts::{Chart, Charts, MonthlyPayments, TmpChart};
use crate::compute::{
random_walk, yearly_return, BestRebalanceTrigger, RebalanceStats, RebalanceStatsSummary,
RebalanceTrigger,
};
use crate::core_types::{to_blc, BlcResult};
use crate::date::{date_after_nmonths, Date, Interval};
use crate::date::date_after_nmonths;
use crate::io::{
read_csv_from_str, sessionid_from_link, sessionid_to_link, ResponsePayload, URL_READ_SHARELINK,
URL_WRITE_SHARELINK,
};
use crate::month_slider::{MonthSlider, MonthSliderPair, SliderState};
use charts::{Chart, Charts, TmpChart};
use egui::{Context, Response, RichText, Ui};
use month_slider::{MonthSlider, MonthSliderPair, SliderState};
use serde::{Deserialize, Serialize};
use serde_json::Value;
use std::fmt::Display;
use std::iter;
use std::sync::mpsc::Sender;
use std::sync::mpsc::{self, Receiver};
mod charts;
mod month_slider;
mod ui_state_types;

#[cfg(not(target_arch = "wasm32"))]
use std::{fs::File, io::Write};

use self::ui_state_types::{
FinalBalance, PaymentData, RestMethod, RestRequest, RestRequestState, SimInput, VolaAmount,
};

#[cfg(target_arch = "wasm32")]
use {
wasm_bindgen::prelude::*,
Expand Down Expand Up @@ -95,125 +98,6 @@ fn remove_indices<T: Clone>(v: &mut Vec<T>, to_be_deleted: &[usize]) {
v.truncate(target_idx);
}

#[derive(Debug, Default, Clone)]
enum RestRequestState<'a> {
#[default]
None,
InProgress(&'a str),
Done((&'a str, ehttp::Result<ehttp::Response>)),
}

enum RestMethod {
Get,
Post(Vec<u8>),
}

struct RestRequest<'a> {
state: RestRequestState<'a>,
tx: Sender<ehttp::Result<ehttp::Response>>,
rx: Receiver<ehttp::Result<ehttp::Response>>,
}
impl<'a> RestRequest<'a> {
pub fn new() -> Self {
let (tx, rx) = mpsc::channel();
Self {
state: RestRequestState::None,
tx,
rx,
}
}
pub fn check(&self) -> (Option<String>, RestRequestState<'a>) {
if let RestRequestState::InProgress(s) = self.state {
match self.rx.try_recv() {
Ok(d) => (None, RestRequestState::Done((s, d))),
_ => (
Some("waiting for REST call...".to_string()),
self.state.clone(),
),
}
} else {
(None, self.state.clone())
}
}
pub fn trigger(&mut self, url: &str, name: &'a str, method: RestMethod, ctx: Option<Context>) {
let req = match method {
RestMethod::Get => ehttp::Request::get(url),
RestMethod::Post(body) => ehttp::Request::post(url, body),
};
let tx = self.tx.clone();
ehttp::fetch(req, move |response| {
match tx.send(response) {
Ok(_) => {}
Err(e) => println!("{e}"),
};
if let Some(ctx) = ctx {
ctx.request_repaint();
}
});
self.state = RestRequestState::InProgress(name);
}
}
impl<'a> Default for RestRequest<'a> {
fn default() -> Self {
Self::new()
}
}

#[derive(PartialEq, Clone, Serialize, Deserialize)]
struct Vola {
amount: VolaAmount,
smoothing: bool,
smoothing_window: usize,
}
impl Vola {
fn amount_as_float(&self) -> f64 {
self.amount.to_float()
}
fn new() -> Self {
Vola {
amount: VolaAmount::Mi,
smoothing: true,
smoothing_window: 12,
}
}
}
impl Display for Vola {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
f.write_str(&format!(
"{}-vola-{}",
self.amount,
if self.smoothing { "varies" } else { "global" }
))
}
}
#[derive(PartialEq, Clone, Serialize, Deserialize)]
enum VolaAmount {
No,
Lo,
Mi,
Hi,
}
impl VolaAmount {
fn to_float(&self) -> f64 {
match self {
VolaAmount::No => 0.0,
VolaAmount::Lo => 0.005,
VolaAmount::Mi => 0.01,
VolaAmount::Hi => 0.02,
}
}
}
impl Display for VolaAmount {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
VolaAmount::No => f.write_str("no"),
VolaAmount::Lo => f.write_str("low"),
VolaAmount::Mi => f.write_str("mid"),
VolaAmount::Hi => f.write_str("high"),
}
}
}

fn heading2(ui: &mut Ui, s: &str) -> Response {
ui.heading(RichText::new(s).strong().size(18.0))
}
Expand All @@ -222,152 +106,6 @@ fn heading(ui: &mut Ui, s: &str) -> Response {
ui.heading(RichText::new(s).strong().size(30.0))
}

#[derive(Serialize, Deserialize)]
struct SimInput {
vola: Vola,
expected_yearly_return: String,
is_eyr_markovian: bool,
start_month_slider: MonthSlider,
n_months: String,
name: String,
}
impl SimInput {
fn parse(&self) -> BlcResult<(f64, usize, f64, bool, Date, usize)> {
Ok((
self.vola.amount_as_float(),
if self.vola.smoothing {
self.vola.smoothing_window
} else {
1
},
self.expected_yearly_return.parse().map_err(to_blc)?,
self.is_eyr_markovian,
self.start_month_slider
.selected_date()
.ok_or_else(|| blcerr!("no date selected"))?,
self.n_months.parse().map_err(to_blc)?,
))
}
}
impl Default for SimInput {
fn default() -> Self {
SimInput {
vola: Vola::new(),
expected_yearly_return: "7.0".to_string(),
is_eyr_markovian: true,
n_months: "360".to_string(),
start_month_slider: MonthSlider::new(
Date::new(1970, 1).unwrap(),
Date::new(2050, 12).unwrap(),
SliderState::Some(480),
),
name: "".to_string(),
}
}
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct MonthlyPaymentState {
payments: MonthlyPayments,
pay_fields: Vec<String>,
sliders: Vec<MonthSliderPair>,
}
impl MonthlyPaymentState {
fn new() -> Self {
let payment = 0.0;
let payment_str = format!("{payment:0.2}");
Self {
payments: MonthlyPayments::from_single_payment(payment),
pay_fields: vec![payment_str],
sliders: vec![],
}
}
fn parse(&mut self) -> BlcResult<()> {
let payments = self
.pay_fields
.iter()
.map(|ps| ps.parse::<f64>().map_err(to_blc))
.collect::<BlcResult<Vec<f64>>>()?;
let ok_or_date =
|d: Option<Date>| d.ok_or_else(|| blcerr!("no date selected for monthly payment"));
let intervals = self
.sliders
.iter()
.map(|slider_pair| {
Interval::new(
ok_or_date(slider_pair.selected_start_date())?,
ok_or_date(slider_pair.selected_end_date())?,
)
})
.collect::<BlcResult<Vec<Interval>>>()?;
self.payments = if intervals.is_empty() && payments.len() == 1 {
MonthlyPayments::from_single_payment(payments[0])
} else {
MonthlyPayments::from_intervals(payments, intervals)?
};
Ok(())
}
}

#[derive(Debug, Clone, Serialize, Deserialize)]
struct PaymentData {
initial_balance: (String, f64),
monthly_payments: MonthlyPaymentState,
rebalance_interval: (String, Option<usize>),
rebalance_deviation: (String, Option<f64>),
}
impl PaymentData {
fn parse(&mut self) -> BlcResult<()> {
self.initial_balance.1 = self.initial_balance.0.parse().map_err(to_blc)?;
self.monthly_payments.parse()?;
self.rebalance_interval.1 = self.rebalance_interval.0.parse().ok();
self.rebalance_deviation.1 = self
.rebalance_deviation
.0
.parse()
.ok()
.map(|d: f64| d / 100.0);
Ok(())
}
}
impl Default for PaymentData {
fn default() -> Self {
let initial_balance = 10000.0;
PaymentData {
initial_balance: (format!("{initial_balance:0.2}"), initial_balance),
monthly_payments: MonthlyPaymentState::new(),
rebalance_interval: ("".to_string(), None),
rebalance_deviation: ("".to_string(), None),
}
}
}

#[derive(Deserialize, Serialize)]
struct FinalBalance {
final_balance: f64,
yearly_return_perc: f64,
total_yield: f64,
}
impl FinalBalance {
fn from_chart(
chart: &Chart,
initial_payment: f64,
monthly_payments: &MonthlyPayments,
n_months: usize,
) -> BlcResult<Self> {
if let Some(final_balance) = chart.values().iter().last().copied() {
let (yearly_return_perc, total_yield) =
yearly_return(initial_payment, monthly_payments, n_months, final_balance);
Ok(FinalBalance {
final_balance,
yearly_return_perc,
total_yield,
})
} else {
Err(blcerr!("cannot compute final balance from empty chart"))
}
}
}
/// We derive Deserialize/Serialize so we can persist app state on shutdown.
#[derive(Deserialize, Serialize, Default)]
#[serde(default)] // if we add new fields, give them default values when deserializing old state
Expand Down Expand Up @@ -769,32 +507,35 @@ impl<'a> eframe::App for BalanceApp<'a> {
}
});
});
egui::CollapsingHeader::new("Use historical data as price development").show(ui, |ui| {
ui.horizontal(|ui| {
let mut dl_button = |name, filename| {
if ui.button(name).clicked() {
let url = format!("{BASE_URL_WWW}/{filename}");
self.download_historic_csv.trigger(
&url,
name,
RestMethod::Get,
Some(ctx.clone()),
);
self.charts.plot_balance = false;
self.rebalance_stats = None;
}
};
dl_button("MSCI ACWI", "msciacwi.csv");
dl_button("MSCI World", "msciworld.csv");
dl_button("MSCI EM", "msciem.csv");
dl_button("MSCI Europe", "mscieurope.csv");
dl_button("S&P 500", "sandp500.csv");
});
ui.horizontal(|ui| {
ui.label("data from");
ui.hyperlink("https://curvo.eu/backtest/")
});
});
egui::CollapsingHeader::new("Use historical data as price development").show(
ui,
|ui| {
ui.horizontal(|ui| {
let mut dl_button = |name, filename| {
if ui.button(name).clicked() {
let url = format!("{BASE_URL_WWW}/{filename}");
self.download_historic_csv.trigger(
&url,
name,
RestMethod::Get,
Some(ctx.clone()),
);
self.charts.plot_balance = false;
self.rebalance_stats = None;
}
};
dl_button("MSCI ACWI", "msciacwi.csv");
dl_button("MSCI World", "msciworld.csv");
dl_button("MSCI EM", "msciem.csv");
dl_button("MSCI Europe", "mscieurope.csv");
dl_button("S&P 500", "sandp500.csv");
});
ui.horizontal(|ui| {
ui.label("data from");
ui.hyperlink("https://curvo.eu/backtest/")
});
},
);

if ui
.button("Add price development for balance computation")
Expand Down Expand Up @@ -1050,7 +791,7 @@ impl<'a> eframe::App for BalanceApp<'a> {
if let Ok(n_months) = self.charts.n_months_persisted() {
let (yearly_return_perc, _) = yearly_return(
initial_payment,
&monthly_payments,
monthly_payments.sum_payments_total(n_months, |x| x),
n_months,
balance,
);
Expand Down
0 src/month_slider.rs → src/app/month_slider.rs
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