Merge pull request #35 from itsdfish/dev

change recession

Author: itsdfish

Project.toml

@@ -1,7 +1,7 @@
 name = "RetirementPlanners"
 uuid = "2683bf95-d0b8-4c71-a7d3-b42f78bf1cf0"
 authors = ["itsdfish"]
-version = "0.4.5"
+version = "0.5.0"
 
 [deps]
 ConcreteStructs = "2569d6c7-a4a2-43d3-a901-331e8e4be471"

benchmark/benchmarks.jl

@@ -51,8 +51,7 @@ config = (
             ασᵣ = 0.035,
             ησᵣ = 0.010
         ),
-        # recession: age => duration
-        recessions = Dict(0 => 0)
+        recessions = Transaction(; start_age = 0, end_age = 0)
     ),
     # inflation parameters
     kw_inflation = (gbm = VarGBM(; αμ = 0.035, ημ = 0.005, ασ = 0.005, ησ = 0.0025),),

docs/src/advanced_example.md

@@ -71,8 +71,7 @@ config = (
             ασᵣ = 0.035,
             ησᵣ = 0.010
         ),
-        # recession: age => duration
-        recessions = Dict(0 => 0)
+        recessions = Transaction(; start_age = 0, end_age = 0)
     ),
     # inflation parameters
     kw_inflation = (gbm = VarGBM(; αμ = 0.035, ημ = 0.005, ασ = 0.005, ησ = 0.0025),),
@@ -299,8 +298,7 @@ config = (
             ασᵣ = 0.035,
             ησᵣ = 0.010
         ),
-        # recession: age => duration
-        recessions = Dict(0 => 0)
+        recessions = Transaction(; start_age = 0, end_age = 0)
     ),
     # inflation parameters
     kw_inflation = (gbm = VarGBM(; αμ = 0.035, ημ = 0.005, ασ = 0.005, ησ = 0.0025),),

docs/src/plotting.md

@@ -65,8 +65,7 @@ config = (
             ασᵣ = 0.035,
             ησᵣ = 0.010
         ),
-        # recession: age => duration
-        recessions = Dict(0 => 0)
+        recessions = Transaction(; start_age = 0, end_age = 0)
     ),
     # inflation parameters
     kw_inflation = (gbm = VarGBM(; αμ = 0.035, ημ = 0.005, ασ = 0.005, ησ = 0.0025),),
@@ -314,8 +313,7 @@ config = (
             ασᵣ = 0.035,
             ησᵣ = 0.010
         ),
-        # recession: age => duration
-        recessions = Dict(0 => 0)
+        Transaction(; start_age = 0, end_age = 0)
     ),
     # inflation parameters
     kw_inflation = (gbm = VarGBM(; αμ = 0.035, ημ = 0.005, ασ = 0.005, ησ = 0.0025),),

src/distributions.jl

@@ -81,20 +81,30 @@ Increment the stock price over the period `Δt`.
 """
 function increment!(dist::AbstractGBM; Δt, t = 0, kwargs...)
     (; x) = dist
-    μ′, σ′ = modify(dist, t; kwargs...)
+    μ′, σ′ = modify(dist, t; Δt, kwargs...)
     dist.x += x * (μ′ * Δt + σ′ * randn() * √(Δt))
     return nothing
 end
 
-function modify(dist::AbstractGBM, t; recessions = nothing)
+function modify(dist::AbstractGBM, t; Δt, recessions = nothing)
     (; μ, μᵣ, σ, σᵣ) = dist
     isnothing(recessions) ? (return μ, σ) : nothing
-    for (start_time, duration) ∈ recessions
-        if (t ≥ start_time) && (t < (start_time + duration))
-            return μᵣ, σᵣ
+    if _modify!(dist, recessions, t, Δt)
+        return μᵣ, σᵣ
+    end
+    return μ, σ
+end
+
+_modify!(::AbstractGBM, recession::AbstractTransaction, t, Δt) =
+    can_transact(recession, t; Δt)
+
+function _modify!(dist::AbstractGBM, recessions, t, Δt)
+    for recession ∈ recessions
+        if _modify!(dist, recession, t, Δt)
+            return true
         end
     end
-    return return μ, σ
+    return false
 end
 
 """

src/structs.jl

@@ -250,19 +250,19 @@ Specifies the time range and amount of a transaction.
 
 - `start_age = 0.0`: the age at which a series of transactions begin
 - `end_age = Inf`: the age at which a series of transactions end
-- `amount`: the amount of each transaction
+- `amount = 0`: the amount of each transaction
 
 # Constructor
 
-    Transaction(; start_age = 0.0, end_age = Inf, amount)
+    Transaction(; start_age = 0.0, end_age = Inf, amount = 0)
 """
 struct Transaction{T, D} <: AbstractTransaction{T, D}
     start_age::T
     end_age::T
     amount::D
 end
 
-function Transaction(; start_age = 0.0, end_age = Inf, amount)
+function Transaction(; start_age = 0.0, end_age = Inf, amount = 0)
     return Transaction(promote(start_age, end_age)..., amount)
 end
 

test/distributions.jl

@@ -38,7 +38,7 @@
             μᵣ = -0.10
             σᵣ = 0.01
             dist = GBM(; μ, σ, μᵣ, σᵣ, x0 = 1)
-            recessions = Dict(1 => 1)
+            recessions = Transaction(; start_age = 1, end_age = 2, amount = 0)
 
             increment!(dist; t = 1, Δt, recessions)
             @test dist.x ≈ 0.90 atol = 1e-2
@@ -57,7 +57,7 @@
             μᵣ = -0.10
             σᵣ = 0.01
             dist = GBM(; μ, σ, μᵣ, σᵣ, x0 = 1)
-            recessions = Dict(1 => 1)
+            recessions = Transaction(; start_age = 1, end_age = 2, amount = 0)
 
             increment!(dist; t = 0, Δt, recessions)
             @test dist.x ≈ 1.10 atol = 1e-2
@@ -76,9 +76,9 @@
             μᵣ = -0.10
             σᵣ = 0.001
             dist = GBM(; μ, σ, μᵣ, σᵣ, x0 = 1)
-            recessions = Dict(1 => 1)
+            recessions = Transaction(; start_age = 1, end_age = 2, amount = 0)
 
-            increment!(dist; t = 2, Δt, recessions)
+            increment!(dist; t = 2 + Δt / 2 + 2eps(), Δt, recessions)
             @test dist.x ≈ 1.1 atol = 1e-2
         end
     end