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Remove main.py, add takahashi_alexander, add tests
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6 files changed

Lines changed: 321 additions & 7 deletions

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‎main.py‎

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This file was deleted.

‎pyproject.toml‎

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Original file line numberDiff line numberDiff line change
@@ -7,7 +7,9 @@ authors = [
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{ name = "fabianhe", email = "39628987+fabianhe@users.noreply.github.com" }
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]
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requires-python = ">=3.14"
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dependencies = []
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dependencies = [
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"pandas>=3.0.1",
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]
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[dependency-groups]
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dev = [

‎src/privates/models.py‎

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from typing import Sequence
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import pandas as pd
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def takahashi_alexander(
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cc: float = 1_000_000,
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rc: Sequence[float] = [0.29] + [0.3] * 19,
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b: float = 1.2,
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g: float | Sequence[float] = 0.2,
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y: float = 0.0,
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nav: float = 0.0,
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age: int = 0,
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pic: float = 0.0,
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) -> pd.DataFrame:
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if isinstance(g, Sequence):
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assert len(g) == len(rc)
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else:
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g = [g] * len(rc)
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df = pd.DataFrame(index=pd.RangeIndex(1, len(rc) + 1, name="Period"))
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df.index += age
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df["G"] = g
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df["RC"] = rc
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df["RD"] = (df.index / (len(rc) + age)) ** b
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df["RD"] = df["RD"].apply(lambda cell: max(y, cell))
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df["PIC"] = pic
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df["NAV"] = nav
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for idx, row in df.iterrows():
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assert isinstance(idx, int)
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df.loc[idx, "Capital Call"] = df.loc[idx, "RC"] * (cc - df.loc[idx, "PIC"])
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if idx < (len(rc) + age):
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df.loc[idx + 1, "PIC"] = df.loc[idx, "PIC"] + df.loc[idx, "Capital Call"]
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df.loc[idx, "Distribution"] = (
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(df.loc[idx, "NAV"] if idx == (age + 1) else df.loc[idx - 1, "NAV"])
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* (1 + df.loc[idx, "G"])
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* row["RD"]
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)
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df.loc[idx, "NAV"] = (
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(df.loc[idx, "NAV"] if idx == (age + 1) else df.loc[idx - 1, "NAV"])
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* (1 + df.loc[idx, "G"])
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+ df.loc[idx, "Capital Call"]
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- df.loc[idx, "Distribution"]
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)
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return df[["NAV", "Capital Call", "Distribution"]].astype(float)

‎test/test_models.py‎

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from privates import models
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import pandas as pd
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import pandas.testing as pdt
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import pytest
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test_cases = [
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(
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{
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"cc": 1_000_000.00,
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"rc": [0.25, 1 / 3, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 1.0, 0.0],
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"b": 2.3,
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"g": 0.15,
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"y": 0.0,
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"nav": 0.0,
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"age": 0,
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"pic": 0.0,
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},
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pd.DataFrame(
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{
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"NAV": [
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250_000.00,
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532_834.59,
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837_492.86,
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1_011_150.58,
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1_070_074.53,
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1_011_949.16,
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842_494.34,
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595_391.41,
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335_308.27,
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134_030.04,
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29_908.90,
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0.00,
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],
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"Capital Call": [
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250_000.00,
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250_000.00,
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250_000.00,
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125_000.00,
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62_500.00,
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31_250.00,
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15_625.00,
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7_812.50,
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3_906.25,
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1_953.13,
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1_953.13,
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0.00,
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],
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"Distribution": [
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0.00,
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4_665.41,
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25_266.92,
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76_966.20,
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155_248.65,
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249_886.55,
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336_872.19,
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381_289.58,
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353_298.11,
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253_527.59,
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126_178.77,
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34_395.23,
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],
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},
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index=pd.Index(range(1, 13), name="Period"),
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),
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),
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(
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{
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"cc": 1_000_000.00,
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"rc": [0.25, 1 / 3, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 1.0, 0.0],
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"b": 2.3,
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"g": 0.15,
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"y": 0.05,
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"nav": 0.0,
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"age": 0,
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"pic": 0.0,
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},
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pd.DataFrame(
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{
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"NAV": [
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250_000.00,
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523_125.00,
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821_514.06,
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994_243.43,
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1_053_227.17,
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996_508.93,
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829_878.05,
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586_592.46,
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330_410.66,
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132_100.89,
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29_506.52,
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0.00,
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],
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"Capital Call": [
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250_000.00,
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250_000.00,
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250_000.00,
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125_000.00,
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62_500.00,
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31_250.00,
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15_625.00,
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7_812.50,
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3_906.25,
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1_953.13,
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1_953.13,
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0.00,
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],
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"Distribution": [
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0.00,
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14_375.00,
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30_079.69,
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75_497.74,
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152_652.78,
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245_952.31,
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331_732.23,
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375_579.80,
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348_076.92,
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249_824.50,
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124_362.63,
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33_932.50,
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],
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},
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index=pd.Index(range(1, 13), name="Period"),
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),
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),
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(
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{
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"cc": 1_000_000.00,
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"rc": [0.5, 0.5, 0.5, 0.5, 0.5, 0.5, 1.0, 0.0],
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"b": 2.3,
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"g": 0.15,
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"y": 0.0,
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"nav": 1_011_150.58,
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"age": 4,
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"pic": 875_000.0,
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},
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pd.DataFrame(
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{
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"NAV": [
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1_070_074.52,
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1_011_949.15,
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842_494.34,
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595_391.41,
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335_308.26,
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134_030.04,
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29_908.90,
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0.00,
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],
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"Capital Call": [
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62_500.00,
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31_250.00,
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15_625.00,
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7_812.50,
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3_906.25,
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1_953.13,
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1_953.13,
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0.00,
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],
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"Distribution": [
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155_248.65,
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249_886.55,
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336_872.19,
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381_289.58,
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353_298.11,
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253_527.59,
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126_178.77,
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34_395.23,
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],
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},
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index=pd.Index(range(5, 13), name="Period"),
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),
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),
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]
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@pytest.mark.parametrize("inputs, expected_df", test_cases)
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def test_takahashi_alexander(inputs, expected_df):
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output = models.takahashi_alexander(**inputs)
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pdt.assert_frame_equal(output.round(2), expected_df, check_exact=False, atol=0.01)

test_privates.py renamed to test/test_privates.py

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