Merge pull request #11 from scuervo91/fix_weiner_cash_sched

Fix weiner cash sched

Author: scuervo91

dcapy/cashflow/cashflow.py

@@ -166,7 +166,7 @@ def get_value(self,i:int, seed:int=None, freq_output:str=None, ppf:float=None, i
             return self.value.get_sample(size=1, seed=seed, ppf=ppf)
         if isinstance(self.value,(Brownian,MeanReversion,GeometricBrownian)):
             df = self.value.generate(processes=i+1,freq_output=freq_output,interval=interval,seed=seed)
-            idx = [i.to_timestamp().strftime('%Y-%m-%d') for i in df.index]
+            idx = [i.to_timestamp().strftime('%Y-%m-%d') if ~isinstance(i,int) else i for i in df.index]
             return ChgPts(date=idx, value=df.iloc[:,i].values.tolist())
 
     def get_wi(self,i:int, seed:int=None, freq_output:str=None, interval:float=None, ppf=None):

dcapy/schedule/schedule.py

@@ -345,7 +345,7 @@ def generate_cashflow(self, freq_output=None, add_name=None, seed=None, ppf=None
 							else:
 								cashflow_dict.update({
 									'chgpts':{
-										'date':_array_values.index.strftime('%Y-%m-%d').tolist() if is_date_mode else _array_values.index,
+										'date':_array_values.index.strftime('%Y-%m-%d').tolist() if is_date_mode else _array_values.index.values.tolist(),
 										'value':_array_values.tolist()
 									}
 								})
@@ -375,7 +375,6 @@ def generate_cashflow(self, freq_output=None, add_name=None, seed=None, ppf=None
 				for key in cashflow_model_dict:
 					if len(cashflow_model_dict[key]) == 0:
 						del cashflow_model_dict[key]
-				
 				cashflow_model = CashFlowModel(**cashflow_model_dict)
 				list_cashflow_model.append(cashflow_model)
 

docs/examples/6-FixesNotebooks/0-1-7_test_release.ipynb

@@ -1,5 +1,9 @@
 # Release Notes
 
+## 0.1.8
+### Fixes
+* 👷 Fix Weiner Proccesses index when using with Schedule module
+
 ## 0.1.7
 ### Fixes
 * 👷 Fix Broadcast shapes when provide multiple cashflow iteration and only one forecast

docs/release_notes.md

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "dcapy"
-version = "0.1.7"
+version = "0.1.8"
 description = "Oil and Gas DCA Workflows"
 authors = ["Santiago Cuervo"]
 license = "MIT"

pyproject.toml

@@ -375,7 +375,7 @@ def test_group_wells(self):
         r = np.array([-9.65263710e+06,  2.09036981e+07,  4.34884735e+07,  7.09743677e+07,
             8.67308430e+07,  9.95260309e+07,  1.05163157e+08,  1.08640398e+08,
             1.13126400e+08,  1.12473869e+08])
-        
-        assert_frame_equal(pd.DataFrame(cwn[0].fcf()['cum_fcf'].values), pd.DataFrame(r))
+        print(cwn[0].fcf(freq_output='A')['cum_fcf'].values)
+        assert_frame_equal(pd.DataFrame(cwn[0].fcf(freq_output='A')['cum_fcf'].values), pd.DataFrame(r))