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Adds a "Returns model" picker on /what-if that switches how the
simulator's `paths` (n_paths × n_years × 3) is built:
1. shiller (default) — current behaviour, block-bootstrap of the
Shiller 1871+ historical series (or its synthetic-calibrated
fallback when the CSV isn't mounted).
2. manual — every year of every path = the user's "real return %"
input. Deterministic, no fan, useful for sanity checks. New
helper `constant_real_return_paths` constructs the (n_paths,
n_years, 3) tensor with stock=bond=real, cpi=0 so the simulator's
`(1+nominal)/(1+cpi)-1` short-circuits to exactly the input.
3. wealthfolio — pulls daily_account_valuation from the wealthfolio_sync
PG mirror, sums total_value + net_contribution across accounts per
day (FX-adjusted), strips contribution deltas to isolate market
return, compounds daily returns into per-calendar-year samples,
block-bootstraps with block_size=1 (only ~6 distinct samples
available, no serial-correlation signal to preserve). Glide path
is a no-op in this mode — the user's actual blended portfolio is
treated as a single asset.
API: SimulateRequest gains `returns_mode` ("shiller"|"manual"|
"wealthfolio") + `manual_real_return_pct`. simulate.py's `_build_paths`
dispatches; wealthfolio mode opens a transient session against the
mirror DB.
UI: new Field on the form (next to Strategy / Glide path) with a
contextual hint that explains each option's tradeoff. The "About the
model" panel at the bottom now has a "Returns model" section
mirroring the same content. The Manual % input only shows when
returns_mode='manual'.
10 new tests on the Wealthfolio helper (contribution-stripping,
multi-account aggregation, FX, partial-year drop, TOTAL filter,
empty-input, plus 3 deterministic-paths tests). 198 backend tests +
7 frontend tests. mypy strict + ruff + tsc strict all pass.
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
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|---|---|---|
| .. | ||
| __init__.py | ||
| conftest.py | ||
| test_api_life_events_goals.py | ||
| test_api_networth.py | ||
| test_api_scenarios.py | ||
| test_api_simulate.py | ||
| test_cli.py | ||
| test_db_schema.py | ||
| test_e2e.py | ||
| test_ingest_wealthfolio_pg.py | ||
| test_life_events.py | ||
| test_reporters_pg.py | ||
| test_returns.py | ||
| test_returns_wealthfolio.py | ||
| test_scenarios.py | ||
| test_simulator.py | ||
| test_simulator_events.py | ||
| test_strategies.py | ||
| test_tax_base.py | ||
| test_tax_other_regimes.py | ||
| test_tax_uk.py | ||