eb0dd3ddbf
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refresh on scenario edits Two fixes for the user's report that adding a £100k life-event spend didn't change the chart: Engine (simulator.py) - New `extra_outflows` param. cashflow_adjustments still drains the portfolio at start-of-year as before, but the simulator now ALSO records the spending in `withdrawal_hist[p, y]` so the chart's red median-withdrawal trace shows the bump. Without this, the £100k silently came out of the portfolio but the user-facing withdrawal trace stayed at the strategy's flat 4% draw. - simulate.py wires extra_outflows = essential + discretionary category outflows from life events. UX (ScenarioDetail.tsx) - New auto-refresh: when life events / income streams / flex rules change for a scenario, the page fires `/simulate` automatically with 2,000 paths and uses the result as the primary fan/year-stats source. The persisted MC run is only consulted as a fallback for scenarios with no overrides. - Fan chart title gains a "live preview · Xs · Ny" pill while a sim is current, and "re-running…" while a fresh one is in flight. - Removed the now-redundant "Live preview run" duplicate card lower down — the main chart IS the live preview. - Year-stats badge row reads from sim.data when available so changes propagate immediately to NW / Δ NW / Spending / Taxes. 247 pytest pass (+1 new); mypy + ruff clean; frontend typecheck/test/ build green.
95 lines
4.1 KiB
Python
95 lines
4.1 KiB
Python
"""End-to-end: cashflow_adjustments make portfolios bigger or smaller."""
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from __future__ import annotations
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import numpy as np
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import pytest
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from fire_planner.glide_path import static
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from fire_planner.life_events import EventInput, events_to_cashflow_array
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from fire_planner.simulator import simulate
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from fire_planner.strategies.trinity import TrinityStrategy
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from fire_planner.tax.malaysia import MalaysiaTaxRegime
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from tests.test_simulator import fixed_paths
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def _baseline_kwargs() -> dict[str, object]:
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"""0% real returns, 25y, Trinity 4%, no taxes (Malaysia) — predictable."""
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paths = fixed_paths(n_paths=1, n_years=25, stock_ret=0.0, bond_ret=0.0, cpi=0.0)
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return dict(
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paths=paths,
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initial_portfolio=1_000_000.0,
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spending_target=40_000.0,
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glide=static(0.6),
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strategy=TrinityStrategy(initial_rate=0.04),
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regime=MalaysiaTaxRegime(),
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)
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def test_no_adjustments_matches_baseline() -> None:
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base = simulate(**_baseline_kwargs()) # type: ignore[arg-type]
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with_zero = simulate(**_baseline_kwargs(), cashflow_adjustments=np.zeros(25)) # type: ignore[arg-type]
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np.testing.assert_allclose(base.portfolio_real, with_zero.portfolio_real)
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def test_extra_outflows_show_up_in_withdrawal_trace() -> None:
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"""A £100k spending bump in years 5-10 should be visible on the
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withdrawal trace — not just silently drained from the portfolio."""
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kwargs = _baseline_kwargs()
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adj = np.zeros(25, dtype=np.float64)
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extras = np.zeros(25, dtype=np.float64)
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adj[5:11] = -100_000.0 # drains the portfolio
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extras[5:11] = 100_000.0 # surfaces on the chart
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base = simulate(**kwargs) # type: ignore[arg-type]
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bumped = simulate(**kwargs, cashflow_adjustments=adj, extra_outflows=extras) # type: ignore[arg-type]
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# Year 0–4 unchanged (no extra outflow)
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np.testing.assert_allclose(base.withdrawal_real[:, :5], bumped.withdrawal_real[:, :5])
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# Years 5–10 should be ~100k higher than baseline (clipped only when
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# the portfolio was already drained — checked by spot-test).
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assert (bumped.withdrawal_real[:, 5:11] > base.withdrawal_real[:, 5:11]).all()
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# Year 5 specifically: strategy w (~40k) + 100k extra ≈ 140k.
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assert bumped.withdrawal_real[0, 5] == pytest.approx(140_000.0, rel=0.05)
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def test_one_time_inheritance_lifts_portfolio() -> None:
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kwargs = _baseline_kwargs()
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adj = events_to_cashflow_array(
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[EventInput(year_start=10, one_time_amount_gbp=250_000)],
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horizon_years=25,
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)
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base = simulate(**kwargs) # type: ignore[arg-type]
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enhanced = simulate(**kwargs, cashflow_adjustments=adj) # type: ignore[arg-type]
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# Year 11 onward should be exactly £250k higher under 0% returns +
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# constant Trinity withdrawal.
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delta = enhanced.portfolio_real[0, 11:] - base.portfolio_real[0, 11:]
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assert np.all(delta > 0)
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# Year 11 specifically: +£250k landed at end of year 10, withdrawn
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# nothing extra in y10. By y11 just propagated forward.
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assert enhanced.portfolio_real[0, 11] - base.portfolio_real[0, 11] == 250_000
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def test_ongoing_expense_drains_portfolio() -> None:
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kwargs = _baseline_kwargs()
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adj = events_to_cashflow_array(
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[EventInput(year_start=0, year_end=5, delta_gbp_per_year=-20_000)],
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horizon_years=25,
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)
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base = simulate(**kwargs) # type: ignore[arg-type]
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drained = simulate(**kwargs, cashflow_adjustments=adj) # type: ignore[arg-type]
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# 6 years × £20k expense = £120k less by end of year 6, 0% growth.
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delta = base.portfolio_real[0, 6] - drained.portfolio_real[0, 6]
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assert delta == 120_000
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def test_event_can_force_failure() -> None:
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"""A massive expense early on can ruin an otherwise-successful run."""
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kwargs = _baseline_kwargs()
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adj = events_to_cashflow_array(
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[EventInput(year_start=2, one_time_amount_gbp=-1_500_000)],
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horizon_years=25,
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)
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base = simulate(**kwargs) # type: ignore[arg-type]
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ruined = simulate(**kwargs, cashflow_adjustments=adj) # type: ignore[arg-type]
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assert base.success_rate == 1.0
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assert ruined.success_rate == 0.0
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