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events, interactive Visx Gantt + spending-profile chart
Charts are now the primary editor for life events. The Plan-tab body
re-orders to make charts ~80% of viewport real-estate; legacy form
sections are collapsed into a drawer.
Backend:
- alembic 0004: life_event.category enum (essential / discretionary /
not_spending). Defaults to essential so existing rows keep their
full spending impact.
- Simulator gains discretionary_outflows + flex_rules params. Tracks
per-path running ATH, applies the deepest applicable cut to
discretionary outflows when portfolio drops vs ATH (PLab-style flex
spending). Cut amount stays in the portfolio (refund pattern).
- New flex_spending module with FlexRule + applicable_cut +
cuts_per_year (vectorised). Sortable rules; "deepest cut wins" so
users specify cumulative cuts at each tier.
- New /scenarios/{id}/spending-profile endpoint returning per-year
base / essential / discretionary / flex_cut / total breakdown.
- SimulateRequest gains flex_rules + life_event.category roundtrip.
- 8 new tests; 246 total pytest pass; mypy + ruff clean.
Frontend (Visx + ECharts):
- Installed @visx/{scale,shape,group,axis,event,responsive,tooltip}
for native SVG drag interactions.
- New <SpendingProfileChart> — Visx stacked-area of base/essential/
discretionary with red flex-cut overlay, hover tooltip, click-to-
scrub-year.
- New <EventGantt> — interactive Visx Gantt:
* Click empty space → popover create at that year (default
essential spending event)
* Click a bar → inline edit popover (name, kind, range, £/y,
category) with delete button
* Drag bar middle → moves the whole event (year-resolution snap)
* Drag bar edges → resizes year_start / year_end
* All gestures persist via PATCH /life-events/{id}
- New <FlexRulesEditor> — list of {from_ath_pct, cut} tiers, save-on-
change to scenario.config_json.flex_rules.
- Plan-tab redesign: NW fan dominant top with floating stat badges
(Year/Age/NW/Δ NW/Spending/Eff. tax) over the chart; spending-
profile chart middle; Gantt bottom; flex-rules editor; legacy form
sections in a collapsed <details> drawer.
- Frontend typecheck + 7 vitest tests + production build all clean.
70 lines
2.6 KiB
Python
70 lines
2.6 KiB
Python
"""End-to-end test that flex-spending rules survive £ in the portfolio."""
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from __future__ import annotations
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import numpy as np
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from fire_planner.flex_spending import FlexRule
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from fire_planner.glide_path import static
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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.uae import UaeTaxRegime
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def _flat_paths(n_paths: int, n_years: int, real_return: float = 0.0) -> np.ndarray:
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"""Returns paths cube where real return == 0% — easy to reason about."""
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paths = np.zeros((n_paths, n_years, 3), dtype=np.float64)
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paths[:, :, 0] = real_return # nominal stocks
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paths[:, :, 1] = real_return # nominal bonds
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paths[:, :, 2] = 0.0 # cpi
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return paths
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def test_flex_rule_saves_money_at_drawdown() -> None:
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"""A scenario that drops below ATH triggers a discretionary cut and
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ends up richer than the same scenario with no flex rules."""
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paths = _flat_paths(n_paths=10, n_years=5, real_return=-0.05)
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initial = 1_000_000.0
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common = dict(
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paths=paths,
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initial_portfolio=initial,
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spending_target=10_000.0,
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glide=static(1.0),
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strategy=TrinityStrategy(),
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regime=UaeTaxRegime(),
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horizon_years=5,
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cashflow_adjustments=np.full(5, -20_000.0, dtype=np.float64),
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discretionary_outflows=np.full(5, 20_000.0, dtype=np.float64),
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)
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no_flex = simulate(**common)
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with_flex = simulate(
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**common,
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flex_rules=[FlexRule(from_ath_pct=0.05, cut_discretionary_pct=0.50)],
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)
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no_flex_end = float(np.median(no_flex.portfolio_real[:, -1]))
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with_flex_end = float(np.median(with_flex.portfolio_real[:, -1]))
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assert with_flex_end > no_flex_end
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assert no_flex_end > 0 # didn't ruin — meaningful comparison
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def test_flex_rule_no_op_without_drawdown() -> None:
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"""Strong-positive returns, never below ATH → flex rules do nothing."""
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paths = _flat_paths(n_paths=10, n_years=5, real_return=0.10)
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common = 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(1.0),
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strategy=TrinityStrategy(),
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regime=UaeTaxRegime(),
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horizon_years=5,
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cashflow_adjustments=np.full(5, -10_000.0, dtype=np.float64),
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discretionary_outflows=np.full(5, 10_000.0, dtype=np.float64),
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)
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no_flex = simulate(**common)
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with_flex = simulate(
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**common,
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flex_rules=[FlexRule(from_ath_pct=0.10, cut_discretionary_pct=0.50)],
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)
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assert np.allclose(no_flex.portfolio_real, with_flex.portfolio_real)
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