def test_fix_duplicate_key_value(self):
records = []
records.append({'KeyValue': 'x', 'v': 10})
records.append({'KeyValue': 'x', 'v': 20})
records.append({'KeyValue': 'x', 'v': 30})
try:
fix_duplicate_key_value(records)
self.assertEqual(records[0], {'KeyValue': 'x', 'v': 10})
self.assertEqual(records[1], {'KeyValue': 'x_1', 'v': 20})
self.assertEqual(records[2], {'KeyValue': 'x_2', 'v': 30})
except:
self.fail()
def convert12734(files):
"""
Convert the trade files from settlement to Geneva format for quick trade
import.
files: a list of trade files.
"""
output_list = []
error_list = []
for f in files:
logger.debug('convert12734(): read file {0}'.format(f))
read_transaction_file(f, output_list, error_list)
records = convert_to_geneva_records(output_list)
fix_duplicate_key_value(records)
if len(error_list) > 0:
print('There are {0} rows in error, check log file'.format(len(error_list)))
return records
def generate_match_records(match_file, transaction_file):
"""
From the match status file and the transaction file, create the list of
records that fix the unmatched positions.
"""
match_status = read_match_status(match_file)
# print('{0} match status read'.format(len(match_status)))
# print('\n++++++++++++++++\n')
# for entry in match_status:
# print(entry)
isin_list = [entry[2] for entry in match_status]
transaction_list = []
read_transaction_file(transaction_file, isin_list, transaction_list)
matched_transaction_list, bad_isin_list = filter_matched_transaction(
transaction_list, match_status)
records = convert_to_geneva_records(matched_transaction_list)
fix_duplicate_key_value(records)
print('{0} records generated'.format(len(records)))
verify_records(match_status, records, bad_isin_list)
return records
def test_ftcsa2(self):
match_file = get_current_path(
) + '\\samples\\12366 match results 0118 morning.xlsx'
transaction_file = get_current_path(
) + '\\samples\\transactions 12366 no initial pos.xls'
match_status = read_match_status(match_file)
isin_list = [entry[2] for entry in match_status]
transaction_list = []
read_transaction_file(transaction_file, isin_list, transaction_list)
# print(len(transaction_list))
matched_transaction_list, bad_isin_list = filter_matched_transaction(
transaction_list, match_status)
records = convert_to_geneva_records(matched_transaction_list)
fix_duplicate_key_value(records)
try:
verify_records(match_status, records, bad_isin_list)
except:
self.fail('verify records function failed')
# from a IATSA transaction
self.verify_record6(
self.find_record(records, 'FR0013101599 HTM', 'Buy', 28000000))
def test_ftcsa(self):
match_file = get_current_path(
) + '\\samples\\12229 match results 0118 morning.xlsx'
transaction_file = get_current_path(
) + '\\samples\\transactions 12229 no initial pos.xls'
match_status = read_match_status(match_file)
isin_list = [entry[2] for entry in match_status]
transaction_list = []
read_transaction_file(transaction_file, isin_list, transaction_list)
matched_transaction_list, bad_isin_list = filter_matched_transaction(
transaction_list, match_status)
records = convert_to_geneva_records(matched_transaction_list)
fix_duplicate_key_value(records)
try:
verify_records(match_status, records, bad_isin_list)
except:
self.fail('verify records function failed')
# from a CSA transaction
self.verify_record1(
self.find_record(records, 'USG46715AB73 HTM', 'Buy', 3750000))
# from a CSW transaction
self.verify_record2(
self.find_record(records, 'USG46715AC56 HTM', 'Sell', 4500000))
# from a CALLED transaction
self.verify_record3(
self.find_record(records, 'US06406JET88 HTM', 'Sell', 100000))
# from a TNDRL transaction
self.verify_record4(
self.find_record(records, 'USY97279AB28 HTM', 'Sell', 10900000))
# from a IATSW transaction
self.verify_record5(
self.find_record(records, 'FR0013101599 HTM', 'Sell', 17200000))