def create_rf(self):
errors = {}
if not self.record.get(self.TRADE_ID):
errors[self.TRADE_ID] = 'must be specified'
model_klass = RecordProcessor.get_model(self.record.get(self.TRADE_TYPE,""))
if not model_klass:
errors[self.TRADE_TYPE] = 'Valid values for {} are [{}]'.format(self.TRADE_TYPE, ",".join([m.model_name() for m in self.model_list()]))
if not any([self.is_cancel(), self.is_edit(), self.is_new()]):
errors[self.MSG_TYPE] = 'Valid Msg Types are {}'.format(",".join(self.MSG_TYPE_VALUES))
rf = None
if not errors:
rf = ReactiveFramework(model_klass())
loaded = rf.load(self.record[self.TRADE_ID])
if loaded:
if self.is_new():
errors[self.MSG_TYPE] = "{} already exists".format(self.TRADE_ID)
else:
if self.is_cancel() or self.is_edit():
errors[self.MSG_TYPE] = "{} does not exist".format(self.TRADE_ID)
self.errors = self._format_errors(errors)
if self.errors:
return
self._rf = rf
def create_rf(self):
errors = {}
if not self.record.get(self.TRADE_ID):
errors[self.TRADE_ID] = 'must be specified'
model_klass = RecordProcessor.get_model(
self.record.get(self.TRADE_TYPE, ""))
if not model_klass:
errors[self.TRADE_TYPE] = 'Valid values for {} are [{}]'.format(
self.TRADE_TYPE,
",".join([m.model_name() for m in self.model_list()]))
if not any([self.is_cancel(), self.is_edit(), self.is_new()]):
errors[self.MSG_TYPE] = 'Valid Msg Types are {}'.format(",".join(
self.MSG_TYPE_VALUES))
rf = None
if not errors:
rf = ReactiveFramework(model_klass())
loaded = rf.load(self.record[self.TRADE_ID])
if loaded:
if self.is_new():
errors[self.MSG_TYPE] = "{} already exists".format(
self.TRADE_ID)
else:
if self.is_cancel() or self.is_edit():
errors[self.MSG_TYPE] = "{} does not exist".format(
self.TRADE_ID)
self.errors = self._format_errors(errors)
if self.errors:
return
self._rf = rf
def test_load(self):
m = StubModel()
rf = ReactiveFramework(m)
trade = m.get_domain_object('Trade')
trade.quantity = Decimal("100")
trade.trade_date = date(2015, 2, 1)
trade.settle_date = date(2015, 2, 3)
trade.currency = 'EUR'
rf.load(123)
self.assertEqual(123, m.load_called)
self.assertEqual(100, rf.get_value('quantity'))
self.assertEqual(date(2015, 2, 1), rf.get_value('trade_date'))
self.assertEqual(date(2015, 2, 3), rf.get_value('settle_date'))
self.assertEqual('EUR', rf.get_value('currency'))
self.assertEqual('US', rf.get_value('calendar'))
self.assertEqual(100, rf.get_value('commission'))
for field in rf.get_fields():
self.assertEquals(False, field.has_user_entered_value)
def test_load(self):
m = StubModel()
rf = ReactiveFramework(m)
trade = m.get_domain_object('Trade')
trade.quantity = Decimal("100")
trade.trade_date = date(2015,2,1)
trade.settle_date = date(2015,2,3)
trade.currency = 'EUR'
rf.load(123)
self.assertEqual(123, m.load_called)
self.assertEqual(100, rf.get_value('quantity'))
self.assertEqual(date(2015,2,1), rf.get_value('trade_date'))
self.assertEqual(date(2015,2,3), rf.get_value('settle_date'))
self.assertEqual('EUR', rf.get_value('currency'))
self.assertEqual('US', rf.get_value('calendar'))
self.assertEqual(100, rf.get_value('commission'))
for field in rf.get_fields():
self.assertEquals(False, field.has_user_entered_value)
def test_load_existing_trade(self):
trade_id = self.book_a_trade()
rf = ReactiveFramework(VanillaModel())
self.assertEquals(trade_id, rf.load(trade_id))
def test_load_missing_trade(self):
rf = ReactiveFramework(VanillaModel())
self.assertEquals(None, rf.load('ABC123'))
def test_integration(self):
s = Session()
s.query(Trade).delete()
s.query(Portfolio).delete()
trade_id = self.book_a_trade()
trades = s.query(Trade).all()
self.assertEquals( 1, len(trades) )
self.assertEquals( trade_id, trades[0].trade_id)
self.assertEquals( 100, trades[0].quantity )
self.assertEquals( 600, trades[0].price )
self.assertEquals( "Buy", trades[0].action.value )
self.assertEquals( "GOOGL.O", trades[0].instrument.name )
self.assertEquals( "USD", trades[0].currency.name )
self.assertEquals( date(2015,5,5), trades[0].trade_date )
self.assertEquals( date(2015,5,7), trades[0].settle_date )
self.assertEquals( "Fund1", trades[0].portfolio.fund.name )
s = Session()
ports = s.query(Portfolio).all()
self.assertEquals( 1, len(ports) )
self.assertEquals( 'Fund1', ports[0].fund.name )
self.assertEquals( 'Trader1', ports[0].trader.name )
self.assertEquals( 'Analyst1', ports[0].analyst.name )
self.assertEquals( 'Broker1', ports[0].broker.name )
self.assertEquals( 'Clearer1', ports[0].clearer.name )
self.assertEquals( 'sec1', ports[0].sector )
self.assertEquals( 'strat1', ports[0].strategy )
rf = ReactiveFramework(VanillaModel())
rf.load(trade_id)
self.assertEquals( 100, rf.get_value('quantity' ))
self.assertEquals( 600, rf.get_value('price' ))
self.assertEquals( "Buy", rf.get_value('action' ))
self.assertEquals( "GOOGL.O", rf.get_value('instrument' ))
self.assertEquals( "USD", rf.get_value('currency'))
self.assertEquals( date(2015,5,5), rf.get_value('trade_date' ))
self.assertEquals( date(2015,5,7), rf.get_value('settle_date' ))
self.assertEquals( "Fund1", rf.get_value('fund' ))
self.assertEquals( "Trader1", rf.get_value('trader' ))
self.assertEquals( "Analyst1", rf.get_value('analyst' ))
self.assertEquals( "Broker1", rf.get_value('broker' ))
self.assertEquals( "Clearer1", rf.get_value('clearer' ))
self.assertEquals( "sec1", rf.get_value('sector' ))
self.assertEquals( "strat1", rf.get_value('strategy' ))
rf.set_value( 'quantity', -140)
rf.set_value( 'price', 600)
rf.set_value( 'action', "Sell")
rf.set_value( 'instrument', "GOOGL.O")
rf.set_value( 'trade_date', date(2015,5,5))
rf.set_value( 'fund', "Fund2")
self.assertEquals({}, rf.validate())
rf.save()
s = Session()
trades = s.query(Trade).all()
self.assertEquals( 1, len(trades) )
self.assertEquals( -140, trades[0].quantity )
self.assertEquals( 600, trades[0].price )
self.assertEquals( "Sell", trades[0].action.value )
self.assertEquals( "GOOGL.O", trades[0].instrument.name )
self.assertEquals( "USD", trades[0].currency.name )
self.assertEquals( date(2015,5,5), trades[0].trade_date )
self.assertEquals( date(2015,5,7), trades[0].settle_date )
self.assertEquals( "Fund2", trades[0].portfolio.fund.name )
rf.delete()
trades = s.query(Trade).all()
self.assertEquals( 0, len(trades) )
def test_load_existing_trade(self):
trade_id = self.book_a_trade()
rf = ReactiveFramework(VanillaModel())
self.assertEquals(trade_id, rf.load(trade_id))
def test_load_missing_trade(self):
rf = ReactiveFramework(VanillaModel())
self.assertEquals(None, rf.load('ABC123'))
def test_integration(self):
s = Session()
s.query(Trade).delete()
s.query(Portfolio).delete()
trade_id = self.book_a_trade()
trades = s.query(Trade).all()
self.assertEquals(1, len(trades))
self.assertEquals(trade_id, trades[0].trade_id)
self.assertEquals(100, trades[0].quantity)
self.assertEquals(600, trades[0].price)
self.assertEquals("Buy", trades[0].action.value)
self.assertEquals("GOOGL.O", trades[0].instrument.name)
self.assertEquals("USD", trades[0].currency.name)
self.assertEquals(date(2015, 5, 5), trades[0].trade_date)
self.assertEquals(date(2015, 5, 7), trades[0].settle_date)
self.assertEquals("Fund1", trades[0].portfolio.fund.name)
s = Session()
ports = s.query(Portfolio).all()
self.assertEquals(1, len(ports))
self.assertEquals('Fund1', ports[0].fund.name)
self.assertEquals('Trader1', ports[0].trader.name)
self.assertEquals('Analyst1', ports[0].analyst.name)
self.assertEquals('Broker1', ports[0].broker.name)
self.assertEquals('Clearer1', ports[0].clearer.name)
self.assertEquals('sec1', ports[0].sector)
self.assertEquals('strat1', ports[0].strategy)
rf = ReactiveFramework(VanillaModel())
rf.load(trade_id)
self.assertEquals(100, rf.get_value('quantity'))
self.assertEquals(600, rf.get_value('price'))
self.assertEquals("Buy", rf.get_value('action'))
self.assertEquals("GOOGL.O", rf.get_value('instrument'))
self.assertEquals("USD", rf.get_value('currency'))
self.assertEquals(date(2015, 5, 5), rf.get_value('trade_date'))
self.assertEquals(date(2015, 5, 7), rf.get_value('settle_date'))
self.assertEquals("Fund1", rf.get_value('fund'))
self.assertEquals("Trader1", rf.get_value('trader'))
self.assertEquals("Analyst1", rf.get_value('analyst'))
self.assertEquals("Broker1", rf.get_value('broker'))
self.assertEquals("Clearer1", rf.get_value('clearer'))
self.assertEquals("sec1", rf.get_value('sector'))
self.assertEquals("strat1", rf.get_value('strategy'))
rf.set_value('quantity', -140)
rf.set_value('price', 600)
rf.set_value('action', "Sell")
rf.set_value('instrument', "GOOGL.O")
rf.set_value('trade_date', date(2015, 5, 5))
rf.set_value('fund', "Fund2")
self.assertEquals({}, rf.validate())
rf.save()
s = Session()
trades = s.query(Trade).all()
self.assertEquals(1, len(trades))
self.assertEquals(-140, trades[0].quantity)
self.assertEquals(600, trades[0].price)
self.assertEquals("Sell", trades[0].action.value)
self.assertEquals("GOOGL.O", trades[0].instrument.name)
self.assertEquals("USD", trades[0].currency.name)
self.assertEquals(date(2015, 5, 5), trades[0].trade_date)
self.assertEquals(date(2015, 5, 7), trades[0].settle_date)
self.assertEquals("Fund2", trades[0].portfolio.fund.name)
rf.delete()
trades = s.query(Trade).all()
self.assertEquals(0, len(trades))