def test_convert12307_2(self):
file1 = get_current_path() + '\\samples\\12307-20161111.xls'
file2 = get_current_path() + '\\samples\\12307-20161116.xls'
files = [file1, file2]
records = convert12307(files)
self.assertEqual(len(records), 7)
self.verify_record1(records[0])
self.verify_record2(records[4])
self.verify_record3(records[6])
def test_read_transaction_file4(self):
file = join(get_current_path(), 'samples', 'bond_order_error3.xls')
output_list = []
error_list = []
read_transaction_file(file, output_list, error_list)
self.assertEqual(len(output_list), 0)
self.assertEqual(len(error_list), 1)
def test_convert12307(self):
file = get_current_path() + '\\samples\\12307-20161111.xls'
files = [file]
records = convert12307(files)
self.assertEqual(len(records), 5)
self.verify_record1(records[0])
self.verify_record2(records[4])
def test_convert_12734(self):
files = [get_current_path() + '\\samples\\bond_order_sample1.xls']
records = convert12734(files)
self.assertEqual(len(records), 4)
self.verify_record1(records[0])
self.verify_record2(records[2])
self.verify_record3(records[3])
def get_geneva_investment_id(trade_info):
"""
As portfolio 12307 is an equity portfolio, the Geneva investment id
is the Bloomberg ticker without the yellow key, e.g., '11 HK'.
So assumptions for this function are:
1. All investment is equity.
2. In the holdings of the portfolio, the ISIN number to ticker mapping
is unique.
"""
# use a function attribute to store the lookup table, as there is only
# one instance of a function, all invocations access the same variable.
# see http://stackoverflow.com/questions/279561/what-is-the-python-equivalent-of-static-variables-inside-a-function
if 'i_lookup' not in get_geneva_investment_id.__dict__:
get_geneva_investment_id.i_lookup = {}
investment_lookup = get_geneva_investment_id.i_lookup
if len(investment_lookup) == 0:
lookup_file = get_current_path() + '\\investmentLookup.xls'
initialize_investment_lookup(investment_lookup, lookup_file)
# return (name, investment_id)
logger.debug('get_geneva_investment_id(): trade date {0}'.format(
trade_info['Trd Dt']))
return investment_lookup[trade_info['ISIN']]
def test_read_transaction_file6(self):
file = join(get_current_path(), 'samples', 'bond_order_error4.xls')
output_list = []
error_list = []
read_transaction_file(file, output_list, error_list)
self.assertEqual(len(output_list), 1)
self.assertEqual(len(error_list), 1)
self.verify_bond_order4(output_list[0])
self.assertEqual(error_list[0], 15) # error occurred on row 15
def test_read_transaction_file(self):
file = join(get_current_path(), 'samples', 'bond_order_sample1.xls')
output_list = []
error_list = []
read_transaction_file(file, output_list, error_list)
self.assertEqual(len(output_list), 4)
self.assertEqual(len(error_list), 0)
self.verify_bond_order1(output_list[0])
self.verify_bond_order2(output_list[3])
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))
def test_get_geneva_investment_id(self):
lookup_file = get_current_path(
) + '\\samples\\sample_investmentLookup.xls'
# investment_lookup = get_geneva_investment_id.i_lookup
# self.assertEqual(investment_lookup, 28)
trade_info = {}
trade_info['ISIN'] = 'US01609W1027' # fist
name, ticker = get_geneva_investment_id(trade_info)
self.assertEqual(ticker, 'BABA US')
trade_info['ISIN'] = 'KYG981491007' # last
name, ticker = get_geneva_investment_id(trade_info)
self.assertEqual(ticker, '1128 HK')
trade_info['ISIN'] = 'HK0941009539'
name, ticker = get_geneva_investment_id(trade_info)
self.assertEqual(ticker, '941 HK')
self.assertEqual(name, 'CHINA MOBILE LTD')
trade_info['ISIN'] = 'KYG5636C1078'
name, ticker = get_geneva_investment_id(trade_info)
self.assertEqual(ticker, '3339 HK')
self.assertEqual(name, 'LONKING HOLDINGS LTD')
def test_read_file(self):
files = [get_current_path() + '\\samples\\sample_FT_12229.xls']
records = convert_ft(files)
self.assertEqual(len(records), 3)
self.verify_record1(records[0])
self.verify_record2(records[2])
def get_worksheet(self, filename):
filename = get_current_path() + filename
wb = open_workbook(filename=filename)
ws = wb.sheet_by_index(0)
return ws
