def test_ImportCompany(self, mock_interface, mock_boto3):
for party_type in ['Fund', 'Broker']:
data = {
'PartyId': random_string(8),
'PartyType': party_type,
'DisplayName': random_string(12),
'LegalName': random_string(10),
'Description': random_string(20),
'BaseCurrency': random_string(3),
'AssetManagerId': self.asset_manager_id
}
mock_interface.reset_mock()
mock_interface.return_value.search.return_value = []
result = _import_party(self.asset_manager_id, data)
self.assertEqual(type(result).__name__, data['PartyType'])
self.assertEqual(data['DisplayName'], result.display_name)
self.assertEqual(data['LegalName'], result.legal_name)
self.assertEqual(data['Description'], result.description)
self.assertEqual(data['BaseCurrency'], result.base_currency)
mock_interface.return_value.search.assert_called_once()
mock_interface.return_value.new.assert_called_once()
mock_interface.return_value.search.return_value = [result]
result = _import_party(self.asset_manager_id, data)
mock_interface.return_value.amend.assert_called_once()
def generate_common(asset_manager_id, asset_book_id, counterparty_book_id,
asset_id, quantity, transaction_date, settlement_date,
transaction_id, transaction_action, transaction_type,
transaction_status):
common = {
'asset_manager_id':
asset_manager_id or random.randint(1, 1000),
'asset_book_id':
asset_book_id or random_string(8),
'counterparty_book_id':
counterparty_book_id or random_string(8),
'asset_id':
asset_id or str(random.randint(1, 1000)),
'quantity':
quantity or Decimal(random.randint(0, 5000)),
'transaction_date':
transaction_date or datetime.date.today(),
'transaction_action':
transaction_action or random.choice(list(TRANSACTION_ACTIONS)),
'transaction_id':
transaction_id,
'transaction_status':
transaction_status or 'New',
'transaction_type':
transaction_type or 'Trade'
}
common['settlement_date'] = settlement_date or (
datetime.timedelta(days=2) + common['transaction_date'])
return common
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.csvfile = 'WarrantsUploaderTest.csv'
self.asset_ids = [random_string(8), random_string(8)]
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow([
'Warrant', self.asset_ids[0], '123', 'Active', '123', 'USA',
'123', 'USD', '01/05/09', 'Warrant', '123', '123', '123',
'123', '1', 'E', '01/05/09', '01/05/09', '01/05/09', '123',
'123', '123', '123', 'C', 'C', '12345', '54321', 'true', '1',
'true', '2'
])
writer.writerow([
'Warrant', self.asset_ids[1], '123', 'Active', '123', 'USA',
'123', 'USD', '01/05/09', 'Warrant', '123', '123', '123',
'123', '1', 'E', '01/05/09', '01/05/09', '01/05/09', '123',
'123', '123', '123', 'C', 'C', '12345', '54321', 'true', '1',
'true', '2'
])
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.csvfile = 'AutomobileUploaderTest.csv'
self.asset_ids = [random_string(8), random_string(8)]
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow([
'Automobile', self.asset_ids[0], '123', 'USA', '123', '123',
'123', '01/05/09', '01/05/09', 'USD', 'Active', '01/05/09',
'0', '1900', '01/05/09', '123', '123', '123', 'McLaren',
'amaas_super_car', 'White', 'R', 'M', 'super rare', 'DC', '1',
'GBR', '123', '123', 'LHD', '', '', '', '', '', '', '', '', '',
'12345', '54321', 'true', '1', 'true', '2'
])
writer.writerow([
'Automobile', self.asset_ids[1], '123', 'USA', '123', '123',
'123', '01/05/09', '01/05/09', 'USD', 'Active', '01/05/09',
'0', '1900', '01/05/09', '123', '123', '123', 'McLaren',
'amaas_super_car', 'White', 'R', 'M', 'super rare', 'DC', '1',
'GBR', '123', '123', 'LHD', '', '', '', '', '', '', '', '', '',
'12345', '54321', 'true', '1', 'true', '2'
])
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.csvfile = 'BondFutureOptionUploaderTest.csv'
self.asset_ids = [random_string(8), random_string(8)]
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow([
'BondFutureOption', self.asset_ids[0], 'Put', 'European', '1',
'', 'Cash', '', '1', '1', '', 'SGD', '', 'Active', '09/01/01',
'09/01/01', '', '', '', '', '12345', '54321', 'true', '1',
'true', '2'
])
writer.writerow([
'BondFutureOption', self.asset_ids[1], 'Call', 'European', '1',
'', 'Cash', '', '1', '1', '', 'SGD', '', 'Active', '09/01/01',
'09/01/01', '', '', '', '', '12345', '54321', 'true', '1',
'true', '2'
])
def generate_common(asset_manager_id, party_id, party_status):
common = {'asset_manager_id': asset_manager_id or random.randint(1, 1000),
'party_id': party_id or str(random.randint(1, 1000)),
'party_status': party_status or 'Active',
'display_name': random_string(10),
'legal_name': random_string(10),
'url': random_string(10)
}
return common
def test_RandomString(self):
test_string = random_string(6)
self.assertEqual(len(test_string), 6)
test_string = random_string(8)
self.assertEqual(len(test_string), 8)
test_string = random_string(8, numeric_only=True)
non_numeric = [
letter for letter in test_string if letter not in string.digits
]
self.assertEqual(non_numeric, [])
def create_equity(asset_manager_id, asset_id):
""" Create an equity for use in this example. """
references = {'ISIN': Reference(reference_value=random_string(12)),
'Ticker': Reference(reference_value=random_string(8))}
asset = Equity(asset_manager_id=asset_manager_id,
asset_id=asset_id,
currency=random.choice(currencies),
references=references)
return asset
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.corporate_action_ids = [random_string(8), random_string(8)]
self.csvfile = 'CorporateActionUploaderTest.csv'
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow(['CorporateAction', self.corporate_action_ids[0], '09/01/01', 'Open', '1', '1', '09/01/01', '09/01/01', '1', '', ''])
writer.writerow(['CorporateAction', self.corporate_action_ids[1], '09/01/01', 'Open', '1', '1', '09/01/01', '09/01/01', '1', '', ''])
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.asset_manager_ids = [random_string(8), random_string(8)]
self.csvfile = 'RelationshipUploaderTest.csv'
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow(['Relationship', self.asset_manager_ids[0], '123', self.client_id, '321', 'Administrator', '543', 'Pending'])
writer.writerow(['Relationship', self.asset_manager_ids[1], '123', self.client_id, '321', 'Administrator', '543', 'Pending'])
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.book_ids = [random_string(8), random_string(8)]
self.csvfile = 'BookUploaderTest.csv'
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow(['Book', self.book_ids[0], 'Counterparty', 'Active', '', '', '', '', 'SGD', '', '', ''])
writer.writerow(['Book', self.book_ids[1], 'Counterparty', 'Active', '', '', '', '', 'SGD', '', '', ''])
def generate_book_report(asset_manager_id=None,
book_id=None,
currency=None,
report_type=None,
business_date=None,
report_timestamp=None,
mtm_value=None,
total_pnl=None,
asset_pnl=None,
fx_pnl=None,
message='',
report_status=None,
period=None):
book_report = BookReport(asset_manager_id=asset_manager_id
or random.randint(1, 100),
book_id=book_id or random_string(8),
currency=currency or 'USD',
report_type=report_type or 'MTM',
business_date=business_date
or datetime.date.today(),
report_timestamp=report_timestamp
or datetime.datetime.now(),
mtm_value=mtm_value or random.random() * 100000,
total_pnl=total_pnl,
asset_pnl=asset_pnl,
fx_pnl=fx_pnl,
message=message,
period=period or 'N/A',
report_status=report_status or 'Active')
return book_report
def generate_quote(asset_manager_id=0, asset_id=None, bid=None, ask=None):
quote = Quote(asset_manager_id=asset_manager_id,
asset_id=asset_id or random_string(10),
bid=bid or random_decimal(),
ask=ask or random_decimal(),
quote_datetime=datetime.utcnow())
return quote
def test_ImmutableDicts(self):
attr = self.transaction.to_dict()
attr.pop('parties') # Remove parties so that the default constructor is used
transaction = Transaction(**attr)
transaction.parties.update({'TEST': Party(party_id=random_string(8))})
self.assertEqual(len(transaction.parties), 1)
transaction2 = Transaction(**attr)
self.assertEqual(len(transaction2.parties), 0)
def generate_broker(asset_manager_id=None, party_id=None, party_status=None):
references = {'LEI': Reference(random_string(10))}
attributes = generate_common(asset_manager_id=asset_manager_id, party_id=party_id, party_status=party_status)
broker = Broker(**attributes)
broker.references.update(references)
broker.upsert_address('Registered', generate_address(address_primary=True))
broker.upsert_email('Office', generate_email(email_primary=True))
return broker
def generate_transaction_pnl(asset_manager_id=None,
book_id=None,
asset_id=None,
period=None,
quantity=None,
business_date=None,
version=None,
total_pnl=None,
asset_pnl=None,
fx_pnl=None,
additional=None,
unrealised_pnl=None,
realised_pnl=None,
error_message=None,
client_id=None,
transaction_date=None,
transaction_id=None,
pnl_timestamp=None,
pnl_status='Active',
currency=None):
total_pnl = random.randrange(-100000000, 2000000000)
asset_pnl = random.randrange(-100000000, 1000000000)
fx_pnl = total_pnl - asset_pnl
transaction_pnl = TransactionPNL(
asset_manager_id=asset_manager_id or random.randint(1, 10000),
book_id=book_id or random_string(8),
asset_id=asset_id or random_string(10),
period=period or random.choice(['YTD', 'MTD', 'DTD']),
transaction_date=transaction_date
or datetime.date.today() + datetime.timedelta(days=-7),
business_date=business_date or datetime.date.today(),
additional=additional,
version=version or 1,
total_pnl=total_pnl or str(total_pnl),
fx_pnl=fx_pnl or str(fx_pnl),
asset_pnl=asset_pnl or str(asset_pnl),
unrealised_pnl=unrealised_pnl,
quantity=quantity,
realised_pnl=realised_pnl,
error_message=error_message or '',
currency=currency or 'USD',
transaction_id=transaction_id or random_string(16),
pnl_timestamp=pnl_timestamp or datetime.datetime.utcnow(),
client_id=client_id or 1,
pnl_status=pnl_status)
return transaction_pnl
def generate_private_investment(asset_manager_id=None,
asset_id=None,
client_id=None):
attributes = generate_common(asset_manager_id=None, asset_id=None)
"""currency, display_name"""
private_investment = PrivateInvestment(
client_id=client_id or random_string(5),
asset_issuer_id=random_string(8),
category='Private Equity',
sub_category='Leverage Buyout Funds',
num_shares=1000,
price_share=1000,
share_type='Ordinary Shares',
maturity_date=random_date(),
lock_up_period=52,
investment_term=52,
**attributes)
return private_investment
def generate_eod_price(asset_manager_id=0,
asset_id=None,
business_date=date.today(),
price=None):
eod_price = EODPrice(asset_manager_id=asset_manager_id,
asset_id=asset_id or random_string(10),
business_date=business_date,
price=price or random_decimal())
return eod_price
def generate_party(asset_manager_id=None, party_id=None, party_status=None):
references = {'PartyDB': Reference(random_string(10))}
attributes = generate_common(asset_manager_id=asset_manager_id, party_id=party_id, party_status=party_status)
party = Party(**attributes)
# This is ok from a mutability perspective as the references collection doesn't trigger anything
party.references.update(references)
party.upsert_address('Registered', generate_address(address_primary=True))
party.upsert_email('Office', generate_email(email_primary=True))
return party
def test_UpsertLinkList(self):
links = self.transaction.links.get('Multiple')
random_id = random_string(8)
links.add(Link(linked_transaction_id=random_id))
self.transaction.upsert_link_set('Multiple', links)
links = self.transaction.links.get('Multiple')
self.assertEqual(len(links), 4) # The test script inserts 3 links
random_id_link = [link for link in links if link.linked_transaction_id == random_id]
self.assertEqual(len(random_id_link), 1)
def generate_common(asset_manager_id=None, asset_id=None, display_name=None):
common = {
'asset_manager_id': asset_manager_id or random.randint(1, 1000),
'asset_id': asset_id or str(random.randint(1, 1000)),
'currency': random.choice(['SGD', 'USD']),
'display_name': display_name or random_string(10)
}
return common
def generate_book(asset_manager_id=None,
book_id=None,
owner_id=None,
party_id=None,
book_type='Trading',
business_unit=None):
book = Book(
asset_manager_id=asset_manager_id or random.randint(1, 1000),
book_id=book_id or random_string(10),
book_type=book_type,
owner_id=owner_id or random.randint(1, 1000),
base_currency=random.choice(['USD', 'SGD', 'HKD', 'EUR']),
business_unit=business_unit
or random.choice(['Equities', 'Emerging Markets', 'Treasury']),
party_id=party_id
or random_string(10)) # Can also be the asset_manager_id of the book
return book
def generate_position(asset_manager_id=None,
book_id=None,
asset_id=None,
quantity=None):
position = Position(asset_manager_id=asset_manager_id
or random.randint(1, 1000),
book_id=book_id or random_string(8),
asset_id=asset_id or str(random.randint(1, 1000)),
quantity=quantity or Decimal(random.randint(1, 50000)))
return position
def generate_position_pnl(asset_manager_id=None,
book_id=None,
asset_id=None,
period=None,
quantity=None,
business_date=None,
version=None,
total_pnl=None,
asset_pnl=None,
fx_pnl=None,
unrealised_pnl=None,
realised_pnl=None,
message=None,
client_id=None,
currency=None,
pnl_timestamp=None,
pnl_status='Active'):
total_pnl = random.randrange(-100000000, 2000000000)
asset_pnl = random.randrange(-100000000, 1000000000)
fx_pnl = total_pnl - asset_pnl
position_pnl = PositionPNL(asset_manager_id=asset_manager_id
or random.randint(1, 10000),
book_id=book_id or random_string(8),
asset_id=asset_id or random_string(10),
period=period
or random.choice(['YTD', 'MTD', 'DTD']),
business_date=business_date
or datetime.date.today(),
version=version or 1,
total_pnl=total_pnl or str(total_pnl),
fx_pnl=fx_pnl or str(fx_pnl),
asset_pnl=asset_pnl or str(asset_pnl),
unrealised_pnl=unrealised_pnl,
quantity=quantity,
realised_pnl=realised_pnl,
message=message or '',
currency=currency or 'USD',
pnl_timestamp=pnl_timestamp
or datetime.datetime.utcnow(),
client_id=client_id or 1,
pnl_status=pnl_status)
return position_pnl
def generate_wine(asset_manager_id=None, asset_id=None):
props = generate_common(asset_manager_id=asset_manager_id, asset_id=asset_id)
wine = Wine(year=random_date(start_year=1950, end_year=2016),
producer=random_string(5),
region=random.choice(['Bordeaux', 'Burgundy', 'Tuscany', 'Napa Valley']),
appellation=random.choice([None]*3 + ['Côtes du Rhône', 'Graves', 'Saint-Émilion']),
classification=random.choice(list(WINE_CLASSIFICATIONS)),
color=random.choice(['Red', 'White']),
bottle_size=random.choice(['0.75L']*3 + ['1.5L']),
bottle_in_cellar=random.choice([True]*3 + [False]),
bottle_location=random_string(20),
storage_cost=None,
rating_type='Parker',
rating_value=random.randint(93, 100),
packing_type=random.choice(list(WINE_PACKING_TYPE)),
to_drink_start=random_date(start_year=2000),
to_drink_end=random_date(end_year=2050),
comments = {'DrinkingNotes': Comment(comment_value=random_string(100))},
**props)
return wine
def generate_dividend(asset_manager_id=None,
corporate_action_id=None,
asset_id=None):
attributes = generate_common(asset_manager_id=asset_manager_id,
corporate_action_id=corporate_action_id,
asset_id=asset_id)
dividend = Dividend(dividend_rate=Decimal(random.random()).quantize(
Decimal('1.00')),
dividend_asset_id=random_string(10),
**attributes)
return dividend
def generate_equity(asset_manager_id,
asset_id,
share_class='Common',
currency='USD'):
equity = Equity(asset_manager_id=asset_manager_id
or random.randint(1, 1000),
asset_id=asset_id or random_string(5),
share_class=share_class,
asset_status='Active',
currency=currency or 'USD')
return equity
def test_MultipleLink(self):
transaction = self.transactions_interface.new(self.transaction)
links = transaction.links.get('Multiple')
self.assertEqual(len(links), 3) # The test script inserts 3 links
# Add a link
random_id = random_string(8)
transaction.add_link('Multiple', linked_transaction_id=random_id)
transaction = self.transactions_interface.amend(transaction)
self.assertEqual(len(transaction.links.get('Multiple')), 4)
transaction.remove_link('Multiple', linked_transaction_id=random_id)
transaction = self.transactions_interface.amend(transaction)
self.assertEqual(len(transaction.links.get('Multiple')), 3)
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.asset_manager_id = self.client_id = 1
self.asset_manager_ids = [random_string(8), random_string(8)]
self.csvfile = 'AssetManagerUploaderTest.csv'
with open(self.csvfile, 'r+', newline='') as readfile:
reader = csv.reader(readfile)
for row in reader:
header = row
break
with open(self.csvfile, 'w+', newline='') as writefile:
writer = csv.writer(writefile)
writer.writerow(header)
writer.writerow([
'AssetManager', 'Bank', self.asset_manager_ids[0], 'Active',
'123', 'Basic', '321', 'UTC', '5pm'
])
writer.writerow([
'AssetManager', 'Bank', self.asset_manager_ids[1], 'Active',
'123', 'Basic', '321', 'UTC', '5pm'
])
def test_ImportIndividualParty(self, mock_interface, mock_boto3):
data = {
'PartyId': random_string(8),
'PartyType': 'Individual',
'DisplayName': random_string(12),
'Surname': random_string(10),
'GivenNames': random_string(10),
'AssetManagerId': self.asset_manager_id
}
mock_interface.return_value.search.return_value = []
result = _import_party(self.asset_manager_id, data)
self.assertEqual(type(result).__name__, data['PartyType'])
self.assertEqual(data['Surname'], result.surname)
self.assertEqual(data['GivenNames'], result.given_names)
mock_interface.return_value.search.assert_called_once()
mock_interface.return_value.new.assert_called_once()
mock_interface.reset_mock()
mock_interface.return_value.search.return_value = [result]
result = _import_party(self.asset_manager_id, data)
mock_interface.return_value.search.assert_called_once()
mock_interface.return_value.amend.assert_called_once()
