def testGetRepoTransactionHistory(self):
#-- preprocess: add 2 repo master and 6 transaction
master1 = self._get_test_repo_master()
addRepoMaster(master1)
transaction1 = self._get_test_transaction()
addRepoTransaction(transaction1)
#-- 1. invalid input value
#-- 1.1 non-string value
with self.assertRaises(ValueError):
getRepoTransactionHistory(300734)
#-- 2. valid input value
#-- 2.1 empty result
res = getRepoTransactionHistory("300734-")
self.assertEqual(0, len(res))
#-- 2.2 has result
res = getRepoTransactionHistory("300734")
self.assertEqual(1, len(res))
self.assertEqual('300734', res[0]['TransactionId'])
self.assertEqual('open', res[0]['Action'])
self.assertEqual('2018-08-27', res[0]['Date'])
self.assertEqual(0.95, res[0]['InterestRate'])
try:
datetime.strptime(res[0]['TimeStamp'], "%Y-%m-%d %H:%M:%S")
except ValueError:
raise ValueError("Incorrect data format, should be YYYY-MM-DD")
def testCloseRepoTransaction(self):
#-- 1. create repo_master, repo_transaction and close the transaction normally
master = self._get_test_repo_master()
addRepoMaster(master)
transaction = self._get_test_transaction()
addRepoTransaction(transaction)
close_transaction = {
"UserTranId1": "300734",
"ActualSettleDate": "2018-08-31T00:00:00"
}
self.assertEqual(closeRepoTransaction(close_transaction), 0)
session = sessionmaker(bind=DBConn.get_db(self.unittest_dbmode))()
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=close_transaction['UserTranId1']) \
.first()
self.assertEqual(Constants.REPO_TRANS_STATUS_CLOSE,
transaction_result.status)
session.close()
#-- 2. close a closed transaction again. It shall be allowed
try:
closeRepoTransaction(close_transaction)
except CloseCanceledRepoTransactionError:
self.fail(
"Close a closed transaction again shall be allowed. But an exception is throw"
)
#-- 3. close an unknown transaction to confirm RepoTransactionNotExistError will throw
unknown_transaction = {
"UserTranId1": "300734x",
"ActualSettleDate": "2018-08-31T00:00:00"
}
with self.assertRaises(RepoTransactionNotExistError):
closeRepoTransaction(unknown_transaction)
def testRerateRepoTransaction(self):
#-- 1. create repo_master, repo_transaction and rerate the transaction normally
master = self._get_test_repo_master()
addRepoMaster(master)
transaction = self._get_test_transaction()
addRepoTransaction(transaction)
rerate_transaction = {
"UserTranId1": "300734",
"RateTable": {
"Rate": "1.6565",
"RateDate": "2020-12-31T00:00:00"
}
}
self.assertEqual(rerateRepoTransaction(rerate_transaction), 0)
session = sessionmaker(bind=DBConn.get_db(self.unittest_dbmode))()
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=rerate_transaction['UserTranId1']) \
.first()
self.assertEqual(1.6565, transaction_result.interest_rate)
session.commit()
#-- 2. rerate the transaction again and shall have no problem
rerate_transaction = {
"UserTranId1": "300734",
"RateTable": {
"Rate": "1.4992",
"RateDate": "2020-12-31T00:00:00"
}
}
self.assertEqual(rerateRepoTransaction(rerate_transaction), 0)
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=rerate_transaction['UserTranId1']) \
.first()
self.assertEqual(1.4992, transaction_result.interest_rate)
session.close()
#-- 3. rerate the transaction with invalid RateTable
invalid_transaction = {
"UserTranId1": "300734",
"RateTable": {
"Rate": "1.6565x",
"RateDate": "2020-12-31T00:00:00"
}
}
with self.assertRaises(ValueError):
rerateRepoTransaction(invalid_transaction)
#-- 4. rerate an unknown transaction to confirm RepoTransactionNotExistError will throw
unknown_transaction = {
"UserTranId1": "300734x",
"RateTable": {
"Rate": "1.5",
"RateDate": "2020-12-31T00:00:00"
}
}
with self.assertRaises(RepoTransactionNotExistError):
rerateRepoTransaction(unknown_transaction)
def addRepo(trade):
try:
logger.debug(
'saveRepoTradeFileToDB(): add repo transaction id {0}'.format(
trade.get('UserTranId1', '')))
if isRepoOpenTrade(trade):
addRepoTransaction(
keepKeys([
'TransactionType', 'UserTranId1', 'Portfolio',
'LocationAccount', 'Investment', 'EventDate',
'SettleDate', 'OpenEnded', 'ActualSettleDate',
'Quantity', 'CounterInvestment', 'Price',
'NetCounterAmount', 'RepoName', 'Coupon', 'LoanAmount',
'Broker'
], trade))
return 1
elif isRepoCloseTrade(trade):
closeRepoTransaction(
keepKeys(['UserTranId1', 'ActualSettleDate'], trade))
return 1
elif isRepoCancelTrade(trade):
cancelRepoTransaction(keepKeys(['UserTranId1'], trade))
return 1
else:
logger.error(
'saveRepoTradeFileToDB(): invalid trade type'.format(
trade.get('TransactionType', '')))
return 0
except RepoTransactionAlreadyExistError:
logger.warning(
'saveRepoTradeFileToDB(): repo transaction {0} already exists'.
format(trade.get('UserTranId1', '')))
return 0
except:
logger.exception('saveRepoTradeFileToDB():')
return 0
def testGetUserTranIdsFromRepoName(self):
#-- preprocess: add 2 repo master and 6 transaction
master1 = self._get_test_repo_master()
addRepoMaster(master1)
master2 = self._get_test_repo_master()
master2["Code"] = "MMRPE420BSS"
addRepoMaster(master2)
transaction1 = self._get_test_transaction()
addRepoTransaction(transaction1)
transaction2 = self._get_test_transaction()
transaction2["UserTranId1"] = "300735"
addRepoTransaction(transaction2)
transaction2 = self._get_test_transaction()
transaction2["UserTranId1"] = "300736"
transaction2["RepoName"] = "MMRPE420BSS"
addRepoTransaction(transaction2)
#-- 1. invalid input value
#-- 1.1 non-string value
with self.assertRaises(ValueError):
getUserTranIdsFromRepoName(300734)
#-- 2. valid input value
#-- 2.1 empty result
res = getUserTranIdsFromRepoName("nosuchreponame")
self.assertEqual(0, len(res))
#-- 2.2 has result
res = getUserTranIdsFromRepoName("MMRPE420BS")
self.assertEqual(2, len(res))
self.assertEqual('300734', res[0])
self.assertEqual('300735', res[1])
#-- 2.2 has result
res = getUserTranIdsFromRepoName("MMRPE420BSS")
self.assertEqual(1, len(res))
self.assertEqual('300736', res[0])
def testCancelRepoTransaction(self):
#-- 1. create repo_master, repo_transaction and cancel the transaction normally
master = self._get_test_repo_master()
addRepoMaster(master)
transaction = self._get_test_transaction()
addRepoTransaction(transaction)
cancel_transaction = {"UserTranId1": "300734"}
self.assertEqual(cancelRepoTransaction(cancel_transaction), 0)
session = sessionmaker(bind=DBConn.get_db(self.unittest_dbmode))()
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=cancel_transaction['UserTranId1']) \
.first()
self.assertEqual(Constants.REPO_TRANS_STATUS_CANCEL,
transaction_result.status)
session.close()
#-- 2. cancel the transaction again. Unlike close or rerate, it will work normally
#-- without throwing CloseCanceledRepoTransactionError
self.assertEqual(cancelRepoTransaction(cancel_transaction), 0)
#-- 3. cancel an unknown transaction to confirm RepoTransactionNotExistError will throw
unknown_transaction = {"UserTranId1": "300734x"}
with self.assertRaises(RepoTransactionNotExistError):
cancelRepoTransaction(unknown_transaction)
def testAddRepoTransaction(self):
master = self._get_test_repo_master()
addRepoMaster(master)
#-- 1. this invalid transaction shall raise input validation error (valueError)
#-- 1.1. incorrect EventDate
transaction = self._get_test_transaction()
transaction["EventDate"] = "2018-08-32"
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.2. incorrect SettleDate
transaction = self._get_test_transaction()
transaction["SettleDate"] = "2018-08-32"
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.3. incorrect ActualSettleDate
transaction = self._get_test_transaction()
transaction["ActualSettleDate"] = "2018-08-32 00:00:00"
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.4. incorrect ActualSettleDate with non CALC value
transaction = self._get_test_transaction()
transaction["ActualSettleDate"] = "CALCC"
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.5. incorrect Investment
transaction = self._get_test_transaction()
transaction["Investment"] = "ISIN="
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.6. incorrect Investment 2
transaction = self._get_test_transaction()
transaction["Investment"] = "=XS1234567890"
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.7. incorrect Investment 3
transaction = self._get_test_transaction()
transaction["Investment"] = "XS1234567890"
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 1.8. incorrect transactionType
transaction = self._get_test_transaction()
transaction["TransactionType"] = "abc12345"
with self.assertRaises(InvalidRepoTransactionTypeError):
addRepoTransaction(transaction)
#-- 1.9. incorrect OpenEnded
transaction = self._get_test_transaction()
transaction["OpenEnded"] = ""
with self.assertRaises(ValueError):
addRepoTransaction(transaction)
#-- 2. good transactions
#-- 2.1. good transaction 1 - no OpenEnded
transaction = self._get_test_transaction()
self.assertEqual(addRepoTransaction(transaction), 0)
session = sessionmaker(bind=DBConn.get_db(self.unittest_dbmode))()
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=transaction['UserTranId1']) \
.first()
self.assertEqual(transaction['UserTranId1'],
transaction_result.transaction_id)
session.commit()
#-- 2.2. good transaction 2 - Maturity Date will be ""
#-- condition: is_open_repo is true, maturity_date is CALC
transaction = self._get_test_transaction()
transaction["UserTranId1"] = "test100002"
transaction["OpenEnded"] = "CALC"
transaction["ActualSettleDate"] = "CALC"
self.assertEqual(addRepoTransaction(transaction), 0)
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=transaction['UserTranId1']) \
.first()
self.assertEqual("", transaction_result.maturity_date)
session.commit()
#-- 2.3. good transaction 3 - Maturity Date will be value of ActualSettleDate
#-- condition: is_open_repo is true, maturity_date is not CALC
transaction = self._get_test_transaction()
transaction["UserTranId1"] = "test100003"
transaction["OpenEnded"] = "CALC"
self.assertEqual(addRepoTransaction(transaction), 0)
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=transaction['UserTranId1']) \
.first()
self.assertEqual("2020-03-10", transaction_result.maturity_date)
session.commit()
#-- 2.4. good transaction 4 - Maturity Date will be ERROR
#-- condition: is_open_repo is false, maturity_date is CALC
transaction = self._get_test_transaction()
transaction["UserTranId1"] = "test100004"
transaction["ActualSettleDate"] = "CALC"
self.assertEqual(addRepoTransaction(transaction), 0)
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=transaction['UserTranId1']) \
.first()
self.assertEqual("ERROR", transaction_result.maturity_date)
session.commit()
#-- 2.5. good transaction 5 - Maturity Date will be value of ActualSettleDate
#-- condition: is_open_repo is false, maturity_date is not CALC
transaction = self._get_test_transaction()
transaction["UserTranId1"] = "test100005"
self.assertEqual(addRepoTransaction(transaction), 0)
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=transaction['UserTranId1']) \
.first()
self.assertEqual("2020-03-10", transaction_result.maturity_date)
session.commit()
#-- 2.6. good transaction 6 - Maturity Date will be value of ActualSettleDate
transaction = self._get_test_transaction()
transaction["UserTranId1"] = "test100006"
transaction["Portfolio"] = "中文基金1"
transaction["LocationAccount"] = "中國銀行"
self.assertEqual(addRepoTransaction(transaction), 0)
transaction_result = session.query(RepoTransaction) \
.filter_by(transaction_id=transaction['UserTranId1']) \
.first()
self.assertEqual("中文基金1", transaction_result.portfolio)
self.assertEqual("中國銀行", transaction_result.custodian)
session.close()
#-- 3. duplicated transaction - shall raise RepoMasterAlreadyExistError
transaction = self._get_test_transaction()
with self.assertRaises(RepoTransactionAlreadyExistError):
addRepoTransaction(transaction)
def testGetRepo(self):
#-- preprocess: add 2 repo master and 6 transaction
master1 = self._get_test_repo_master()
addRepoMaster(master1)
master2 = {
"Code": "MMRPE420BS-2",
"BifurcationCurrency": "USD",
"AccrualDaysPerMonth": "Actual",
"AccrualDaysPerYear": "180"
}
addRepoMaster(master2)
transaction1 = {
"TransactionType": "ReverseRepo_InsertUpdate",
"UserTranId1": "300734",
"Portfolio": "12734",
"LocationAccount": "BOCHK",
"Investment": "Isin=XS1234567890",
"EventDate": "2020-12-31T00:00:00",
"SettleDate": "2020-12-31T00:00:00",
"OpenEnded": "CALC",
"ActualSettleDate": "CALC",
"Quantity": "300000",
"CounterInvestment": "USD",
"Price": "95.23",
"NetCounterAmount": "1818234",
"RepoName": "MMRPE420BS",
"Coupon": "0.95",
"LoanAmount": "1818234",
"Broker": "BNP-REPO"
}
addRepoTransaction(transaction1)
transaction2 = {
"TransactionType": "ReverseRepo_InsertUpdate",
"UserTranId1": "300735",
"Portfolio": "12734",
"LocationAccount": "BOCHK",
"Investment": "Isin=XS1234567890",
"EventDate": "2020-12-31T00:00:00",
"SettleDate": "2020-12-31T00:00:00",
"OpenEnded": "CALC",
"ActualSettleDate": "2020-03-08T00:00:00",
"Quantity": "300000",
"CounterInvestment": "USD",
"Price": "95.23",
"NetCounterAmount": "1818234",
"RepoName": "MMRPE420BS",
"Coupon": "0.95",
"LoanAmount": "1818234",
"Broker": "BOC-REPO"
}
addRepoTransaction(transaction2)
transaction3 = {
"TransactionType": "Repo_InsertUpdate",
"UserTranId1": "300736",
"Portfolio": "12736",
"LocationAccount": "BOCHK",
"Investment": "Isin=XS1234567890",
"EventDate": "2020-12-31T00:00:00",
"SettleDate": "2020-12-31T00:00:00",
"ActualSettleDate": "CALC",
"Quantity": "300000",
"CounterInvestment": "USD",
"Price": "95.23",
"NetCounterAmount": "1818234",
"RepoName": "MMRPE420BS-2",
"Coupon": "0.95",
"LoanAmount": "1818234",
"Broker": "BNP-REPO"
}
addRepoTransaction(transaction3)
transaction4 = {
"TransactionType": "Repo_InsertUpdate",
"UserTranId1": "300737",
"Portfolio": "中文",
"LocationAccount": "中國銀行",
"Investment": "Isin=XS1234567890",
"EventDate": "2020-12-31T00:00:00",
"SettleDate": "2020-12-31T00:00:00",
"ActualSettleDate": "2020-03-08T00:00:00",
"Quantity": "300000",
"CounterInvestment": "USD",
"Price": "95.23",
"NetCounterAmount": "1818234",
"RepoName": "MMRPE420BS-2",
"Coupon": "0.95",
"LoanAmount": "1818234",
"Broker": "BOC-REPO"
}
addRepoTransaction(transaction4)
transaction5 = {
"TransactionType": "Repo_InsertUpdate",
"UserTranId1": "300738",
"Portfolio": "12734",
"LocationAccount": "BOCHK",
"Investment": "Isin=XS1234567890",
"EventDate": "2020-12-31T00:00:00",
"SettleDate": "2020-12-31T00:00:00",
"ActualSettleDate": "2020-03-10T00:00:00",
"Quantity": "300000",
"CounterInvestment": "USD",
"Price": "95.23",
"NetCounterAmount": "1818234",
"RepoName": "MMRPE420BS-2",
"Coupon": "0.95",
"LoanAmount": "1818234",
"Broker": "BOC-REPO"
}
addRepoTransaction(transaction5)
#-- preprocess: create 1 canceled and 1 closed transaction
cancel_transaction = {"UserTranId1": "300738"}
cancelRepoTransaction(cancel_transaction)
transaction6 = {
"TransactionType": "Repo_InsertUpdate",
"UserTranId1": "300739",
"Portfolio": "12734",
"LocationAccount": "BOCHK",
"Investment": "Isin=XS1234567890",
"EventDate": "2020-12-31T00:00:00",
"SettleDate": "2020-12-31T00:00:00",
"ActualSettleDate": "2020-03-10T00:00:00",
"Quantity": "300000",
"CounterInvestment": "USD",
"Price": "95.23",
"NetCounterAmount": "1818234",
"RepoName": "MMRPE420BS-2",
"Coupon": "0.95",
"LoanAmount": "1818234",
"Broker": "BOC-REPO"
}
addRepoTransaction(transaction6)
close_transaction = {
"UserTranId1": "300739",
"ActualSettleDate": "2018-08-31T00:00:00"
}
closeRepoTransaction(close_transaction)
#-- 1. invalid value
#-- 1.1 wrong status
with self.assertRaises(ValueError):
getRepo(status='open',
portfolio='all',
custodian='all',
repoName='all',
broker='all',
hasHairCut='all')
#-- 1.2 wrong hasHairCut
with self.assertRaises(ValueError):
getRepo(hasHairCut='0')
#-- 2. normal query status
#-- 2.1 status: openclose
res = getRepo()
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
where
(status='open' or status='closed')
""").scalar()
con.close()
self.assertEqual(count, len(res))
#-- 2.2 status: all parameters inputted with default value
res = getRepo(status='openclose',
portfolio='all',
custodian='all',
repoName='all',
broker='all',
hasHairCut='all')
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
where
(status='open' or status='closed')
""").scalar()
con.close()
self.assertEqual(count, len(res))
#-- 2.3 status: cancel
res = getRepo(status='canceled',
portfolio='all',
custodian='all',
repoName='all',
broker='all',
hasHairCut='all')
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
where
(status='canceled')
""").scalar()
con.close()
#-- 2.4 status: all
res = getRepo(status='all')
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
""").scalar()
con.close()
self.assertEqual(count, len(res))
#-- 3. normal query portfolio
#-- 3.1 porfolio: english
res = getRepo(portfolio='12734')
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
where
(status='open' or status='closed')
and portfolio='12734'
""").scalar()
con.close()
self.assertEqual(count, len(res))
#-- 3.2 porfolio: 中文
res = getRepo(status='all', portfolio='中文')
self.assertEqual(1, len(res))
#-- 4. normal query portfolio
#-- 4.1 custodian: 中國銀行
res = getRepo(status='all', custodian='中國銀行')
self.assertEqual(1, len(res))
#-- 4.2 custodian: english
res = getRepo(custodian='BOCHK')
self.assertEqual(4, len(res))
#-- 4. normal query repoName
#-- 5.1 repoName: normal value (search status default input 'open')
res = getRepo(repoName='MMRPE420BS-2')
self.assertEqual(3, len(res))
#-- 5.2 repoName: empty result
res = getRepo(repoName='--10--')
self.assertEqual(0, len(res))
#-- 6. normal query repoName
#-- 6.1 repoName: normal value
res = getRepo(broker='BOC-REPO')
self.assertEqual(3, len(res))
#-- 6.2 repoName: normal and status cancel
res = getRepo(status='openclose', broker='BOC-REPO')
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
where
(status='open' or status='closed')
and broker='BOC-REPO'
""").scalar()
con.close()
self.assertEqual(count, len(res))
#-- 6.3 repoName: empty result
res = getRepo(broker='--REPO--')
self.assertEqual(0, len(res))
#-- 7. normal query repoName
#-- 7.1 hasHairCut: true
res = getRepo(hasHairCut='True')
self.assertEqual(0, len(res))
#-- 7.2 hasHairCut: false and status close
res = getRepo(status='openclose', hasHairCut='False')
with DBConn.get_db(self.unittest_dbmode).connect() as con:
count = con.execute("""
SELECT count(transaction_id)
FROM repo_transactions
where
(status='open' or status='closed')
and haircut = 0
""").scalar()
con.close()
self.assertEqual(count, len(res))