def test_create_custom_instrument(self):
# create a definition for the instrument
swap_definition = models.InstrumentDefinition(
name="10mm 5Y Fixed",
# The set of identifiers used for identifying the instrument
# e.g. for uploading transactions
identifiers={
"ClientInternal": models.InstrumentIdValue(value="SW-1")
},
# The details for valuing the instrument
definition=models.InstrumentEconomicDefinition(
# Identifies which valuation engine to use
instrument_format="CustomFormat",
content="<customFormat>upload in custom xml or JSON format</customFormat>"))
# create the swap
swap_response = self.instruments_api.upsert_instruments(requests={
"request": swap_definition
})
self.assertEqual(len(swap_response.failed), 0, swap_response.failed.values())
def test_load_otc_instrument_transaction(self):
# create the portfolio
portfolio_code = self.test_data_utilities.create_transaction_portfolio(
TestDataUtilities.tutorials_scope)
trade_date = datetime(2018, 1, 1, tzinfo=pytz.utc)
swap_definition = models.InstrumentDefinition(
name="10mm 5Y Fixed",
identifiers={
"ClientInternal": models.InstrumentIdValue(value="SW-1")
},
definition=models.InstrumentEconomicDefinition(
instrument_format="CustomFormat",
content=
"<customFormat>upload in custom xml or JSON format</customFormat>"
))
# create the swap
swap_response = self.instruments_api.upsert_instruments(
requests={"request": swap_definition})
# get the LUID for the created instrument
swap_id = list(swap_response.values.values())[0].lusid_instrument_id
# details of the transaction to be added
transaction = models.TransactionRequest(
transaction_id=str(uuid.uuid4()),
type="Buy",
instrument_identifiers={
TestDataUtilities.lusid_luid_identifier: swap_id
},
transaction_date=trade_date,
settlement_date=trade_date,
units=1,
transaction_price=models.TransactionPrice(0.0),
total_consideration=models.CurrencyAndAmount(0.0, "GBP"),
source="Client")
# add the transaction
self.transaction_portfolios_api.upsert_transactions(
scope=TestDataUtilities.tutorials_scope,
code=portfolio_code,
transactions=[transaction])
# get the transaction
transactions = self.transaction_portfolios_api.get_transactions(
scope=TestDataUtilities.tutorials_scope, code=portfolio_code)
self.assertEqual(len(transactions.values), 1)
self.assertEqual(transactions.values[0].transaction_id,
transaction.transaction_id)