def setUp(self):
self.longMessage = True # Print complete error message on failure
self.maxDiff = None # View the complete diff when there is a mismatch in a test
self.interface = TransactionsInterface()
self.asset_manager_id = 1
self.asset = generate_asset(asset_manager_id=self.asset_manager_id,
fungible=True)
self.asset_book = generate_book(asset_manager_id=self.asset_manager_id)
self.counterparty_book = generate_book(
asset_manager_id=self.asset_manager_id)
self.transaction1 = generate_transaction(
asset_manager_id=self.asset_manager_id,
asset_id=self.asset.asset_id,
asset_book_id=self.asset_book.book_id,
counterparty_book_id=self.counterparty_book.book_id,
transaction_currency='USD',
net_affecting_charges=True,
charge_currency='USD')
self.transaction2 = generate_transaction(
asset_manager_id=self.asset_manager_id,
asset_id=self.asset.asset_id,
asset_book_id=self.asset_book.book_id,
counterparty_book_id=self.counterparty_book.book_id,
transaction_currency='USD',
net_affecting_charges=True,
charge_currency='USD')
self.setup_cache()
self.interface.new(self.transaction1)
self.interface.new(self.transaction2)
self.transaction_id1 = self.transaction1.transaction_id
self.transaction_id2 = self.transaction2.transaction_id
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.maxDiff = None # View the complete diff when there is a mismatch in a test
self.asset_manager_id = random.randint(1, 2**31-1)
self.asset = generate_asset(asset_manager_id=self.asset_manager_id)
self.asset_book = generate_book(asset_manager_id=self.asset_manager_id)
self.counterparty_book = generate_book(asset_manager_id=self.asset_manager_id)
self.transaction = generate_transaction(asset_manager_id=self.asset_manager_id, asset_id=self.asset.asset_id,
asset_book_id=self.asset_book.book_id,
counterparty_book_id=self.counterparty_book.book_id)
self.transaction_id = self.transaction.transaction_id
self.setup_cache()
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.maxDiff = None # View the complete diff when there is a mismatch in a test
self.transactions_interface = TransactionsInterface(environment=STAGE)
self.assets_interface = AssetsInterface(environment=STAGE)
self.books_interface = BooksInterface(environment=STAGE)
self.asset_manager_id = 1
self.asset = generate_asset(asset_manager_id=self.asset_manager_id)
self.asset_book = generate_book(asset_manager_id=self.asset_manager_id)
self.counterparty_book = generate_book(
asset_manager_id=self.asset_manager_id)
self.transaction = generate_transaction(
asset_manager_id=self.asset_manager_id,
asset_id=self.asset.asset_id,
asset_book_id=self.asset_book.book_id,
counterparty_book_id=self.counterparty_book.book_id)
self.transaction_id = self.transaction.transaction_id
self.setup_cache()
def test_AllocationWithExplictID(self):
transaction = generate_transaction(
asset_manager_id=self.asset_manager_id,
asset_id=self.asset.asset_id,
asset_book_id=self.asset_book.book_id,
counterparty_book_id=self.counterparty_book.book_id,
quantity=Decimal('100'))
self.transactions_interface.new(transaction)
partial_tran_id = transaction.transaction_id[:10]
allocation_dicts = [{
'book_id': 'ABC',
'quantity': Decimal('60'),
'transaction_id': partial_tran_id + '_ABC'
}, {
'book_id': 'XYZ',
'quantity': Decimal('40'),
'transaction_id': partial_tran_id + '_XYZ'
}]
abc_book = generate_book(asset_manager_id=self.asset_manager_id,
book_id='ABC')
xyz_book = generate_book(asset_manager_id=self.asset_manager_id,
book_id='XYZ')
self.create_transaction_book(abc_book)
self.create_transaction_book(xyz_book)
allocations = self.transactions_interface.allocate_transaction(
asset_manager_id=self.asset_manager_id,
transaction_id=transaction.transaction_id,
allocation_type='counterparty',
allocation_dicts=allocation_dicts)
self.assertEqual(len(allocations), 2)
book_ids = sorted(
[allocation.counterparty_book_id for allocation in allocations])
self.assertEqual(book_ids, ['ABC', 'XYZ'])
quantities = sorted(
[allocation.quantity for allocation in allocations])
self.assertEqual(quantities, [Decimal('40'), Decimal('60')])
transaction_ids = sorted(
[allocation.transaction_id for allocation in allocations])
self.assertEqual(transaction_ids,
[partial_tran_id + '_ABC', partial_tran_id + '_XYZ'])
def test_Allocations(self):
transaction = generate_transaction(
asset_manager_id=self.asset_manager_id,
asset_id=self.asset.asset_id,
asset_book_id=self.asset_book.book_id,
counterparty_book_id=self.counterparty_book.book_id,
quantity=Decimal('100'))
transaction.charges['TEST'] = Charge(charge_value=Decimal('10'),
currency='SGD')
self.transactions_interface.new(transaction)
allocation_dicts = [{
'book_id': 'ABC',
'quantity': Decimal('40')
}, {
'book_id': 'XYZ',
'quantity': Decimal('60')
}]
abc_book = generate_book(asset_manager_id=self.asset_manager_id,
book_id='ABC')
xyz_book = generate_book(asset_manager_id=self.asset_manager_id,
book_id='XYZ')
self.create_transaction_book(abc_book)
self.create_transaction_book(xyz_book)
allocations = self.transactions_interface.allocate_transaction(
asset_manager_id=self.asset_manager_id,
transaction_id=transaction.transaction_id,
allocation_type='asset_manager',
allocation_dicts=allocation_dicts)
self.assertEqual(len(allocations), 2)
book_ids = sorted(
[allocation.asset_book_id for allocation in allocations])
self.assertEqual(book_ids, ['ABC', 'XYZ'])
quantities = sorted(
[allocation.quantity for allocation in allocations])
self.assertEqual(quantities, [Decimal('40'), Decimal('60')])
charges = sorted([
allocation.charges.get('TEST').charge_value
for allocation in allocations
])
self.assertEqual(charges, [Decimal('4'), Decimal('6')])
def main():
""" Main example """
logging.info("--- SETTING UP IDENTIFIERS ---")
asset_manager_id = random.randint(1, 2**31-1)
asset_manager_party_id = 'AMID' + str(asset_manager_id)
traders = [('TJ', 'Joe', 'Trader'), ('GG', 'Gordon', 'Gekko'), ('AP', 'Patrick', 'Bateman')]
brokers = [('BROKER1', 'Best Brokers Inc.'), ('BROKER2', 'World Broker')]
csv_path = tempfile.gettempdir() # Modify this to read and write from a different directory
no_of_books = 5
no_of_equities = 10
no_of_transactions = 20
logging.info("--- CREATING BOOKS CSV FILE ---")
books = []
asset_book_ids = ['BOOK' + str(i+1) for i in range(no_of_books)]
for book_id in asset_book_ids:
book = create_book(asset_manager_id=asset_manager_id, book_id=book_id, party_id=asset_manager_party_id,
owner_id=random.choice([trader[0] for trader in traders]))
books.append(book)
for broker in brokers:
book = create_book(asset_manager_id=asset_manager_id, book_id=broker[0], party_id=broker[0])
books.append(book)
books_filename = os.path.join(csv_path, 'books.csv')
logging.info("--- WRITING TO %s ---", books_filename)
objects_to_csv(objects=books, clazz=Book, filename=books_filename)
logging.info("--- CREATING PARTIES CSV FILE ---")
parties = []
for trader_id, first_name, surname in traders:
individual = Individual(asset_manager_id=asset_manager_id, party_id=trader_id, given_names=first_name,
surname=surname)
parties.append(individual)
for broker_id, broker_name in brokers:
broker = Broker(asset_manager_id=asset_manager_id, party_id=broker_id, description=broker_name)
parties.append(broker)
parties_filename = os.path.join(csv_path, 'parties.csv')
logging.info("--- WRITING TO %s ---", parties_filename)
objects_to_csv(objects=parties, clazz=Party, filename=parties_filename)
logging.info("--- CREATING EQUITIES CSV FILE ---")
assets = []
asset_ids = ['EQ' + str(i+1) for i in range(no_of_equities)]
for asset_id in asset_ids:
asset = create_equity(asset_manager_id=asset_manager_id, asset_id=asset_id)
assets.append(asset)
equities_filename = os.path.join(csv_path, 'equities.csv')
logging.info("--- WRITING TO %s ---", equities_filename)
objects_to_csv(objects=assets, clazz=Equity, filename=equities_filename)
logging.info("--- CREATING TRANSACTIONS CSV FILE ---")
transactions = []
for i in range(no_of_transactions):
transaction_id = str(i+1)
asset_id = random.choice(asset_ids)
asset_book_id = random.choice(asset_book_ids)
cpty_book_id = random.choice(['BROKER1', 'BROKER2'])
transaction = generate_transaction(asset_manager_id=asset_manager_id, transaction_id=transaction_id,
asset_id=asset_id,
asset_book_id=asset_book_id, counterparty_book_id=cpty_book_id)
transactions.append(transaction)
transactions_filename = os.path.join(csv_path, 'transactions.csv')
logging.info("--- WRITING TO %s ---", transactions_filename)
objects_to_csv(objects=transactions, clazz=Transaction, filename=transactions_filename)
logging.info("--- READING BOOKS CSV AND CREATING ---")
books = csv_filename_to_objects(filename=books_filename, json_handler=json_to_book)
for book in books:
books_interface.new(book)
logging.info("--- READING PARTIES CSV AND CREATING ---")
parties = csv_filename_to_objects(filename=parties_filename, json_handler=json_to_party)
for party in parties:
parties_interface.new(party)
logging.info("--- READING EQUITIES CSV AND CREATING ---")
equities = csv_filename_to_objects(filename=equities_filename, json_handler=json_to_asset)
for equity in equities:
assets_interface.new(equity)
logging.info("--- READING TRANSACTIONS CSV AND CREATING ---")
transactions = csv_filename_to_objects(filename=transactions_filename, json_handler=json_to_transaction)
for transaction in transactions:
transaction_interface.new(transaction)
def test_JsonToTransaction(self):
transaction = generate_transaction()
json_transaction = transaction.to_json()
gen_transaction = json_to_transaction(json_transaction)
self.assertEqual(gen_transaction, transaction)
def setUp(self):
self.longMessage = True # Print complete error message on failure
self.transaction = generate_transaction(net_affecting_charges=True)
self.transaction_id = self.transaction.transaction_id
def test_InvalidTransactionStatus(self):
with self.assertRaisesRegexp(ValueError, 'Invalid transaction status Invalid'):
transaction = generate_transaction(transaction_status='Invalid')
def test_InvalidTransactionAction(self):
with self.assertRaisesRegexp(ValueError, 'Invalid transaction action Invalid'):
transaction = generate_transaction(transaction_action='Invalid')
def test_InvalidTransactionType(self):
with self.assertRaisesRegexp(ValueError, 'Invalid transaction type Invalid'):
transaction = generate_transaction(transaction_type='Invalid')
