def test_save(self):
m = StubModel()
rf = ReactiveFramework(m)
rf.set_value('quantity', 100)
rf.validate()
rf.save()
trade = m.get_domain_object('Trade')
self.assertEquals(trade.quantity, rf.get_value('quantity'))
self.assertTrue(m.save_called)
def test_save(self):
m = StubModel()
rf = ReactiveFramework(m)
rf.set_value('quantity', 100)
rf.validate()
rf.save()
trade = m.get_domain_object('Trade')
self.assertEquals(trade.quantity, rf.get_value('quantity'))
self.assertTrue(m.save_called)
def test_validate(self):
m = StubModel()
rf = ReactiveFramework(m)
self.assertDictEqual(
{
'commission': 'Not set',
'currency': 'Not set',
'quantity': 'Not set',
'settle_date': 'Not set',
'trade_date': 'Not set'
}, rf.validate())
def test_when_mapper_fails_multiple_errors_are_returned(self):
class FailedStub(StubModel):
FIELD_DEPENDS = {'currency': ['instrument'], 'instrument': []}
def map_instrument(self, field, direction):
raise Exception("I failed")
m = FailedStub()
rf = ReactiveFramework(m)
rf.set_value('instrument', "ABC")
rf.set_value('currency', "USD")
status = rf.validate()
expect = {'instrument': 'I failed', 'currency': 'I failed'}
self.assertEquals(expect, status)
def test_when_mapper_fails_multiple_errors_are_returned(self):
class FailedStub(StubModel):
FIELD_DEPENDS = {
'currency':['instrument'],
'instrument':[]
}
def map_instrument(self, field, direction):
raise Exception("I failed")
m = FailedStub()
rf = ReactiveFramework(m)
rf.set_value('instrument', "ABC")
rf.set_value('currency', "USD")
status = rf.validate()
expect = {'instrument': 'I failed', 'currency': 'I failed'}
self.assertEquals(expect, status)
def book_a_trade(self):
rf = ReactiveFramework(VanillaModel())
rf.set_value('quantity', 100)
rf.set_value('price', 600)
rf.set_value('action', "Buy")
rf.set_value('instrument', "GOOGL.O")
rf.set_value('trade_date', date(2015, 5, 5))
rf.set_value('fund', "Fund1")
rf.set_value('trader', "Trader1")
rf.set_value('analyst', "Analyst1")
rf.set_value('broker', "Broker1")
rf.set_value('clearer', "Clearer1")
rf.set_value('sector', "sec1")
rf.set_value('strategy', "strat1")
rf.set_value('trade_id', "ZZ{}".format(get_next_id()))
self.assertEquals({}, rf.validate() )
trade_id = rf.save()
return trade_id
def book_a_trade(self):
rf = ReactiveFramework(VanillaModel())
rf.set_value('quantity', 100)
rf.set_value('price', 600)
rf.set_value('action', "Buy")
rf.set_value('instrument', "GOOGL.O")
rf.set_value('trade_date', date(2015, 5, 5))
rf.set_value('fund', "Fund1")
rf.set_value('trader', "Trader1")
rf.set_value('analyst', "Analyst1")
rf.set_value('broker', "Broker1")
rf.set_value('clearer', "Clearer1")
rf.set_value('sector', "sec1")
rf.set_value('strategy', "strat1")
rf.set_value('trade_id', "ZZ{}".format(get_next_id()))
self.assertEquals({}, rf.validate())
trade_id = rf.save()
return trade_id
def test_integration(self):
s = Session()
s.query(Trade).delete()
s.query(Portfolio).delete()
trade_id = self.book_a_trade()
trades = s.query(Trade).all()
self.assertEquals( 1, len(trades) )
self.assertEquals( trade_id, trades[0].trade_id)
self.assertEquals( 100, trades[0].quantity )
self.assertEquals( 600, trades[0].price )
self.assertEquals( "Buy", trades[0].action.value )
self.assertEquals( "GOOGL.O", trades[0].instrument.name )
self.assertEquals( "USD", trades[0].currency.name )
self.assertEquals( date(2015,5,5), trades[0].trade_date )
self.assertEquals( date(2015,5,7), trades[0].settle_date )
self.assertEquals( "Fund1", trades[0].portfolio.fund.name )
s = Session()
ports = s.query(Portfolio).all()
self.assertEquals( 1, len(ports) )
self.assertEquals( 'Fund1', ports[0].fund.name )
self.assertEquals( 'Trader1', ports[0].trader.name )
self.assertEquals( 'Analyst1', ports[0].analyst.name )
self.assertEquals( 'Broker1', ports[0].broker.name )
self.assertEquals( 'Clearer1', ports[0].clearer.name )
self.assertEquals( 'sec1', ports[0].sector )
self.assertEquals( 'strat1', ports[0].strategy )
rf = ReactiveFramework(VanillaModel())
rf.load(trade_id)
self.assertEquals( 100, rf.get_value('quantity' ))
self.assertEquals( 600, rf.get_value('price' ))
self.assertEquals( "Buy", rf.get_value('action' ))
self.assertEquals( "GOOGL.O", rf.get_value('instrument' ))
self.assertEquals( "USD", rf.get_value('currency'))
self.assertEquals( date(2015,5,5), rf.get_value('trade_date' ))
self.assertEquals( date(2015,5,7), rf.get_value('settle_date' ))
self.assertEquals( "Fund1", rf.get_value('fund' ))
self.assertEquals( "Trader1", rf.get_value('trader' ))
self.assertEquals( "Analyst1", rf.get_value('analyst' ))
self.assertEquals( "Broker1", rf.get_value('broker' ))
self.assertEquals( "Clearer1", rf.get_value('clearer' ))
self.assertEquals( "sec1", rf.get_value('sector' ))
self.assertEquals( "strat1", rf.get_value('strategy' ))
rf.set_value( 'quantity', -140)
rf.set_value( 'price', 600)
rf.set_value( 'action', "Sell")
rf.set_value( 'instrument', "GOOGL.O")
rf.set_value( 'trade_date', date(2015,5,5))
rf.set_value( 'fund', "Fund2")
self.assertEquals({}, rf.validate())
rf.save()
s = Session()
trades = s.query(Trade).all()
self.assertEquals( 1, len(trades) )
self.assertEquals( -140, trades[0].quantity )
self.assertEquals( 600, trades[0].price )
self.assertEquals( "Sell", trades[0].action.value )
self.assertEquals( "GOOGL.O", trades[0].instrument.name )
self.assertEquals( "USD", trades[0].currency.name )
self.assertEquals( date(2015,5,5), trades[0].trade_date )
self.assertEquals( date(2015,5,7), trades[0].settle_date )
self.assertEquals( "Fund2", trades[0].portfolio.fund.name )
rf.delete()
trades = s.query(Trade).all()
self.assertEquals( 0, len(trades) )
def test_validate(self):
m = StubModel()
rf = ReactiveFramework(m)
self.assertDictEqual({'commission': 'Not set', 'currency': 'Not set',
'quantity': 'Not set', 'settle_date': 'Not set',
'trade_date': 'Not set'}, rf.validate())
def test_integration(self):
s = Session()
s.query(Trade).delete()
s.query(Portfolio).delete()
trade_id = self.book_a_trade()
trades = s.query(Trade).all()
self.assertEquals(1, len(trades))
self.assertEquals(trade_id, trades[0].trade_id)
self.assertEquals(100, trades[0].quantity)
self.assertEquals(600, trades[0].price)
self.assertEquals("Buy", trades[0].action.value)
self.assertEquals("GOOGL.O", trades[0].instrument.name)
self.assertEquals("USD", trades[0].currency.name)
self.assertEquals(date(2015, 5, 5), trades[0].trade_date)
self.assertEquals(date(2015, 5, 7), trades[0].settle_date)
self.assertEquals("Fund1", trades[0].portfolio.fund.name)
s = Session()
ports = s.query(Portfolio).all()
self.assertEquals(1, len(ports))
self.assertEquals('Fund1', ports[0].fund.name)
self.assertEquals('Trader1', ports[0].trader.name)
self.assertEquals('Analyst1', ports[0].analyst.name)
self.assertEquals('Broker1', ports[0].broker.name)
self.assertEquals('Clearer1', ports[0].clearer.name)
self.assertEquals('sec1', ports[0].sector)
self.assertEquals('strat1', ports[0].strategy)
rf = ReactiveFramework(VanillaModel())
rf.load(trade_id)
self.assertEquals(100, rf.get_value('quantity'))
self.assertEquals(600, rf.get_value('price'))
self.assertEquals("Buy", rf.get_value('action'))
self.assertEquals("GOOGL.O", rf.get_value('instrument'))
self.assertEquals("USD", rf.get_value('currency'))
self.assertEquals(date(2015, 5, 5), rf.get_value('trade_date'))
self.assertEquals(date(2015, 5, 7), rf.get_value('settle_date'))
self.assertEquals("Fund1", rf.get_value('fund'))
self.assertEquals("Trader1", rf.get_value('trader'))
self.assertEquals("Analyst1", rf.get_value('analyst'))
self.assertEquals("Broker1", rf.get_value('broker'))
self.assertEquals("Clearer1", rf.get_value('clearer'))
self.assertEquals("sec1", rf.get_value('sector'))
self.assertEquals("strat1", rf.get_value('strategy'))
rf.set_value('quantity', -140)
rf.set_value('price', 600)
rf.set_value('action', "Sell")
rf.set_value('instrument', "GOOGL.O")
rf.set_value('trade_date', date(2015, 5, 5))
rf.set_value('fund', "Fund2")
self.assertEquals({}, rf.validate())
rf.save()
s = Session()
trades = s.query(Trade).all()
self.assertEquals(1, len(trades))
self.assertEquals(-140, trades[0].quantity)
self.assertEquals(600, trades[0].price)
self.assertEquals("Sell", trades[0].action.value)
self.assertEquals("GOOGL.O", trades[0].instrument.name)
self.assertEquals("USD", trades[0].currency.name)
self.assertEquals(date(2015, 5, 5), trades[0].trade_date)
self.assertEquals(date(2015, 5, 7), trades[0].settle_date)
self.assertEquals("Fund2", trades[0].portfolio.fund.name)
rf.delete()
trades = s.query(Trade).all()
self.assertEquals(0, len(trades))