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.interface = TransactionsInterface()
self.asset_manager_id = random.randint(1, 2**31-1)
self.asset = generate_asset(asset_manager_id=self.asset_manager_id, fungible=True)
self.trader_one_book = generate_book(asset_manager_id=self.asset_manager_id)
self.trader_two_book = generate_book(asset_manager_id=self.asset_manager_id)
self.wash_book = generate_book(asset_manager_id=self.asset_manager_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.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 test_BookConfigByAssetManager(self):
book = generate_book()
self.books_interface.new(book)
book_config = self.books_interface.book_config(asset_manager_id=book.asset_manager_id)
self.assertEqual(len(book_config.keys()), 3)
self.assertEqual(len(book_config.get('business_unit')), 1)
self.assertEqual(len(book_config.get('owner_id')), 1)
self.assertEqual(len(book_config.get('party_id')), 1)
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_BooksToCSVStream(self):
# Books have no children so test this case as well.
file_desc, temp_filepath = tempfile.mkstemp()
books = [generate_book() for i in range(5)]
with open(temp_filepath, 'w') as temp_file:
objects_to_csv_stream(objects=books, stream=temp_file, clazz=Book)
# Read the file back out again
with open(temp_filepath, 'r') as temp_file:
data = temp_file.readlines()
self.assertEqual(len(data), 6) # 5 books + header
os.close(file_desc)
os.remove(temp_filepath)
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 setUp(self):
self.longMessage = True # Print complete error message on failure
self.book = generate_book(asset_manager_id=self.asset_manager_id)
self.book_id = self.book.book_id
def test_InvalidBookType(self):
with self.assertRaisesRegexp(ValueError, 'Invalid book type Invalid'):
book = generate_book(book_type='Invalid')
