def getRepo(self,
status='openclose',
portfolio='all',
custodian='all',
repo_code='all',
broker='all',
has_hair_cut='all'):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
params = {
"status": status,
"portfolio": portfolio,
"custodian": custodian,
"repo_code": repo_code,
"broker": broker,
"has_hair_cut": has_hair_cut
}
v = AppValidatorFactory().get_validator("getRepo")
#-- validate input fields
if not v.validate(params):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
transactions = self.repo_transaction_services.query(params)
return transactions
def getUserTranIdsFromRepoName(self, repoName):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
params = {"repo_code": repoName}
v = AppValidatorFactory().get_validator("getUserTranIdsFromRepoName")
#-- validate input fields
if not v.validate(params):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
transaction_ids = self.repo_transaction_services.getUserTranIdsFromRepoName(
params)
return transaction_ids
def getRepoTransactionHistory(self, userTranId):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
params = {"transaction_id": userTranId}
v = AppValidatorFactory().get_validator("getRepoTransactionHistory")
#-- validate input fields
if not v.validate(params):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
transaction_histories = self.repo_transaction_history_services.query(
params)
return transaction_histories
def cancelRepoTransaction(self, transaction):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
v = AppValidatorFactory().get_validator("cancelRepoTransaction")
#-- validate input fields
if not v.validate(transaction):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
#-- create data model
data_transaction = {"transaction_id": transaction["UserTranId1"]}
self.repo_transaction_services.cancel(data_transaction)
return 0
def closeRepoTransaction(self, transaction):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
v = AppValidatorFactory().get_validator("closeRepoTransaction")
#-- validate input fields
if not v.validate(transaction):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
#-- data parsing
#-- maturity_date
maturity_date = transaction["ActualSettleDate"][0:10]
#-- create data model
data_transaction = {
"transaction_id": transaction["UserTranId1"],
"maturity_date": maturity_date
}
self.repo_transaction_services.close(data_transaction)
return 0
def addRepoMaster(self, master):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
v = AppValidatorFactory().get_validator("addRepoMaster")
if not v.validate(master):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
#-- data parsing
accrualDaysPerMonth = master["AccrualDaysPerMonth"]
if master["AccrualDaysPerMonth"].lower() == "actual":
accrualDaysPerMonth = "ACT"
accrualDaysPerYear = master["AccrualDaysPerYear"]
if master["AccrualDaysPerYear"].lower() == "actual":
accrualDaysPerYear = "ACT"
#-- create data model
data_master = {
"code": master["Code"],
"currency": master["BifurcationCurrency"],
"date_count": accrualDaysPerMonth + "/" + accrualDaysPerYear
}
self.repo_master_services.create(data_master)
return 0
def addRepoTransaction(self, transaction):
if self.dbmode is None:
raise DataStoreNotYetInitializeError(
"Plase call initializeDatastore to initialize datastore")
v = AppValidatorFactory().get_validator("addRepoTransaction")
#-- validate input fields
if not v.validate(transaction):
message = "Input validation error. Details: " + str(v.errors)
self.logger.error(message)
raise ValueError(message)
#-- data parsing
#-- get transaction_type
transaction_type = ""
if transaction["TransactionType"] == "Repo_InsertUpdate":
transaction_type = "RP"
elif transaction["TransactionType"] == "ReverseRepo_InsertUpdate":
transaction_type = "RR"
else:
message = "Ipput validation error. TransactionType must be either Repo_InsertUpdate or ReverseRepo_InsertUpdate"
self.logger.error(message)
raise InvalidRepoTransactionTypeError(message)
#-- get collaterial type and id
investment_split = transaction["Investment"].split("=", 1)
collateral_id_type = investment_split[0].upper()
collateral_id = investment_split[1]
is_open_repo = 0
#-- is_open_repo
if "OpenEnded" in transaction and transaction["OpenEnded"].lower(
) == "calc":
is_open_repo = 1
#-- maturity_date
maturity_date = ""
if transaction["ActualSettleDate"].lower() == "calc":
if is_open_repo:
maturity_date = ""
else:
maturity_date = "ERROR"
else:
maturity_date = transaction["ActualSettleDate"][0:10]
#-- create data model
data_transaction = {
"transaction_id": transaction["UserTranId1"],
"transaction_type": transaction_type,
"portfolio": transaction["Portfolio"],
"custodian": transaction["LocationAccount"],
"collateral_id_type": collateral_id_type,
"collateral_id": collateral_id,
"collateral_global_id": "",
"trade_date": transaction["EventDate"][0:10],
"settle_date": transaction["SettleDate"][0:10],
"is_open_repo": is_open_repo,
"maturity_date": maturity_date,
"quantity": float(transaction["Quantity"]),
"currency": transaction["CounterInvestment"],
"price": float(transaction["Price"]),
"collateral_value": float(transaction["NetCounterAmount"]),
"repo_code": transaction["RepoName"],
"interest_rate": float(transaction["Coupon"]),
"loan_amount": float(transaction["LoanAmount"]),
"broker": transaction["Broker"],
"haircut": 0,
"status": Constants.REPO_TRANS_HISTORY_ACTION_OPEN
}
#-- add to repo_transaction and repo_transaction_history
self.repo_transaction_services.create(data_transaction)
return 0