def create_assets(asset_manager_id):
singtel_symbol = 'Z77.SI'
singtel_references = {'ISIN': Reference(reference_value='SG1T75931496'),
'Ticker': Reference(reference_value=singtel_symbol)}
singtel = Equity(asset_manager_id=asset_manager_id, asset_id=singtel_symbol,
currency='SGD', references=singtel_references)
assets_interface.new(singtel)
return singtel
def create_equity(asset_manager_id, asset_id):
""" Create an equity for use in this example. """
references = {'ISIN': Reference(reference_value=random_string(12)),
'Ticker': Reference(reference_value=random_string(8))}
asset = Equity(asset_manager_id=asset_manager_id,
asset_id=asset_id,
currency=random.choice(currencies),
references=references)
return asset
def create_assets(asset_manager_id):
hsbc_symbol = '0005.HK'
hsbc_references = {
'ISIN': Reference(reference_value='GB0005405286'),
'Ticker': Reference(reference_value=hsbc_symbol)
}
hsbc = Equity(asset_manager_id=asset_manager_id,
asset_id=hsbc_symbol,
currency='HKD',
references=hsbc_references)
assets_interface.new(hsbc)
return hsbc
def __init__(self,
asset_manager_id,
corporate_action_id,
record_date,
corporate_action_status='Open',
asset_id=None,
party_id=None,
declared_date=None,
settlement_date=None,
elective=False,
message=None,
description='',
references=None,
*args,
**kwargs):
self.asset_manager_id = asset_manager_id
self.corporate_action_id = corporate_action_id or uuid.uuid4().hex
self.corporate_action_type = self.__class__.__name__
self.corporate_action_status = corporate_action_status
self.record_date = record_date
self.declared_date = declared_date or datetime.date.today()
self.settlement_date = settlement_date or self.record_date
self.asset_id = asset_id
self.party_id = party_id
self.elective = elective
self.message = message
self.description = description
# Defaults are here not in constructor for mutability reasons.
self.references = references.copy() if references else {}
self.references['AMaaS'] = Reference(
reference_value=self.corporate_action_id
) # Upserts the AMaaS Reference
super(CorporateAction, self).__init__(*args, **kwargs)
def create_jgb(asset_manager_id):
jgb_symbol = 'JB355'
jgb_references = {
'ISIN': Reference(reference_value='JP1234567890'),
'Ticker': Reference(reference_value=jgb_symbol)
}
jgb = BondGovernment(asset_manager_id=asset_manager_id,
asset_id=jgb_symbol,
currency='JPY',
references=jgb_references,
coupon=Decimal('0.1'),
par=Decimal(50000),
pay_frequency='Semi')
assets_interface.new(jgb)
return jgb
def generate_broker(asset_manager_id=None, party_id=None, party_status=None):
references = {'LEI': Reference(random_string(10))}
attributes = generate_common(asset_manager_id=asset_manager_id, party_id=party_id, party_status=party_status)
broker = Broker(**attributes)
broker.references.update(references)
broker.upsert_address('Registered', generate_address(address_primary=True))
broker.upsert_email('Office', generate_email(email_primary=True))
return broker
def generate_party(asset_manager_id=None, party_id=None, party_status=None):
references = {'PartyDB': Reference(random_string(10))}
attributes = generate_common(asset_manager_id=asset_manager_id, party_id=party_id, party_status=party_status)
party = Party(**attributes)
# This is ok from a mutability perspective as the references collection doesn't trigger anything
party.references.update(references)
party.upsert_address('Registered', generate_address(address_primary=True))
party.upsert_email('Office', generate_email(email_primary=True))
return party
def generate_corporate_action(asset_manager_id=None,
corporate_action_id=None,
asset_id=None):
common = generate_common(asset_manager_id=asset_manager_id,
corporate_action_id=corporate_action_id,
asset_id=asset_id)
corporate_action = CorporateAction(**common)
references = {
ref_type: Reference(reference_value=random_string(10))
for ref_type in REFERENCE_TYPES
}
corporate_action.references.update(references)
return corporate_action
def __init__(self,
asset_manager_id,
fungible,
asset_issuer_id=None,
asset_id=None,
asset_status='Active',
country_id=None,
venue_id=None,
currency=None,
issue_date=date.min,
roll_price=True,
display_name='',
description='',
maturity_date=date.max,
comments=None,
links=None,
references=None,
client_additional=None,
*args,
**kwargs):
self.asset_manager_id = asset_manager_id
self.asset_id = asset_id or uuid.uuid4().hex
if not hasattr(
self, 'asset_class'
): # A more specific child class may have already set this
self.asset_class = 'Asset'
# This can be overridden if necessary but I think it probably shouldn't
self.asset_type_display = ' '.join(
re.findall('[A-Z][^A-Z]*', self.__class__.__name__))
self.asset_type = self.__class__.__name__
self.fungible = fungible
self.asset_issuer_id = asset_issuer_id
self.asset_status = asset_status
self.country_id = country_id
self.venue_id = venue_id
self.currency = currency
self.issue_date = issue_date
self.maturity_date = maturity_date
self.roll_price = roll_price
self.display_name = display_name
self.description = description
self.client_additional = client_additional # A field to allow people to build their own assets
# Defaults are here not in constructor for mutability reasons.
self.comments = comments.copy() if comments else {}
self.links = links.copy() if links else {}
self.references = references.copy() if references else {}
self.references['Argomi'] = Reference(
reference_value=self.asset_id) # Upserts the Argomi Reference
super(Asset, self).__init__(*args, **kwargs)
def generate_asset(asset_manager_id=None,
asset_id=None,
fungible=None,
roll_price=None,
country_id=None):
common = generate_common(asset_manager_id=asset_manager_id,
asset_id=asset_id)
common['fungible'] = random.choice([True, False
]) if fungible is None else fungible
common['roll_price'] = random.choice(
[True, False]) if roll_price is None else roll_price
common['country_id'] = country_id or random.choice(
['SGP', 'USA', 'GBR', 'JPN'])
asset = Asset(**common)
references = {
ref_type: Reference(reference_value=random_string(10))
for ref_type in REFERENCE_TYPES
}
asset.references.update(references)
return asset
def generate_transaction(asset_manager_id=None,
asset_book_id=None,
counterparty_book_id=None,
asset_id=None,
quantity=None,
transaction_date=None,
transaction_id=None,
price=None,
transaction_action=None,
transaction_type=None,
settlement_date=None,
transaction_status=None,
transaction_currency=None,
settlement_currency=None,
net_affecting_charges=None,
charge_currency=None):
# Explicitly handle price is None (in case price is 0)
price = Decimal(random.uniform(1.0, 1000.0)).quantize(
Decimal('0.01')) if price is None else price
transaction_currency = transaction_currency or random.choice(
['SGD', 'USD'])
settlement_currency = settlement_currency or transaction_currency or random.choice(
['SGD', 'USD'])
common = generate_common(asset_manager_id=asset_manager_id,
asset_book_id=asset_book_id,
counterparty_book_id=counterparty_book_id,
asset_id=asset_id,
quantity=quantity,
transaction_date=transaction_date,
transaction_id=transaction_id,
transaction_action=transaction_action,
transaction_status=transaction_status,
transaction_type=transaction_type,
settlement_date=settlement_date)
transaction = Transaction(price=price,
transaction_currency=transaction_currency,
settlement_currency=settlement_currency,
**common)
charges = {
charge_type:
Charge(charge_value=Decimal(random.uniform(1.0, 100.0)).quantize(
Decimal('0.01')),
currency=charge_currency or random.choice(['USD', 'SGD']),
net_affecting=net_affecting_charges
or random.choice([True, False]))
for charge_type in CHARGE_TYPES
}
links = {
'Single': Link(linked_transaction_id=random_string(8)),
'Multiple':
{Link(linked_transaction_id=random_string(8))
for x in range(3)}
}
codes = {
code_type: Code(code_value=random_string(8))
for code_type in CODE_TYPES
}
comments = {
comment_type: Comment(comment_value=random_string(8))
for comment_type in COMMENT_TYPES
}
parties = {
party_type: Party(party_id=random_string(8))
for party_type in PARTY_TYPES
}
rates = {
rate_type:
Rate(rate_value=Decimal(random.uniform(1.0, 100.0)).quantize(
Decimal('0.01')))
for rate_type in RATE_TYPES
}
references = {
ref_type: Reference(reference_value=random_string(10))
for ref_type in REFERENCE_TYPES
}
transaction.charges.update(charges)
transaction.codes.update(codes)
transaction.comments.update(comments)
transaction.links.update(links)
transaction.parties.update(parties)
transaction.rates.update(rates)
transaction.references.update(references)
return transaction
def __init__(self,
asset_manager_id,
asset_book_id,
counterparty_book_id,
transaction_action,
asset_id,
quantity,
transaction_date,
settlement_date,
price,
transaction_currency,
settlement_currency=None,
asset=None,
execution_time=None,
transaction_type="Trade",
transaction_id=None,
transaction_status="New",
charges=None,
codes=None,
comments=None,
links=None,
parties=None,
rates=None,
references=None,
*args,
**kwargs):
"""
:param asset_manager_id:
:param asset_book_id:
:param counterparty_book_id:
:param transaction_action:
:param asset_id:
:param quantity:
:param transaction_date:
:param settlement_date:
:param price:
:param transaction_currency:
:param settlement_currency: The currency in which the transaction will be settled. Defaults to the
transaction_currency if not specified.
:param asset:
:param execution_time:
:param transaction_type:
:param transaction_id:
:param transaction_status:
:param charges:
:param codes:
:param comments:
:param links:
:param parties:
:param rates:
:param references:
:param args:
:param kwargs:
"""
self.transaction_id = transaction_id or uuid.uuid4().hex
self.asset_manager_id = asset_manager_id
self.asset_book_id = asset_book_id
self.counterparty_book_id = counterparty_book_id
self.transaction_action = transaction_action
self.asset_id = asset_id # This is duplicated on the child asset. Remove?
self.quantity = quantity
self.transaction_date = transaction_date
self.settlement_date = settlement_date
self.price = price
self.transaction_currency = transaction_currency
self.settlement_currency = settlement_currency or transaction_currency
self.transaction_type = transaction_type
self.transaction_status = transaction_status
# Cannot be in method signature or the value gets bound to the constructor call
self.execution_time = execution_time or datetime.datetime.utcnow()
# Defaults are here not in constructor for mutability reasons.
self.charges = charges.copy() if charges else {}
self.codes = codes.copy() if codes else {}
self.comments = comments.copy() if comments else {}
self.links = links.copy() if links else {}
self.parties = parties.copy() if parties else {}
self.rates = rates.copy() if rates else {}
self.references = references.copy() if references else {}
self.references["AMaaS"] = Reference(
reference_value=self.transaction_id) # Upserts the AMaaS Reference
self.postings = []
self.asset = asset
super(Transaction, self).__init__(*args, **kwargs)
def _import_transaction(asset_manager_id, rowdata):
charge_columns = [
c for c in rowdata.keys() if c.startswith(CHARGES_PREFIX)
]
charges = {
column.replace(CHARGES_PREFIX, ''): rowdata.pop(column)
for column in charge_columns if rowdata.get(column)
}
party_columns = [c for c in rowdata.keys() if c.startswith(PARTIES_PREFIX)]
parties = {
column.replace(PARTIES_PREFIX, ''): rowdata.pop(column)
for column in party_columns if rowdata.get(column)
}
rate_columns = [c for c in rowdata.keys() if c.startswith(RATES_PREFIX)]
rates = {
column.replace(RATES_PREFIX, ''): rowdata.pop(column)
for column in rate_columns if rowdata.get(column)
}
rowdata = {to_snake_case(key): value for key, value in rowdata.items()}
asset_type = rowdata.pop('asset_type')
if not asset_type:
return
asset_id = rowdata['asset_id']
settlement_date = parse(rowdata['settlement_date'])
if asset_type in ['ForeignExchangeSpot', 'ForeignExchangeForward']:
underlying = asset_id
# this should be handled by our SDK ideally
prefix, model = ('SPT', ForeignExchangeSpot) \
if asset_type == 'ForeignExchangeSpot' \
else ('FWD', ForeignExchangeForward)
asset_id = f'{prefix}{asset_id}{settlement_date.strftime("%Y%m%d")}'
rowdata['asset_id'] = asset_id
params = {
'asset_manager_id': asset_manager_id,
'asset_id': asset_id,
'underlying': underlying,
'settlement_date': rowdata['settlement_date'],
'currency': rowdata['transaction_currency']
}
if asset_type == 'ForeignExchangeForward':
params['fixing_date'] = rowdata.get('fixing_date')
params['forward_rate'] = rowdata['price']
asset = model(**params)
asset.references['CCY Pair'] = Reference(underlying,
reference_primary=True)
asset_api = AssetsInterface(environment=ENVIRONMENT)
existing_asset = asset_api.search(asset_manager_id=asset_manager_id,
asset_ids=[asset_id])
asset = asset_api.new(asset) if not existing_asset \
else asset_api.amend(asset)
transaction = Transaction(**rowdata)
transaction_api = TransactionsInterface(environment=ENVIRONMENT)
existing_transaction = transaction_api.search(
asset_manager_id=asset_manager_id,
transaction_ids=[rowdata['transaction_id']])
for party_type, party_id in parties.items():
transaction.parties[party_type] = TransactionParty(party_id)
for charge_type, charge_value in charges.items():
transaction.charges[charge_type] = Charge(
charge_value, rowdata['transaction_currency'])
for rate_type, rate_value in rates.items():
transaction.rates[rate_type] = Rate(rate_value)
if not existing_transaction:
transaction_api.new(transaction)
else:
transaction_api.amend(transaction)
return transaction