Merge branch 'master' into chrisisla-patch-3

Author: chrisisla

RELEASE.md

@@ -1,89 +1,13 @@
-# _Product Model - Qualification of Total Return Swaps (TRS) with a Debt Underlier_
-
-_Background_
-
-Following ESMA Guidelines, Total Return Swaps with a debt instrument as their underlier (bond, loan, etc) must report field 2.11 - `Asset Class` as 'CRDT', while TRS on an equity index or a basket of equities should report `Asset Class` as 'EQUI'. Currently in the CDM, a Total Return Swap with a debt underlier is not classified correctly, and thus is being reported incorrectly as well. This release aims at fixing the `Qualify_AssetClass_Credit` function such that Total Return Swaps on a bond or a loan report AssetClass as 'CRDT'.
-
-_What is being released?_
-
-- The function `Qualify_AssetClass_Credit` is increasing its coverage to include Total Return Swaps with an underlier of a `loan` or a `securityType` of `debt`.
-
-_Functions_
-
-- Updated `Qualify_AssetClass_Credit` function to support Total Return Swap products, defined as having an `interestRatePayout` and a `performancePayout`. The function checks the `performancePayout` that `underlier -> loan` is present or that `underlier -> security -> securityType = Debt`.
-
-_Review directions_
-
-In Rosetta, select the Textual View and inspect the change identified above
-
-The changes can be reviewed in PR: [#2855](https://github.com/finos/common-domain-model/pull/2855)
-
-# _Product Model - Qualification of Foreign Exchange NDS_
-
-_Background_
-
-Currently, Foreign Exchange Non-Deliverable Swaps are not supported in the Common Domain Model. This release adds qualification support for this kind of product.
-
-_What is being released?_
-
-- Added the function `Qualify_ForeignExchange_NDS` that qualifies as true if a product has two forward payouts with an FX underlier and the `cashSettlementTerms` populated.
-_Review directions_
-
-In the Rosetta platform, select the Textual View and inspect each of the changes identified above.
-
-PR: [#2866](https://github.com/finos/common-domain-model/pull/2866)
-
-# _Addition of new enumeration to AvailableInventory_
-
-_Background_
-
-The ```AvailableInventory``` type supports two major uses cases: 
-
-1. Where a lender wants to distribute the details of the securities that they have available to lend, and 
-2. Where a borrower wants to locate specific securities that they want to borrow. 
-
-For the second use case, the ```SecurityLocate``` type was created, which extends ```AvailableInventory``` but has no additional attributes within it.
-
-When using these two types, there is currently no way to differentiate between when the user is intending to implement use case 1 (i.e. use the ```AvailableInventory``` type) or use case 2 (i.e. use the ```SecurityLocate``` type).
-
-As an example, the following valid JSON could represent a lender saying they have 10000 shares available of security GB00000000012, or a borrower requesting 10000 shares of the security.
-
-```javascript
-{
-  "availableInventoryRecord": [
-    {
-      "identifier": {
-        "identifier": "00001"
-      },
-      "security": {
-        "securityType": "Equity",
-        "productIdentifier": {
-          "identifier": "GB00000000012",
-          "source": "ISIN"
-        }
-      },
-      "availableQuantity": {
-        "value": 10000
-      }
-    }
-  ]
-}
-``` 
+# _Python Generator v2_
 
 _What is being released?_
+This release uses the new version of the Python generator (v2) which includes the following changes:
 
-A new ```AvailableInventoryTypeEnum``` enumeration has been added with two options:
- - _AvailableToLend_ - for where a party wants to expose the securities that they have available (i.e. use case 1)
- - _RequestToBorrow_ - for where a party wants to request specific securities from another party (i.e. use case 2)
-
-The new enumeration has been added to the ```AvailableInventory``` type and named ```availableInventoryType```. It has been set with _(1..1)_ cardinality, making it mandatory. 
- 
-The ```availableQuantity``` attribute within ```AvailableInventoryRecord``` has also been renamed to just ```quantity``` to make it more generic and thus applicable to more use cases.
-
+- Migration to Pydantic 2.x
+- More comprehensive support for Rosetta's operators
+- Resolves the defect exposed by [PR 2766](https://github.com/finos/common-domain-model/pull/2766)
+- Includes an update to the Python Rosetta runtime library used to encapsulate the Pydantic support (now version 2.0.0)
+- 
 _Review directions_
 
-The changes can be reviewed in PR: [#2810](https://github.com/finos/common-domain-model/pull/2810)
-
-# _Compatibility_
-This change introduces a new mandatory enumeration to an existing type. By definition this means that this is a breaking change, as any pre-existing implementation of the ```AvailableInventory``` or ```SecurityLocate``` type will no longer work. 
-
+The changes can be reviewed in PR: [#2869](https://github.com/finos/common-domain-model/pull/2869)

codefresh.yml

@@ -117,15 +117,15 @@ steps:
         working_directory: ./rosetta-source
         shell: sh
         commands:
-          - python3 -m pip install "pydantic==1.*"
+          - export PYTHONDONTWRITEBYTECODE=1
+          - python3 -m pip install pydantic
           - python3 -m pip install jsonpickle
-          - python3 -m pip install ./target/classes/cdm/python/runtime/rosetta_runtime-1.0.0-py3-none-any.whl
+          - python3 -m pip install ./target/classes/cdm/python/runtime/rosetta_runtime-2.0.0-py3-none-any.whl
           - |-
             python3 -m pip wheel --no-deps --only-binary :all: --wheel-dir ./target/classes/cdm/python ./target/classes/cdm/python
           - python3 -m pip install ./target/classes/cdm/python/python_cdm-*-py3-none-any.whl
           - python3 -m pip install pytest
-          - pytest ./src/test/python/
-          - rm -rf ./src/test/python/serialization/__pycache__ ./src/test/python/semantics/__pycache__
+          - pytest -p no:cacheprovider ./src/test/python/
 
   DeployDaml:
     stage: 'build'

pom.xml

@@ -81,7 +81,7 @@
 
         <repoServerHost>oss.sonatype.org</repoServerHost>
 
-        <rosetta.bundle.version>10.15.7</rosetta.bundle.version>
+        <rosetta.bundle.version>10.15.8</rosetta.bundle.version>
         <rosetta.code-gen.version>${rosetta.bundle.version}</rosetta.code-gen.version>
         <rosetta.dsl.version>9.7.0</rosetta.dsl.version>
 

rosetta-source/pom.xml

@@ -742,7 +742,7 @@
                                             <version>${rosetta.code-gen.version}</version>
                                             <type>jar</type>
                                             <outputDirectory>${project.build.directory}/classes/cdm/python</outputDirectory>
-                                            <includes>runtime/rosetta_runtime-1.0.0-py3-none-any.whl</includes>
+                                            <includes>runtime/rosetta_runtime-2.0.0-py3-none-any.whl</includes>
                                         </artifactItem>
                                     </artifactItems>
                                     <overWriteReleases>false</overWriteReleases>

rosetta-source/src/test/python/__init__.py

@@ -1,35 +1,37 @@
-import pytest
+'''testing cardinality enforcement'''
 import datetime
+import pytest
 from cdm.base.datetime.DateList import DateList
 from rosetta.runtime.utils import ConditionViolationError
 
 
 def test_1_many_fail():
+    '''DateList cannot be empty'''
     dl = DateList(date=[])
     with pytest.raises(ConditionViolationError):
         dl.validate_conditions()
 
 
-def test_1_many_fail_nopar():
+def test_1_many_fail_empty_constructor():
+    '''DateList cannot be empty'''
     dl = DateList()
     with pytest.raises(ConditionViolationError):
         dl.validate_conditions()
 
 
 def test_1_many_pass():
+    '''Valid DateList'''
     dl = DateList(date=[datetime.date(2020, 1, 1)])
     dl.validate_conditions()
 
 
 if __name__ == "__main__":
-	print("first one")
-	test_1_many_pass()
-	print("second one")
-	test_1_many_fail()
-	print("third one")
-	test_1_many_fail_nopar()
-	
-
-# EOF
+    print("test_1_many_pass")
+    test_1_many_pass()
+    print("test_1_many_fail")
+    test_1_many_fail()
+    print("test_1_many_fail_empty_constructor")
+    test_1_many_fail_empty_constructor()
 
 
+# EOF

rosetta-source/src/test/python/run_tests.sh

@@ -1,40 +1,50 @@
+'''Full attribute validation - pydantic and constraints'''
 import pytest
 from pydantic import ValidationError
 from rosetta.runtime.utils import ConditionViolationError
 from cdm.base.math.NonNegativeQuantity import NonNegativeQuantity
 from cdm.base.math.UnitType import UnitType
+from cdm.base.datetime.Frequency import Frequency
+from cdm.base.datetime.PeriodExtendedEnum import PeriodExtendedEnum
 
-'''
-def test_recursive_conds():
-    unit = UnitType(currency='EUR')
-    mq = NonNegativeQuantity(value=10, unit=unit)
-    mq.validate_model()
 
-'''
-
-def test_recursive_conds_base_fail():
+def test_recursive_conditions_base_fail():
+    '''condition_0_AmountOnlyExists violation'''
     unit = UnitType(currency='EUR')
     mq = NonNegativeQuantity(unit=unit)
     with pytest.raises(ConditionViolationError):
         mq.validate_model()
 
-def test_recursive_conds_direct_fail():
+
+def test_recursive_conditions_direct_fail():
+    '''Negative quantity condition violation'''
     unit = UnitType(currency='EUR')
     mq = NonNegativeQuantity(value=-10, unit=unit)
     with pytest.raises(ConditionViolationError):
         mq.validate_model()
 
 
-def test_attrib_validity():
+def test_bad_attrib_validation():
+    '''Invalid attribute assigned'''
     unit = UnitType(currency='EUR')
     mq = NonNegativeQuantity(value=10, unit=unit)
     mq.frequency = 'Blah'
     with pytest.raises(ValidationError):
         mq.validate_model()
 
+
+def test_correct_attrib_validation():
+    '''Valid attribute assigned'''
+    unit = UnitType(currency='EUR')
+    mq = NonNegativeQuantity(value=10, unit=unit)
+    mq.frequency = Frequency(periodMultiplier=1, period=PeriodExtendedEnum.M)
+    mq.validate_model()
+
+
 if __name__ == "__main__":
-	test_recursive_conds_base_fail()
-	test_recursive_conds_direct_fail()
-	test_attrib_validity()
+    test_recursive_conditions_base_fail()
+    test_recursive_conditions_direct_fail()
+    test_bad_attrib_validation()
+    test_correct_attrib_validation()
 
 # EOF

rosetta-source/src/test/python/semantics/test_cardinality.py

@@ -1,28 +1,10 @@
 import pytest
 from rosetta.runtime.utils import ConditionViolationError
 from rosetta.runtime.utils import if_cond
-##from cdm.base.math.Measure import Measure
 from cdm.base.math.QuantitySchedule import QuantitySchedule
 from cdm.base.math.UnitType import UnitType
-##from drr.regulation.cftc.rewrite.CFTCPart43TransactionReport import CFTCPart43TransactionReport
+from rosetta.runtime.utils import _resolve_rosetta_attr
 
-
-'''
-def test_if_cond_pass():
-    unit = UnitType(currency='EUR')
-    multiplier = Measure(value=1)
-    qs = QuantitySchedule(value=1, unit=unit, multiplier=multiplier)
-    qs.validate_conditions()
-
-
-def test_if_cond_fail():
-    unit = UnitType(currency='EUR')
-    multiplier = Measure(value=-1)
-    qs = QuantitySchedule(unit=unit, multiplier=multiplier)
-    with pytest.raises(ConditionViolationError):
-        qs.validate_conditions()
-
-'''
 def test_if_cond_literals():
     class T:
         def __init__(self):
@@ -48,18 +30,6 @@ def __init__(self):
         self)
     assert res
 
-'''
-def test_if_cond_any():
-    class T:
-        def __init__(self):
-            self.actionType = "TERM"
-            self.eventType = 'CORP'
-    self = T()
-    fnc = CFTCPart43TransactionReport.condition_0_EventTypeCondition
-    res = fnc(self)
-    assert res
-
-'''
 def test_if_direct():
     class T:
         def __init__(self):
@@ -75,7 +45,10 @@ def __init__(self):
         'True',  T())
 
 if __name__ == "__main__":
-	test_if_cond_literals()
-	test_if_direct()
+    print('test_if_cond_literals',end='')
+    test_if_cond_literals()
+    print('...passed\ntest_if_direct', end='')
+    test_if_direct()
+    print('...passed')
 
 # EOF

rosetta-source/src/test/python/semantics/test_conditions.py

@@ -0,0 +1,51 @@
+'''Tests of the local registration of conditions'''
+import inspect
+import pytest
+from rosetta.runtime.utils import rosetta_local_condition
+from rosetta.runtime.utils import execute_local_conditions
+from rosetta.runtime.utils import ConditionViolationError
+
+
+def test_pre_post_conditions():
+    '''Tests the registration of functions in two different registries'''
+    _pre_registry = {}
+    _post_registry = {}
+    self = inspect.currentframe()
+
+    # A local PRE condition
+    @rosetta_local_condition(_pre_registry)
+    def some_local_condition():
+        print(f'Pre {self}')
+        return True
+
+    # A local POST condition
+    @rosetta_local_condition(_post_registry)
+    def some_local_post_condition():
+        print(f'Post {self}')
+        return True
+
+    # Check all PRE conditions
+    execute_local_conditions(_pre_registry, 'Pre-condition')
+
+    print('Some Code....')
+
+    # Check all POST conditions
+    execute_local_conditions(_post_registry, 'Post-condition')
+
+
+def test_raise_local_cond():
+    '''checks if exception is raised and it is of the correct type'''
+    _registry = {}
+    @rosetta_local_condition(_registry)
+    def some_failing_local_post_condition():
+        return False
+
+    with pytest.raises(ConditionViolationError):
+        execute_local_conditions(_registry, 'condition')
+
+
+if __name__ == '__main__':
+    test_pre_post_conditions()
+    test_raise_local_cond()
+
+# EOF