public async Task Create_Creates_AsExpected()
{
var connectionStringFactory = new ConnectionStringFactory(this._configuration);
var repo = new RuleBreachRepository(connectionStringFactory, this._logger);
var caseMessage = new RuleBreach(
100,
"rule-1",
"correlation-id",
true,
DateTime.UtcNow,
"case-title",
"case-description",
"xlon",
DateTime.UtcNow,
DateTime.UtcNow,
"entspb",
"RD00",
"0",
0,
"1",
true,
new int[0]);
var result = await repo.Create(caseMessage);
}
public async Task <long?> Create(RuleBreach message)
{
if (message == null)
{
this._logger.LogWarning("saving rule was passed a null message. Returning.");
return(null);
}
lock (this._lock)
{
try
{
this._logger.LogInformation("saving rule breach to repository");
var dto = new RuleBreachDto(message);
using (var dbConnection = this._dbConnectionFactory.BuildConn())
{
var result = dbConnection.QueryFirstOrDefault <long?>(SaveRuleBreachSql, dto);
this._logger.LogInformation("completed saving rule breach to repository");
return(result);
}
}
catch (Exception e)
{
this._logger.LogError(e, $"error for Create");
}
}
return(await Task.FromResult <long?>(null));
}
public RuleBreach RuleBreachItem(IRuleBreach ruleBreach)
{
var oldestPosition = ruleBreach.Trades?.Get()?.Min(tr => tr.MostRecentDateEvent());
var latestPosition = ruleBreach.Trades?.Get()?.Max(tr => tr.MostRecentDateEvent());
var venue = ruleBreach.Trades?.Get()?.FirstOrDefault()?.Market?.Name;
if (oldestPosition == null)
{
oldestPosition = latestPosition;
}
if (latestPosition == null)
{
latestPosition = oldestPosition;
}
var oldestPositionValue = oldestPosition ?? DateTime.UtcNow;
var latestPositionValue = latestPosition ?? DateTime.UtcNow;
if (ruleBreach.UniverseDateTime < oldestPositionValue)
{
oldestPositionValue = ruleBreach.UniverseDateTime;
}
if (ruleBreach.UniverseDateTime > latestPositionValue)
{
latestPositionValue = ruleBreach.UniverseDateTime;
}
var trades = ruleBreach.Trades?.Get()?.Select(io => io.ReddeerOrderId).Where(x => x.HasValue)
.Select(y => y.Value).ToList();
var ruleBreachObj = new RuleBreach(
null,
ruleBreach.RuleParameterId,
ruleBreach.CorrelationId,
ruleBreach.IsBackTestRun,
DateTime.UtcNow,
ruleBreach.CaseTitle ?? string.Empty,
ruleBreach.Description ?? string.Empty,
venue,
oldestPositionValue,
latestPositionValue,
ruleBreach.Security.Cfi,
ruleBreach.Security.Identifiers.ReddeerEnrichmentId,
ruleBreach.SystemOperationId,
(int?)ruleBreach?.FactorValue?.OrganisationalFactors ?? 0,
ruleBreach?.FactorValue?.Value ?? string.Empty,
ruleBreach.RuleParameters.TunedParameters != null,
trades);
return(ruleBreachObj);
}
public IRuleBreach Map(IHighProfitJudgementContext judgementContext)
{
if (judgementContext == null)
{
this._logger?.LogInformation($"{nameof(judgementContext)} was null in map. Returning.");
return(null);
}
var caseTitle = $"Automated High Profit Rule Breach Detected";
var description = this.BuildDescription(judgementContext);
var ruleBreach = new RuleBreach(judgementContext.RuleBreachContext, description, caseTitle);
return(ruleBreach);
}
/// <summary>
/// The mapping from judgement to rule breach .
/// </summary>
/// <param name="judgementContext">
/// The judgement context.
/// </param>
/// <returns>
/// The <see cref="IRuleBreach"/>.
/// </returns>
public IRuleBreach MapContextToBreach(IFixedIncomeHighVolumeJudgementContext judgementContext)
{
if (judgementContext == null)
{
this.logger?.LogInformation($"{nameof(judgementContext)} was null in map. Returning.");
return(null);
}
var issuanceTitleSegment = judgementContext.IsIssuanceBreach ? " (%) issuance" : string.Empty;
var caseTitle = $"Automated Fixed Income High Volume{issuanceTitleSegment} Rule Breach Detected";
var description = this.BuildDescription(judgementContext);
var ruleBreach = new RuleBreach(judgementContext.RuleBreachContext, description, caseTitle);
return(ruleBreach);
}
public async Task Get_Duplicates_When_NoDuplicates_Reports_AsExpected()
{
var connectionStringFactory = new ConnectionStringFactory(this._configuration);
var repo = new RuleBreachRepository(connectionStringFactory, this._logger);
var caseMessage1 = new RuleBreach(
900,
"rule-9",
"correlation-id",
true,
DateTime.UtcNow,
"case-title",
"case-description",
"xlon",
DateTime.UtcNow,
DateTime.UtcNow,
"entspb",
"RD00",
"0",
0,
"1",
true,
new int[0]);
var result1 = await repo.Create(caseMessage1);
var orderRepo = new RuleBreachOrdersRepository(
connectionStringFactory,
new NullLogger <RuleBreachOrdersRepository>());
var breaches1 = Enumerable.Range(0, 50).Select(i => new RuleBreachOrder(result1.ToString(), i.ToString()))
.ToList();
await orderRepo.Create(breaches1);
var result = await repo.HasDuplicate(result1.ToString());
Assert.IsFalse(result);
}
public RuleBreachDto(RuleBreach message)
{
if (message == null)
{
return;
}
this.RuleId = message.RuleId;
this.CorrelationId = message.CorrelationId;
this.IsBackTest = message.IsBackTest;
this.CreatedOn = DateTime.UtcNow;
this.Title = message?.Title;
this.Description = message?.Description;
this.Venue = message?.Venue;
this.StartOfPeriodUnderInvestigation = message.StartOfPeriodUnderInvestigation;
this.EndOfPeriodUnderInvestigation = message.EndOfPeriodUnderInvestigation;
this.AssetCfi = message?.AssetCfi;
this.SystemOperationId = message?.SystemOperationId;
this.ReddeerEnrichmentId = message?.ReddeerEnrichmentId;
this.ParameterTuning = message?.ParameterTuning ?? false;
this.OrganisationalFactorType = message?.OrganisationalFactor ?? 0;
this.OrganisationalFactorValue = message?.OrganisationalFactorValue ?? string.Empty;
}
