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Universal: completed Cap unit test, full life cycle
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sofusmortensen
parent
2299b3beae
commit
c328655f68
@ -115,12 +115,16 @@ class UniversalContract : Contract {
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val nextStart = schedule.first()
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// todo: look into schedule for final dates
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// todo: we may have to save original start date in order to roll out correctly
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val newRollOut = RollOut(nextStart, end, rollOut.frequency, rollOut.template)
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val arr = replaceStartEnd(rollOut.template, start.toInstant(), nextStart.toInstant())
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return replaceNext(arr, newRollOut )
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if (nextStart < end) {
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// todo: we may have to save original start date in order to roll out correctly
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val newRollOut = RollOut(nextStart, end, rollOut.frequency, rollOut.template)
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return replaceNext(arr, newRollOut )
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}
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else {
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return removeNext(arr)
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}
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}
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fun<T> replaceStartEnd(p: Perceivable<T>, start: Instant, end: Instant) : Perceivable<T> =
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@ -156,6 +160,21 @@ class UniversalContract : Contract {
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else -> throw NotImplementedError("replaceNext " + arrangement.javaClass.name)
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}
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fun removeNext(arrangement: Arrangement) : Arrangement =
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when (arrangement) {
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is Actions -> Actions(arrangement.actions.map { Action(it.name, it.condition, it.actors, removeNext(it.arrangement)) }.toSet())
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is And -> {
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val a = arrangement.arrangements.map { removeNext(it) }.filter { it != zero }
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if (a.count() > 1)
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And(a.toSet())
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else
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a.single()
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}
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is Transfer -> arrangement
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is Zero -> arrangement
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is Continuation -> zero
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else -> throw NotImplementedError("replaceNext " + arrangement.javaClass.name)
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}
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override fun verify(tx: TransactionForContract) {
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@ -23,8 +23,8 @@ class Cap {
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val tradeDate: LocalDate = LocalDate.of(2016, 9, 1)
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val contract = arrange {
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rollOut("2016-09-01".ld, "2017-09-01".ld, Frequency.Quarterly) {
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val contractInitial = arrange {
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rollOut("2016-09-01".ld, "2017-09-01".ld, Frequency.SemiAnnual) {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime {
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@ -43,14 +43,14 @@ class Cap {
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}
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}
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val contractFixed = arrange {
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val contractAfterFixingFirst = arrange {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime() {
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val floating1 = interest(notional, "act/365", 1.0.bd, "2016-09-01", "2016-12-01")
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val fixed1 = interest(notional, "act/365", 0.5.bd, "2016-09-01", "2016-12-01")
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val floating1 = interest(notional, "act/365", 1.0.bd, "2016-09-01", "2017-03-01")
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val fixed1 = interest(notional, "act/365", 0.5.bd, "2016-09-01", "2017-03-01")
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highStreetBank.gives(acmeCorp, floating1 - fixed1, currency)
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rollOut("2016-12-01".ld, "2017-09-01".ld, Frequency.Quarterly) {
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rollOut("2017-03-01".ld, "2017-09-01".ld, Frequency.SemiAnnual) {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime {
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@ -71,56 +71,7 @@ class Cap {
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}
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acmeCorp.may {
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"skip".anytime {
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rollOut("2016-12-01".ld, "2017-09-01".ld, Frequency.Quarterly) {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime {
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val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
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val fixed = interest(notional, "act/365", 0.5.bd, start, end)
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highStreetBank.gives(acmeCorp, floating - fixed, currency)
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next()
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}
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}
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acmeCorp.may {
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"skip".anytime {
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next()
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}
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}
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}
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}
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}
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}
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}
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}
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val contractFixed2 = arrange {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime() {
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val floating1 = interest(notional, "act/365", 1.0.bd, "2016-12-01", "2017-03-01")
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val fixed1 = interest(notional, "act/365", 0.5.bd, "2016-12-01", "2017-03-01")
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highStreetBank.gives(acmeCorp, floating1 - fixed1, currency)
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rollOut("2017-03-01".ld, "2017-09-01".ld, Frequency.Quarterly) {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime {
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val floating = interest(notional, "act/365", fix("LIBOR", start, Tenor("3M")), start, end)
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val fixed = interest(notional, "act/365", 0.5.bd, start, end)
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highStreetBank.gives(acmeCorp, floating - fixed, currency)
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next()
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}
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}
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acmeCorp.may {
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"skip".anytime {
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next()
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}
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}
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}
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}
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}
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}
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acmeCorp.may {
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"skip".anytime {
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rollOut("2017-03-01".ld, "2017-09-01".ld, Frequency.Quarterly) {
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rollOut("2017-03-01".ld, "2017-09-01".ld, Frequency.SemiAnnual) {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime {
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@ -142,8 +93,24 @@ class Cap {
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}
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}
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val contractAfterExecute = arrange {
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rollOut("2016-12-01".ld, "2017-09-01".ld, Frequency.Quarterly) {
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val contractAfterFixingFinal = arrange {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime() {
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val floating1 = interest(notional, "act/365", 1.0.bd, "2017-03-01", "2017-09-01")
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val fixed1 = interest(notional, "act/365", 0.5.bd, "2017-03-01", "2017-09-01")
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highStreetBank.gives(acmeCorp, floating1 - fixed1, currency)
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}
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}
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acmeCorp.may {
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"skip".anytime {
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}
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}
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}
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}
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val contractAfterExecutionFirst = arrange {
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rollOut("2017-03-01".ld, "2017-09-01".ld, Frequency.SemiAnnual) {
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actions {
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(acmeCorp or highStreetBank).may {
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"exercise".anytime {
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@ -163,19 +130,21 @@ class Cap {
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}
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val paymentFirst = arrange { highStreetBank.gives(acmeCorp, 250.K, EUR) }
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val paymentFinal = arrange { highStreetBank.gives(acmeCorp, 250.K, EUR) }
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val stateStart = UniversalContract.State(listOf(DUMMY_NOTARY.owningKey), contract)
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val stateInitial = UniversalContract.State(listOf(DUMMY_NOTARY.owningKey), contractInitial)
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val stateFixed = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractFixed)
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val stateAfterFixingFirst = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractAfterFixingFirst)
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val stateAfterExecute = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractAfterExecute)
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val stateAfterExecutionFirst = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractAfterExecutionFirst)
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val statePaymentFirst = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), paymentFirst)
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val stateFixed2 = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractFixed2)
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val stateAfterFixingFinal = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), contractAfterFixingFinal)
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val statePaymentFinal = UniversalContract.State( listOf(DUMMY_NOTARY.owningKey), paymentFinal)
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val contractLimitedCap = arrange {
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rollOut("2016-04-01".ld, "2017-04-01".ld, Frequency.Quarterly, object {
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rollOut("2016-04-01".ld, "2017-04-01".ld, Frequency.SemiAnnual, object {
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val limit = variable(150.K)
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}) {
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actions {
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@ -200,7 +169,7 @@ class Cap {
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@Test
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fun issue() {
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transaction {
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output { stateStart }
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output { stateInitial }
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timestamp(TEST_TX_TIME_1)
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this `fails with` "transaction has a single command"
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@ -219,8 +188,8 @@ class Cap {
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@Test
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fun `first fixing`() {
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transaction {
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input { stateStart }
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output { stateFixed }
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input { stateInitial }
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output { stateAfterFixingFirst }
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timestamp(TEST_TX_TIME_1)
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tweak {
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@ -264,8 +233,8 @@ class Cap {
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@Test
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fun `first execute`() {
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transaction {
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input { stateFixed }
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output { stateAfterExecute }
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input { stateAfterFixingFirst }
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output { stateAfterExecutionFirst }
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output { statePaymentFirst }
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timestamp(TEST_TX_TIME_1)
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@ -281,11 +250,30 @@ class Cap {
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}
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}
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@Test
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fun `final execute`() {
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transaction {
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input { stateAfterFixingFinal }
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output { statePaymentFinal }
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timestamp(TEST_TX_TIME_1)
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tweak {
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command(highStreetBank.owningKey) { UniversalContract.Commands.Action("some undefined name") }
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this `fails with` "action must be defined"
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}
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command(highStreetBank.owningKey) { UniversalContract.Commands.Action("exercise") }
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this.verifies()
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}
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}
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@Test
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fun `second fixing`() {
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transaction {
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input { stateAfterExecute }
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output { stateFixed2 }
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input { stateAfterExecutionFirst }
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output { stateAfterFixingFinal }
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timestamp(TEST_TX_TIME_1)
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tweak {
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@ -295,32 +283,32 @@ class Cap {
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tweak {
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// wrong source
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBORx", BusinessCalendar.parseDateFromString("2016-12-01"), Tenor("3M")), 1.0.bd))) }
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBORx", BusinessCalendar.parseDateFromString("2017-03-01"), Tenor("3M")), 1.0.bd))) }
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this `fails with` "relevant fixing must be included"
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}
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tweak {
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// wrong date
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2016-12-01").plusYears(1), Tenor("3M")), 1.0.bd))) }
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2017-03-01").plusYears(1), Tenor("3M")), 1.0.bd))) }
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this `fails with` "relevant fixing must be included"
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}
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tweak {
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// wrong tenor
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2016-12-01"), Tenor("9M")), 1.0.bd))) }
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2017-03-01"), Tenor("9M")), 1.0.bd))) }
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this `fails with` "relevant fixing must be included"
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}
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tweak {
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2016-12-01"), Tenor("3M")), 1.5.bd))) }
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2017-03-01"), Tenor("3M")), 1.5.bd))) }
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this `fails with` "output state does not reflect fix command"
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}
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2016-12-01"), Tenor("3M")), 1.0.bd))) }
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command(highStreetBank.owningKey) { UniversalContract.Commands.Fix(listOf(com.r3corda.core.contracts.Fix(FixOf("LIBOR", BusinessCalendar.parseDateFromString("2017-03-01"), Tenor("3M")), 1.0.bd))) }
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this.verifies()
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}
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