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Testing: add a unit test that runs the IRS simulation through to completion, to ensure some test coverage of TwoPartyDealProtocol until it's merged with TPTP. Fix an issue that was breaking the simulation.

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This commit is contained in:
Mike Hearn
2016-05-13 16:49:53 +02:00
committed by Mike Hearn
parent f9920cbc28
commit e475b146d9
4 changed files with 244 additions and 65 deletions
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20
node/src/main/kotlin/core/testing/IRSSimulation.kt
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@ -13,6 +13,7 @@ import core.crypto.SecureHash
import core.node.subsystems.linearHeadsOfType import core.node.subsystems.linearHeadsOfType
import core.utilities.JsonSupport import core.utilities.JsonSupport
import protocols.TwoPartyDealProtocol import protocols.TwoPartyDealProtocol
import java.security.KeyPair
import java.time.LocalDate import java.time.LocalDate
import java.util.* import java.util.*
@ -27,10 +28,17 @@ class IRSSimulation(runAsync: Boolean, latencyInjector: InMemoryMessagingNetwork
currentDay = LocalDate.of(2016, 3, 10) // Should be 12th but the actual first fixing date gets rolled backwards. currentDay = LocalDate.of(2016, 3, 10) // Should be 12th but the actual first fixing date gets rolled backwards.
} }
private var nodeAKey: KeyPair? = null
private var nodeBKey: KeyPair? = null
private val executeOnNextIteration = Collections.synchronizedList(LinkedList<() -> Unit>()) private val executeOnNextIteration = Collections.synchronizedList(LinkedList<() -> Unit>())
override fun startMainSimulation(): ListenableFuture<Unit> { override fun startMainSimulation(): ListenableFuture<Unit> {
val future = SettableFuture.create<Unit>() val future = SettableFuture.create<Unit>()
nodeAKey = banks[0].keyManagement.freshKey()
nodeBKey = banks[1].keyManagement.freshKey()
startIRSDealBetween(0, 1).success { startIRSDealBetween(0, 1).success {
// Next iteration is a pause. // Next iteration is a pause.
executeOnNextIteration.add {} executeOnNextIteration.add {}
@ -80,10 +88,8 @@ class IRSSimulation(runAsync: Boolean, latencyInjector: InMemoryMessagingNetwork
if (nextFixingDate > currentDay) if (nextFixingDate > currentDay)
currentDay = nextFixingDate currentDay = nextFixingDate
val sideA = TwoPartyDealProtocol.Floater(node2.net.myAddress, sessionID, notary.info, val sideA = TwoPartyDealProtocol.Floater(node2.net.myAddress, sessionID, notary.info, theDealRef, nodeAKey!!, sessionID)
theDealRef, node1.services.keyManagementService.freshKey(), sessionID) val sideB = TwoPartyDealProtocol.Fixer(node1.net.myAddress, notary.info.identity, theDealRef, sessionID)
val sideB = TwoPartyDealProtocol.Fixer(node1.net.myAddress, notary.info.identity,
theDealRef, sessionID)
linkConsensus(listOf(node1, node2, regulators[0]), sideB) linkConsensus(listOf(node1, node2, regulators[0]), sideB)
linkProtocolProgress(node1, sideA) linkProtocolProgress(node1, sideA)
@ -121,10 +127,8 @@ class IRSSimulation(runAsync: Boolean, latencyInjector: InMemoryMessagingNetwork
val sessionID = random63BitValue() val sessionID = random63BitValue()
val instigator = TwoPartyDealProtocol.Instigator(node2.net.myAddress, notary.info, val instigator = TwoPartyDealProtocol.Instigator(node2.net.myAddress, notary.info, irs, nodeAKey!!, sessionID)
irs, node1.services.keyManagementService.freshKey(), sessionID) val acceptor = TwoPartyDealProtocol.Acceptor(node1.net.myAddress, notary.info.identity, irs, sessionID)
val acceptor = TwoPartyDealProtocol.Acceptor(node1.net.myAddress, notary.info.identity,
irs, sessionID)
// TODO: Eliminate the need for linkProtocolProgress // TODO: Eliminate the need for linkProtocolProgress
linkConsensus(listOf(node1, node2, regulators[0]), acceptor) linkConsensus(listOf(node1, node2, regulators[0]), acceptor)

269
node/src/main/resources/core/testing/example.rates.txt
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@ -1,51 +1,228 @@
# Some pretend noddy rate fixes, for the interest rate oracles. # Some pretend noddy rate fixes, for the interest rate oracles.
3M USD 2016-03-16 1M = 0.678 ICE LIBOR 2016-03-16 1M = 0.678
3M USD 2016-03-16 2M = 0.655 ICE LIBOR 2016-03-16 2M = 0.655
EURIBOR 2016-03-15 1M = 0.123 EURIBOR 2016-03-15 1M = 0.123
EURIBOR 2016-03-15 2M = 0.111 EURIBOR 2016-03-15 2M = 0.111
3M USD 2016-03-08 3M = 0.0063515 # Previous fixings
3M USD 2016-06-08 3M = 0.0063520 ICE LIBOR 2016-03-07 3M = 0.0063516
3M USD 2016-09-08 3M = 0.0063521 ICE LIBOR 2016-03-07 3M = 0.0063516
3M USD 2016-12-08 3M = 0.0063515 ICE LIBOR 2016-03-08 3M = 0.0063517
3M USD 2017-03-08 3M = 0.0063525 ICE LIBOR 2016-03-09 3M = 0.0063518
3M USD 2017-06-08 3M = 0.0063530 ICE LIBOR 2016-03-10 3M = 0.0063519
3M USD 2017-09-07 3M = 0.0063531 ICE LIBOR 2016-06-06 3M = 0.0063520
3M USD 2017-12-07 3M = 0.0063532 ICE LIBOR 2016-06-07 3M = 0.0063521
3M USD 2018-03-08 3M = 0.0063533 ICE LIBOR 2016-06-08 3M = 0.0063522
3M USD 2018-06-07 3M = 0.0063534 ICE LIBOR 2016-06-09 3M = 0.0063523
3M USD 2018-09-06 3M = 0.0063535 ICE LIBOR 2016-06-10 3M = 0.0063524
3M USD 2018-12-06 3M = 0.0063536 ICE LIBOR 2016-09-06 3M = 0.0063525
3M USD 2019-03-07 3M = 0.0063537 ICE LIBOR 2016-09-07 3M = 0.0063526
3M USD 2019-06-06 3M = 0.0063538 ICE LIBOR 2016-09-08 3M = 0.0063527
3M USD 2019-09-06 3M = 0.0063539 ICE LIBOR 2016-09-09 3M = 0.0063528
3M USD 2019-12-06 3M = 0.0063540 ICE LIBOR 2016-09-10 3M = 0.0063529
3M USD 2020-03-06 3M = 0.0063541 ICE LIBOR 2016-12-06 3M = 0.0063530
3M USD 2020-06-08 3M = 0.0063542 ICE LIBOR 2016-12-07 3M = 0.0063531
3M USD 2020-09-08 3M = 0.0063543 ICE LIBOR 2016-12-08 3M = 0.0063532
3M USD 2020-12-08 3M = 0.0063544 ICE LIBOR 2016-12-09 3M = 0.0063533
3M USD 2021-03-08 3M = 0.0063545 ICE LIBOR 2016-12-10 3M = 0.0063534
3M USD 2021-06-08 3M = 0.0063546 ICE LIBOR 2017-03-06 3M = 0.0063535
3M USD 2021-09-08 3M = 0.0063547 ICE LIBOR 2017-03-07 3M = 0.0063536
3M USD 2021-12-08 3M = 0.0063548 ICE LIBOR 2017-03-08 3M = 0.0063537
3M USD 2022-03-08 3M = 0.0063549 ICE LIBOR 2017-03-09 3M = 0.0063538
3M USD 2022-06-08 3M = 0.0063550 ICE LIBOR 2017-03-10 3M = 0.0063539
3M USD 2022-09-08 3M = 0.0063551 ICE LIBOR 2017-06-06 3M = 0.0063540
3M USD 2022-12-08 3M = 0.0063553 ICE LIBOR 2017-06-07 3M = 0.0063541
3M USD 2023-03-08 3M = 0.0063554 ICE LIBOR 2017-06-08 3M = 0.0063542
3M USD 2023-06-08 3M = 0.0063555 ICE LIBOR 2017-06-09 3M = 0.0063543
3M USD 2023-09-07 3M = 0.0063556 ICE LIBOR 2017-06-10 3M = 0.0063544
3M USD 2023-12-07 3M = 0.0063557 ICE LIBOR 2017-09-06 3M = 0.0063545
3M USD 2024-03-07 3M = 0.0063558 ICE LIBOR 2017-09-07 3M = 0.0063546
3M USD 2024-06-06 3M = 0.0063559 ICE LIBOR 2017-09-08 3M = 0.0063547
3M USD 2024-09-06 3M = 0.0063560 ICE LIBOR 2017-09-09 3M = 0.0063548
3M USD 2024-12-06 3M = 0.0063561 ICE LIBOR 2017-09-10 3M = 0.0063549
3M USD 2025-03-06 3M = 0.0063562 ICE LIBOR 2017-12-06 3M = 0.0063550
3M USD 2025-06-06 3M = 0.0063563 ICE LIBOR 2017-12-07 3M = 0.0063551
3M USD 2025-09-08 3M = 0.0063564 ICE LIBOR 2017-12-08 3M = 0.0063552
3M USD 2025-12-08 3M = 0.0063565 ICE LIBOR 2017-12-09 3M = 0.0063553
3M USD 2026-03-06 3M = 0.0063566 ICE LIBOR 2017-12-10 3M = 0.0063554
3M USD 2026-06-08 3M = 0.0063567 ICE LIBOR 2018-03-06 3M = 0.0063555
3M USD 2026-09-08 3M = 0.0063568 ICE LIBOR 2018-03-07 3M = 0.0063556
3M USD 2026-12-08 3M = 0.0063569 ICE LIBOR 2018-03-08 3M = 0.0063557
ICE LIBOR 2018-03-09 3M = 0.0063558
ICE LIBOR 2018-03-10 3M = 0.0063559
ICE LIBOR 2018-06-06 3M = 0.0063560
ICE LIBOR 2018-06-07 3M = 0.0063561
ICE LIBOR 2018-06-08 3M = 0.0063562
ICE LIBOR 2018-06-09 3M = 0.0063563
ICE LIBOR 2018-06-10 3M = 0.0063564
ICE LIBOR 2018-09-06 3M = 0.0063565
ICE LIBOR 2018-09-07 3M = 0.0063566
ICE LIBOR 2018-09-08 3M = 0.0063567
ICE LIBOR 2018-09-09 3M = 0.0063568
ICE LIBOR 2018-09-10 3M = 0.0063569
ICE LIBOR 2018-12-06 3M = 0.0063570
ICE LIBOR 2018-12-07 3M = 0.0063571
ICE LIBOR 2018-12-08 3M = 0.0063572
ICE LIBOR 2018-12-09 3M = 0.0063573
ICE LIBOR 2018-12-10 3M = 0.0063574
ICE LIBOR 2019-03-06 3M = 0.0063575
ICE LIBOR 2019-03-07 3M = 0.0063576
ICE LIBOR 2019-03-08 3M = 0.0063577
ICE LIBOR 2019-03-09 3M = 0.0063578
ICE LIBOR 2019-03-10 3M = 0.0063579
ICE LIBOR 2019-06-06 3M = 0.0063580
ICE LIBOR 2019-06-07 3M = 0.0063581
ICE LIBOR 2019-06-08 3M = 0.0063582
ICE LIBOR 2019-06-09 3M = 0.0063583
ICE LIBOR 2019-06-10 3M = 0.0063584
ICE LIBOR 2019-09-06 3M = 0.0063585
ICE LIBOR 2019-09-07 3M = 0.0063586
ICE LIBOR 2019-09-08 3M = 0.0063587
ICE LIBOR 2019-09-09 3M = 0.0063588
ICE LIBOR 2019-09-10 3M = 0.0063589
ICE LIBOR 2019-12-06 3M = 0.0063590
ICE LIBOR 2019-12-07 3M = 0.0063591
ICE LIBOR 2019-12-08 3M = 0.0063592
ICE LIBOR 2019-12-09 3M = 0.0063593
ICE LIBOR 2019-12-10 3M = 0.0063594
ICE LIBOR 2020-03-06 3M = 0.0063595
ICE LIBOR 2020-03-07 3M = 0.0063596
ICE LIBOR 2020-03-08 3M = 0.0063597
ICE LIBOR 2020-03-09 3M = 0.0063598
ICE LIBOR 2020-03-10 3M = 0.0063599
ICE LIBOR 2020-06-06 3M = 0.0063600
ICE LIBOR 2020-06-07 3M = 0.0063601
ICE LIBOR 2020-06-08 3M = 0.0063602
ICE LIBOR 2020-06-09 3M = 0.0063603
ICE LIBOR 2020-06-10 3M = 0.0063604
ICE LIBOR 2020-09-06 3M = 0.0063605
ICE LIBOR 2020-09-07 3M = 0.0063606
ICE LIBOR 2020-09-08 3M = 0.0063607
ICE LIBOR 2020-09-09 3M = 0.0063608
ICE LIBOR 2020-09-10 3M = 0.0063609
ICE LIBOR 2020-12-06 3M = 0.0063610
ICE LIBOR 2020-12-07 3M = 0.0063611
ICE LIBOR 2020-12-08 3M = 0.0063612
ICE LIBOR 2020-12-09 3M = 0.0063613
ICE LIBOR 2020-12-10 3M = 0.0063614
ICE LIBOR 2021-03-06 3M = 0.0063615
ICE LIBOR 2021-03-07 3M = 0.0063616
ICE LIBOR 2021-03-08 3M = 0.0063617
ICE LIBOR 2021-03-09 3M = 0.0063618
ICE LIBOR 2021-03-10 3M = 0.0063619
ICE LIBOR 2021-06-06 3M = 0.0063620
ICE LIBOR 2021-06-07 3M = 0.0063621
ICE LIBOR 2021-06-08 3M = 0.0063622
ICE LIBOR 2021-06-09 3M = 0.0063623
ICE LIBOR 2021-06-10 3M = 0.0063624
ICE LIBOR 2021-09-06 3M = 0.0063625
ICE LIBOR 2021-09-07 3M = 0.0063626
ICE LIBOR 2021-09-08 3M = 0.0063627
ICE LIBOR 2021-09-09 3M = 0.0063628
ICE LIBOR 2021-09-10 3M = 0.0063629
ICE LIBOR 2021-12-06 3M = 0.0063630
ICE LIBOR 2021-12-07 3M = 0.0063631
ICE LIBOR 2021-12-08 3M = 0.0063632
ICE LIBOR 2021-12-09 3M = 0.0063633
ICE LIBOR 2021-12-10 3M = 0.0063634
ICE LIBOR 2022-03-06 3M = 0.0063635
ICE LIBOR 2022-03-07 3M = 0.0063636
ICE LIBOR 2022-03-08 3M = 0.0063637
ICE LIBOR 2022-03-09 3M = 0.0063638
ICE LIBOR 2022-03-10 3M = 0.0063639
ICE LIBOR 2022-06-06 3M = 0.0063640
ICE LIBOR 2022-06-07 3M = 0.0063641
ICE LIBOR 2022-06-08 3M = 0.0063642
ICE LIBOR 2022-06-09 3M = 0.0063643
ICE LIBOR 2022-06-10 3M = 0.0063644
ICE LIBOR 2022-09-06 3M = 0.0063645
ICE LIBOR 2022-09-07 3M = 0.0063646
ICE LIBOR 2022-09-08 3M = 0.0063647
ICE LIBOR 2022-09-09 3M = 0.0063648
ICE LIBOR 2022-09-10 3M = 0.0063649
ICE LIBOR 2022-12-06 3M = 0.0063650
ICE LIBOR 2022-12-07 3M = 0.0063651
ICE LIBOR 2022-12-08 3M = 0.0063652
ICE LIBOR 2022-12-09 3M = 0.0063653
ICE LIBOR 2022-12-10 3M = 0.0063654
ICE LIBOR 2023-03-06 3M = 0.0063655
ICE LIBOR 2023-03-07 3M = 0.0063656
ICE LIBOR 2023-03-08 3M = 0.0063657
ICE LIBOR 2023-03-09 3M = 0.0063658
ICE LIBOR 2023-03-10 3M = 0.0063659
ICE LIBOR 2023-06-06 3M = 0.0063660
ICE LIBOR 2023-06-07 3M = 0.0063661
ICE LIBOR 2023-06-08 3M = 0.0063662
ICE LIBOR 2023-06-09 3M = 0.0063663
ICE LIBOR 2023-06-10 3M = 0.0063664
ICE LIBOR 2023-09-06 3M = 0.0063665
ICE LIBOR 2023-09-07 3M = 0.0063666
ICE LIBOR 2023-09-08 3M = 0.0063667
ICE LIBOR 2023-09-09 3M = 0.0063668
ICE LIBOR 2023-09-10 3M = 0.0063669
ICE LIBOR 2023-12-06 3M = 0.0063670
ICE LIBOR 2023-12-07 3M = 0.0063671
ICE LIBOR 2023-12-08 3M = 0.0063672
ICE LIBOR 2023-12-09 3M = 0.0063673
ICE LIBOR 2023-12-10 3M = 0.0063674
ICE LIBOR 2024-03-06 3M = 0.0063675
ICE LIBOR 2024-03-07 3M = 0.0063676
ICE LIBOR 2024-03-08 3M = 0.0063677
ICE LIBOR 2024-03-09 3M = 0.0063678
ICE LIBOR 2024-03-10 3M = 0.0063679
ICE LIBOR 2024-06-06 3M = 0.0063680
ICE LIBOR 2024-06-07 3M = 0.0063681
ICE LIBOR 2024-06-08 3M = 0.0063682
ICE LIBOR 2024-06-09 3M = 0.0063683
ICE LIBOR 2024-06-10 3M = 0.0063684
ICE LIBOR 2024-09-06 3M = 0.0063685
ICE LIBOR 2024-09-07 3M = 0.0063686
ICE LIBOR 2024-09-08 3M = 0.0063687
ICE LIBOR 2024-09-09 3M = 0.0063688
ICE LIBOR 2024-09-10 3M = 0.0063689
ICE LIBOR 2024-12-06 3M = 0.0063690
ICE LIBOR 2024-12-07 3M = 0.0063691
ICE LIBOR 2024-12-08 3M = 0.0063692
ICE LIBOR 2024-12-09 3M = 0.0063693
ICE LIBOR 2024-12-10 3M = 0.0063694
ICE LIBOR 2025-03-06 3M = 0.0063695
ICE LIBOR 2025-03-07 3M = 0.0063696
ICE LIBOR 2025-03-08 3M = 0.0063697
ICE LIBOR 2025-03-09 3M = 0.0063698
ICE LIBOR 2025-03-10 3M = 0.0063699
ICE LIBOR 2025-06-06 3M = 0.0063700
ICE LIBOR 2025-06-07 3M = 0.0063701
ICE LIBOR 2025-06-08 3M = 0.0063702
ICE LIBOR 2025-06-09 3M = 0.0063703
ICE LIBOR 2025-06-10 3M = 0.0063704
ICE LIBOR 2025-09-06 3M = 0.0063705
ICE LIBOR 2025-09-07 3M = 0.0063706
ICE LIBOR 2025-09-08 3M = 0.0063707
ICE LIBOR 2025-09-09 3M = 0.0063708
ICE LIBOR 2025-09-10 3M = 0.0063709
ICE LIBOR 2025-12-06 3M = 0.0063710
ICE LIBOR 2025-12-07 3M = 0.0063711
ICE LIBOR 2025-12-08 3M = 0.0063712
ICE LIBOR 2025-12-09 3M = 0.0063713
ICE LIBOR 2025-12-10 3M = 0.0063714
ICE LIBOR 2026-03-06 3M = 0.0063715
ICE LIBOR 2026-03-07 3M = 0.0063716
ICE LIBOR 2026-03-08 3M = 0.0063717
ICE LIBOR 2026-03-09 3M = 0.0063718
ICE LIBOR 2026-03-10 3M = 0.0063719
ICE LIBOR 2026-06-06 3M = 0.0063720
ICE LIBOR 2026-06-07 3M = 0.0063721
ICE LIBOR 2026-06-08 3M = 0.0063722
ICE LIBOR 2026-06-09 3M = 0.0063723
ICE LIBOR 2026-06-10 3M = 0.0063724
ICE LIBOR 2026-09-06 3M = 0.0063725
ICE LIBOR 2026-09-07 3M = 0.0063726
ICE LIBOR 2026-09-08 3M = 0.0063727
ICE LIBOR 2026-09-09 3M = 0.0063728
ICE LIBOR 2026-09-10 3M = 0.0063729
ICE LIBOR 2026-12-06 3M = 0.0063730
ICE LIBOR 2026-12-07 3M = 0.0063731
ICE LIBOR 2026-12-08 3M = 0.0063732
ICE LIBOR 2026-12-09 3M = 0.0063733
ICE LIBOR 2026-12-10 3M = 0.0063734

12
node/src/main/resources/core/testing/trade.json
View File

@ -6,9 +6,9 @@
"currency": "USD" "currency": "USD"
}, },
"paymentFrequency": "SemiAnnual", "paymentFrequency": "SemiAnnual",
"effectiveDate": "2016-03-16", "effectiveDate": "2016-03-11",
"effectiveDateAdjustment": null, "effectiveDateAdjustment": null,
"terminationDate": "2026-03-16", "terminationDate": "2026-03-11",
"terminationDateAdjustment": null, "terminationDateAdjustment": null,
"fixedRate": { "fixedRate": {
"ratioUnit": { "ratioUnit": {
@ -31,9 +31,9 @@
"currency": "USD" "currency": "USD"
}, },
"paymentFrequency": "Quarterly", "paymentFrequency": "Quarterly",
"effectiveDate": "2016-03-12", "effectiveDate": "2016-03-11",
"effectiveDateAdjustment": null, "effectiveDateAdjustment": null,
"terminationDate": "2026-03-12", "terminationDate": "2026-03-11",
"terminationDateAdjustment": null, "terminationDateAdjustment": null,
"dayCountBasisDay": "D30", "dayCountBasisDay": "D30",
"dayCountBasisYear": "Y360", "dayCountBasisYear": "Y360",
@ -49,7 +49,7 @@
"resetRule": "InAdvance", "resetRule": "InAdvance",
"fixingsPerPayment": "Quarterly", "fixingsPerPayment": "Quarterly",
"fixingCalendar": [ "NewYork" ], "fixingCalendar": [ "NewYork" ],
"index": "3M USD", "index": "ICE LIBOR",
"indexSource": "Rates Service Provider", "indexSource": "Rates Service Provider",
"indexTenor": { "indexTenor": {
"name": "3M" "name": "3M"
@ -100,5 +100,5 @@
"tradeID": "tradeXXX", "tradeID": "tradeXXX",
"hashLegalDocs": "put hash here" "hashLegalDocs": "put hash here"
}, },
"programRef": "1E6BBA305D445341F0026E51B6C7F3ACB834AFC6C2510C0EF7BC0477235EFECF" "notary": "Notary Service"
} }

8
src/test/kotlin/core/testing/IRSSimulationTest.kt
View File

@ -4,11 +4,9 @@ import com.google.common.base.Throwables
import core.utilities.BriefLogFormatter import core.utilities.BriefLogFormatter
import org.junit.Test import org.junit.Test
/**
* This test doesn't check anything except that the simulation finishes and there are no exceptions at any point.
* The details of the IRS contract are verified in other unit tests.
*/
class IRSSimulationTest { class IRSSimulationTest {
// TODO: These tests should be a lot more complete.
@Test fun `runs to completion`() { @Test fun `runs to completion`() {
BriefLogFormatter.initVerbose("messaging") BriefLogFormatter.initVerbose("messaging")
val sim = IRSSimulation(false, null) val sim = IRSSimulation(false, null)
@ -20,4 +18,4 @@ class IRSSimulationTest {
throw Throwables.getRootCause(e) throw Throwables.getRootCause(e)
} }
} }
} }