src.cdm.event.common.functions.Create_TradeState.py Maven / Gradle / Ivy
# pylint: disable=line-too-long, invalid-name, missing-function-docstring, missing-module-docstring, superfluous-parens
# pylint: disable=wrong-import-position, unused-import, unused-wildcard-import, wildcard-import, wrong-import-order, missing-class-docstring
from __future__ import annotations
import sys
import datetime
import inspect
from decimal import Decimal
from rosetta.runtime.utils import *
from rosetta.runtime.func_proxy import replaceable, create_module_attr_guardian
from cdm.event.common.functions.Create_Transfer import Create_Transfer
from cdm.event.common.functions.Create_ContractFormation import Create_ContractFormation
from cdm.legaldocumentation.common.ClosedState import ClosedState
from cdm.event.common.functions.Create_StockSplit import Create_StockSplit
from cdm.event.common.functions.Create_IndexTransitionTermsChange import Create_IndexTransitionTermsChange
from cdm.event.common.functions.Create_TermsChange import Create_TermsChange
from cdm.event.common.functions.Create_Reset import Create_Reset
from cdm.event.common.functions.Create_Observation import Create_Observation
from cdm.event.common.functions.Create_PartyChange import Create_PartyChange
from cdm.legaldocumentation.common.ClosedStateEnum import ClosedStateEnum
from cdm.event.common.PrimitiveInstruction import PrimitiveInstruction
from cdm.event.common.TradeState import TradeState
from cdm.event.common.functions.Create_Valuation import Create_Valuation
__all__ = ['Create_TradeState']
@replaceable
def Create_TradeState(primitiveInstruction: PrimitiveInstruction | None, before: TradeState | None) -> TradeState:
"""
Creates a single trade state by applying primitive instructions to an existing trade state (optional in case an execution instruction is included).
The primitive instructions are applied in the following order:
Always first:
- execution, if it exists, otherwise a before state must be provided
The following 3 can be executed in any order, because they touch separate components of the trade:
- quantity change
- terms change
- party change
Always last:
- contract formation, otherwise the contract could be invalid.
Parameters
----------
primitiveInstruction : PrimitiveInstruction
The set of primitive instructions to apply to the trade.
before : TradeState
The original trade on which the primitive instructions are applied
Returns
-------
after : TradeState
"""
_pre_registry = {}
self = inspect.currentframe()
# conditions
@rosetta_local_condition(_pre_registry)
def condition_0_NoSplit(self):
"""
The primitive instruction cannot contain a split, as this function is designed to return a single trade state.
"""
return (not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "split")))
# Execute all registered conditions
execute_local_conditions(_pre_registry, 'Pre-condition')
def _then_fn0():
return rosetta_resolve_attr(self, "before")
def _else_fn0():
return Create_Execution(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "execution"))
def _then_fn1():
return rosetta_resolve_attr(self, "execution")
def _else_fn1():
return Create_QuantityChange(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "quantityChange"), rosetta_resolve_attr(self, "execution"))
def _then_fn2():
return rosetta_resolve_attr(self, "quantityChange")
def _else_fn2():
return Create_TermsChange(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "termsChange"), rosetta_resolve_attr(self, "quantityChange"))
def _then_fn3():
return rosetta_resolve_attr(self, "termsChange")
def _else_fn3():
return Create_PartyChange(rosetta_resolve_attr(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "partyChange"), "counterparty"), rosetta_resolve_attr(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "partyChange"), "ancillaryParty"), rosetta_resolve_attr(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "partyChange"), "partyRole"), rosetta_resolve_attr(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "partyChange"), "tradeId"), rosetta_resolve_attr(self, "termsChange"))
def _then_fn4():
return rosetta_resolve_attr(self, "partyChange")
def _else_fn4():
return Create_ContractFormation(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "contractFormation"), rosetta_resolve_attr(self, "partyChange"))
def _then_fn5():
return rosetta_resolve_attr(self, "contractFormation")
def _else_fn5():
return Create_Transfer(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "transfer"), rosetta_resolve_attr(self, "contractFormation"))
def _then_fn6():
return rosetta_resolve_attr(self, "transfer")
def _else_fn6():
return Create_Reset(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "reset"), rosetta_resolve_attr(self, "transfer"))
def _then_fn7():
return rosetta_resolve_attr(self, "reset")
def _else_fn7():
return Create_IndexTransitionTermsChange(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "indexTransition"), rosetta_resolve_attr(self, "reset"))
def _then_fn8():
return rosetta_resolve_attr(self, "indexTransition")
def _else_fn8():
return Create_Observation(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "observation"), rosetta_resolve_attr(self, "indexTransition"))
def _then_fn9():
return rosetta_resolve_attr(self, "observation")
def _else_fn9():
return Create_Valuation(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "valuation"), rosetta_resolve_attr(self, "observation"))
def _then_fn10():
return rosetta_resolve_attr(self, "valuation")
def _else_fn10():
return Create_StockSplit(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "stockSplit"), rosetta_resolve_attr(self, "valuation"))
def _then_fn11():
return ClosedState(state=rosetta_resolve_attr(ClosedStateEnum, "TERMINATED"), activityDate=[])
def _else_fn11():
return True
execution = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "execution"))), _then_fn0, _else_fn0)
quantityChange = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "quantityChange"))), _then_fn1, _else_fn1)
termsChange = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "termsChange"))), _then_fn2, _else_fn2)
partyChange = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "partyChange"))), _then_fn3, _else_fn3)
contractFormation = if_cond_fn((rosetta_attr_exists(rosetta_resolve_attr(self, "primitiveInstruction")) and (not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "contractFormation")))), _then_fn4, _else_fn4)
transfer = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "transfer"))), _then_fn5, _else_fn5)
reset = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "reset"))), _then_fn6, _else_fn6)
indexTransition = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "indexTransition"))), _then_fn7, _else_fn7)
observation = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "observation"))), _then_fn8, _else_fn8)
valuation = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "valuation"))), _then_fn9, _else_fn9)
stockSplit = if_cond_fn((not rosetta_attr_exists(rosetta_resolve_attr(rosetta_resolve_attr(self, "primitiveInstruction"), "stockSplit"))), _then_fn10, _else_fn10)
after = rosetta_resolve_attr(self, "stockSplit")
after = _get_rosetta_object('TradeState', 'state', _get_rosetta_object('State', 'closedState', if_cond_fn(all_elements(rosetta_resolve_attr(rosetta_resolve_attr(rosetta_resolve_attr(self, "contractFormation"), "state"), "positionState"), "=", rosetta_resolve_attr(PositionStatusEnum, "CLOSED")), _then_fn1, _else_fn1)))
return after
sys.modules[__name__].__class__ = create_module_attr_guardian(sys.modules[__name__].__class__)
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