istox 0.2.3 → 0.2.5.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 3aa5c0d11cb873cfd398db44b8f4a139baf6668bf04f578db3091cb049b7d89f
-  data.tar.gz: '02109c5b9c3cb01c288d757cef841357f79cc36186d4245f624a619dbb984489'
+  metadata.gz: 50592e8ff62602d4b274c3bb850c1111c9b882fdf43fa2af13809f046f132f37
+  data.tar.gz: 7409876464b4a89f75725489bd73fbd8769349c6f4556109bf828f6f50bd9a0a
 SHA512:
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-  data.tar.gz: 88b913cbd976f4d85e2e7a140e7fd3747dd42a5c8da83b2135796b20d3121619ed54b8a1f2040179aafd13ee03cae5646fd4c6634258854e2bfb522681dc649f
+  metadata.gz: 5e8890034bd54e2229ef9f31d41c59ba0244854b1bd4be2c8eb19622d5930e85eba594b07b86b496d363a0fa8c13e374b8d9936ca31a72fd19e26845da0b810e
+  data.tar.gz: 4b657eaae333936546d3ade4168de0816427c16065262356beac04d4744c96a8793ddcf40a596140a59bd837cf442bade71563f72137548251d88512ffaf5068

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    istox (0.1.157.9)
+    istox (0.2.3.pre.1)
       amazing_print
       awesome_print
       aws-sdk-sns (~> 1)
@@ -64,10 +64,10 @@ GEM
       i18n (>= 0.7, < 2)
       minitest (~> 5.1)
       tzinfo (~> 1.1)
-    amazing_print (1.2.1)
+    amazing_print (1.3.0)
     amq-protocol (2.3.2)
     arel (9.0.0)
-    awesome_print (1.8.0)
+    awesome_print (1.9.2)
     aws-eventstream (1.1.0)
     aws-partitions (1.318.0)
     aws-sdk-core (3.96.1)
@@ -86,7 +86,7 @@ GEM
     aws-xray-sdk (0.11.4)
       aws-sdk-xray (~> 1.4.0)
       multi_json (~> 1)
-    binding_of_caller (0.8.0)
+    binding_of_caller (1.0.0)
       debug_inspector (>= 0.0.1)
     builder (3.2.4)
     bullet (5.7.6)
@@ -99,8 +99,9 @@ GEM
     concurrent-ruby (1.1.6)
     crass (1.0.6)
     database_cleaner (1.6.2)
-    debug_inspector (0.0.3)
+    debug_inspector (1.1.0)
     diff-lcs (1.3)
+    e2mmap (0.1.0)
     erubi (1.9.0)
     exponential-backoff (0.0.4)
     factory_bot (4.8.2)
@@ -112,34 +113,40 @@ GEM
       i18n (~> 0.5)
     fakeredis (0.7.0)
       redis (>= 3.2, < 5.0)
-    faraday (1.0.1)
+    faraday (1.3.0)
+      faraday-net_http (~> 1.0)
       multipart-post (>= 1.2, < 3)
+      ruby2_keywords
+    faraday-net_http (1.0.1)
     faraday_middleware (1.0.0)
       faraday (~> 1.0)
-    ffi (1.13.1)
+    ffi (1.15.0)
     globalid (0.4.2)
       activesupport (>= 4.2.0)
-    google-protobuf (3.13.0-universal-darwin)
-    googleapis-common-protos-types (1.0.5)
-      google-protobuf (~> 3.11)
-    graphlient (0.4.0)
+    google-protobuf (3.15.6-universal-darwin)
+    googleapis-common-protos-types (1.0.6)
+      google-protobuf (~> 3.14)
+    graphlient (0.5.0)
       faraday (>= 1.0)
       faraday_middleware
       graphql-client
-    graphql (1.11.4)
+    graphql (1.12.6)
     graphql-client (0.16.0)
       activesupport (>= 3.0)
       graphql (~> 1.8)
-    grpc (1.32.0-universal-darwin)
-      google-protobuf (~> 3.13)
+    grpc (1.36.0-universal-darwin)
+      google-protobuf (~> 3.14)
       googleapis-common-protos-types (~> 1.0)
-    grpc-tools (1.32.0)
-    gruf (2.8.1)
+    grpc-tools (1.36.0)
+    gruf (2.9.1)
       activesupport (> 4)
       concurrent-ruby (> 1)
+      e2mmap (~> 0.1)
       grpc (~> 1.10)
       grpc-tools (~> 1.10)
+      json (>= 2.3)
       slop (~> 4.6)
+      thwait (~> 0.1)
     hashie (3.5.7)
     i18n (0.9.5)
       concurrent-ruby (~> 1.0)
@@ -150,6 +157,7 @@ GEM
       grpc-tools (~> 1.10)
       slop (~> 4.6)
     jmespath (1.4.0)
+    json (2.5.1)
     listen (3.0.8)
       rb-fsevent (~> 0.9, >= 0.9.4)
       rb-inotify (~> 0.9, >= 0.9.7)
@@ -170,11 +178,11 @@ GEM
     nio4r (2.3.1)
     nokogiri (1.10.9)
       mini_portile2 (~> 2.4.0)
-    oj (3.10.14)
-    ougai (1.8.5)
+    oj (3.11.3)
+    ougai (2.0.0)
       oj (~> 3.10)
-    paranoia (2.4.2)
-      activerecord (>= 4.0, < 6.1)
+    paranoia (2.4.3)
+      activerecord (>= 4.0, < 6.2)
     pry (0.12.2)
       coderay (~> 1.1.0)
       method_source (~> 0.9.0)
@@ -222,7 +230,7 @@ GEM
     redis-activesupport (5.2.0)
       activesupport (>= 3, < 7)
       redis-store (>= 1.3, < 2)
-    redis-namespace (1.8.0)
+    redis-namespace (1.8.1)
       redis (>= 3.0.4)
     redis-rack (2.1.3)
       rack (>= 2.0.8, < 3)
@@ -254,6 +262,7 @@ GEM
       rspec-mocks (~> 3.8.0)
       rspec-support (~> 3.8.0)
     rspec-support (3.8.0)
+    ruby2_keywords (0.0.4)
     slop (4.8.2)
     sprockets (3.7.2)
       concurrent-ruby (~> 1.0)
@@ -265,11 +274,13 @@ GEM
     sqlite3 (1.3.13)
     thor (0.20.3)
     thread_safe (0.3.6)
+    thwait (0.2.0)
+      e2mmap
     timecop (0.9.1)
     tzinfo (1.2.6)
       thread_safe (~> 0.1)
     uniform_notifier (1.11.0)
-    vault (0.15.0)
+    vault (0.16.0)
       aws-sigv4
     websocket-driver (0.7.0)
       websocket-extensions (>= 0.1.0)

data/lib/istox/helpers/messaging.rb

@@ -23,7 +23,7 @@ module Istox
             type: 'SEND_SMS',
             data: {
               to: targets,
-              subject: subject || 'Message from iSTOX',
+              subject: subject || 'Message from ADDX',
               body: content
             }
           }
@@ -93,6 +93,7 @@ module Istox
       # sample template data, it should be an array
       # [{
       #    email: email,
+      #    sid: xxxxx,
       #    istoxP1: auth.first_name,
       #    <more other sample template attributes>: <other sample template data>,
       # }]
@@ -137,7 +138,8 @@ module Istox
             else
               # if it is a object hash
               # {
-              #     email: xxxx
+              #     email: xxxx,
+              #     sid: xxxx,
               #     params: {
               #       istoxP1: xxxx,
               #       istoxP2: xxxx
@@ -146,7 +148,8 @@ module Istox
               next unless ce[:email].present?
 
               copy_email_data[:email] = ce[:email]
-              copy_email_data = copy_email_data.merge(ce[:params])
+              copy_email_data[:sid] = ce[:sid]
+              copy_email_data = copy_email_data.merge(ce[:params]) if ce[:params].present?
             end
 
             copy_email_data.delete(:copy_emails)

data/lib/istox/helpers/sns_publisher.rb

@@ -14,12 +14,16 @@ module Istox
 
         message = JSON.generate(message) unless message.is_a? String
 
-        sns_client.publish(topic_arn: topic_arn || ENV.fetch('SNS_CLIENT_TOPIC', ''), message: message)
+        topic = topic_arn || ENV.fetch('SNS_CLIENT_TOPIC', '')
+
+        log.info("Publishing SNS to topic: #{topic} with message: #{message}")
+
+        sns_client.publish(topic_arn: topic, message: message)
 
         log.info('Publish to SNS successfully.')
       rescue StandardError => e
-        log.fatal 'Unable to publish SNS message.'
-        log.fatal(e)
+        log.info 'Unable to publish SNS message.'
+        log.info(e)
         log.info('Failed to publish SNS, ignoring...') unless throw_exception
 
         raise e if throw_exception

data/lib/istox/quant/bond.rb

@@ -73,6 +73,11 @@ module Istox
       end
 
       def ytm(date, ex_coupon_date: nil, price: 100, fees: 0, approximation_error: DEFAULT_APPROXIMATION_ERROR)
+        if !is_zero_coupon? && price == @face_value && date <= @start_date
+          # for non zero coupon bond, if price is face value and date is at or before start date
+          # YTM is simply the coupon rate
+          return @coupon
+        end
         ytm_down, ytm_up = ytm_limits(price, date, ex_coupon_date: ex_coupon_date, fees: fees)
         approximate_ytm(ytm_down, ytm_up, price, date, ex_coupon_date: ex_coupon_date, fees: fees, approximation_error: approximation_error)
       end
@@ -185,7 +190,7 @@ module Istox
           if @pay_accrued_interest
             # accrued interest + face value discounted to the current date
             discounted_accrued_interest = 0
-            if ex_coupon_date.nil? || ex_coupon_date == @maturity_date
+            if ex_coupon_date.nil? || date < ex_coupon_date
               discounted_accrued_interest = @coupon*@face_value*accrued_interest_factor*discount_factor
             end
             discounted_face_value = @face_value*discount_factor
@@ -193,7 +198,7 @@ module Istox
             return price
           else
             discounted_last_coupon = 0
-            if ex_coupon_date.nil? || ex_coupon_date == @maturity_date
+            if ex_coupon_date.nil? || date < ex_coupon_date
               discounted_last_coupon = @coupon*@face_value/@coupon_frequency*discount_factor
             end
             discounted_face_value = @face_value*discount_factor
@@ -292,6 +297,8 @@ module Istox
             previous_coupon_date = @coupon_payment_dates.last
           end
         end
+
+        return previous_coupon_date
       end
 
       def first_coupon_factor

data/lib/istox/version.rb

@@ -1,3 +1,3 @@
 module Istox
-  VERSION = '0.2.3'.freeze
+  VERSION = '0.2.5.2'.freeze
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.2.3
+  version: 0.2.5.2
 platform: ruby
 authors:
 - Siong Leng
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2021-03-30 00:00:00.000000000 Z
+date: 2021-05-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: amazing_print