istox 0.2.3 → 0.2.6.pre.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 3aa5c0d11cb873cfd398db44b8f4a139baf6668bf04f578db3091cb049b7d89f
-  data.tar.gz: '02109c5b9c3cb01c288d757cef841357f79cc36186d4245f624a619dbb984489'
+  metadata.gz: e8961398a3a359f60a4df90adea1f6d1578cafde68a8be2cf496afba08fc069d
+  data.tar.gz: ab96f1d839238cb29019adf29137823ea670b23c23b0d86201da08cecc80dacc
 SHA512:
-  metadata.gz: bdfe781debfdb6c49ab24140562b55bff2e919090fb6e46c71b6e6dfecbb9607843379e0ac97e58edc26a0426527839494294bcb94703d80fc7a0102b244333a
-  data.tar.gz: 88b913cbd976f4d85e2e7a140e7fd3747dd42a5c8da83b2135796b20d3121619ed54b8a1f2040179aafd13ee03cae5646fd4c6634258854e2bfb522681dc649f
+  metadata.gz: 1b4e009fad77eaa93910e5ffdc43888bbb3aa11da46caa3855736acaebaf548db141a7b0a8d0b48002ea6ddbe355bea69e5fbfffa29e19b53f8ddfbdbeff8a66
+  data.tar.gz: 275a41eb82bd672f0a376a099a6d64670bd336215c46be6384f6f32f7d528975c3af301af8ec588343dcdc1531f5d80a3d351572215761134e2c403eb00a7723

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    istox (0.1.157.9)
+    istox (0.2.6.pre.0)
       amazing_print
       awesome_print
       aws-sdk-sns (~> 1)
@@ -64,7 +64,7 @@ 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)
@@ -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)
@@ -112,21 +113,24 @@ 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)
+    graphlient (0.5.0)
       faraday (>= 1.0)
       faraday_middleware
       graphql-client
-    graphql (1.11.4)
+    graphql (1.11.5)
     graphql-client (0.16.0)
       activesupport (>= 3.0)
       graphql (~> 1.8)
@@ -134,12 +138,15 @@ GEM
       google-protobuf (~> 3.13)
       googleapis-common-protos-types (~> 1.0)
     grpc-tools (1.32.0)
-    gruf (2.8.1)
+    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 (2.3.1)
     listen (3.0.8)
       rb-fsevent (~> 0.9, >= 0.9.4)
       rb-inotify (~> 0.9, >= 0.9.7)
@@ -173,8 +181,8 @@ GEM
     oj (3.10.14)
     ougai (1.8.5)
       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)
@@ -254,6 +262,7 @@ GEM
       rspec-mocks (~> 3.8.0)
       rspec-support (~> 3.8.0)
     rspec-support (3.8.0)
+    ruby2_keywords (0.0.2)
     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

@@ -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/redis_manager.rb

@@ -16,6 +16,14 @@ module Istox
           db: 6
         ))
       end
+
+      # for general redis cache
+      def redis
+        @redis ||= Redis::Namespace.new(:redis_cache, redis: Redis.new(
+          url: ENV['REDIS_URL'] || 'redis://127.0.0.1:16379',
+          db: 6
+        ))
+      end
     end
   end
 end

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 = '0.2.6-0'.freeze
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: istox
 version: !ruby/object:Gem::Version
-  version: 0.2.3
+  version: 0.2.6.pre.0
 platform: ruby
 authors:
 - Siong Leng
-autorequire: 
+autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-03-30 00:00:00.000000000 Z
+date: 2021-04-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: amazing_print
@@ -531,7 +531,7 @@ files:
 homepage: http://www.abc.com
 licenses: []
 metadata: {}
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -542,12 +542,12 @@ required_ruby_version: !ruby/object:Gem::Requirement
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
-  - - ">="
+  - - ">"
     - !ruby/object:Gem::Version
-      version: '0'
+      version: 1.3.1
 requirements: []
-rubygems_version: 3.0.6
-signing_key: 
+rubygems_version: 3.0.8
+signing_key:
 specification_version: 4
 summary: istox backend shared gem
 test_files: []