istox 0.2.3 → 0.2.6.pre.0
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- checksums.yaml +4 -4
- data/Gemfile.lock +23 -12
- data/lib/istox/helpers/messaging.rb +5 -2
- data/lib/istox/helpers/redis_manager.rb +8 -0
- data/lib/istox/quant/bond.rb +9 -2
- data/lib/istox/version.rb +1 -1
- metadata +8 -8
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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|
1
1
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---
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2
2
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SHA256:
|
3
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-
metadata.gz:
|
4
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-
data.tar.gz:
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3
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+
metadata.gz: e8961398a3a359f60a4df90adea1f6d1578cafde68a8be2cf496afba08fc069d
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4
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+
data.tar.gz: ab96f1d839238cb29019adf29137823ea670b23c23b0d86201da08cecc80dacc
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
|
6
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+
metadata.gz: 1b4e009fad77eaa93910e5ffdc43888bbb3aa11da46caa3855736acaebaf548db141a7b0a8d0b48002ea6ddbe355bea69e5fbfffa29e19b53f8ddfbdbeff8a66
|
7
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+
data.tar.gz: 275a41eb82bd672f0a376a099a6d64670bd336215c46be6384f6f32f7d528975c3af301af8ec588343dcdc1531f5d80a3d351572215761134e2c403eb00a7723
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data/Gemfile.lock
CHANGED
@@ -1,7 +1,7 @@
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1
1
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PATH
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2
2
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remote: .
|
3
3
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specs:
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4
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-
istox (0.
|
4
|
+
istox (0.2.6.pre.0)
|
5
5
|
amazing_print
|
6
6
|
awesome_print
|
7
7
|
aws-sdk-sns (~> 1)
|
@@ -64,7 +64,7 @@ GEM
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64
64
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i18n (>= 0.7, < 2)
|
65
65
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minitest (~> 5.1)
|
66
66
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tzinfo (~> 1.1)
|
67
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-
amazing_print (1.
|
67
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+
amazing_print (1.3.0)
|
68
68
|
amq-protocol (2.3.2)
|
69
69
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arel (9.0.0)
|
70
70
|
awesome_print (1.8.0)
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@@ -86,7 +86,7 @@ GEM
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86
86
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aws-xray-sdk (0.11.4)
|
87
87
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aws-sdk-xray (~> 1.4.0)
|
88
88
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multi_json (~> 1)
|
89
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-
binding_of_caller (0.
|
89
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+
binding_of_caller (1.0.0)
|
90
90
|
debug_inspector (>= 0.0.1)
|
91
91
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builder (3.2.4)
|
92
92
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bullet (5.7.6)
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@@ -99,8 +99,9 @@ GEM
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|
99
99
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concurrent-ruby (1.1.6)
|
100
100
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crass (1.0.6)
|
101
101
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database_cleaner (1.6.2)
|
102
|
-
debug_inspector (
|
102
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+
debug_inspector (1.1.0)
|
103
103
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diff-lcs (1.3)
|
104
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+
e2mmap (0.1.0)
|
104
105
|
erubi (1.9.0)
|
105
106
|
exponential-backoff (0.0.4)
|
106
107
|
factory_bot (4.8.2)
|
@@ -112,21 +113,24 @@ GEM
|
|
112
113
|
i18n (~> 0.5)
|
113
114
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fakeredis (0.7.0)
|
114
115
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redis (>= 3.2, < 5.0)
|
115
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-
faraday (1.0
|
116
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+
faraday (1.3.0)
|
117
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+
faraday-net_http (~> 1.0)
|
116
118
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multipart-post (>= 1.2, < 3)
|
119
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+
ruby2_keywords
|
120
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+
faraday-net_http (1.0.1)
|
117
121
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faraday_middleware (1.0.0)
|
118
122
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faraday (~> 1.0)
|
119
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-
ffi (1.
|
123
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+
ffi (1.15.0)
|
120
124
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globalid (0.4.2)
|
121
125
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activesupport (>= 4.2.0)
|
122
126
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google-protobuf (3.13.0-universal-darwin)
|
123
127
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googleapis-common-protos-types (1.0.5)
|
124
128
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google-protobuf (~> 3.11)
|
125
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-
graphlient (0.
|
129
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+
graphlient (0.5.0)
|
126
130
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faraday (>= 1.0)
|
127
131
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faraday_middleware
|
128
132
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graphql-client
|
129
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-
graphql (1.11.
|
133
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+
graphql (1.11.5)
|
130
134
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graphql-client (0.16.0)
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131
135
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activesupport (>= 3.0)
|
132
136
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graphql (~> 1.8)
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@@ -134,12 +138,15 @@ GEM
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134
138
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google-protobuf (~> 3.13)
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135
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googleapis-common-protos-types (~> 1.0)
|
136
140
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grpc-tools (1.32.0)
|
137
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-
gruf (2.
|
141
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+
gruf (2.9.1)
|
138
142
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activesupport (> 4)
|
139
143
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concurrent-ruby (> 1)
|
144
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+
e2mmap (~> 0.1)
|
140
145
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grpc (~> 1.10)
|
141
146
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grpc-tools (~> 1.10)
|
147
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+
json (>= 2.3)
|
142
148
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slop (~> 4.6)
|
149
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+
thwait (~> 0.1)
|
143
150
|
hashie (3.5.7)
|
144
151
|
i18n (0.9.5)
|
145
152
|
concurrent-ruby (~> 1.0)
|
@@ -150,6 +157,7 @@ GEM
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|
150
157
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grpc-tools (~> 1.10)
|
151
158
|
slop (~> 4.6)
|
152
159
|
jmespath (1.4.0)
|
160
|
+
json (2.3.1)
|
153
161
|
listen (3.0.8)
|
154
162
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rb-fsevent (~> 0.9, >= 0.9.4)
|
155
163
|
rb-inotify (~> 0.9, >= 0.9.7)
|
@@ -173,8 +181,8 @@ GEM
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173
181
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oj (3.10.14)
|
174
182
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ougai (1.8.5)
|
175
183
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oj (~> 3.10)
|
176
|
-
paranoia (2.4.
|
177
|
-
activerecord (>= 4.0, < 6.
|
184
|
+
paranoia (2.4.3)
|
185
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+
activerecord (>= 4.0, < 6.2)
|
178
186
|
pry (0.12.2)
|
179
187
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coderay (~> 1.1.0)
|
180
188
|
method_source (~> 0.9.0)
|
@@ -254,6 +262,7 @@ GEM
|
|
254
262
|
rspec-mocks (~> 3.8.0)
|
255
263
|
rspec-support (~> 3.8.0)
|
256
264
|
rspec-support (3.8.0)
|
265
|
+
ruby2_keywords (0.0.2)
|
257
266
|
slop (4.8.2)
|
258
267
|
sprockets (3.7.2)
|
259
268
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concurrent-ruby (~> 1.0)
|
@@ -265,11 +274,13 @@ GEM
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265
274
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sqlite3 (1.3.13)
|
266
275
|
thor (0.20.3)
|
267
276
|
thread_safe (0.3.6)
|
277
|
+
thwait (0.2.0)
|
278
|
+
e2mmap
|
268
279
|
timecop (0.9.1)
|
269
280
|
tzinfo (1.2.6)
|
270
281
|
thread_safe (~> 0.1)
|
271
282
|
uniform_notifier (1.11.0)
|
272
|
-
vault (0.
|
283
|
+
vault (0.16.0)
|
273
284
|
aws-sigv4
|
274
285
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websocket-driver (0.7.0)
|
275
286
|
websocket-extensions (>= 0.1.0)
|
@@ -93,6 +93,7 @@ module Istox
|
|
93
93
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# sample template data, it should be an array
|
94
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# [{
|
95
95
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# email: email,
|
96
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+
# sid: xxxxx,
|
96
97
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# istoxP1: auth.first_name,
|
97
98
|
# <more other sample template attributes>: <other sample template data>,
|
98
99
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# }]
|
@@ -137,7 +138,8 @@ module Istox
|
|
137
138
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else
|
138
139
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# if it is a object hash
|
139
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# {
|
140
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-
# email: xxxx
|
141
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+
# email: xxxx,
|
142
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+
# sid: xxxx,
|
141
143
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# params: {
|
142
144
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# istoxP1: xxxx,
|
143
145
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# istoxP2: xxxx
|
@@ -146,7 +148,8 @@ module Istox
|
|
146
148
|
next unless ce[:email].present?
|
147
149
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|
148
150
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copy_email_data[:email] = ce[:email]
|
149
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-
copy_email_data =
|
151
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+
copy_email_data[:sid] = ce[:sid]
|
152
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+
copy_email_data = copy_email_data.merge(ce[:params]) if ce[:params].present?
|
150
153
|
end
|
151
154
|
|
152
155
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copy_email_data.delete(:copy_emails)
|
data/lib/istox/quant/bond.rb
CHANGED
@@ -73,6 +73,11 @@ module Istox
|
|
73
73
|
end
|
74
74
|
|
75
75
|
def ytm(date, ex_coupon_date: nil, price: 100, fees: 0, approximation_error: DEFAULT_APPROXIMATION_ERROR)
|
76
|
+
if !is_zero_coupon? && price == @face_value && date <= @start_date
|
77
|
+
# for non zero coupon bond, if price is face value and date is at or before start date
|
78
|
+
# YTM is simply the coupon rate
|
79
|
+
return @coupon
|
80
|
+
end
|
76
81
|
ytm_down, ytm_up = ytm_limits(price, date, ex_coupon_date: ex_coupon_date, fees: fees)
|
77
82
|
approximate_ytm(ytm_down, ytm_up, price, date, ex_coupon_date: ex_coupon_date, fees: fees, approximation_error: approximation_error)
|
78
83
|
end
|
@@ -185,7 +190,7 @@ module Istox
|
|
185
190
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if @pay_accrued_interest
|
186
191
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# accrued interest + face value discounted to the current date
|
187
192
|
discounted_accrued_interest = 0
|
188
|
-
if ex_coupon_date.nil? ||
|
193
|
+
if ex_coupon_date.nil? || date < ex_coupon_date
|
189
194
|
discounted_accrued_interest = @coupon*@face_value*accrued_interest_factor*discount_factor
|
190
195
|
end
|
191
196
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discounted_face_value = @face_value*discount_factor
|
@@ -193,7 +198,7 @@ module Istox
|
|
193
198
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return price
|
194
199
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else
|
195
200
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discounted_last_coupon = 0
|
196
|
-
if ex_coupon_date.nil? ||
|
201
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+
if ex_coupon_date.nil? || date < ex_coupon_date
|
197
202
|
discounted_last_coupon = @coupon*@face_value/@coupon_frequency*discount_factor
|
198
203
|
end
|
199
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discounted_face_value = @face_value*discount_factor
|
@@ -292,6 +297,8 @@ module Istox
|
|
292
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previous_coupon_date = @coupon_payment_dates.last
|
293
298
|
end
|
294
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end
|
300
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+
|
301
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+
return previous_coupon_date
|
295
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|
end
|
296
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|
297
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def first_coupon_factor
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data/lib/istox/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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1
1
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--- !ruby/object:Gem::Specification
|
2
2
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name: istox
|
3
3
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version: !ruby/object:Gem::Version
|
4
|
-
version: 0.2.
|
4
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+
version: 0.2.6.pre.0
|
5
5
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platform: ruby
|
6
6
|
authors:
|
7
7
|
- Siong Leng
|
8
|
-
autorequire:
|
8
|
+
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-
|
11
|
+
date: 2021-04-29 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: amazing_print
|
@@ -531,7 +531,7 @@ files:
|
|
531
531
|
homepage: http://www.abc.com
|
532
532
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licenses: []
|
533
533
|
metadata: {}
|
534
|
-
post_install_message:
|
534
|
+
post_install_message:
|
535
535
|
rdoc_options: []
|
536
536
|
require_paths:
|
537
537
|
- lib
|
@@ -542,12 +542,12 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
542
542
|
version: '0'
|
543
543
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
544
544
|
requirements:
|
545
|
-
- - "
|
545
|
+
- - ">"
|
546
546
|
- !ruby/object:Gem::Version
|
547
|
-
version:
|
547
|
+
version: 1.3.1
|
548
548
|
requirements: []
|
549
|
-
rubygems_version: 3.0.
|
550
|
-
signing_key:
|
549
|
+
rubygems_version: 3.0.8
|
550
|
+
signing_key:
|
551
551
|
specification_version: 4
|
552
552
|
summary: istox backend shared gem
|
553
553
|
test_files: []
|