Merge pull request #23 from spacious-team/develop

Релиз 2021.11
spacious-team · Dec 29, 2021 · f34fec5 · f34fec5
2 parents b43bb6f + 22d3bea
commit f34fec5
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Showing 15 changed files with 112 additions and 92 deletions.
diff --git a/pom.xml b/pom.xml
@@ -73,7 +73,7 @@
         <dependency>
             <groupId>org.projectlombok</groupId>
             <artifactId>lombok</artifactId>
-            <version>1.18.18</version>
+            <version>1.18.22</version>
             <scope>provided</scope>
             <optional>true</optional>
         </dependency>
@@ -86,13 +86,13 @@
         <dependency>
             <groupId>com.fasterxml.jackson.core</groupId>
             <artifactId>jackson-databind</artifactId>
-            <version>2.11.0</version>
+            <version>2.13.1</version>
             <scope>provided</scope>
         </dependency>
         <dependency>
             <groupId>io.swagger.core.v3</groupId>
             <artifactId>swagger-annotations</artifactId>
-            <version>2.1.6</version>
+            <version>2.1.11</version>
             <scope>provided</scope>
         </dependency>
     </dependencies>

diff --git a/src/main/java/org/spacious_team/broker/pojo/Security.java b/src/main/java/org/spacious_team/broker/pojo/Security.java
@@ -36,18 +36,20 @@
 @EqualsAndHashCode(cacheStrategy = LAZY)
 @Schema(name = "Инструмент", description = "Акция, облигация, валютная пара, фьючерс или опцион")
 public class Security {
-    // update to nullable after change to Integer
+    //@Nullable // autoincrement
+    @Schema(description = "Внутренний идентификатор инструмента", example = "123", required = true)
+    private final Integer id;
+
     @NotNull
-    @Schema(description = "Внутренний идентификатор инструмента (для акций и облигаций - ISIN, валютный пары и срочных контрактов - название)",
-            example = "NL0009805522, USDRUB_TOM или Si-12.21", required = true)
-    private final String id;
+    @Schema(description = "Тип ценной бумаги", example = "STOCK", required = true)
+    private final SecurityType type;
 
     //@Nullable
     @Schema(description = "ISIN акций и облигаций (опционально)", example = "NL0009805522", nullable = true)
     private final String isin;
 
     //@Nullable
-    @Schema(description = "Тикер (опционально)", example = "YNDX", nullable = true)
+    @Schema(description = "Тикер (опционально)", example = "YNDX, USDRUB_TOM или Si-12.21", nullable = true)
     private final String ticker;
 
     //@Nullable

diff --git a/src/main/java/org/spacious_team/broker/pojo/SecurityDescription.java b/src/main/java/org/spacious_team/broker/pojo/SecurityDescription.java
@@ -37,8 +37,8 @@
 @Schema(name = "Свойства инструмента", description = "Информация об инструменте")
 public class SecurityDescription {
     @NotNull
-    @Schema(description = "Внутренний идентификатор инструмента", example = "NL0009805522, USDRUB_TOM или Si-12.21", required = true)
-    private final String security;
+    @Schema(description = "Внутренний идентификатор инструмента", example = "123", required = true)
+    private final int security;
 
     //@Nullable
     @Schema(description = "Сектор экономики (опционально)", example = "Финансы", nullable = true)

diff --git a/src/main/java/org/spacious_team/broker/pojo/SecurityEventCashFlow.java b/src/main/java/org/spacious_team/broker/pojo/SecurityEventCashFlow.java
@@ -54,8 +54,8 @@ public class SecurityEventCashFlow {
     private final Instant timestamp;
 
     @NotNull
-    @Schema(description = "Инструмент", example = "NL0009805522", required = true)
-    private final String security;
+    @Schema(description = "Инструмент", example = "123", required = true)
+    private final int security;
 
     @NotNull
     @Schema(description = "Количество бумаг (контрактов)", example = "10", required = true)
@@ -81,7 +81,7 @@ public static boolean checkEquality(SecurityEventCashFlow cash1, SecurityEventCa
         return cash1.getPortfolio().equals(cash2.getPortfolio()) &&
                 cash1.getTimestamp().equals(cash2.getTimestamp()) &&
                 cash1.getEventType().equals(cash2.getEventType()) &&
-                cash1.getSecurity().equals(cash2.getSecurity());
+                cash1.getSecurity() == cash2.getSecurity();
     }
 
     /**

diff --git a/src/main/java/org/spacious_team/broker/pojo/SecurityQuote.java b/src/main/java/org/spacious_team/broker/pojo/SecurityQuote.java
@@ -47,8 +47,8 @@ public class SecurityQuote {
     private final Integer id;
 
     @NotNull
-    @Schema(description = "Инструмент", example = "NL0009805522", required = true)
-    private final String security;
+    @Schema(description = "Инструмент", example = "123", required = true)
+    private final int security;
 
     @NotNull
     @Schema(description = "Время", example = "2021-01-01T19:00:00+03:00", required = true)
@@ -78,16 +78,13 @@ public class SecurityQuote {
      */
     @JsonIgnore
     @Schema(hidden = true)
-    public BigDecimal getCleanPriceInCurrency() {
-        SecurityType type = SecurityType.getSecurityType(security);
-        if (type == DERIVATIVE) {
-            return price;
+    public BigDecimal getCleanPriceInCurrency(boolean isDerivative) {
+        if (isDerivative) {
+            return price; // for future and option always use price, also in case of price == null
+        } else if (price == null && accruedInterest == null) {
+            return quote; // for stocks, currency pairs, asset
         } else {
-            if (price == null && accruedInterest == null) {
-                return quote; // for stocks, currency pairs, asset
-            } else {
-                return price; // for bonds
-            }
+            return price; // for bonds
         }
     }
 
@@ -96,8 +93,8 @@ public BigDecimal getCleanPriceInCurrency() {
      */
     @JsonIgnore
     @Schema(hidden = true)
-    public BigDecimal getDirtyPriceInCurrency() {
-        BigDecimal cleanPrice = getCleanPriceInCurrency();
+    public BigDecimal getDirtyPriceInCurrency(boolean isDerivative) {
+        BigDecimal cleanPrice = getCleanPriceInCurrency(isDerivative);
         return (cleanPrice == null || accruedInterest == null) ? cleanPrice : cleanPrice.add(accruedInterest);
     }
 }
diff --git a/src/main/java/org/spacious_team/broker/pojo/SecurityType.java b/src/main/java/org/spacious_team/broker/pojo/SecurityType.java
@@ -26,32 +26,14 @@ public enum SecurityType {
 
     STOCK("акция"),
     BOND("облигация"),
-    STOCK_OR_BOND("акция/облигация"), // нельзя сказать точно акция или облигация
+    STOCK_OR_BOND("акция/облигация"), // not exactly known: STOCK or BOND
     DERIVATIVE("срочный контракт"),
-    CURRENCY_PAIR("валюта"),
+    CURRENCY_PAIR("валютная пара"),
     ASSET("произвольный актив");
 
-    public static final String ASSET_PREFIX = "ASSET:";
     @Getter
     private final String description;
 
-    public static SecurityType getSecurityType(Security security) {
-        return getSecurityType(security.getId());
-    }
-
-    public static SecurityType getSecurityType(String security) {
-        int length = security.length();
-        if (length == 12 && security.indexOf('-') == -1) {
-            return STOCK_OR_BOND;
-        } else if (length == 6 || (length > 7 && security.charAt(6) == '_')) { // USDRUB_TOM or USDRUB_TOD or USDRUB
-            return CURRENCY_PAIR;
-        } else if (security.startsWith(ASSET_PREFIX)) {
-            return ASSET;
-        }
-        // фьючерс всегда с дефисом, например Si-12.21, опцион может быть MXI-6.21M170621CA3000 или MM3000BF1
-        return DERIVATIVE;
-    }
-
     /**
      * Returns currency pairs, for example USDRUB, EURRUB
      */
@@ -63,4 +45,12 @@ public static String getCurrencyPair(String contract) {
     public boolean isStockOrBond() {
         return this == STOCK || this == BOND || this == STOCK_OR_BOND;
     }
+
+    public boolean isStock() {
+        return this == STOCK || this == STOCK_OR_BOND;
+    }
+
+    public boolean isBond() {
+        return this == BOND || this == STOCK_OR_BOND;
+    }
 }
diff --git a/src/main/java/org/spacious_team/broker/pojo/Transaction.java b/src/main/java/org/spacious_team/broker/pojo/Transaction.java
@@ -52,8 +52,8 @@ public class Transaction {
     private final String portfolio;
 
     @NotNull
-    @Schema(description = "Инструмент", example = "NL0009805522", required = true)
-    private final String security;
+    @Schema(description = "Инструмент", example = "123", required = true)
+    private final int security;
 
     @NotNull
     @Schema(description = "Время сделки", example = "2021-01-23T12:00:00+03:00", required = true)

diff --git a/src/main/java/org/spacious_team/broker/pojo/TransactionCashFlow.java b/src/main/java/org/spacious_team/broker/pojo/TransactionCashFlow.java
@@ -46,7 +46,7 @@ public class TransactionCashFlow {
     @NotNull
     @JsonProperty("transaction-id")
     @Schema(description = "Внутренний идентификатор сделки", example = "123", required = true)
-    private final Integer transactionId;
+    private final int transactionId;
 
     @NotNull
     @JsonProperty("event-type")

diff --git a/src/main/java/org/spacious_team/broker/report_parser/api/AbstractBrokerReportFactory.java b/src/main/java/org/spacious_team/broker/report_parser/api/AbstractBrokerReportFactory.java
@@ -29,8 +29,8 @@ public abstract class AbstractBrokerReportFactory implements BrokerReportFactory
     /**
      * @param expectedFileNamePattern used for fast report check without input stream reading
      */
-    protected boolean canCreate(Pattern expectedFileNamePattern, String excelFileName, InputStream is) {
-        return expectedFileNamePattern.matcher(excelFileName).matches();
+    protected boolean canCreate(Pattern expectedFileNamePattern, String fileName, InputStream is) {
+        return expectedFileNamePattern.matcher(fileName).matches();
     }
 
     /**
@@ -40,7 +40,7 @@ protected boolean canCreate(Pattern expectedFileNamePattern, String excelFileNam
      * @return broker report if can parse or null
      * @throws IllegalArgumentException if InputStream is not supports mark
      */
-    protected BrokerReport create(String excelFileName,
+    protected BrokerReport create(String fileName,
                                   InputStream is,
                                   BiFunction<String, InputStream, BrokerReport> brokerReportProvider) {
         if (!is.markSupported()) {
@@ -50,7 +50,7 @@ protected BrokerReport create(String excelFileName,
         is.mark(Integer.MAX_VALUE);
         Exception exception = null;
         try {
-            return brokerReportProvider.apply(excelFileName, is);
+            return brokerReportProvider.apply(fileName, is);
         } catch (Exception e) {
             exception = e;
             return null;

diff --git a/src/main/java/org/spacious_team/broker/report_parser/api/AbstractTransaction.java b/src/main/java/org/spacious_team/broker/report_parser/api/AbstractTransaction.java
@@ -35,15 +35,15 @@
 import static lombok.EqualsAndHashCode.CacheStrategy.LAZY;
 
 @Getter
-@SuperBuilder
+@SuperBuilder(toBuilder = true)
 @ToString
 @EqualsAndHashCode(cacheStrategy = LAZY)
 public abstract class AbstractTransaction {
     protected static final BigDecimal minValue = BigDecimal.valueOf(0.01);
     protected final Integer id;
     protected final String tradeId;
     protected final String portfolio;
-    protected final String security;
+    protected final int security;
     protected final Instant timestamp;
     protected final int count;
     protected final BigDecimal value; // стоиомсть в валюце цены
@@ -92,4 +92,6 @@ protected Optional<TransactionCashFlow> getCommissionCashFlow() {
         }
         return Optional.empty();
     }
+
+    public abstract AbstractTransactionBuilder<? extends AbstractTransaction, ? extends AbstractTransactionBuilder<?, ?>> toBuilder();
 }
diff --git a/src/main/java/org/spacious_team/broker/report_parser/api/BrokerReportFactory.java b/src/main/java/org/spacious_team/broker/report_parser/api/BrokerReportFactory.java
@@ -28,15 +28,15 @@ public interface BrokerReportFactory {
      * @return false when can't parse, true when parsing maybe possible
      * @throws IllegalArgumentException if InputStream is not supports mark
      */
-    boolean canCreate(String excelFileName, InputStream is);
+    boolean canCreate(String fileName, InputStream is);
 
     /**
      * Checks input stream and returns broker report if can, otherwise reset input stream mark to original position
      * and returns null
      * @return broker report if can parse or null
      * @throws IllegalArgumentException if InputStream is not supports mark
      */
-    BrokerReport create(String excelFileName, InputStream is);
+    BrokerReport create(String fileName, InputStream is);
 
     String getBrokerName();
 }
diff --git a/src/main/java/org/spacious_team/broker/report_parser/api/DerivativeTransaction.java b/src/main/java/org/spacious_team/broker/report_parser/api/DerivativeTransaction.java
@@ -33,7 +33,7 @@
 import static lombok.EqualsAndHashCode.CacheStrategy.LAZY;
 
 @Getter
-@SuperBuilder
+@SuperBuilder(toBuilder = true)
 @ToString(callSuper = true)
 @EqualsAndHashCode(callSuper = true, cacheStrategy = LAZY)
 public class DerivativeTransaction extends AbstractTransaction {

diff --git a/src/main/java/org/spacious_team/broker/report_parser/api/ForeignExchangeTransaction.java b/src/main/java/org/spacious_team/broker/report_parser/api/ForeignExchangeTransaction.java
@@ -24,7 +24,7 @@
 
 import static lombok.EqualsAndHashCode.CacheStrategy.LAZY;
 
-@SuperBuilder
+@SuperBuilder(toBuilder = true)
 @ToString(callSuper = true)
 @EqualsAndHashCode(callSuper = true, cacheStrategy = LAZY)
 public class ForeignExchangeTransaction extends AbstractTransaction {

diff --git a/src/main/java/org/spacious_team/broker/report_parser/api/SecurityTransaction.java b/src/main/java/org/spacious_team/broker/report_parser/api/SecurityTransaction.java
@@ -33,7 +33,7 @@
 import static lombok.EqualsAndHashCode.CacheStrategy.LAZY;
 
 @Getter
-@SuperBuilder
+@SuperBuilder(toBuilder = true)
 @ToString(callSuper = true)
 @EqualsAndHashCode(callSuper = true, cacheStrategy = LAZY)
 public class SecurityTransaction extends AbstractTransaction {