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Implement first CERTF schedule test case and fix ap-contracts test cases
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119 changes: 119 additions & 0 deletions
119
packages/actus-solidity/test/Engines/CERTF/TestCERTFSchedules.js
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,119 @@ | ||
| const CERTFEngine = artifacts.require('CERTFEngine.sol'); | ||
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| const { getTestCases, compareTestResults } = require('../../helper/tests'); | ||
| const { parseToTestEventCERTF, isoToUnix, unixToISO } = require('../../helper/parser'); | ||
| const { decodeEvent, sortEvents } = require('../../helper/schedule'); | ||
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| contract('CERTFEngine', () => { | ||
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| const computeEventScheduleSegment = async (terms, segmentStart, segmentEnd) => { | ||
| const schedule = []; | ||
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| schedule.push(... await this.CERTFEngineInstance.computeNonCyclicScheduleSegment( | ||
| terms, | ||
| segmentStart, | ||
| segmentEnd | ||
| )); | ||
| schedule.push(... await this.CERTFEngineInstance.computeCyclicScheduleSegment( | ||
| terms, | ||
| segmentStart, | ||
| segmentEnd, | ||
| 21 // CFD | ||
| )); | ||
| schedule.push(... await this.CERTFEngineInstance.computeCyclicScheduleSegment( | ||
| terms, | ||
| segmentStart, | ||
| segmentEnd, | ||
| 22 // CPD | ||
| )); | ||
| schedule.push(... await this.CERTFEngineInstance.computeCyclicScheduleSegment( | ||
| terms, | ||
| segmentStart, | ||
| segmentEnd, | ||
| 23 // RFD | ||
| )); | ||
| schedule.push(... await this.CERTFEngineInstance.computeCyclicScheduleSegment( | ||
| terms, | ||
| segmentStart, | ||
| segmentEnd, | ||
| 24 // RPD | ||
| )); | ||
| schedule.push(... await this.CERTFEngineInstance.computeCyclicScheduleSegment( | ||
| terms, | ||
| segmentStart, | ||
| segmentEnd, | ||
| 26 // XD | ||
| )); | ||
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| return sortEvents(schedule); | ||
| } | ||
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| before(async () => { | ||
| this.CERTFEngineInstance = await CERTFEngine.new(); | ||
| this.testCases = await getTestCases('CERTF'); | ||
| }); | ||
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| const evaluateEventSchedule = async (terms, dataObserved) => { | ||
| const initialState = await this.CERTFEngineInstance.computeInitialState(terms); | ||
| const schedule = await computeEventScheduleSegment( | ||
| terms, | ||
| terms.contractDealDate, | ||
| (terms.maturityDate > 0) ? terms.maturityDate : 1623448800 | ||
| ); | ||
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| const evaluatedSchedule = []; | ||
| let state = initialState; | ||
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| for (_event of schedule) { | ||
| const { eventType, scheduleTime } = decodeEvent(_event); | ||
| if (scheduleTime == 0) { break; } | ||
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| const eventTime = await this.CERTFEngineInstance.computeEventTimeForEvent( | ||
| _event, | ||
| terms.businessDayConvention, | ||
| terms.calendar, | ||
| terms.maturityDate | ||
| ); | ||
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| let externalData = '0'; | ||
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| if (eventType === 23) { | ||
| // logic which is implemented in BaseActor | ||
| const redemptionAmountIssueDate = Object.values(dataObserved[web3.utils.toAscii(terms.contractReference_1.object)]) | ||
| .find((value) => { | ||
| return String(isoToUnix(value.timestamp)) === terms.issueDate.toString() | ||
| }).value; | ||
| const redemptionAmountScheduleTime = Object.values(dataObserved[web3.utils.toAscii(terms.contractReference_1.object)]) | ||
| .find((value) => { | ||
| return String(isoToUnix(value.timestamp)) === scheduleTime.toString() | ||
| }).value; | ||
| externalData = web3.utils.toWei(String(Number(redemptionAmountScheduleTime) / Number(redemptionAmountIssueDate))); | ||
| } | ||
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| const payoff = await this.CERTFEngineInstance.computePayoffForEvent( | ||
| terms, | ||
| state, | ||
| _event, | ||
| web3.utils.toHex(externalData) | ||
| ); | ||
| const nextState = await this.CERTFEngineInstance.computeStateForEvent( | ||
| terms, | ||
| state, | ||
| _event, | ||
| web3.utils.padLeft(web3.utils.toHex(externalData), 64) | ||
| ); | ||
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| state = nextState; | ||
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| evaluatedSchedule.push(parseToTestEventCERTF(eventType, eventTime, payoff, state)); | ||
| } | ||
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| return evaluatedSchedule; | ||
| }; | ||
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| it('should yield the expected evaluated contract schedule for test CERTF_01', async () => { | ||
| const testDetails = this.testCases['CERTF_01']; | ||
| const evaluatedSchedule = await evaluateEventSchedule(testDetails['terms'], testDetails.externalData); | ||
| compareTestResults(evaluatedSchedule, testDetails['results']); | ||
| }); | ||
| }); |
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