EagleML Release Notes - February 7, 2023

Owned by Larry Ackerman
Last updated: Apr 05, 2024
4 min read

Enhancements

SDP-66545 Issuer organization Historical Data

There was not an option to load historical issuer data when there were no changes to the current data as the data is compared to the previous effective date by default. Client had a requirement to load issuer data for a historical data even when there were no changes to the data for reporting purpose.

The INSERT_ISSUER_ORG and UPDATE_ISSUER_ORGANIZATION procedures were updated by adding a flag - Tag 989 as well as panels /eagle/star/reference/pan-addissuer.htm and /eagle/star/reference/pan-qchgissuer.htm. EagleML support for the issuer organization panels and Stored Procedure were added. This item will be supported in core eagle release V17 R2.39 onward.

Files changed:
eagle_default/in/xml/include/xml-ref_issuerorganization.xml

SDP-70315 Generation of Processing Rules for Custom EDS resources was enhanced to allow optional suffix in schema name

The generate processing rule request- rdf meta convert- was improved to support the DBO suffix as optional for custom EDS resources.

The task parameter useCustomOwner was added to the rdf meta convert request. If the parameter useCustomOwner is set to Y, then the DBO suffix will be excluded.

Files changed:
eagledb_query_generator.py
rdf_outflow.py

SDP-69787 WRHSTRADEEXTRACT - Updated signage logic for list of fields

Signage Key and Conditions were adjusted for the following fields for event types: OPENFUTURE, OPENFUTURECANCEL, CLOSEFUTURE, CLOSEFUTURECANCEL, REVSPLIT and REVSPLITCANCEL.

NET_CASH - EagleML/WarehouseTransaction/warehouseTrade/netAmountLocal
and
TRADE_BASE_AMOUNT - EagleML/WarehouseTransaction/warehouseTrade/netAmountBase
are not 0 when CASH_EVENT_SPAWNED = 'N' and TRANS_CODE NOT IN ('MATURITY','MATURITYCANCEL','OPENFUTURE','OPENFUTURECANCEL','CLOSEFUTURE','CLOSEFUTURECANCEL').

PAR_OR_SHARES - EagleML/WarehouseTransaction/warehouseTrade/originalQuantity - for 350MTACTIONSNYREVSPLITN, 350MTACTIONLNYREVSPLITN, 450MTCANCELLYNREVSPLITCANCELN signage keys.

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_wrhs_trade_signage_logic.inc

SDP-69521 The validation of existing holdings for GenericSMF was updated to show a Warning instead of an Error

There is a predefined check to that prevents a security from being updated for key fields. By design if the PACE Holding exists for a Security record that is attempting to be updated, then the fields: Asset Currency - Tag 85, Quantity Type - Tag12, Price Multiplier Tag18 and Quantity Scale - Tag 19 may not be updated for this Security and the Error was shown.

The GenericSMF Inbound Interface was updated with new Processing Option to turn off Error and show a Warning in the case of existing PACE Holdings

Usage in incoming file:

<header> <objectType>GenericSMF</objectType> <processingOptions>DISABLE_HOLDINGS_EDITCHECK</processingOptions> </header>

Usage as global parameter:

<COL TAG="W_SEC_DISABLE_HOLDINGS_EDITCHECK" EXPRESSION="'Y'"/>

File changed:
eagle_default\in\xml\include\generic_smf_validations.inc

SDP-69518 Added 'Ignore' objectType for Accounting Cash

An 'Ignore' objectType for the Accounting Cash (eagle_ml-2-0_default_in_xml_acct_cash* stream) was added for when the below node is passed in the header section the record will be ignored. This is often implemented by clients who are unable to filter out data and allows the rows to be included and not processed.

<objectType>Ignore</objectType>

Files changed:
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-acct_cash.rsf

SDP-69328 Added load support for ytmMid and dvdYield12m in the GenericIssueAnalytic feed

Added load support for ytmMid and dvdYield12m GenericIssueAnalytic fields
in_ytm_mid NUMBER(38,12) YTM_MID 17817 ytmMid
in_dvd_yld_12m NUMBER(38,12) DVD_YLD_12M 17822 dvdYield12m

Files changed:
eagle/estar/tpe/dynamic/metadata/bind/eagleml_ref_genericissueanalytic.xml
eagle/estar/tpe/dynamic/msgcenter/eagle_default/in/xml/xml-ref_genericissueanalytic.xml

SDP-68615 Parameters added into insert/update includes for the MultilegSMF

When loading SMF data using the MultilegSMF, the values of finalRateRoundingPrecision, finalRateRoundingDirection and observationPeriodAdjustDays were not properly mapped into the Stored Procedure. EagleML rules related to insert/update database calls were corrected and it is now possible to load these parameters into both history and composite tables.
Files changed:
eagle_default/in/xml/include/ins_upd_smf_req.inc:
eagle_default/in/xml/include/ins_upd_smf_req_decl.inc
eagle_default/in/xml/include/multileg_swap_tag_remap.inc

SDP-68401 Added support for convertInterestRate and rateConversionRule elements in the MultilegSMF

Added support for parameters convertInterestRate - Tag 9154 and rateConversionRule - Tag 12849 when processingSecurityType = ‘SWLEAC’ within the MultilegSMF, . They can be used only in the accrual leg, Also, if the convertInterestRate = ‘N', no data on conversion rule parameter would be passed into the database (as if the rateConversionRule is empty).

Files changed:
eagle_default\in\xml\xml-smf_multileg_swap.xml
eagle_default\in\xml\include\pay_leg_alliases.inc
eagle_default\in\xml\include\receive_leg_alliases.inc
eagle_default\in\xml\include\pay_mapping.inc
eagle_default\in\xml\include\receive_mapping.inc

SDP-68541 InterportfolioTransfer Inbound Interface was enhanced to Support the Batch Identifier

The InterportfolioTransfer inbound interface was updated to allow the batchIdentifier field - Tag 701 to be loaded.

ESTAR.ESTAR_FINANCIAL_EVENT.BATCH_EVENT_ID - Tag 701 - EagleML/accountingTransaction/interportfolioTransfer/batchIdentifier

Files changed:
eagle_default/in/xml/xml-acct_interporttransfer.xml

SDP-59611 EDS entityaccountingbasis resource was updated

The EDS entityaccounting Extract was linked to the ESTAR.ESTAR_ACCOUNTING_PERIODS database table.
The ESTAR_ACCOUNTING_PERIODS table was joined from the ENGREFDBO instead of ESTAR to avoid extracting duplicate records on the partition union.

Files changed:
metadata/core/ontology/entity/entityaccountingbasis.json

Production Bugs

SDP-70270 EDS warehouseopenlot load was corrected for files with large batches

The code change implemented in previous release to speedup EDS load introduced a regression issue for files with large batch criteria > 12,000 records.
The issue was identified and corrected for EDS warehouseopenlot load with large batches.

Files changed
common_core/descriptor/dbdescriptor.py

SDP-69866 Data Rule Conversion workflow was improved

The output format options are supported now via parameters like OutputFormat and FormatDialect.
The warning messages raised on connection to Azure were disabled.

Files changed:
src/eagleinvsys/services/execute_rtr.py
src/eagleinvsys/etl/conversion_main.py
src/eagleinvsys/etl/core_etl/destination.py
src/eagleinvsys/etl/dynamic_template_processor.py
src/eagleinvsys/rdf_metadata/rdf_inflow.py
src/eagleinvsys/rdf_metadata/rdf_outflow.py

SDP-69782 EDS fieldattribute extract was updated to correct the error raised on data upload to Temp table

The internal query for the field attribute extract was improved. The error handler was added on data upload to temp table.

Files changed:
src/common_core/dataset/ds_filters/fieldattribute_filter/fieldattribute_filter_sql.py

SDP-69393 SPDDELTATRIGGERLOGEXTRACT failed with non-update_date date filters

The SPDDELTATRIGGERLOGEXTRACT was failing when the non-update_date date filters were applied. This is due to the fact that the PRICE_FX_EXCEPTION table only has the UPDATE_DATE column.

The code of the SQL query generation was updated and now only the UPDATE_DATE filter (updatedate, todate, fromdate) is applied for the PRICE_FX_EXCEPTION table.

Files changed:
eagle_ml-2-0_cm/out/tagvalue/extract_spd_delta_trigger_log.inc

SDP-69256 EDS CLIENT resource was updated

The mapping was corrected for two elements: clientInstance and instance. The ontology is in sync with EagleML XSD now.

Files changed:
metadata/core/ontology/reference/client-models.json

SDP-69106 Warehouse objects were enhanced to support system fields in extensions

The UPDATE_DATE and UPDATE_SOURCE fields in extension tables for Warehouse objects were not filled automatically.

The logic for extensions was enhanced to support UPDATE_DATE (or UPD_DATE) and UPDATE_SOURCE (or UPD_USER) fields in extension tables and fill it automatically if they are present in the table.

UPDATE_DATE (UPD_DATE) is filled with sysdate.
UPDATE_SOURCE (UPD_USER) is filled with first updateSource from data file or MCADMIN by default

Files changed:
eagle_default\in\xml\xml-warehouse_v2.xml
eagle_default\in\xml\include\wrhs_ext_custom_fields.inc

SDP-69083 The template file name for security resolution was corrected

The following error was occasionally raised on the generation of the processing rule: Graph for defaultassetresolutionservice-models can not be found. Check imports!
The template file was renamed and the logic was adjusted to resolve the error raised on parsing the full file path.

Files changed:
ontology/resolution/defaultassetresolutionservice