EagleML Release Notes - February 2021

Owned by Olga Galis (Deactivated)
Feb 09, 2021
5 min read

Enhancements:

 

SDP-46488 PRICINGREPORTEXTRACT enhanced with new resolution for the Comments Value / Revised resolution logic in cases when there is no price source resolution

During execution of the PRICINGREPORTEXTRACT, the resolution between the Portfolio Valuation and Price Rule Securities table relies upon the Target Pricing Hierarchy and the Price Type. Added in logic to address instances where the join is not matching. The logic was updated to default to the value from the Portfolio Valuation Table.

The following elements were updated:
targetSourceName
targetSourceDescription
priceSource
priceSourceDescription
priceType
activePriceSourceName
activePriceSourceDescription

In addition, the join has been revised to resolve the Comments from the Price Audit tables to use the PRICE_RULE_SECURITIES table in place of the Hierarchy Tables. This supports cases where Pricing was applied outside of the predefined hierarchy.

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

 

SDP-46343 The Accounting Trade Inbound Interface was updated to support mapping for the tradeYield element

The Accounting Trade Inbound Interface was updated to support a new field. The trade yield may now be passed regardless of how calculateValuesBySTARIndicator is submitted:

HOLDINGDBO.LOT_LEVEL_POSITION.TRADE_YIELD - Tag 9430

Xpath:
EagleML/accountingTransaction/accountingTrade/tradeYield

Files changed:
eagle_default/in/include/csv-buy_columns.inc
eagle_default/in/include/trade_aliases.inc

 

SDP-46030 Price logic was adjusted for the Inflation Swap Type, SWCOIF, to allow to price the Contract leg of the Multi-leg instrument

The EagleML IssuePcPrice message used to load prices for Inflation Linked Swaps (SWCOIF) was adding the price to the legs, when it should always add the price to the Contract. Code changes were made to evaluate when a Price is received for the swapType, SWCOIF, it will always be loaded to the Contract leg of the Multi-leg instrument.

Files changed:
eagle_default/in/xml/include/xml-ref_security_pricing_common.inc

 

SDP-45996 Accounting Corporate Action Inbound Interface was improved to include the cpDivTyp

The AccountingCA inbound interface was corrected to allow the data load of the cpDivTyp XML element.

XPath:
EagleML/referenceTransaction/genericCA/cpDivTyp

File changed:
eagle_default/in/xml/xml-ref_ca.xml

 

SDP-45928 The EDS warehouseopenlot load Interface

The EDS Load warehouseopenlot is the first one available as part of EagleML modernization effort as a metadata driven interface. This change introduces dynamically generated SQL requests to load data based upon the incoming data. Only the populated fields will be used to generate insert and update requests. The additional data models and database tables are supported for load and extract only via EDS interface. The incoming files are expected to have the elements aligned with the order of elements defined by the ontology. The default partition is supported with the initial implementation.

HOLDINGDBO.LOT_LEVEL_POSITION
HOLDINGDBO.POSITION_COST_LOT

Additional data models
<realEstateUDF> - HOLDINGDBO.REAL_ESTATE_POSITION_LOT
<lotIncome> - HOLDINGDBO.POSITION_INCOME_LOT
<costUDF> - HOLDINGDBO.POSITION_COST_LOT_USER

Use the eagle_ml-2-0_default_cm_exec_eds stream to trigger the load via the Control Message:

<EagleML xmlns:ns2="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:soap="http://schemas.xmlsoap.org/soap/envelope/"
xmlns:ml="http://www.eagleinvsys.com/2011/wsdl/EagleML-2-0"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:type="ns2:RunTaskRequest"
eaglemlVersion="2.0" eaglemlType="RunTaskRequest">
<header>
<messageId>2R4PSASHHDABVISK6</messageId>
<sentBy><http://www.eagleinvsys.com/eqlrest</sentBy>>
<sendTo><http://www.eagleinvsys.com/eagle_default_ruleservice</sendTo>>
<replyTo><http://www.eagleinvsys.com/eqlrest</replyTo>>
</header>
<taskIdentifier>
<correlationId>WAREHOUSEOPENLOT_LOAD</correlationId>
<businessTaskId>WAREHOUSEOPENLOT_LOAD</businessTaskId>
</taskIdentifier>
<taskTypeEnum>NEW</taskTypeEnum>
<taskParameters>
<taskParameter>
<name>ServiceName</name>
<value>EBS</value>
</taskParameter>
<taskParameter>
<name>ServiceMethodName</name>
<dataType>S</dataType>
<value>load</value>
</taskParameter>
<taskParameter>
<name>ResourceName</name>
<value>warehouseopenlot</value>
</taskParameter>
<taskParameter>
<name>inFileName</name>
<value>load_func_test/datafile.xml</value>
</taskParameter>
</taskParameters>
</EagleML>

Files changed:
metadata/core/ontology/warehouse/warehouseopenlot.json
metadata/core/ontology/warehouse/warehouseopenlot_in.json
metadata/core/sql/eagle_wrhs_warehouseopenlot_reinitbatch.txt

SDP-42767 The EDS warehouseposition load Interface

The EDS Load warehouseposition is available as part of EagleML modernization effort as a metadata driven interface. This change introduces dynamically generated SQL requests to load data based upon the incoming data. Only the populated fields will be used to generate insert and update requests. The additional data models and database tables are supported for load and extract only via EDS interface. The incoming files are expected to have the elements aligned with the order of elements defined by the ontology. The default partition is supported with the initial implementation.

HOLDINGDBO.POSITION
HOLDINGDBO.POSITION_DETAIL
HOLDINGDBO.POSITION_COST_DETAIL
HOLDINGDBO.POSITION_DETAIL_ANL_USER
HOLDINGDBO.POSITION_PLEDGE_DETAIL
HOLDINGDBO.POSITION_DETAIL_ANL
HOLDINGDBO.POSITION_DETAIL_ANL_EQ
HOLDINGDBO.POSITION_DETAIL_ANL_FI
HOLDINGDBO.POSITION_DETAIL_ANL_KRD
HOLDINGDBO.REAL_ESTATE_POSITION_DETAIL
New:
HOLDINGDBO.POSITION_INCOME_DETAIL
HOLDINGDBO.POSITION_COST_DETAIL_USER

Files changed:
metadata/core/ontology/warehouse/warehouseposition_in.json
metadata/core/ontology/warehouse/warehouseposition-models.json
metadata/core/sql/eagle_wrhs_warehouseposition_reinitbatch.txt

 

 

SDP-45806 The Insurance Valuation Lot Extract and XSD Schema were updated to support a new field naicDesignationModifier

The INSURANCEVALUATIONLOTEXTRACT and XSD Schema were updated to support an additional database field, istar.istar_lot_valuation.naic_designation_modifier

Xpath:
EagleML/warehouseTransaction/insuranceValuationLot/naicDesignationModifier

Files changed:
eagle_ml-2-0_cm\out\XML\t_warehouse_istarlot_streaming.inc

 

SDP-45775 The Accounting GenericSMF load process was enhanced to support unlimited number of XREF Identifiers

When the Accounting GenericSMF load process, accountingValidationFlag set to Y, is used to load securities, there was a limitation with the number of xreference types which were able to be loaded. It previously was limited to 10 security cross reference constrained by panel constraints.
The EagleML logic was enhanced to allow the load of all identifiers from the incoming file.
The new logic is enabled by default, and it may be disabled via a new global parameter:
<COL TAG="W_LOAD_XREF_OPTIONS" EXPRESSION="'LOAD_FIRST_10'"/>
or a local flag:
<loadXrefOptions>LOAD_FIRST_10</loadXrefOptions>
In this case, the maximum 10 security cross reference tags will be loaded via panel, and the logic for loading additional identifiers will not be called.

There are a few limitations:

  • The unlimited Identifiers logic is not supported for the MultilegSMF.

  • It is recommended to apply the logic of unlimited Security Identifies to active securities only. The additional security identifiers may be assigned to the Inactive Securities only on Update.

File changed:
eagle_default/in/xml/xml-smf.xml

 

SDP-44945 The Resolution Service for EDS Load process was enhanced to support Batting Order

The Batting Order logic was added to the Resolution Service for Asset Resolution for the EDS Load process. It is the same logic as the EagleML rules. The Batting Order determines the order of the Security Xreference identifiers for matching. The default batting order contains all possible identifiers, which may be specified in an incoming message. This default value of batting order is used when the batting order is not specified.

Example of the Batting Order as part of an incoming message:
<battingOrder>cusip,isin,sedol,xId1</battingOrder>

 

SDP-44781 Pending Trades process was improved

A new element was added, bypassEarningsReplay, to allow the user to supply the Bypass Earnings Flag to manage rollback and replay earnings. The Pending Trades functionality was improved to pass in the Pending Trade Status to Pending Trades for the Open, Close and Cancel transactions.

Accounting Trade Model was updated:

TRADESDBO.PENDING_TRADES.BYPASS_EARNINGS_REPLAY – Tag 11793

Xpath:

EagleML/accountingTransaction/accountingTrade/bypassEarningsReplay
EagleML/accountingTransaction/accountingTrade/pendingTradeStatus
EagleML/accountingTransaction/accountingTrade/pendingTradeFlag

Files changed:
eagle_default/in/include/csv-buy_columns.inc
eagle_default/in/include/csv-buy_panels.inc
eagle_default/in/include/csv-cancel_columns.inc
eagle_default/in/include/csv-cancel_panels.inc
eagle_default/in/include/csv-sell_columns.inc
eagle_default/in/include/csv-sell_panels.inc
eagle_default/in/include/trade_aliases.inc

 

SDP-44143 The routing to the Accounting Reclaim Cash object was corrected

The AccountingReclaimCash data file was not being sent to the correct panel for processing. Added support of the additional panel pan-intreclaimonlyconv.htm when the processing security type begins with DB.

File changed:
eagle_default/in/xml/ xml-acct_cash_reclaim.xml
eagle_default/in/include/cash_reclaim_aliases.inc
eagle_default/in/include/csv-reclaim.inc

 

SDP-45795 The Generic Extract workflow was enhanced to support the Consolidated TSR for EDS extracts

The eagle_wrf_generic_extract workflow was enhanced to support the EDS extracts, but with some restrictions:

  • Only a single EDS resource at the time is supported

  • The packer and the distribution workflow steps are disabled due to EDS having its own packer and distribution functions

  • The EDS resource extract works if the workflow is executed under MC

  • The EDS resource extract should run separately from MC extracts

To run the EDS extract, the following parameters should be included in the RTR message:
ServiceName = EDS
ServiceMethodName = extract
ResourceName = name of existing EDS resource

Files changed:
eagle_ml-2-0_cm/out/xml/task_reporter.xml
eagle_wrf_generic_extract workflow files

 

Production Bugs:

 

SDP-46017 The Accounting Cash Cancel functionality was adjusted to support multiple partitions

The Cancel logic was not working for Accounting Cash if data was in a partition other than the default one.
The issue was fixed and the Accounting Cash Cancel is supported across multiple Partitions for AccountingAssetCash, AccountingReclaimCash and AccountingCash object types.

File changed:
eagle_default/in/xml/xml-acct_cash_cancel.xml
eagle_default/in/xml/include/xml-check_entity_partition.inc

 

SDP-45702 The restart workflow logic was improved to make the Cancel functionality work as expected within 24 hour time frame

The limitation in the logic of the EJMRunTimeout and EJMRunCancelTime options prevented the scheduled events from completing the next day. The issue was corrected by removing the constraint for the current day, which made it possible to complete the scheduled task at any time within 24 hours from the launch time.

Files changed:
eagle_ml-2-0_cm/out/tagvalue/workflow_restart.xml

 

SDP-45500 Delete process for the IssuerRole was corrected

The startDate alias was set to null upon deletion of the Issuer Role records via the eagle_ml-2-0_default_in_xml_reference stream. As a result, the delete process did not go through.
The logic was updated to preserve the startDate value. The delete logic was also adjusted to allow the deletion of the multiple records for the Issuer Role based on security_alias + issuer_alias + role_type key. It previously failed if there was more than one ownership period for the same key. The issue has been corrected.

Files changed:
eagle_default/in/xml/include/ref_issuerrole_delete.inc
eagle_default/in/xml/include/ref_issuerrole_delete_aliases.inc

 

SDP-45402 The SMFEXTRACT logic was adjusted to correctly support MIFID reporting

The data under the mifidModel model was extracted incorrectly as part of the SMFEXTRACT. The issue occurred if more than one security was requested. The extract logic was corrected.

Files changed:
eagle_ml-2-0_cm/out/xml/t_smf_streaming_eml.inc
eagle_ml-2-0_cm/out/xml/t_smf_streaming.inc