Mtm bug
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@@ -709,6 +709,11 @@ class PurchaseTradeTestCase(ModuleTestCase):
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self.assertEqual(
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strategy.get_mtm(line, Decimal('10')),
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Decimal('250.00'))
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strategy.components[0].price_index.get_price.assert_called_once_with(
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'2026-03-29',
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line.unit,
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strategy.currency,
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relative_last=True)
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@with_transaction()
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def test_get_mtm_uses_fixed_pricing_component(self):
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@@ -1205,6 +1210,7 @@ class PurchaseTradeTestCase(ModuleTestCase):
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def test_get_strategy_mtm_price_applies_component_ratio(self):
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'strategy mtm price applies component ratios'
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price_index = Mock(get_price=Mock(return_value=Decimal('100')))
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strategy = Mock(
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scenario=Mock(
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valuation_date='2026-03-29',
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@@ -1214,7 +1220,7 @@ class PurchaseTradeTestCase(ModuleTestCase):
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)
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strategy.components = [Mock(
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price_source_type='curve',
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price_index=Mock(get_price=Mock(return_value=Decimal('100'))),
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price_index=price_index,
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price_matrix=None,
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ratio=Decimal('25'),
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)]
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@@ -1223,6 +1229,11 @@ class PurchaseTradeTestCase(ModuleTestCase):
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self.assertEqual(
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valuation_module.Valuation._get_strategy_mtm_price(strategy, line),
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Decimal('25.0000'))
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price_index.get_price.assert_called_once_with(
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'2026-03-29',
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line.unit,
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strategy.currency,
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relative_last=True)
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def test_get_strategy_mtm_price_keeps_signed_component_spread(self):
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'strategy mtm price keeps signed spread between different components'
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