File size: 6,365 Bytes
9703837 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 | from __future__ import annotations
import re
from decimal import Decimal
from .models import (
FundPortfolioReport,
Severity,
ValidationFinding,
ValidationResult,
)
ISIN_PATTERN = re.compile(r"^TR[A-Z0-9]{10}$")
CENT = Decimal("0.01")
def _difference_finding(
*,
code: str,
message: str,
expected: Decimal,
actual: Decimal,
tolerance: Decimal,
sheet: str,
severity: Severity = Severity.ERROR,
record_key: str | None = None,
page: int | None = None,
) -> ValidationFinding | None:
if abs(expected - actual) <= tolerance:
return None
return ValidationFinding(
severity=severity,
code=code,
message=message,
sheet=sheet,
record_key=record_key,
page=page,
expected=str(expected),
actual=str(actual),
)
def validate_report(report: FundPortfolioReport) -> ValidationResult:
findings: list[ValidationFinding] = []
for row in report.equities:
if not ISIN_PATTERN.match(row.isin):
findings.append(
ValidationFinding(
severity=Severity.ERROR,
code="INVALID_ISIN",
message="ISIN biçimi geçersiz.",
sheet="Hisse Senetleri",
record_key=row.code,
page=row.source.page,
actual=row.isin,
)
)
calculated = row.nominal * row.current_price
tolerance = max(Decimal("1.00"), abs(row.total_value) * Decimal("0.000001"))
finding = _difference_finding(
code="POSITION_VALUE_MISMATCH",
message="Nominal değer × güncel fiyat, toplam değerle uzlaşmıyor.",
expected=row.total_value,
actual=calculated,
tolerance=tolerance,
sheet="Hisse Senetleri",
record_key=row.code,
page=row.source.page,
)
if finding:
findings.append(finding)
totals = report.declared_totals
calculated_equity_nominal = sum(
(row.nominal for row in report.equities), start=Decimal("0")
)
calculated_equity_value = sum(
(row.total_value for row in report.equities), start=Decimal("0")
)
calculated_repo_value = sum(
(row.total_value for row in report.repos), start=Decimal("0")
)
calculated_derivative = sum(
(row.total_value for row in report.derivatives), start=Decimal("0")
)
calculated_collateral = sum(
(row.total_value for row in report.cash_collaterals), start=Decimal("0")
)
aggregate_checks = [
_difference_finding(
code="EQUITY_NOMINAL_ROUNDING",
message=(
"Detay nominal toplamı ile PDF beyan toplamı arasında fark var. "
"Bu fark, kaynakta satırların iki ondalıkla gösterilmesinden kaynaklanabilir."
),
expected=totals.equity_nominal,
actual=calculated_equity_nominal,
tolerance=Decimal("0.00"),
sheet="Hisse Senetleri",
severity=Severity.WARNING,
),
_difference_finding(
code="EQUITY_TOTAL_MISMATCH",
message="Hisse detay toplamı PDF grup toplamıyla uzlaşmıyor.",
expected=totals.equity_value,
actual=calculated_equity_value,
tolerance=CENT,
sheet="Hisse Senetleri",
),
_difference_finding(
code="REPO_TOTAL_MISMATCH",
message="Repo detay toplamı PDF grup toplamıyla uzlaşmıyor.",
expected=totals.repo_value,
actual=calculated_repo_value,
tolerance=CENT,
sheet="T. Repo",
),
_difference_finding(
code="DERIVATIVE_TOTAL_MISMATCH",
message="Türev detay toplamı PDF grup toplamıyla uzlaşmıyor.",
expected=totals.derivative_exposure,
actual=calculated_derivative,
tolerance=CENT,
sheet="Türev",
),
_difference_finding(
code="COLLATERAL_TOTAL_MISMATCH",
message="Nakit teminat toplamı PDF grup toplamıyla uzlaşmıyor.",
expected=totals.cash_collateral_value,
actual=calculated_collateral,
tolerance=CENT,
sheet="Türev",
),
]
findings.extend(finding for finding in aggregate_checks if finding)
calculated_portfolio = (
totals.equity_value + totals.repo_value + totals.cash_collateral_value
)
portfolio_finding = _difference_finding(
code="PORTFOLIO_RECONCILIATION_FAILED",
message=(
"Hisse + repo + VİOP nakit teminatı, fon portföy değeriyle uzlaşmıyor."
),
expected=totals.fund_portfolio_value,
actual=calculated_portfolio,
tolerance=CENT,
sheet="Özet",
)
if portfolio_finding:
findings.append(portfolio_finding)
fpd_sum = (
totals.equity_fpd_pct
+ totals.repo_fpd_pct
+ totals.cash_collateral_fpd_pct
)
fpd_finding = _difference_finding(
code="FPD_PERCENT_MISMATCH",
message="FPD yüzdeleri %100'e ulaşmıyor.",
expected=Decimal("1"),
actual=fpd_sum,
tolerance=Decimal("0.0001"),
sheet="Özet",
)
if fpd_finding:
findings.append(fpd_finding)
findings.append(
ValidationFinding(
severity=Severity.INFO,
code="DERIVATIVE_EXPOSURE_DISCLOSURE",
message=(
"Futures değeri maruziyet olarak raporlandı; fon portföy değeri "
"uzlaştırmasına dahil edilmedi."
),
sheet="Özet",
expected=str(totals.derivative_exposure),
)
)
error_count = sum(item.severity == Severity.ERROR for item in findings)
warning_count = sum(item.severity == Severity.WARNING for item in findings)
info_count = sum(item.severity == Severity.INFO for item in findings)
status = "Başarısız" if error_count else "Uyarılı" if warning_count else "Doğrulandı"
return ValidationResult(
status=status,
findings=findings,
error_count=error_count,
warning_count=warning_count,
info_count=info_count,
)
|