Testing: add a unit test that runs the IRS simulation through to comp…

…letion, to ensure some test coverage of TwoPartyDealProtocol until it's merged with TPTP. Fix an issue that was breaking the simulation.
nikita28 · May 17, 2016 · e475b14 · e475b14
1 parent f9920cb
commit e475b14
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diff --git a/node/src/main/kotlin/core/testing/IRSSimulation.kt b/node/src/main/kotlin/core/testing/IRSSimulation.kt
@@ -13,6 +13,7 @@ import core.crypto.SecureHash
 import core.node.subsystems.linearHeadsOfType
 import core.utilities.JsonSupport
 import protocols.TwoPartyDealProtocol
+import java.security.KeyPair
 import java.time.LocalDate
 import java.util.*
 
@@ -27,10 +28,17 @@ class IRSSimulation(runAsync: Boolean, latencyInjector: InMemoryMessagingNetwork
         currentDay = LocalDate.of(2016, 3, 10)   // Should be 12th but the actual first fixing date gets rolled backwards.
     }
 
+    private var nodeAKey: KeyPair? = null
+    private var nodeBKey: KeyPair? = null
+
     private val executeOnNextIteration = Collections.synchronizedList(LinkedList<() -> Unit>())
 
     override fun startMainSimulation(): ListenableFuture<Unit> {
         val future = SettableFuture.create<Unit>()
+
+        nodeAKey = banks[0].keyManagement.freshKey()
+        nodeBKey = banks[1].keyManagement.freshKey()
+
         startIRSDealBetween(0, 1).success {
             // Next iteration is a pause.
             executeOnNextIteration.add {}
@@ -80,10 +88,8 @@ class IRSSimulation(runAsync: Boolean, latencyInjector: InMemoryMessagingNetwork
         if (nextFixingDate > currentDay)
             currentDay = nextFixingDate
 
-        val sideA = TwoPartyDealProtocol.Floater(node2.net.myAddress, sessionID, notary.info,
-                theDealRef, node1.services.keyManagementService.freshKey(), sessionID)
-        val sideB = TwoPartyDealProtocol.Fixer(node1.net.myAddress, notary.info.identity,
-                theDealRef, sessionID)
+        val sideA = TwoPartyDealProtocol.Floater(node2.net.myAddress, sessionID, notary.info, theDealRef, nodeAKey!!, sessionID)
+        val sideB = TwoPartyDealProtocol.Fixer(node1.net.myAddress, notary.info.identity, theDealRef, sessionID)
 
         linkConsensus(listOf(node1, node2, regulators[0]), sideB)
         linkProtocolProgress(node1, sideA)
@@ -121,10 +127,8 @@ class IRSSimulation(runAsync: Boolean, latencyInjector: InMemoryMessagingNetwork
 
         val sessionID = random63BitValue()
 
-        val instigator = TwoPartyDealProtocol.Instigator(node2.net.myAddress, notary.info,
-                irs, node1.services.keyManagementService.freshKey(), sessionID)
-        val acceptor = TwoPartyDealProtocol.Acceptor(node1.net.myAddress, notary.info.identity,
-                irs, sessionID)
+        val instigator = TwoPartyDealProtocol.Instigator(node2.net.myAddress, notary.info, irs, nodeAKey!!, sessionID)
+        val acceptor = TwoPartyDealProtocol.Acceptor(node1.net.myAddress, notary.info.identity, irs, sessionID)
 
         // TODO: Eliminate the need for linkProtocolProgress
         linkConsensus(listOf(node1, node2, regulators[0]), acceptor)

diff --git a/node/src/main/resources/core/testing/example.rates.txt b/node/src/main/resources/core/testing/example.rates.txt
@@ -1,51 +1,228 @@
 # Some pretend noddy rate fixes, for the interest rate oracles.
 
-3M USD 2016-03-16 1M = 0.678
-3M USD 2016-03-16 2M = 0.655
+ICE LIBOR 2016-03-16 1M = 0.678
+ICE LIBOR 2016-03-16 2M = 0.655
 EURIBOR 2016-03-15 1M = 0.123
 EURIBOR 2016-03-15 2M = 0.111
 
-3M USD 2016-03-08 3M = 0.0063515
-3M USD 2016-06-08 3M = 0.0063520
-3M USD 2016-09-08 3M = 0.0063521
-3M USD 2016-12-08 3M = 0.0063515
-3M USD 2017-03-08 3M = 0.0063525
-3M USD 2017-06-08 3M = 0.0063530
-3M USD 2017-09-07 3M = 0.0063531
-3M USD 2017-12-07 3M = 0.0063532
-3M USD 2018-03-08 3M = 0.0063533
-3M USD 2018-06-07 3M = 0.0063534
-3M USD 2018-09-06 3M = 0.0063535
-3M USD 2018-12-06 3M = 0.0063536
-3M USD 2019-03-07 3M = 0.0063537
-3M USD 2019-06-06 3M = 0.0063538
-3M USD 2019-09-06 3M = 0.0063539
-3M USD 2019-12-06 3M = 0.0063540
-3M USD 2020-03-06 3M = 0.0063541
-3M USD 2020-06-08 3M = 0.0063542
-3M USD 2020-09-08 3M = 0.0063543
-3M USD 2020-12-08 3M = 0.0063544
-3M USD 2021-03-08 3M = 0.0063545
-3M USD 2021-06-08 3M = 0.0063546
-3M USD 2021-09-08 3M = 0.0063547
-3M USD 2021-12-08 3M = 0.0063548
-3M USD 2022-03-08 3M = 0.0063549
-3M USD 2022-06-08 3M = 0.0063550
-3M USD 2022-09-08 3M = 0.0063551
-3M USD 2022-12-08 3M = 0.0063553
-3M USD 2023-03-08 3M = 0.0063554
-3M USD 2023-06-08 3M = 0.0063555
-3M USD 2023-09-07 3M = 0.0063556
-3M USD 2023-12-07 3M = 0.0063557
-3M USD 2024-03-07 3M = 0.0063558
-3M USD 2024-06-06 3M = 0.0063559
-3M USD 2024-09-06 3M = 0.0063560
-3M USD 2024-12-06 3M = 0.0063561
-3M USD 2025-03-06 3M = 0.0063562
-3M USD 2025-06-06 3M = 0.0063563
-3M USD 2025-09-08 3M = 0.0063564
-3M USD 2025-12-08 3M = 0.0063565
-3M USD 2026-03-06 3M = 0.0063566
-3M USD 2026-06-08 3M = 0.0063567
-3M USD 2026-09-08 3M = 0.0063568
-3M USD 2026-12-08 3M = 0.0063569
+# Previous fixings
+ICE LIBOR 2016-03-07 3M = 0.0063516
+ICE LIBOR 2016-03-07 3M = 0.0063516
+ICE LIBOR 2016-03-08 3M = 0.0063517
+ICE LIBOR 2016-03-09 3M = 0.0063518
+ICE LIBOR 2016-03-10 3M = 0.0063519
+ICE LIBOR 2016-06-06 3M = 0.0063520
+ICE LIBOR 2016-06-07 3M = 0.0063521
+ICE LIBOR 2016-06-08 3M = 0.0063522
+ICE LIBOR 2016-06-09 3M = 0.0063523
+ICE LIBOR 2016-06-10 3M = 0.0063524
+ICE LIBOR 2016-09-06 3M = 0.0063525
+ICE LIBOR 2016-09-07 3M = 0.0063526
+ICE LIBOR 2016-09-08 3M = 0.0063527
+ICE LIBOR 2016-09-09 3M = 0.0063528
+ICE LIBOR 2016-09-10 3M = 0.0063529
+ICE LIBOR 2016-12-06 3M = 0.0063530
+ICE LIBOR 2016-12-07 3M = 0.0063531
+ICE LIBOR 2016-12-08 3M = 0.0063532
+ICE LIBOR 2016-12-09 3M = 0.0063533
+ICE LIBOR 2016-12-10 3M = 0.0063534
+ICE LIBOR 2017-03-06 3M = 0.0063535
+ICE LIBOR 2017-03-07 3M = 0.0063536
+ICE LIBOR 2017-03-08 3M = 0.0063537
+ICE LIBOR 2017-03-09 3M = 0.0063538
+ICE LIBOR 2017-03-10 3M = 0.0063539
+ICE LIBOR 2017-06-06 3M = 0.0063540
+ICE LIBOR 2017-06-07 3M = 0.0063541
+ICE LIBOR 2017-06-08 3M = 0.0063542
+ICE LIBOR 2017-06-09 3M = 0.0063543
+ICE LIBOR 2017-06-10 3M = 0.0063544
+ICE LIBOR 2017-09-06 3M = 0.0063545
+ICE LIBOR 2017-09-07 3M = 0.0063546
+ICE LIBOR 2017-09-08 3M = 0.0063547
+ICE LIBOR 2017-09-09 3M = 0.0063548
+ICE LIBOR 2017-09-10 3M = 0.0063549
+ICE LIBOR 2017-12-06 3M = 0.0063550
+ICE LIBOR 2017-12-07 3M = 0.0063551
+ICE LIBOR 2017-12-08 3M = 0.0063552
+ICE LIBOR 2017-12-09 3M = 0.0063553
+ICE LIBOR 2017-12-10 3M = 0.0063554
+ICE LIBOR 2018-03-06 3M = 0.0063555
+ICE LIBOR 2018-03-07 3M = 0.0063556
+ICE LIBOR 2018-03-08 3M = 0.0063557
+ICE LIBOR 2018-03-09 3M = 0.0063558
+ICE LIBOR 2018-03-10 3M = 0.0063559
+ICE LIBOR 2018-06-06 3M = 0.0063560
+ICE LIBOR 2018-06-07 3M = 0.0063561
+ICE LIBOR 2018-06-08 3M = 0.0063562
+ICE LIBOR 2018-06-09 3M = 0.0063563
+ICE LIBOR 2018-06-10 3M = 0.0063564
+ICE LIBOR 2018-09-06 3M = 0.0063565
+ICE LIBOR 2018-09-07 3M = 0.0063566
+ICE LIBOR 2018-09-08 3M = 0.0063567
+ICE LIBOR 2018-09-09 3M = 0.0063568
+ICE LIBOR 2018-09-10 3M = 0.0063569
+ICE LIBOR 2018-12-06 3M = 0.0063570
+ICE LIBOR 2018-12-07 3M = 0.0063571
+ICE LIBOR 2018-12-08 3M = 0.0063572
+ICE LIBOR 2018-12-09 3M = 0.0063573
+ICE LIBOR 2018-12-10 3M = 0.0063574
+ICE LIBOR 2019-03-06 3M = 0.0063575
+ICE LIBOR 2019-03-07 3M = 0.0063576
+ICE LIBOR 2019-03-08 3M = 0.0063577
+ICE LIBOR 2019-03-09 3M = 0.0063578
+ICE LIBOR 2019-03-10 3M = 0.0063579
+ICE LIBOR 2019-06-06 3M = 0.0063580
+ICE LIBOR 2019-06-07 3M = 0.0063581
+ICE LIBOR 2019-06-08 3M = 0.0063582
+ICE LIBOR 2019-06-09 3M = 0.0063583
+ICE LIBOR 2019-06-10 3M = 0.0063584
+ICE LIBOR 2019-09-06 3M = 0.0063585
+ICE LIBOR 2019-09-07 3M = 0.0063586
+ICE LIBOR 2019-09-08 3M = 0.0063587
+ICE LIBOR 2019-09-09 3M = 0.0063588
+ICE LIBOR 2019-09-10 3M = 0.0063589
+ICE LIBOR 2019-12-06 3M = 0.0063590
+ICE LIBOR 2019-12-07 3M = 0.0063591
+ICE LIBOR 2019-12-08 3M = 0.0063592
+ICE LIBOR 2019-12-09 3M = 0.0063593
+ICE LIBOR 2019-12-10 3M = 0.0063594
+ICE LIBOR 2020-03-06 3M = 0.0063595
+ICE LIBOR 2020-03-07 3M = 0.0063596
+ICE LIBOR 2020-03-08 3M = 0.0063597
+ICE LIBOR 2020-03-09 3M = 0.0063598
+ICE LIBOR 2020-03-10 3M = 0.0063599
+ICE LIBOR 2020-06-06 3M = 0.0063600
+ICE LIBOR 2020-06-07 3M = 0.0063601
+ICE LIBOR 2020-06-08 3M = 0.0063602
+ICE LIBOR 2020-06-09 3M = 0.0063603
+ICE LIBOR 2020-06-10 3M = 0.0063604
+ICE LIBOR 2020-09-06 3M = 0.0063605
+ICE LIBOR 2020-09-07 3M = 0.0063606
+ICE LIBOR 2020-09-08 3M = 0.0063607
+ICE LIBOR 2020-09-09 3M = 0.0063608
+ICE LIBOR 2020-09-10 3M = 0.0063609
+ICE LIBOR 2020-12-06 3M = 0.0063610
+ICE LIBOR 2020-12-07 3M = 0.0063611
+ICE LIBOR 2020-12-08 3M = 0.0063612
+ICE LIBOR 2020-12-09 3M = 0.0063613
+ICE LIBOR 2020-12-10 3M = 0.0063614
+ICE LIBOR 2021-03-06 3M = 0.0063615
+ICE LIBOR 2021-03-07 3M = 0.0063616
+ICE LIBOR 2021-03-08 3M = 0.0063617
+ICE LIBOR 2021-03-09 3M = 0.0063618
+ICE LIBOR 2021-03-10 3M = 0.0063619
+ICE LIBOR 2021-06-06 3M = 0.0063620
+ICE LIBOR 2021-06-07 3M = 0.0063621
+ICE LIBOR 2021-06-08 3M = 0.0063622
+ICE LIBOR 2021-06-09 3M = 0.0063623
+ICE LIBOR 2021-06-10 3M = 0.0063624
+ICE LIBOR 2021-09-06 3M = 0.0063625
+ICE LIBOR 2021-09-07 3M = 0.0063626
+ICE LIBOR 2021-09-08 3M = 0.0063627
+ICE LIBOR 2021-09-09 3M = 0.0063628
+ICE LIBOR 2021-09-10 3M = 0.0063629
+ICE LIBOR 2021-12-06 3M = 0.0063630
+ICE LIBOR 2021-12-07 3M = 0.0063631
+ICE LIBOR 2021-12-08 3M = 0.0063632
+ICE LIBOR 2021-12-09 3M = 0.0063633
+ICE LIBOR 2021-12-10 3M = 0.0063634
+ICE LIBOR 2022-03-06 3M = 0.0063635
+ICE LIBOR 2022-03-07 3M = 0.0063636
+ICE LIBOR 2022-03-08 3M = 0.0063637
+ICE LIBOR 2022-03-09 3M = 0.0063638
+ICE LIBOR 2022-03-10 3M = 0.0063639
+ICE LIBOR 2022-06-06 3M = 0.0063640
+ICE LIBOR 2022-06-07 3M = 0.0063641
+ICE LIBOR 2022-06-08 3M = 0.0063642
+ICE LIBOR 2022-06-09 3M = 0.0063643
+ICE LIBOR 2022-06-10 3M = 0.0063644
+ICE LIBOR 2022-09-06 3M = 0.0063645
+ICE LIBOR 2022-09-07 3M = 0.0063646
+ICE LIBOR 2022-09-08 3M = 0.0063647
+ICE LIBOR 2022-09-09 3M = 0.0063648
+ICE LIBOR 2022-09-10 3M = 0.0063649
+ICE LIBOR 2022-12-06 3M = 0.0063650
+ICE LIBOR 2022-12-07 3M = 0.0063651
+ICE LIBOR 2022-12-08 3M = 0.0063652
+ICE LIBOR 2022-12-09 3M = 0.0063653
+ICE LIBOR 2022-12-10 3M = 0.0063654
+ICE LIBOR 2023-03-06 3M = 0.0063655
+ICE LIBOR 2023-03-07 3M = 0.0063656
+ICE LIBOR 2023-03-08 3M = 0.0063657
+ICE LIBOR 2023-03-09 3M = 0.0063658
+ICE LIBOR 2023-03-10 3M = 0.0063659
+ICE LIBOR 2023-06-06 3M = 0.0063660
+ICE LIBOR 2023-06-07 3M = 0.0063661
+ICE LIBOR 2023-06-08 3M = 0.0063662
+ICE LIBOR 2023-06-09 3M = 0.0063663
+ICE LIBOR 2023-06-10 3M = 0.0063664
+ICE LIBOR 2023-09-06 3M = 0.0063665
+ICE LIBOR 2023-09-07 3M = 0.0063666
+ICE LIBOR 2023-09-08 3M = 0.0063667
+ICE LIBOR 2023-09-09 3M = 0.0063668
+ICE LIBOR 2023-09-10 3M = 0.0063669
+ICE LIBOR 2023-12-06 3M = 0.0063670
+ICE LIBOR 2023-12-07 3M = 0.0063671
+ICE LIBOR 2023-12-08 3M = 0.0063672
+ICE LIBOR 2023-12-09 3M = 0.0063673
+ICE LIBOR 2023-12-10 3M = 0.0063674
+ICE LIBOR 2024-03-06 3M = 0.0063675
+ICE LIBOR 2024-03-07 3M = 0.0063676
+ICE LIBOR 2024-03-08 3M = 0.0063677
+ICE LIBOR 2024-03-09 3M = 0.0063678
+ICE LIBOR 2024-03-10 3M = 0.0063679
+ICE LIBOR 2024-06-06 3M = 0.0063680
+ICE LIBOR 2024-06-07 3M = 0.0063681
+ICE LIBOR 2024-06-08 3M = 0.0063682
+ICE LIBOR 2024-06-09 3M = 0.0063683
+ICE LIBOR 2024-06-10 3M = 0.0063684
+ICE LIBOR 2024-09-06 3M = 0.0063685
+ICE LIBOR 2024-09-07 3M = 0.0063686
+ICE LIBOR 2024-09-08 3M = 0.0063687
+ICE LIBOR 2024-09-09 3M = 0.0063688
+ICE LIBOR 2024-09-10 3M = 0.0063689
+ICE LIBOR 2024-12-06 3M = 0.0063690
+ICE LIBOR 2024-12-07 3M = 0.0063691
+ICE LIBOR 2024-12-08 3M = 0.0063692
+ICE LIBOR 2024-12-09 3M = 0.0063693
+ICE LIBOR 2024-12-10 3M = 0.0063694
+ICE LIBOR 2025-03-06 3M = 0.0063695
+ICE LIBOR 2025-03-07 3M = 0.0063696
+ICE LIBOR 2025-03-08 3M = 0.0063697
+ICE LIBOR 2025-03-09 3M = 0.0063698
+ICE LIBOR 2025-03-10 3M = 0.0063699
+ICE LIBOR 2025-06-06 3M = 0.0063700
+ICE LIBOR 2025-06-07 3M = 0.0063701
+ICE LIBOR 2025-06-08 3M = 0.0063702
+ICE LIBOR 2025-06-09 3M = 0.0063703
+ICE LIBOR 2025-06-10 3M = 0.0063704
+ICE LIBOR 2025-09-06 3M = 0.0063705
+ICE LIBOR 2025-09-07 3M = 0.0063706
+ICE LIBOR 2025-09-08 3M = 0.0063707
+ICE LIBOR 2025-09-09 3M = 0.0063708
+ICE LIBOR 2025-09-10 3M = 0.0063709
+ICE LIBOR 2025-12-06 3M = 0.0063710
+ICE LIBOR 2025-12-07 3M = 0.0063711
+ICE LIBOR 2025-12-08 3M = 0.0063712
+ICE LIBOR 2025-12-09 3M = 0.0063713
+ICE LIBOR 2025-12-10 3M = 0.0063714
+ICE LIBOR 2026-03-06 3M = 0.0063715
+ICE LIBOR 2026-03-07 3M = 0.0063716
+ICE LIBOR 2026-03-08 3M = 0.0063717
+ICE LIBOR 2026-03-09 3M = 0.0063718
+ICE LIBOR 2026-03-10 3M = 0.0063719
+ICE LIBOR 2026-06-06 3M = 0.0063720
+ICE LIBOR 2026-06-07 3M = 0.0063721
+ICE LIBOR 2026-06-08 3M = 0.0063722
+ICE LIBOR 2026-06-09 3M = 0.0063723
+ICE LIBOR 2026-06-10 3M = 0.0063724
+ICE LIBOR 2026-09-06 3M = 0.0063725
+ICE LIBOR 2026-09-07 3M = 0.0063726
+ICE LIBOR 2026-09-08 3M = 0.0063727
+ICE LIBOR 2026-09-09 3M = 0.0063728
+ICE LIBOR 2026-09-10 3M = 0.0063729
+ICE LIBOR 2026-12-06 3M = 0.0063730
+ICE LIBOR 2026-12-07 3M = 0.0063731
+ICE LIBOR 2026-12-08 3M = 0.0063732
+ICE LIBOR 2026-12-09 3M = 0.0063733
+ICE LIBOR 2026-12-10 3M = 0.0063734
diff --git a/node/src/main/resources/core/testing/trade.json b/node/src/main/resources/core/testing/trade.json
@@ -6,9 +6,9 @@
       "currency": "USD"
     },
     "paymentFrequency": "SemiAnnual",
-    "effectiveDate": "2016-03-16",
+    "effectiveDate": "2016-03-11",
     "effectiveDateAdjustment": null,
-    "terminationDate": "2026-03-16",
+    "terminationDate": "2026-03-11",
     "terminationDateAdjustment": null,
     "fixedRate": {
       "ratioUnit": {
@@ -31,9 +31,9 @@
       "currency": "USD"
     },
     "paymentFrequency": "Quarterly",
-    "effectiveDate": "2016-03-12",
+    "effectiveDate": "2016-03-11",
     "effectiveDateAdjustment": null,
-    "terminationDate": "2026-03-12",
+    "terminationDate": "2026-03-11",
     "terminationDateAdjustment": null,
     "dayCountBasisDay": "D30",
     "dayCountBasisYear": "Y360",
@@ -49,7 +49,7 @@
     "resetRule": "InAdvance",
     "fixingsPerPayment": "Quarterly",
     "fixingCalendar": [ "NewYork" ],
-    "index": "3M USD",
+    "index": "ICE LIBOR",
     "indexSource": "Rates Service Provider",
     "indexTenor": {
       "name": "3M"
@@ -100,5 +100,5 @@
     "tradeID": "tradeXXX",
     "hashLegalDocs": "put hash here"
   },
-  "programRef": "1E6BBA305D445341F0026E51B6C7F3ACB834AFC6C2510C0EF7BC0477235EFECF"
+  "notary": "Notary Service"
 }
diff --git a/src/test/kotlin/core/testing/IRSSimulationTest.kt b/src/test/kotlin/core/testing/IRSSimulationTest.kt
@@ -4,11 +4,9 @@ import com.google.common.base.Throwables
 import core.utilities.BriefLogFormatter
 import org.junit.Test
 
-/**
- * This test doesn't check anything except that the simulation finishes and there are no exceptions at any point.
- * The details of the IRS contract are verified in other unit tests.
- */
 class IRSSimulationTest {
+    // TODO: These tests should be a lot more complete.
+
     @Test fun `runs to completion`() {
         BriefLogFormatter.initVerbose("messaging")
         val sim = IRSSimulation(false, null)
@@ -20,4 +18,4 @@ class IRSSimulationTest {
             throw Throwables.getRootCause(e)
         }
     }
-}
+}