MAF CLOUD - NEW RELEASE + FIX UPDATES JUL 2022

1. Paper Trades - Add new column IDB COMMISSION 撮合费 and IDB 撮合商 in:

• view table

• edit table

• create new trade table

• grouped trade table (view)

• all trades table

for future reference, commission and idb commission will be split into 2 accordingly when grouped trades into 2 etc

Enhancement

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/137920555

https://mafint.atlassian.net/browse/MAF-3247

https://mafint.atlassian.net/browse/MAF-3250

2. Physical Trades - Add new fields in physical trade execution page

• LC Issuing Date 开征日期

• Presentation Period 交单期

  • sample data: within 14 days after LC issuing date/BL date

• Change DP/LC Sub Date: to LC Issuing Date 信用证编号

Enhancement

3. Portfolio - Add IDB COMMISSION 撮合费 in

• Portfolio Meta Table

• Portfolio Trade Table

Enhancement

4. Dashboard - Add IDB COMMISSION 撮合费 in

• Group P/L app

• Portfolio P/L Details app

Currently we only add IDB commission amount into those 4 places to do p/l calculation, the rest will exclude idb commission at this moment.

1. portfolio details page

2. portfolio details page diagnose

3. group P/L app (individual/group dashboard, shared)

4. group P/L his save and view in Group P/L app (means try to click on Save button in Group P/L, and in setting tick historical group P/L data and check if it works well)

   • i guess you tick historical in settings. but you did not save any data before.

     if you wanna loading historical data

     1. untick historical in settings

     2. submit and reload

     3. click save

     after that try tick historical in settings and submit load. it should have data

5. portfolio position p/l details app (individual/group dashboard, shared)

Enhancement

5. Admin - Add PAPER TRADE MAPPER 纸货上传格式

• after FREE TRIAL TIME

• dropdown list

• check validation for add tag

• able to add multiple items

1. when login, FE will get user info, paper_trade_mapper (list) is in the user info return

2. cache the value of paper_trade_mapper

3. when user go to new paper trade page, FE will add paper_trade_mapper into the standard broker list.

/smartfin/api/v1/trade/import POST

broker_name = value of select broker from paper_trader_mapper.

Test:

1. use mafcloud account to add customized paper trade mapper. (currently test10 has FORCHI)

2. go to add new paper (test10), to check if FORCHI is in the broker list

3. upload the sample attached file in this ticket.

4. to check if upload successfully.

paper trade mapper is only editable under mafcloud account (user_id = 1)

Enhancement

6. Paper Trades table enhancement for mass data copy and paste (ctrl + shift + v)

Enhancement

1. Physical Trades - Formula Pricing

• Add DMTU formula box to calculate and act as variable for final formula calculation

• When switching Formula Template, DMTU will be duplicated bug fixed and Formula CCY is compulsory

Enhancement

2. Dashboard - Portfolio P/L Details:

• add one more column after UNIT

• name: DMTU (单位干吨价)

• number, decimal, no limit

• Missing DMTU value bug fixed

  • DMTU with constant, or variable will still appear in the app

Enhancement

3. Portfolio/Proprietary Market Data

In MAF, will use public market data price, CNHUSD rate is the same as CNYUSD.

if users want to use their own CNH rate, user need to maintain own market data price in proprietary market data table and choose PTY MARKET PRICE to use own CNH rate.

• in Proprietary Market Data table, please choose below and input date (DATE) and exchange rate (SETTLEMENT):

OTC/^USDCNH U.S. Dollar/Chinese Offshore Spot

if there is no private rate, MAF will still use public rate

Enhancement

1. Dashboard - Position Matrix

• in Position Matrix, after Unit [], add a tick box Decompose [] 分解

1. default untick, tick setting cached into BE db

2. apply to share API and also group dashboard

• To check:

1. check individual dashboard, group dashboard, share dashboard and share app

2. check if tick reset

3. API: decompose = True if tick else False

4. check decompose logic:

   1. if any formula position or paper trade, will decompose into financial products. After decomposing, quantity will be in paper lots. 1 lot = 100 MT.

   2. all spec, pricing_var, sub_var will be ignore

   3. if the formula variables do not have any financial products, the trade will not appear if click on “decompose”

   4. if variable sign is +, position sign is the same as formula position

   5. if variable sign is -, position sign is different as formula position

Enhancement

2. Dashboard - Enlarge Labels for graph charts

Enhancement

3. Bugs fixed:

• Light Theme:

  • Forward Curve Model - Axis colour cannot be seen

  • Models/Reports rows are doubled

Enhancement

-

1. Paper Trades -

• User can now upload CITIC OTC Excel file

• Cannot expire paper trade bug fixed

Enhancement

2. Dashboard - Portfolio P/L Details>Price Changes: Contract Year label bug fixed

Enhancement

1. Dashboard - Position Matrix

• Add a column called Formula Name after Product

  • when mouse hovers over the cell, show formula details in a pop up hint

    • order:

      1. math_exp

      2. a, b, c …

• Bug fixed

Enhancement

2. Physical Trades - Formula Pricing

• Add MOIS^% under Specifications dropdown list for formula calculation

Enhancement

3. Portfolio>General Ledger and Trades>Physical Trades>PS Ledger

• Tooltip square box bug fixed

Enhancement

-

1. Paper Trades bug fixed - Select portfolio dropdown list will show empty

Enhancement

2. Dashboard - VaR Model: Enlarge font size

Enhancement

1. Paper Trades - ADMSG file bug fix

Enhancement

2. Physical Trades bugs fixed:

• Formula pricing if switch Formula Template, Premium will disappear

• Specifications cannot be saved

Enhancement

1. Physical Trade Enhancements for Iron Ore product group - Add Formula Pricing

• Add Formula under Pricing Mode dropdown list to support customised formula pricing for iron ore product

• Each formula will be saved and tagged to Formula Name, so when user created new trade, they can reuse the formula and select the Formula Name and all the variables will be auto-filled

• Add Formula and Formula Name column in trade execution table, before WMT column

• Upper case CCY in Formula Ccy

• If Actual Qty has been input, when return to edit physical trade page, formula details are editable

New Feature

2. Physical Trade Specifications -

• Change placement from Trade Execution page to Physical Trade details page.

• Add Actual Qty Link in Specifications page so user can choose if they want the DMT or WMT to be auto-linked to Actual Quantity. User will need to create new trade execution if they want to see the data in the trade execution table

• Add Specifications under Settings (Actions column) dropdown list

• Bug fixed when save specifications

New Feature

3. Bugs fixed for Formula Pricing function:

• Duplicate trade error

• Cannot change MTM pricing to Formula pricing

• Create new trade - Formula option is missing for Iron Ore product group

• Cannot show Brought Price or Sold Price in Portfolio P/L Details app if variable is not used

• Change Pricing Formula label to Pricing Description in Trade Recap page

• Invalid formula will cause Brought Price or Sold Price to be closed and become 0

• Actual Qty will be linked to various models/reports app in Dashboard

• Premium and Discount under Others section will allow unlimited decimal point

• Exp/Inc table will show Unit Price according to product price or actual price, unless Specifications have no value or formula is incorrect

Enhancement

4. Portfolio recalculation: If any value in WMT, DMT, FE % and MOIS% is changed in math formula, system will recalculation P/L

check:

1. Are there spec variables in math formula?

2. Are those spec variables in the math formula value changed?

if both check yes, then MAF will recalculate P/L. If no formula pricing mode or no math formula, check 1 and 2 are not valid, then wont recalculate P/L

Enhancement

5. Dashboard - Value at Risk model: Below Shortfall, Add Sample to show Size 样本数

Enhancement

6. Proprietary Market Data - Open Contract for Iron Ore products bug fixed

Enhancement

7. Admin>User Management table: Allow deleting of inactive users

Enhancement