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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/820838446

https://mafint.atlassian.net/browse/MAF-3246

https://mafint.atlassian.net/browse/MAF-3259

https://mafint.atlassian.net/browse/MAF-3258

3. Portfolio - Add IDB COMMISSION 撮合费 in

• Portfolio Meta Table

• Portfolio Trade Table

Enhancement

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/209715398

https://mafint.atlassian.net/browse/MAF-3254

https://mafint.atlassian.net/browse/MAF-3255

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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/209977405

https://mafint.atlassian.net/browse/MAF-3256

https://mafint.atlassian.net/browse/MAF-3260

https://mafint.atlassian.net/browse/MAF-3257

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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1940717597

https://mafint.atlassian.net/browse/MAF-3248

https://mafint.atlassian.net/browse/MAF-3249

https://mafint.atlassian.net/browse/MAF-3253

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

Enhancement

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

https://mafint.atlassian.net/browse/MAF-3027

https://mafint.atlassian.net/browse/MAF-3261

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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1979187201

https://mafint.atlassian.net/browse/MAF-3231

https://mafint.atlassian.net/browse/MAF-3244

https://mafint.atlassian.net/browse/MAF-3245

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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1093730373

https://mafint.atlassian.net/browse/MAF-3231https://mafint.atlassian.net/browse/MAF-3240

https://mafint.atlassian.net/browse/MAF-3241

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

https://mafint.atlassian.net/browse/MAF-3236

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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/202014902

https://mafint.atlassian.net/browse/MAF-3230

2. Dashboard - Enlarge Labels for graph charts

Enhancement

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/209977405

https://mafint.atlassian.net/browse/MAF-3227

3. Bugs fixed:

• Light Theme:

  • Forward Curve Model - Axis colour cannot be seen

  • Models/Reports rows are doubled

Enhancement

-

https://mafint.atlassian.net/browse/MAF-3238

https://mafint.atlassian.net/browse/MAF-3239

1. Paper Trades -

• User can now upload CITIC OTC Excel file

• Cannot expire paper trade bug fixed

Enhancement

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

https://mafint.atlassian.net/browse/MAF-3233

https://mafint.atlassian.net/browse/MAF-3235

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

Enhancement

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1093730373

https://mafint.atlassian.net/browse/MAF-3237

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

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/202014902

https://mafint.atlassian.net/browse/MAF-3221

2. Physical Trades - Formula Pricing

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

Enhancement

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/1979187201

https://mafint.atlassian.net/browse/MAF-3229

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

• Tooltip square box bug fixed

Enhancement

-

https://mafint.atlassian.net/browse/MAF-3234

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

Enhancement

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

https://mafint.atlassian.net/browse/MAF-3225

2. Dashboard - VaR Model: Enlarge font size

Enhancement

https://mafint.atlassian.net/wiki/spaces/MCUGX/pages/202113258

https://mafint.atlassian.net/browse/MAF-3226

1. Paper Trades - ADMSG file bug fix

Enhancement

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

https://mafint.atlassian.net/browse/MAF-3224

2. Physical Trades bugs fixed:

• Formula pricing if switch Formula Template, Premium will disappear

• Specifications cannot be saved

Enhancement

https://mafint.atlassian.net/browse/MAF-3223

https://mafint.atlassian.net/browse/MAF-3222