docs/Check for missing instrument fields.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "id": "mdt29",
   "metadata": {},
   "source": [
    "# Check for missing instrument fields\n",
    "\n",
    "You can run the cells below directly in LUSID's JupyterHub.\n",
    "\n",
    "The `%%luminesce` is a magic command which passes the cell query string to Lumipy,\n",
    "which then returns a DataFrame.\n",
    "    "
   ]
  },
  {
   "cell_type": "markdown",
   "id": "mds290",
   "metadata": {},
   "source": [
    "#### Step 1: Create instrument properties"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "ccs290",
   "metadata": {},
   "outputs": [],
   "source": [
    "%%luminesce\n",
    "\n",
    "-- ===============================================================\n",
    "-- Description:\n",
    "-- In this query, make properties available to Luminesce.\n",
    "-- We create instrument properties needed for the QC\n",
    "-- See the following page for further details:\n",
    "-- https://support.lusid.com/knowledgebase/article/KA-01702/en-us\n",
    "-- ===============================================================\n",
    "-- 1. Define new properties HERE:\n",
    "@newProperties = values\n",
    "('Instrument/ibor/QualityControlStatus', 'Text', 'QualityControlStatus', 'The quality control status of the instrument.'),\n",
    "('Instrument/ibor/Sector', 'Text', 'Sector', 'The sector that the instrument belongs to.'),\n",
    "('Instrument/ibor/SourceFile', 'Text', 'SourceFile', 'The source file of the instrument.'),\n",
    "('Instrument/ibor/InternalRating', 'Text', 'InternalRating', 'The internal rating of the instrument.'),\n",
    "('Instrument/ibor/SharesOutstanding', 'Decimal', 'SharesOutstanding', 'The number of shares outstanding for the instrument.'),\n",
    "('Instrument/ibor/RegFlag', 'Text', 'RegFlag', 'Red flag.'),\n",
    "('Instrument/ibor/MissingFields', 'Text', 'MissingFields', 'Missing fields.');\n",
    "\n",
    "-- 2. Create a view of new properties to upload to LUSID\n",
    "@property_definition = select\n",
    "Column3 as [DisplayName],\n",
    "'Instrument' as [Domain],\n",
    "'ibor' as [PropertyScope],\n",
    "Column3 as [PropertyCode],\n",
    "'Property' as [ConstraintStyle],\n",
    "'system' as [DataTypeScope],\n",
    "case when Column2 == 'Text' then 'string' else 'number' end as [DataTypeCode]\n",
    "from @newProperties;\n",
    "\n",
    "-- 3. The results of writing the new property definitions can be seen from the query below:\n",
    "select * from Lusid.Property.Definition.Writer\n",
    "where ToWrite = @property_definition;\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "mds291",
   "metadata": {},
   "source": [
    "#### Step 2: Load instruments into lusid"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "ccs291",
   "metadata": {},
   "outputs": [],
   "source": [
    "%%luminesce\n",
    "\n",
    "-- ===============================================================\n",
    "-- Description:\n",
    "-- In this file, we load instruments into LUSID with the new\n",
    "-- properties defined in the first file.\n",
    "-- ===============================================================\n",
    "\n",
    "-- Define file name, this is the instruments file on Drive\n",
    "\n",
    "@@file_name = select 'equity_instruments_20220819.csv';\n",
    "\n",
    "-- Load data from Drive\n",
    "\n",
    "@instruments_data =\n",
    "use Drive.Csv with @@file_name\n",
    "--file=/luminesce-examples/{@@file_name}\n",
    "--addFileName\n",
    "enduse;\n",
    "\n",
    "-- 2. Upload the instruments and their default properties into Lusid.Instrument.Equity provider\n",
    "\n",
    "@equity_instruments =\n",
    "select Name as DisplayName, ClientInternal as ClientInternal, ISIN as Isin, SEDOL as Sedol, Currency as DomCcy, 'MissingFields' as Scope\n",
    "from @instruments_data;\n",
    "\n",
    "@write_instruments =\n",
    "select *\n",
    "from Lusid.Instrument.Equity.Writer\n",
    "where ToWrite = @equity_instruments\n",
    "   and DeletePropertiesWhereNull = True;\n",
    "\n",
    "-- 3. Create view of custom property values\n",
    "\n",
    "@custom_props =\n",
    "select ClientInternal as EntityId, Sector, InternalRating, SharesOutstanding, RegFlag, 'equity_instruments_20220819' as\n",
    "   SourceFile, 'MissingFields: QC not started' as 'MissingFields', 'NotStarted' as QualityControlStatus\n",
    "from @instruments_data;\n",
    "\n",
    "@unpivoted =\n",
    "use Tools.Unpivot with @custom_props\n",
    "--key=EntityId\n",
    "--keyIsNotUnique\n",
    "enduse;\n",
    "\n",
    "@instr_props =\n",
    "select li.LusidInstrumentId as EntityId, 'LusidInstrumentId' as EntityIdType, 'Instrument' as Domain, 'ibor' as\n",
    "   PropertyScope, a.ValueColumnName as PropertyCode, a.ValueText as Value, 'MissingFields' as EntityScope\n",
    "from @unpivoted a\n",
    "inner join Lusid.Instrument li\n",
    "   on li.ClientInternal = a.EntityId\n",
    "   where Scope = 'MissingFields';\n",
    "\n",
    "-- 4. Upload custom properties data to Lusid.Property\n",
    "\n",
    "@write_properties =\n",
    "select *\n",
    "from Lusid.Property.Writer\n",
    "where ToWrite = @instr_props;\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "mds292",
   "metadata": {},
   "source": [
    "#### Step 3: Check for missing instrument fields"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "ccs292",
   "metadata": {},
   "outputs": [],
   "source": [
    "%%luminesce\n",
    "\n",
    "-- ===============================================================\n",
    "-- Description:\n",
    "-- In this file, we run a QC check to check for missing fields\n",
    "-- ===============================================================\n",
    "\n",
    "-- 1. Get values for custom properties and transform data.\n",
    "\n",
    "@custom_props =\n",
    "select InstrumentId, PropertyCode, Value\n",
    "from Lusid.Instrument.Property p\n",
    "where propertyscope = 'ibor'\n",
    "   and propertycode in ('RegFlag', 'Sector', 'SharesOutstanding', 'InternalRating', 'SourceFile');\n",
    "\n",
    "@pivoted =\n",
    "use Tools.Pivot with @custom_props\n",
    "--key=PropertyCode\n",
    "--aggregateColumns=Value\n",
    "enduse;\n",
    "\n",
    "-- 2. Create view for instruments from source file with custom and default properties.\n",
    "\n",
    "@data_qc =\n",
    "select *\n",
    "from @pivoted p\n",
    "inner join (\n",
    "   select DisplayName, Isin, ClientInternal, LusidInstrumentId, Sedol, DomCcy\n",
    "   from Lusid.Instrument.Equity\n",
    "   where Scope = 'MissingFields'\n",
    "   ) q\n",
    "   on q.LusidInstrumentId = p.InstrumentId\n",
    "where SourceFile = 'equity_instruments_20220819';\n",
    "\n",
    "-- 3. Run quality control check on data and populate `QualityControlStatus`\n",
    "\n",
    "@qc_check =\n",
    "select *, case\n",
    "      when Sector is null\n",
    "         then 'Failed'\n",
    "      when RegFlag is null\n",
    "         then 'Failed'\n",
    "      when InternalRating is null\n",
    "         then 'Failed'\n",
    "      when SharesOutstanding is null\n",
    "         then 'Failed'\n",
    "      else 'Passed'\n",
    "      end as 'QualityControlStatus'\n",
    "from @data_qc;\n",
    "\n",
    "-- 4. Filter for PASSED instruments and populate `MissingFields`\n",
    "\n",
    "@qc_passed =\n",
    "select *, 'Missing fields: None' as 'MissingFields'\n",
    "from @qc_check\n",
    "where QualityControlStatus = 'Passed';\n",
    "\n",
    "-- 5. Filter for FAILED instruments and populate `MissingFields`\n",
    "\n",
    "@qc_failed =\n",
    "select *, 'Missing fields: ' || case\n",
    "      when InternalRating is null\n",
    "         then 'InternalRating, '\n",
    "      else ''\n",
    "      end || case\n",
    "      when RegFlag is null\n",
    "         then 'RegFlag, '\n",
    "      else ''\n",
    "      end || case\n",
    "      when SharesOutstanding is null\n",
    "         then 'SharesOutstanding, '\n",
    "      else ''\n",
    "      end || case\n",
    "      when Sector is null\n",
    "         then 'Sector, '\n",
    "      else ''\n",
    "      end as 'MissingFields'\n",
    "from @qc_check\n",
    "where QualityControlStatus = 'Failed';\n",
    "\n",
    "-- 6. Create a view of all PASSED and FAILED instruments from source file, with `MissingFields` and `QualityControlStatus` properties.\n",
    "\n",
    "@pass_and_fail =\n",
    "select InstrumentId, MissingFields, QualityControlStatus\n",
    "from @qc_failed\n",
    "union all\n",
    "select InstrumentId, MissingFields, QualityControlStatus\n",
    "from @qc_passed;\n",
    "\n",
    "@qc_props =\n",
    "use Tools.Unpivot with @pass_and_fail\n",
    "--key=InstrumentId\n",
    "--keyIsNotUnique\n",
    "enduse;\n",
    "\n",
    "@props_towrite =\n",
    "select InstrumentId as EntityId, 'LusidInstrumentId' as EntityIdType, 'Instrument' as Domain, 'ibor' as PropertyScope, ValueColumnName as PropertyCode, ValueText as Value, 'MissingFields' as EntityScope\n",
    "from @qc_props;\n",
    "\n",
    "-- 7. Upload `QualityControlStatus` and `MissingFields` property for each instrument to Lusid.Property provider.\n",
    "-- Print results of writing data to console;\n",
    "\n",
    "select *\n",
    "from Lusid.Property.Writer\n",
    "where ToWrite = @props_towrite;\n",
    "\n"
   ]
  }
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