350 rub
Journal Highly available systems №1 for 2016 г.
Article in number:
ClearTH - a platform for dynamic verification of clearing and settlement systems
Authors:
A.A. Toropova - Programmer, «EXACTPRO» LCC (Kostroma). E-mail: anna.toropova@exactprosystems.com E.A. Dimova - Programmer, «EXACTPRO» LCC (Kostroma). E-mail: ekaterina.dimova@exactprosystems.com I.L. Itkin - General Director «EXACTPRO» LCC (Moscow). E-mail: iosif.itkin@exactprosystems.com
Abstract:
Clearing and settlement systems, also called "post trade", are a significant part of the financial market infrastructure. These systems are responsible for most of the revenues and expenses of electronic trading. Similar to trading platforms being responsible for the reduction of transactions in real time, the majority of clearing and settlement platforms represent distributed and diversified range of highly-loaded interacting subsystems. However, clearing and settlement systems are also characterized by an additional set of features. The data structure in such systems often results in the inability to validate the correctness of their operation through a single independent test script. The article details features of clearing and settlement systems and analyzes the applicability of existing test automation tools for their dynamic verification. The article introduces the ClearTH tool, which was developed by the authors and which allows structuring a test library in accordance with the schedule of the trading day/cycle of clearing and settlement systems. The described approach can also be applied to other types of systems with similar characteristics.
Pages: 23-36
References

 

  1. NasdaqDubaiBusinessRules [ehlektronnyjj resurs] // NasdaqDubaiLtd. URL: http://www.nasdaqdubai.com/assets/docs /regulation/ Nasdaq%20Dubai%20Business%20Rules%20‑%20Rulebook%201%20V10.1%20for%20Equities%20(29%20March%202015).pdf (datadostupa: 02.09.2015).
  2. Post-trading/Settlement (SFD, CSDR, T2S) [ehlektronnyjjresurs] // esma.com.  URL: http://www.esma.europa.eu/page/Post-tradingSettlement-SFD-CSDR-T2S2 (data dostupa: 02.09.2015).
  3. Rulebooks [ehlektronnyjj resurs] // LCH.Clearnet.  URL: http://www.lchclearnet.com/rules-regulations/rulebooks (data dostupa: 02.09.2015).
  4. CDPClearingRules [ehlektronnyjj resurs] // SGX.com.  URL: http://rulebook.sgx.com/en/display/display_main.html-rbid=3271&element_id=359 (data dostupa: 02.09.2015).
  5. Prabhakar Cherukupalli, Y. Raghu Reddy. Reengineering Enterprise Wide Legacy BFSI Systems: Industrial case study // Proceedings of the 8th India Software Engineering Conference (ISEC \'15).
  6. Payment, clearing and settlement systems in the United Kingdom [ehlektronnyjjresurs] // bis.org.  URL: http://www.bis.org/cpmi/publ/d105_uk.pdf (data dostupa: 13.09.2015).
  7. Payment, clearing and settlement systems in the United States [ehlektronnyjjresurs] // bis.org.  URL: http://www.bis.org/cpmi/publ/d105_us.pdf (data dostupa: 13.09.2015).
  8. Payment and securities settlement systems in the European Union V. 1 euro area countries [ehlektronnyjjresurs] // European Central Bank. URL: http://www.ecb.europa.eu/pub/pdf/other/ecbbluebookea200708en.pdf-73f510349d74efaf9d6599048bb32796 (data dostupa: 13.09.2015).
  9. Stefan Reitbauer, Falk Kohlmann, Clemens Eckert, Ken Mansfeldt, Rainer Alt. Redesigning business networks: reference process, network and service map // Proceedings of the 2008 ACM symposium on Applied computing (SAC \'08).
  10. Singapore Exchange (SGX) [ehlektronnyjjresurs] // The Global provider of security financial messaging services.  URL: http://www.swift.com/products_services/industry_initiatives/SGX/overview-lang=en# (data dostupa: 12.09.2015).
  11. AboutOeKB [ehlektronnyjj resurs] // OeKB.  URL: http://www.oekb.at/en/about-oekb/pages/default.aspx (data dostupa: 02.09.2015).
  12. SWIFT post-trade services for investment managers [ehlektronnyjjresurs] // The Global provider of security financial messaging services. URL: http://www.swift.com/assets/swift_com/documents/products_services/SWIFT_post_trade_services_for_investment_ managers_56249.pdf (datadostupa: 02.09.2015).
  13. Commission Delegated Regulation (EU) № 148/2013 [ehlektronnyjjresurs] // Official Journal of the European Union.  URL: http://eur-lex.europa.eu/LexUriServ/LexUriServ.do-uri=OJ:L:2013:052:0001:0010:EN:PDF (data dostupa: 25.09.2015).
  14. Comparativetables [ehlektronnyjj resurs] // bis.org. URL: http://www.bis.org/cpmi/publ/d135a.pdf (data dostupa: 21.09.2015).
  15. O rynke cennykh bumag (s izmenenijami na 13 ijulja 2015 g.) (redakcija, dejjstvujushhaja s 1 oktjabrja 2015 g.) [ehlektronnyjj resurs] // EHlektronnyjj fond pravovojj i normativno-tekhnicheskojj dokumentacii. URL: http://docs.cntd.ru/document/9018809 (data dostupa: 13.09.2015).
  16. Data-driven test cases [ehlektronnyjjresurs] // boost.org. URL: http://www.boost.org/doc/libs/1_59_0/libs/test/doc/ html/boost_test/ tests_organization/test_cases/test_case_generation.html (datadostupa: 09.09.2015).
  17. Test Language ? Introduction to Keyword Driven Testing [ehlektronnyjjresurs] // Software Development Magazine - Programming, Software Testing, Project Management, Jobs. URL: http://www.methodsandtools.com/archive/archive.php-id=108 (data dostupa: 17.09.2015).
  18. CESR Technical Advice to the European Commission in the Context of the MiFID Review - Equity Markets Post-trade Transparency Standards [ehlektronnyjjresurs] // Committee of European Securities Regulators.  URL: http://www.esma.europa.eu/system/files/10_882.pdf (data dostupa: 22.09.2015).
  19. ISO 20022 Securities messages [ehlektronnyjjresurs] // ISO 20022 Universal financial industry message scheme.  URL: https://www.hkex.com.hk/eng/rulesreg/clearrules/ocp/documents/chap15.pdf (data dostupa: 15.09.2015).
  20. Typhoons and rainstorms [ehlektronnyjjresurs] // Operational clearing procedures. URL: http://www.bis.org/cpmi/publ/d135a.pdf (data dostupa: 22.09.2015).
  21. Functionaltesting [ehlektronnyjj resurs] // hp.com. URL: http://www8.hp.com/us/en/software-solutions/functional-testing-software-testing/index.html-jumpid=hpr_r1002_usen_link1 (data dostupa: 21.09.2015).
  22. Gelperin, D.; B. Hetzel (1988). The Growth of Software Testing. CACM 31 (6). ISSN 0001-0782.
  23. A (Very) Brief History of Test Automation. Geoff Horne [ehlektronnyjjresurs] // linkedin.com.  URL: https://www.linkedin.com/pulse/20141007123253-16089094-a-very-brief-history-of-test-automation (data dostupa: 13.09.2015).
  24. List of Testing Tools [ehlektronnyjjresurs] // guru99.com.  URL: http://www.guru99.com/list-of-testing-tools.html (data dostupa: 18.09.2015).
  25. Test Tools [ehlektronnyjjresurs] // ministryoftesting.com.  URL: http://www.ministryoftesting.com/resources/software-testing-tools/ (data dostupa: 21.09.2015).
  26. 10 regression/functional web testing tools [ehlektronnyjjresurs] // TECH BLOG.  URL: http://www.hurricanesoftwares.com/10-regressionfunctional-web-testing-tools/ (data dostupa: 02.09.2015).
  27. 5 Best Test Automation Tools [ehlektronnyjjresurs] // automated-360.com. URL: http://automated-360.com/automation-tools/5-best-test-automation-tools (datadostupa: 21.09.2015).
  28. Category: Software testing tools [ehlektronnyjjresurs] // wikipedia.org. URL:https://en.wikipedia.org/wiki/Category:Software_testing_tools (datadostupa: 11.09.2015).
  29. What is Selenium? [ehlektronnyjjresurs] // seleniumhq.org. URL: http://docs.seleniumhq.org/ (datadostupa: 21.09.2015).
  30. HP Unified Functional Testing software [ehlektronnyjjresurs] // Web-site of Hewlett-Packard Company. URL:http://www8.hp.com/h20195/V2/GetPDF.aspx/4AA4-8360ENW.pdf (data dostupa: 21.09.2015).
  31. TestStudio [ehlektronnyjj resurs] // telerik.com. URL: http://www.telerik.com/teststudio (data dostupa: 14.09.2015).
  32. Test Complete Platform: Testing for Desktop, Mobile, & Web Applications [ehlektronnyjjresurs] // smartbear.com.  URL: http://smartbear.com/product/testcomplete/overview/ (data dostupa: 21.09.2015).
  33. Automated Testing of Desktop. Web. Mobile. [ehlektronnyjj resurs] // ranorex.com.  URL: http://www.ranorex.com/ (data dostupa: 25.09.2015).
  34. UseJenkins [ehlektronnyjj resurs] // jenkins-ci.org.  URL: https://wiki.jenkins-ci.org/display/JENKINS/Use+Jenkins (data dostupa: 21.09.2015).
  35. Skybot Job Scheduler [ehlektronnyjjresurs] // helpsystems.com.  URL: http://www.helpsystems.com/skybot/products/skybot-scheduler (data dostupa: 08.09.2015).
  36. cURL [ehlektronnyjj resurs] // haxx.se. URL: http://curl.haxx.se/ (data dostupa: 28.09.2015).