QPR-12066 -- Add CRIF match regression tests

Author: damienbarker

Tools/PythonTools/compare_files.py

@@ -397,6 +397,17 @@ def compare_files_df(name, file_1, file_2, config):
         if 'optional_cols' in config:
             optional_cols = copy.deepcopy(config['optional_cols'])
             logger.debug('Optional columns found: %s', str (optional_cols))
+
+            # Check that each optional col either exists in both DataFrames, or is missing in both. Otherwise, we fail the test.
+            missing_ocols = []
+            for col in optional_cols:
+                if (col in df_1.columns and col not in df_2.columns) or (col not in df_1.columns and col in df_2.columns):
+                    missing_ocols.append(col)
+            if missing_ocols:
+                logger.warning('The columns, %s, are in one Dataframe but not the other.', str(missing_ocols))
+                return False
+
+            # For each optional col, check whether it is found in each DataFrame. If so, add it.
             for col in optional_cols:
                 if col in df_1.columns and col in df_2.columns :
                     logger.debug('Adding optional column %s to list of columns for comparison', col)

Tools/PythonTools/comparison_config.json

@@ -227,7 +227,24 @@
           "TradeType"
         ],
         "optional_cols": [
-          "BaseCurrency"
+          "BaseCurrency",
+          "end_date",
+          "trade_date",
+          "notional",
+          "trade_currency",
+          "notional2",
+          "trade_currency2",
+          "underlying",
+          "mtm_curr",
+          "mtm_value",
+          "settlement_type",
+          "strike",
+          "call_put",
+          "long_short",
+          "asset_class",
+          "base_product",
+          "sub_product",
+          "xccy_resettable"
         ],
         "optional_keys": [
           "collect_regulations",