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dpm-synth

dpm-synth generates synthetic EBA xBRL-CSV report packages that satisfy a module's DPM-XL validation rules. Give it a template that lists a module's tables, cells and rules; it fills every cell with a plausible value, repairs the values until the rules pass, and writes a report package that reads and validates like a real submission.

dpm-synth is an independent project, not affiliated with or endorsed by the European Banking Authority.

It builds on two sibling packages: dpm-xl evaluates the rules and dpm-xbrl writes the package. It needs Python 3.11 or newer. The reports it writes are synthetic: the entity is a fictional LEI and every value is generated.

Who it is for

  • Teams that build loaders, data warehouses or validators for EBA reports and need realistic, internally consistent test submissions for any module, without using real supervisory data.
  • Performance tests that need report packages with millions of facts.
  • Rule authors who want to see a module's rules satisfied, or find the rules that cannot be satisfied together.

In 30 seconds

from dpmxbrl import write_xbrl_csv

from dpmsynth import generate, load_template

template = load_template("minimal.json")  # a module's tables, cells and rules
result = generate(template, seed=7)
print(result.passed, "of", result.rules, "rules pass; failing:", result.failed)
write_xbrl_csv(result.report, "report.zip")
for fact in result.report.facts:
    print(fact.template, fact.datapoint, fact.value)

2 of 2 rules pass; failing: []
t_01.00 dp1001 1126000
t_01.00 dp1002 971000
t_01.00 dp1003 155000

The template minimal.json has one table of three monetary cells and two rules: row 0010 is the sum of rows 0020 and 0030, and both components are not negative. The same from the command line:

$ dpm-synth generate minimal.json -o report.zip --seed 7
rules: 2, passed: 2, failed: 0, not evaluated: 0, not applicable: 0
rounds: 2 (failing rules per round: 1, 0)
wrote report.zip (3 facts)

Every example in these pages runs against the templates in docs/samples, and the test suite checks that each prints what is shown.

Install

pip install dpm-synth

This installs dpm-xl and dpm-xbrl too, and the dpm-synth command.

Key features

  • Any module. The template format describes tables, open keys, cells, data types, allowed items and rules, so one tool covers COREP, FINREP and every other DPM framework; see the template format.
  • Rules satisfied, not just shapes. Sums, differences, products of two cells, sign rules, isnull, in and match are repaired; on EBA DPM 4.3 COREP_OF, 999 of the 1,051 rules that apply pass. See the evaluate-and-repair loop and its limits.
  • Valid packages. Packages are written by dpm-xbrl and read back without a single broken EBA filing rule that the file can show, other than the synthetic file name.
  • Reproducible. The same template, seed, options and versions give the same bytes; see reproduce a report.
  • Large. Scaled packages stream open tables with millions of rows in seconds; see load-test with scaled packages.

Toolkit

Part of the dpm toolkit, three Python packages that work together:

Package What it does
dpm-xl Parse and evaluate DPM-XL validation rules
dpm-xbrl Read, write and check xBRL-CSV and XBRL-XML reports
dpm-synth Generate test reports that satisfy DPM-XL rules (this package)

The toolkit tour takes one report through all three: generated with dpm-synth, read with dpm-xbrl, then evaluated and explained with dpm-xl.

Where next