diff options
| -rw-r--r-- | python/book_bbg.py | 8 | ||||
| -rw-r--r-- | python/trade_dataclasses.py | 22 |
2 files changed, 21 insertions, 9 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 54212412..e12646cb 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -1,15 +1,11 @@ from serenitas.utils.remote import SftpClient -import datetime +from trade_dataclasses import Deal, DealType, BbgDeal import csv -from trade_dataclasses import CDSDeal, BondDeal, BbgDeal, _funds, _cdx_cp, _fcms -from decimal import Decimal from stat import S_ISREG -_deal = {"BOND": BondDeal, "CDX": CDSDeal} - def trade_booking_process(file_handle, index, asset_class): - deal = _deal[asset_class] + deal = Deal[DealType(asset_class)] for row in csv.DictReader(file_handle): line = {"bbg_ticket_id": index, **row} trade = deal.from_bbg_line(line) diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 08f92638..e3790466 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -149,16 +149,26 @@ class Counterparty: register_adapter(Frequency, lambda f: AsIs(f.value)) +class DealType(Enum): + Bond = "BOND" + CDS = "CDX" + + class Deal: _conn: ClassVar = dbconn("dawndb", application_name="autobooker") + _registry = {} _table_name: None _sql_fields: ClassVar[list[str]] _sql_insert: ClassVar[str] _sql_select: ClassVar[str] _insert_queue: ClassVar[list] = [] - def __init_subclass__(cls, table_name: str, insert_ignore=()): + def __class_getitem__(cls, deal_type: DealType): + return cls._registry[deal_type] + + def __init_subclass__(cls, deal_type: DealType, table_name: str, insert_ignore=()): super().__init_subclass__() + cls._registry[deal_type] = cls cls._table_name = table_name insert_columns = [c for c in cls.__annotations__ if c not in insert_ignore] place_holders = ",".join(["%s"] * len(insert_columns)) @@ -230,7 +240,13 @@ class BbgDeal: @dataclass -class CDSDeal(BbgDeal, Deal, table_name="cds", insert_ignore=("id", "dealid")): +class CDSDeal( + BbgDeal, + Deal, + deal_type=DealType.CDS, + table_name="cds", + insert_ignore=("id", "dealid"), +): fund: Fund = field(metadata={"mtm": "Account Abbreviation"}) account_code: str cp_code: str = field(metadata={"mtm": "Broker Id"}) @@ -321,7 +337,7 @@ class CDSDeal(BbgDeal, Deal, table_name="cds", insert_ignore=("id", "dealid")): @dataclass -class BondDeal(BbgDeal, Deal, table_name="bonds"): +class BondDeal(BbgDeal, Deal, deal_type=DealType.Bond, table_name="bonds"): buysell: bool description: str faceamount: float |