diff options
| -rw-r--r-- | python/book_bbg.py | 7 | ||||
| -rw-r--r-- | sql/dawn.sql | 2 |
2 files changed, 8 insertions, 1 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index b41c763b..85e16d9d 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -51,7 +51,7 @@ class Bbg: except (ValueError, UnboundLocalError) as e: logger.warning(f"problem with file {f.filename}") logger.warning(e) - pass + continue else: cls._cache[bbg_id] = None Bbg[ticket_type].commit(trade) @@ -86,6 +86,11 @@ class Bbg: @classmethod def process(cls, reader, bbg_id): for row in reader: + for k, v in row.items(): + if v == "": + row[k] = None + if row.get("Block Status") != "Accepted": + raise ValueError("Rejected trade") line = {"bbg_ticket_id": bbg_id, **row} orig_row = line.copy() for trade in cls.trade_class(row).from_bbg_line(line): diff --git a/sql/dawn.sql b/sql/dawn.sql index 73ee564f..88f407e9 100644 --- a/sql/dawn.sql +++ b/sql/dawn.sql @@ -2343,6 +2343,8 @@ CREATE TYPE strategy AS ENUM( 'M_CSH_CASH', 'M_CSH_EXP', -- GFS_HELPER_BUSINESS_UNIT portfolio 'GFS_TRANSFER_HELPER', +-- UNALLOCATED portfolio +'*', -- LQD_TRANCH (deprecated) 'LQD_TRANCH') |