diff options
| -rw-r--r-- | python/process_queue.py | 11 |
1 files changed, 11 insertions, 0 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index ff91c094..9e60b8bc 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -638,7 +638,18 @@ def build_line(obj, trade_type="bond"): obj["Transaction Type"] = "Transfer" obj["Instrument Type"] = "Cashflow" obj["Settlement Date"] = obj["Trade Date"] + strat_portfolio_map = { + "IGOPTDEL": "OPTIONS", + "COCSH": "OPTIONS", + "IGINX": "TRANCHE", + "BSPK": "TRANCHE", + "TCSH": "TRANCHE", + "SER_ITRXCURVE": "SERG__CURVE", + "XCURVE": "SERG__CURVE", + } + obj["Portfolio"] = strat_portfolio_map.get(obj["Folder"]) rename_keys(obj, {"amount": "Amount"}) + elif trade_type == "spot": obj["Deal Type"] = "SpotDeal" rename_keys( |