diff options
| -rw-r--r-- | python/trade_dataclasses.py | 7 |
1 files changed, 5 insertions, 2 deletions
diff --git a/python/trade_dataclasses.py b/python/trade_dataclasses.py index 6385cf05..fbe294a9 100644 --- a/python/trade_dataclasses.py +++ b/python/trade_dataclasses.py @@ -37,7 +37,7 @@ _fcms = { "Goldman Sachs": "GS", "BOA": "BAML", "GOLD": "GS", - "WB": "WF", + "Wells Fargo Secs": "WF", } _client_name = {"SERCGMAST": "Serenitas", "BOWDST": "HEDGEMARK", "BRINKER": "LMCG"} @@ -58,6 +58,7 @@ cdx_broker_codes = { _cdx_cp = {cp: k for k, v in cdx_broker_codes.items() for cp in v} _bond_cp = { + "ODCA": "ODCGNY", "CG": "CITINY", "WFBS": "WELFEI", "MZZ": "MIZUNY", @@ -746,7 +747,9 @@ class FxSwapDeal( f"far_{key2}_currency": line["Currency 1"], f"far_{key2}_amount": line["Far Amount Dealt"], } - + for key in ("Comp Quote 1",): + if line[key] == "": + line[key] = None cls._bbg_insert_queue.append(list(line.values())) return cls( folder="*", |