diff options
| -rw-r--r-- | python/process_queue.py | 24 |
1 files changed, 16 insertions, 8 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index 03e9695b..1bc86c3e 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -835,14 +835,22 @@ def cds_trade_process(conn, session, trade): value_date=trade["trade_date"], ) index.direction = trade["protection"] - index.ref = trade["ref"] - trade["upfront"] = -index.pv - with conn.cursor() as c: - c.execute( - "UPDATE cds SET upfront=%s WHERE dealid=%s", - (trade["upfront"], trade["dealid"]), - ) - conn.commit() + with conn.cursor() as c: + if trade["ref"]: + index.ref = trade["ref"] + trade["upfront"] = -index.pv + c.execute( + "UPDATE cds SET upfront=%s WHERE dealid=%s", + (trade["upfront"], trade["dealid"]), + ) + else: + index.pv = trade["upfront"] + trade["ref"] = index.ref + c.execute( + "UPDATE cds SET ref=%s WHERE dealid=%s", + (trade["ref"], trade["dealid"]), + ) + conn.commit() return trade |