diff options
| -rw-r--r-- | python/Dawn/models.py | 4 | ||||
| -rw-r--r-- | python/Dawn/static/dawn.js | 3 | ||||
| -rw-r--r-- | python/Dawn/templates/spot_blotter.html | 35 | ||||
| -rw-r--r-- | python/dawn_utils.py | 32 | ||||
| -rw-r--r-- | python/flask-run.py | 2 |
5 files changed, 73 insertions, 3 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index 2c4acb27..28d57990 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -326,8 +326,8 @@ class SpotDeal(db.Model): buy_amount = db.Column(db.Float, nullable=False) sell_currency = db.Column(CCY, nullable=False) sell_amount = db.Column(db.Float, nullable=False) - commission_currency = db.Column(CCY, nullable=False) - commission = db.Column(db.Float, nullable=False) + commission_currency = db.Column(CCY) + commission = db.Column(db.Float) counterparty = db.relationship(Counterparties) class CapFloorDeal(db.Model): diff --git a/python/Dawn/static/dawn.js b/python/Dawn/static/dawn.js index 143947c8..cfcee999 100644 --- a/python/Dawn/static/dawn.js +++ b/python/Dawn/static/dawn.js @@ -105,4 +105,7 @@ $(function() { $('#upfront').attr('data-toggle', 'tooltip'); $('#upfront').attr('title', 'This is Cash Amount on the bloomberg ticket, i.e. the net amount we receive.'); $('#upfront').tooltip(); + $('#spot_rate').attr('data-toggle', 'tooltip'); + $('#spot_rate').attr('title', 'Spot rate must be entered with pairs ordered by dominance. EUR > GBP > USD > CAD > CHF > YEN'); + $('#spot_rate').tooltip(); }); diff --git a/python/Dawn/templates/spot_blotter.html b/python/Dawn/templates/spot_blotter.html new file mode 100644 index 00000000..fbbd2545 --- /dev/null +++ b/python/Dawn/templates/spot_blotter.html @@ -0,0 +1,35 @@ +{% extends "base.html" %} +{% block content %} +<table class="table table-striped"> + <thead> + <tr> + <td>Deal ID</td> + <td>Trade Date</td> + <td>Settle Date</td> + <td>Strategy</td> + <td>Spot Rate</td> + <td>Buy CCY</td> + <td>Buy Amount</td> + <td>Sell CCY</td> + <td>Sell Amount</td> + <td>Commission CCY</td> + <td>Commission Amount</td> + </tr> + </thead> + {% for trade in trades %} + <tr> + <td><a href="{{url_for('trade_manage', tradeid=trade.id, kind='spot')}}">{{trade.dealid}}</a></td> + <td>{{trade.trade_date}}</td> + <td>{{trade.settlement_date}}</td> + <td>{{trade.folder}}</td> + <td>{{trade.spot_rate}}</td> + <td>{{trade.buy_currency}}</td> + <td>{{trade.buy_amount}}</td> + <td>{{trade.sell_currency}}</td> + <td>{{trade.sell_amount}}</td> + <td>{{trade.commission_currency}}</td> + <td>{{trade.commission}}</td> + </tr> + {% endfor %} +</table> +{% endblock %} diff --git a/python/dawn_utils.py b/python/dawn_utils.py index 1ce4007d..bfa3d312 100644 --- a/python/dawn_utils.py +++ b/python/dawn_utils.py @@ -29,6 +29,8 @@ identifier = COALESCE(identifier, cusip, isin)', NEW.id); stub := 'SCCSH'; WHEN 'capfloors' THEN stub := 'CAP'; + WHEN 'spots' THEN + stub := 'SCFX'; END CASE; sqlstr := format(sqlstr, 'dealid = $1||id', NEW.id); END IF; @@ -155,6 +157,36 @@ def load_wires(engine, schema=None): blotter.to_sql('wires', engine, if_exists='append', index=False, schema=schema) return blotter +def load_spots(engine, schema=None): + blotter = pd.read_excel("/home/serenitas/Daily/Blotter_gh.xlsm", 'FXSpot', + skiprows=[0, 1, 2, 3, 4]) + blotter.dropna(axis=0, subset=['Deal ID'], inplace=True) + blotter = blotter.iloc[:,2:] + blotter.drop(['Deal Type', 'Asset Class', 'Client', 'State', "Counterparty", + "Custodian", "Cash Account", "Account"], + axis=1, inplace=True) + blotter.rename(columns= {'Date': 'trade_date', + 'Settlement Date': 'settlement_date', + 'Cash Account': 'cashaccount', + 'Strategy': 'folder', + 'Deal ID': 'id', + 'Action': 'action', + 'Sell Currency': 'sell_currency', + 'Sell Amount': 'sell_amount', + 'Buy Currency': 'buy_currency', + 'Buy Amount': 'buy_amount', + 'Spot - Buy/Sold Rate': 'spot_rate', + 'Commission Currency': 'commission_currency', + 'commission note': 'commission'}, inplace=True) + blotter.folder = blotter.folder.str.rstrip() + blotter['action'] = 'NEW' + blotter['id'] = blotter['id'].str.replace('[A-Z_]', '').astype('int') + blotter['custodian'] = 'INTBR' + blotter['cashaccount'] = 'IANSCLMAFU' + blotter['cp_code'] = 'IBKRNY' + blotter.to_sql('spots', engine, if_exists='append', index=False, schema=schema) + return blotter + if __name__ == "__main__": """ This script will create the tables and triggers for the Dawn app. If schema is not None, it will create it under a specific schema""" diff --git a/python/flask-run.py b/python/flask-run.py index 7fc1a02c..829da808 100644 --- a/python/flask-run.py +++ b/python/flask-run.py @@ -1,7 +1,7 @@ import sys import importlib -if len(sys.argv)<2: +if len(sys.argv) < 2: print("please enter the name of the Flask app") print("currently Dawn, task_server or risk_insight") else: |