diff options
| -rw-r--r-- | python/cds_rebook.py | 11 | ||||
| -rw-r--r-- | scripts/quantifi-quotes-bond.timer | 9 | ||||
| -rw-r--r-- | scripts/quantifi-quotes-future.timer | 9 | ||||
| -rw-r--r-- | scripts/quantifi-quotes-ir.timer | 9 | ||||
| -rw-r--r-- | scripts/quantifi-quotes-irswaption.timer | 9 | ||||
| -rw-r--r-- | scripts/quantifi-quotes-irswaptionois.timer | 9 | ||||
| -rw-r--r-- | scripts/quantifi-quotes-swaption.timer | 9 | ||||
| -rw-r--r-- | scripts/quantifi-quotes@.timer (renamed from scripts/quantifi-quotes-fx.timer) | 5 | ||||
| -rw-r--r-- | sql/serenitasdb.sql | 2 |
9 files changed, 13 insertions, 59 deletions
diff --git a/python/cds_rebook.py b/python/cds_rebook.py index b2685f6f..0be9cb26 100644 --- a/python/cds_rebook.py +++ b/python/cds_rebook.py @@ -45,7 +45,7 @@ def new_version_quotes( "INSERT into index_quotes_pre(date, index, series, version, " "tenor, close_price, source)" "SELECT date, index, series, version+1, " - "tenor, (%s*close_price + %s)/%s, 'MKIT'" + "tenor, (%s*close_price + %s)/%s, 'SRNTAS'" "FROM index_quotes_pre " "WHERE index=%s AND series=%s AND version=%s AND date=%s AND source='MKIT'", ( @@ -85,6 +85,8 @@ PORTFOLIO = { "HEDGE_CLO": "CLO", "HEDGE_MAC": "HEDGE_MAC", "XOINX": "TRANCHE", + "SER_HYCURVE": "CURVE", + "CASH_BASIS": "HEDGE_MAC", } @@ -300,5 +302,10 @@ if __name__ == "__main__": # rebook(conn, datetime.date(2020, 10, 20), 40769171, "Senior", "GS", "BOWDST") # send_csv(dawndb, datetime.date(2020, 10, 20), "SELEGRO") # EUROPCA - rebook(conn, datetime.date(2021, 1, 13), 10758505, "Senior", "BAML") + # rebook(conn, datetime.date(2021, 1, 13), 10758505, "Senior", "BAML") + # TALEN + rebook(conn, datetime.date(2022, 6, 7), 7359109, "Senior", "BAML") + rebook(conn, datetime.date(2022, 6, 7), 7359109, "Senior", "GS", "BOWDST") + rebook(conn, datetime.date(2022, 6, 7), 7359109, "Senior", "WF") + serenitas_pool.putconn(conn) diff --git a/scripts/quantifi-quotes-bond.timer b/scripts/quantifi-quotes-bond.timer deleted file mode 100644 index 0991f04a..00000000 --- a/scripts/quantifi-quotes-bond.timer +++ /dev/null @@ -1,9 +0,0 @@ -[Unit] -Description=Upload quantifi-quotes for bond -[Timer] -OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@bond.service -RandomizedDelaySec=1m - -[Install] -WantedBy=timers.target diff --git a/scripts/quantifi-quotes-future.timer b/scripts/quantifi-quotes-future.timer deleted file mode 100644 index 776438fa..00000000 --- a/scripts/quantifi-quotes-future.timer +++ /dev/null @@ -1,9 +0,0 @@ -[Unit] -Description=Upload quantifi-quotes for future -[Timer] -OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@future.service -RandomizedDelaySec=1m - -[Install] -WantedBy=timers.target diff --git a/scripts/quantifi-quotes-ir.timer b/scripts/quantifi-quotes-ir.timer deleted file mode 100644 index d3b77a23..00000000 --- a/scripts/quantifi-quotes-ir.timer +++ /dev/null @@ -1,9 +0,0 @@ -[Unit] -Description=Upload quantifi-quotes for ir -[Timer] -OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@ir.service -RandomizedDelaySec=1m - -[Install] -WantedBy=timers.target diff --git a/scripts/quantifi-quotes-irswaption.timer b/scripts/quantifi-quotes-irswaption.timer deleted file mode 100644 index 75083100..00000000 --- a/scripts/quantifi-quotes-irswaption.timer +++ /dev/null @@ -1,9 +0,0 @@ -[Unit] -Description=Upload quantifi-quotes for ir_swaption -[Timer] -OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@ir_swaption.service -RandomizedDelaySec=1m - -[Install] -WantedBy=timers.target diff --git a/scripts/quantifi-quotes-irswaptionois.timer b/scripts/quantifi-quotes-irswaptionois.timer deleted file mode 100644 index 3eaa0ec5..00000000 --- a/scripts/quantifi-quotes-irswaptionois.timer +++ /dev/null @@ -1,9 +0,0 @@ -[Unit] -Description=Upload quantifi-quotes for ir_swaption_ois -[Timer] -OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@ir_swaption_ois.service -RandomizedDelaySec=1m - -[Install] -WantedBy=timers.target diff --git a/scripts/quantifi-quotes-swaption.timer b/scripts/quantifi-quotes-swaption.timer deleted file mode 100644 index cfb3c1c8..00000000 --- a/scripts/quantifi-quotes-swaption.timer +++ /dev/null @@ -1,9 +0,0 @@ -[Unit] -Description=Upload quantifi-quotes for swaption -[Timer] -OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@swaption.service -RandomizedDelaySec=1m - -[Install] -WantedBy=timers.target diff --git a/scripts/quantifi-quotes-fx.timer b/scripts/quantifi-quotes@.timer index 5b85c378..36edfb4a 100644 --- a/scripts/quantifi-quotes-fx.timer +++ b/scripts/quantifi-quotes@.timer @@ -1,8 +1,9 @@ [Unit] -Description=Upload quantifi-quotes for fx +Description=Upload quantifi quotes for %i + [Timer] OnCalendar=Mon..Fri 23:55 -Unit=quantifi-quotes@fx.service +Unit=quantifi-quotes@%i.service RandomizedDelaySec=1m [Install] diff --git a/sql/serenitasdb.sql b/sql/serenitasdb.sql index e68a9db2..3978500e 100644 --- a/sql/serenitasdb.sql +++ b/sql/serenitasdb.sql @@ -1037,7 +1037,7 @@ CREATE TABLE bbg_curves( id integer GENERATED ALWAYS AS IDENTITY PRIMARY KEY,
curve_type smallint,
members text[] NOT NULL,
- in_effect daterange,
+ in_effect daterange NOT NULL,
EXCLUDE USING gist (curve_type WITH =, in_effect WITH &&)
);
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