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-rw-r--r--python/cds_rebook.py11
-rw-r--r--scripts/quantifi-quotes-bond.timer9
-rw-r--r--scripts/quantifi-quotes-future.timer9
-rw-r--r--scripts/quantifi-quotes-ir.timer9
-rw-r--r--scripts/quantifi-quotes-irswaption.timer9
-rw-r--r--scripts/quantifi-quotes-irswaptionois.timer9
-rw-r--r--scripts/quantifi-quotes-swaption.timer9
-rw-r--r--scripts/quantifi-quotes@.timer (renamed from scripts/quantifi-quotes-fx.timer)5
-rw-r--r--sql/serenitasdb.sql2
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 &&)
);