diff options
| -rw-r--r-- | python/mtm_upload.py | 34 | ||||
| -rw-r--r-- | python/notebooks/swaption_risk.ipynb | 2 |
2 files changed, 1 insertions, 35 deletions
diff --git a/python/mtm_upload.py b/python/mtm_upload.py deleted file mode 100644 index f97bd908..00000000 --- a/python/mtm_upload.py +++ /dev/null @@ -1,34 +0,0 @@ -from io import StringIO -import csv -from serenitas.utils.env import DAILY_DIR -from serenitas.utils.remote import SftpClient -import datetime -from trade_dataclasses import CDSDeal, SwaptionDeal, TerminationDeal -from headers import MTM_HEADERS - -deal_registry = { - "cds": CDSDeal, - "swaption": SwaptionDeal, - "termination": TerminationDeal, -} - - -def mtm_process_upload(tradeids, product_type): - objs = [ - deal_registry[product_type].from_tradeid(tradeid).to_markit() - for tradeid in tradeids - ] - buf = StringIO() - csvwriter = csv.writer(buf) - csvwriter.writerow(MTM_HEADERS[product_type]) - csvwriter.writerows( - [obj.get(h, None) for h in MTM_HEADERS[product_type]] for obj in objs - ) - buf = buf.getvalue().encode() - fname = ( - f"MTM.{datetime.datetime.now():%Y%m%d.%H%M%S}.{product_type.capitalize()}.csv" - ) - sftp = SftpClient.from_creds("mtm") - sftp.put(buf, fname) - dest = DAILY_DIR / str(datetime.date.today()) / fname - dest.write_bytes(buf) diff --git a/python/notebooks/swaption_risk.ipynb b/python/notebooks/swaption_risk.ipynb index 0e2e52da..fdaff853 100644 --- a/python/notebooks/swaption_risk.ipynb +++ b/python/notebooks/swaption_risk.ipynb @@ -217,7 +217,7 @@ "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", - "version": "3.10.4" + "version": "3.10.5" } }, "nbformat": 4, |