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Diffstat (limited to 'python/Dawn/models.py')
| -rw-r--r-- | python/Dawn/models.py | 709 |
1 files changed, 0 insertions, 709 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py deleted file mode 100644 index 34464fec..00000000 --- a/python/Dawn/models.py +++ /dev/null @@ -1,709 +0,0 @@ -from flask_wtf import FlaskForm -from flask_wtf.file import FileField - -from pandas.tseries.offsets import CustomBusinessDay, BDay -from pandas.tseries.holiday import get_calendar, HolidayCalendarFactory, GoodFriday -from pyisda.date import previous_twentieth - -from sqlalchemy.dialects.postgresql import ENUM -from wtforms.validators import Length -from wtforms_alchemy import model_form_factory -from sqlalchemy_utils import EmailType, PhoneNumberType - -from . import db - -import datetime - -fed_cal = get_calendar("USFederalHolidayCalendar") -bond_cal = HolidayCalendarFactory("BondCalendar", fed_cal, GoodFriday) -bus_day = CustomBusinessDay(calendar=bond_cal()) - - -class Counterparties(db.Model): - __tablename__ = "counterparties" - code = db.Column(db.String(12), primary_key=True) - name = db.Column(db.String) - city = db.Column(db.String) - state = db.Column(db.String(2)) - dtc_number = db.Column(db.Integer) - sales_contact = db.Column(db.String) - sales_email = db.Column(EmailType) - sales_phone = db.Column(PhoneNumberType()) - valuation_contact1 = db.Column(db.String) - valuation_email1 = db.Column(EmailType) - valuation_contact2 = db.Column(db.String) - valuation_email2 = db.Column(EmailType) - valuation_contact3 = db.Column(db.String) - valuation_email3 = db.Column(EmailType) - valuation_contact4 = db.Column(db.String) - valuation_email4 = db.Column(EmailType) - notes = db.Column(db.String) - instructions = db.Column(db.String, info={"form_field_class": FileField}) - - -class Accounts(db.Model): - __tablename__ = "accounts" - code = db.Column(db.String(5), primary_key=True) - name = db.Column(db.String) - custodian = db.Column(db.String) - cash_account = db.Column(db.String) - counterparty = db.Column(db.String(12), db.ForeignKey("counterparties.code")) - - -FUND = ENUM("SERCGMAST", "BRINKER", "BOWDST", name="fund") - -PORTFOLIO = ENUM( - "OPTIONS", - "IR", - "MORTGAGES", - "IG", - "HY", - "CURVE", - "TRANCHE", - "CLO", - "HEDGE_MAC", - "STRUCTURED", - name="portfolio", -) - -BOND_STRAT = ENUM( - "M_STR_MAV", - "M_STR_MEZZ", - "CSO_TRANCH", - "M_CLO_BB20", - "M_CLO_AAA", - "M_CLO_BBB", - "M_MTG_IO", - "M_MTG_THRU", - "M_MTG_GOOD", - "M_MTG_B4PR", - "M_MTG_RW", - "M_MTG_FP", - "M_MTG_LMG", - "M_MTG_SD", - "M_MTG_PR", - "CRT_SD", - "CRT_LD", - "CRT_LD_JNR", - name="bond_strat", -) - -CDS_STRAT = ENUM( - "HEDGE_CSO", - "HEDGE_CLO", - "HEDGE_MAC", - "HEDGE_MBS", - "SER_IGSNR", - "SER_IGMEZ", - "SER_IGEQY", - "SER_IGINX", - "SER_HYSNR", - "SER_HYMEZ", - "SER_HYEQY", - "SER_HYINX", - "SER_HYCURVE", - "SER_IGCURVE", - "SER_ITRXCURVE", - "XCURVE", - "MBSCDS", - "IGOPTDEL", - "HYOPTDEL", - "HYEQY", - "HYMEZ", - "HYSNR", - "HYINX", - "IGEQY", - "IGMEZ", - "IGSNR", - "IGINX", - "XOEQY", - "XOMEZ", - "XOINX", - "EUEQY", - "EUMEZ", - "EUSNR", - "EUINX", - "BSPK", - name="cds_strat", -) - -SWAPTION_STRAT = ENUM( - "IGPAYER", "IGREC", "HYPAYER", "HYREC", "STEEP", "DV01", name="swaption_strat" -) - -FUTURE_STRAT = ENUM( - "M_STR_MAV", - "M_MTG_IO", - "M_STR_MEZZ", - "M_MTG_RW", - "SER_ITRXCURVE", - "M_CSH_CASH", - "DELTAONE", - "TCSH", - name="future_strat", -) - -CASH_STRAT = ENUM( - "M_CSH_CASH", - "MBSCDSCSH", - "SER_IGCVECSH", - "SER_ITRXCVCSH", - "CVECSH", - "CSOCDSCSH", - "IGCDSCSH", - "HYCDSCSH", - "CLOCDSCSH", - "IGTCDSCSH", - "MACCDSCSH", - "M_STR_MEZZ", - "IRDEVCSH", - "TCSH", - "COCSH", - "XCURVE", - "SER_ITRXCURVE", - "BSPK", - "SER_HYINX", - "IGOPTDEL", - "IGINX", - "HEDGE_CLO", - name="cash_strat", -) - -SPOT_STRAT = ENUM( - "M_STR_MAV", - "M_STR_MEZZ", - "M_CSH_CASH", - "TCSH", - "CVECSH", - "SER_ITRXCURVE", - name="spot_strat", -) - -OPTION_TYPE = ENUM("PAYER", "RECEIVER", name="option_type") - -SWAPTION_TYPE = ENUM("CD_INDEX_OPTION", "SWAPTION", name="swaption_type") -SETTLEMENT_TYPE = ENUM("Delivery", "Cash", name="settlement_type") - -REPO_TYPE = ENUM("REPO", "REVERSE REPO", name="repo_type") -FUTURE_TYPE = ENUM( - "FUTURE", "CFD", "SYNTHETIC-FUTURE", "LME-FORWARD", name="future_type" -) - -CALL_NOTICE = ENUM( - "24H", - "48H", - "3D", - "4D", - "5D", - "6D", - "1W", - "8D", - "9D", - "10D", - "2W", - "1M", - "2M", - name="call_notice", -) - -ASSET_CLASS = ENUM( - "CSO", - "Subprime", - "CLO", - "Tranches", - "Futures", - "Cash", - "FX", - "Cleared", - "CRT", - name="asset_class", -) -ACTION = ENUM("NEW", "UPDATE", "CANCEL", name="action") - -CCY = ENUM("USD", "CAD", "EUR", "YEN", name="currency") - -BBG_TYPE = ENUM("Mtge", "Corp", name="bbg_type") - -SWAP_TYPE = ENUM( - "CD_INDEX", - "CD_INDEX_TRANCHE", - "CD_BASKET_TRANCHE", - "ABS_CDS", - "BESPOKE", - name="swap_type", -) - -ISDA = ENUM("ISDA2014", "ISDA2003Cred", name="isda") - -DAY_COUNT = ENUM("ACT/360", "ACT/ACT", "30/360", "ACT/365", name="day_count") -FREQ = ENUM( - "Yearly", - "Half-Yearly", - "Quarterly", - "Bi-Monthly", - "Monthly", - "Weekly", - "Daily", - "Straight", - name="frequency", -) -BUS_DAY_CONVENTION = ENUM( - "Modified Following", - "Following", - "Modified Preceding", - "Preceding", - "Second-Day-After", - "End-of-Month", - name="bus_day_convention", -) -PROTECTION = ENUM("Buyer", "Seller", name="protection") - -CAPFLOOR_TYPE = ENUM( - "CAPFLOOR", "CMS_OPTION", "STRUCTURED", "FORWARD_PREMIUM", name="capfloor_type" -) -CAPFLOOR = ENUM("C", "F", name="cap_or_floor") -PAYMENT_MODE = ENUM("F", "S", name="payment_mode") -PRICING_TYPE = ENUM("PlainVanilla", "EquityIndex", name="pricing_type") -BEGIN_OR_END = ENUM("B", "E", name="begin_or_end") - - -class BondDeal(db.Model): - __tablename__ = "bonds" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False, default="SERCGMAST") - dealid = db.Column(db.String(28)) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - folder = db.Column(BOND_STRAT, nullable=False) - custodian = db.Column(db.String(12), default="BAC", nullable=False) - cashaccount = db.Column(db.String(12), default="V0NSCLMAMB", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={"choices": [(None, "")], "label": "counterparty"}, - nullable=False, - ) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - settle_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + 2 * bus_day - ) - cusip = db.Column( - db.String(9), - info={ - "validators": Length(9, 9), - "filters": [lambda x: x or None], - "trim": True, - }, - ) - isin = db.Column( - db.String(12), - info={ - "validators": Length(12, 12), - "filters": [lambda x: x or None], - "trim": True, - }, - ) - identifier = db.Column( - db.String(12), info={"filters": [lambda x: x or None], "trim": True} - ) - description = db.Column(db.String(32), nullable=False, info={"trim": True}) - buysell = db.Column( - db.Boolean, - nullable=False, - info={ - "choices": [(0, "sell"), (1, "buy")], - "coerce": lambda x: bool(int(x)) if x is not None else x, - }, - ) - faceamount = db.Column(db.Float, nullable=False) - price = db.Column(db.Float, nullable=False) - accrued = db.Column(db.Float) - asset_class = db.Column(ASSET_CLASS) - ticket = db.Column(db.String, info={"form_field_class": FileField}) - principal_payment = db.Column(db.Float) - accrued_payment = db.Column(db.Float) - counterparty = db.relationship(Counterparties) - __table_args__ = (db.CheckConstraint("cusip is not Null or isin is not Null"),) - - -class CDSDeal(db.Model): - __tablename__ = "cds" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False, default="SERCGMAST") - dealid = db.Column(db.String(28)) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - portfolio = db.Column(PORTFOLIO, nullable=False) - folder = db.Column(CDS_STRAT, nullable=False) - account_code = db.Column( - db.String(5), - db.ForeignKey("accounts.code"), - info={"choices": [(None, "")], "label": "fcm_account"}, - nullable=False, - ) - custodian = db.Column(db.String(12), default="NONE", nullable=False) - cashaccount = db.Column(db.String(12), default="V0NSCLMFCM", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={"choices": [(None, "")], "label": "counterparty"}, - nullable=False, - ) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - effective_date = db.Column( - db.Date, - nullable=False, - default=lambda: previous_twentieth(datetime.date.today() + BDay()), - ) - maturity = db.Column(db.Date, nullable=False) - currency = db.Column(CCY, nullable=False) - payment_rolldate = db.Column(BUS_DAY_CONVENTION, nullable=False) - notional = db.Column(db.Float, nullable=False) - fixed_rate = db.Column(db.Float, nullable=False) - day_count = db.Column(DAY_COUNT, nullable=False) - frequency = db.Column(db.SmallInteger, default=4, nullable=False) - protection = db.Column(PROTECTION, nullable=False) - security_id = db.Column(db.String(12), nullable=False) - security_desc = db.Column(db.String(32), nullable=False) - upfront = db.Column(db.Float) - upfront_settle_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + BDay() - ) - initial_margin_percentage = db.Column(db.Float) - swap_type = db.Column(SWAP_TYPE, nullable=False) - orig_attach = db.Column(db.SmallInteger, info={"min": 0, "max": 100}) - orig_detach = db.Column(db.SmallInteger, info={"min": 0, "max": 100}) - attach = db.Column(db.Float, info={"min": 0.0, "max": 100.0}) - detach = db.Column(db.Float, info={"min": 0.0, "max": 100.0}) - corr_attach = db.Column(db.Float, info={"min": 0.0, "max": 1.0}) - corr_detach = db.Column(db.Float, info={"min": 0.0, "max": 1.0}) - index_ref = db.Column(db.Float) - clearing_facility = db.Column( - db.String(12), default=None, info={"filters": [lambda x: x or None]} - ) - isda_definition = db.Column(ISDA) - counterparty = db.relationship(Counterparties, foreign_keys=[cp_code]) - fcm_account = db.relationship( - Accounts, foreign_keys=[account_code], load_on_pending=True - ) - ref = db.Column(db.Float) - __table_args__ = ( - db.CheckConstraint( - "(swap_type IN ('CD_INDEX_TRANCHE', 'BESPOKE') AND " - "(orig_attach IS NOT NULL AND orig_detach IS NOT NULL AND clearing_facility IS NULL))" - "OR (swap_type='CD_INDEX' AND " - "orig_attach IS NULL AND orig_detach IS NULL AND clearing_facility='ICE-CREDIT')" - "OR (swap_type='ABS_CDS' AND " - "orig_attach IS NULL AND orig_detach IS NULL AND clearing_faciliy IS NULL)" - ), - ) - - -class RepoDeal(db.Model): - __tablename__ = "repo" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False, default="SERCGMAST") - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - folder = db.Column(CDS_STRAT, nullable=False) - custodian = db.Column(db.String(12), default="SGFCM", nullable=False) - cashaccount = db.Column(db.String(12), default="V0NSCLMAMB", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={"choices": [(None, "")], "label": "counterparty"}, - nullable=False, - ) - trade_date = db.Column(db.Date, nullable=False) - settle_date = db.Column(db.Date, nullable=False) - cusip = db.Column( - db.String(9), - info={ - "validators": Length(9, 9), - "filters": [lambda x: x or None], - "trim": True, - }, - ) - isin = db.Column( - db.String(12), - info={ - "validators": Length(12, 12), - "filters": [lambda x: x or None], - "trim": True, - }, - ) - identifier = db.Column( - db.String(12), info={"filters": [lambda x: x or None], "trim": True} - ) - description = db.Column(db.String(32), nullable=False, info={"trim": True}) - transation_indicator = db.Column(REPO_TYPE) - faceamount = db.Column(db.Float, nullable=False) - price = db.Column(db.Float, nullable=False) - currency = db.Column(CCY, nullable=False) - expiration_date = db.Column(db.Date) - weighted_amount = db.Column(db.Float) - haircut = db.Column(db.Float) - repo_rate = db.Column(db.Float, nullable=False) - call_notice = db.Column(CALL_NOTICE) - daycount = db.Column(DAY_COUNT) - ticket = db.Column(db.String, info={"form_field_class": FileField}) - __table__args = ( - db.CheckConstraint( - "haircut is not NULL and weighted_amount is NULL) or " - "haircut is NULL and weighted_amount is NOT NULL)" - ), - db.CheckConstraint("cusip is NOT NULL or isin is NOT NULL"), - ) - - -class SwaptionDeal(db.Model): - __tablename__ = "swaptions" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False, default="SERCGMAST") - dealid = db.Column(db.String(28), nullable=False) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - portfolio = db.Column(PORTFOLIO, nullable=False) - folder = db.Column(SWAPTION_STRAT, nullable=False) - custodian = db.Column(db.String(12), default="NONE", nullable=False) - cashaccount = db.Column(db.String(12), default="V0NSCLMAMB", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={"choices": [(None, "")], "label": "counterparty"}, - nullable=False, - ) - swap_type = db.Column(SWAPTION_TYPE, nullable=False) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - settle_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + 3 * bus_day - ) - buysell = db.Column( - db.Boolean, - nullable=False, - info={ - "choices": [(0, "sell"), (1, "buy")], - "coerce": lambda x: bool(int(x)) if x is not None else x, - }, - ) - notional = db.Column(db.Float, nullable=False) - option_type = db.Column(OPTION_TYPE, nullable=False) - strike = db.Column(db.Float, nullable=False) - price = db.Column(db.Float, nullable=False) - expiration_date = db.Column(db.Date, nullable=False) - initial_margin_percentage = db.Column(db.Float) - index_ref = db.Column(db.Float) - security_id = db.Column(db.String(12), nullable=False) - security_desc = db.Column(db.String(32)) - fixed_rate = db.Column(db.Float) - maturity = db.Column(db.Date, nullable=False) - currency = db.Column(CCY, nullable=False) - settlement_type = db.Column(SETTLEMENT_TYPE, nullable=False) - counterparty = db.relationship(Counterparties, foreign_keys=[cp_code]) - - -class FutureDeal(db.Model): - __tablename__ = "futures" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False) - dealid = db.Column(db.String(28), nullable=False) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - folder = db.Column(FUTURE_STRAT, nullable=False) - custodian = db.Column(db.String(12), default="INTBR", nullable=False) - cashaccount = db.Column(db.String(10), default="IANSCLMAFU", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={ - "choices": [("IBKRNY", "Interactive Brokers"), ("GOLDNY", "Goldman Sachs")], - "label": "counterparty", - }, - nullable=False, - ) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - settle_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + 2 * bus_day - ) - buysell = db.Column( - db.Boolean, - nullable=False, - info={ - "choices": [(0, "sell"), (1, "buy")], - "coerce": lambda x: bool(int(x)) if x is not None else x, - }, - ) - bbg_ticker = db.Column(db.String(32), nullable=False) - quantity = db.Column(db.Float, nullable=False) - price = db.Column(db.Float, nullable=False) - commission = db.Column(db.Float) - swap_type = db.Column(FUTURE_TYPE, nullable=False) - security_desc = db.Column(db.String(32), nullable=False) - maturity = db.Column(db.Date, nullable=False) - currency = db.Column(CCY, nullable=False) - exchange = db.Column(db.String(3), default="CME", nullable=False) - counterparty = db.relationship(Counterparties) - - -class CashFlowDeal(db.Model): - __tablename__ = "wires" - id = db.Column("id", db.Integer, primary_key=True) - dealid = db.Column(db.String(28)) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION) - folder = db.Column(CASH_STRAT, nullable=False) - code = db.Column(db.String(5), db.ForeignKey("accounts.code"), nullable=False) - amount = db.Column(db.Float, nullable=False) - currency = db.Column(CCY, nullable=False) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - account = db.relationship(Accounts) - - -class SpotDeal(db.Model): - __tablename__ = "spots" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False, default="SERCGMAST") - dealid = db.Column(db.String(28), nullable=False) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - folder = db.Column(SPOT_STRAT, nullable=False) - custodian = db.Column(db.String(12), default="INTBR", nullable=False) - cashaccount = db.Column(db.String(12), default="IANSCLMAFU", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={ - "choices": [ - ("IBKRNY", "Interactive Brokers"), - ("BAMSNY", "BofA"), - ("WELFEI", "Wells Fargo"), - ("BONY", "Bank of New York"), - ], - "label": "counterparty", - }, - nullable=False, - ) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - settle_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + 2 * bus_day - ) - spot_rate = db.Column(db.Float, nullable=False) - buy_currency = db.Column(CCY, nullable=False) - 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) - commission = db.Column(db.Float) - counterparty = db.relationship(Counterparties) - - -class CapFloorDeal(db.Model): - __tablename__ = "capfloors" - id = db.Column("id", db.Integer, primary_key=True) - fund = db.Column(FUND, nullable=False, default="SERCGMAST") - dealid = db.Column(db.String(28), nullable=False) - lastupdate = db.Column( - db.DateTime, server_default=db.func.now(), onupdate=db.func.now() - ) - action = db.Column(ACTION, nullable=False) - folder = db.Column(SWAPTION_STRAT, nullable=False) - custodian = db.Column(db.String(12), default="NONE", nullable=False) - cashaccount = db.Column(db.String(12), default="V0NSCLMAMB", nullable=False) - cp_code = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={"choices": [(None, "")], "label": "counterparty"}, - nullable=False, - ) - comments = db.Column(db.String(100)) - floating_rate_index = db.Column( - db.String(12), nullable=False, info={"label": "Floating Rate Index"} - ) - floating_rate_index_desc = db.Column(db.String(32)) - buysell = db.Column( - db.Boolean, - nullable=False, - info={ - "choices": [(0, "sell"), (1, "buy")], - "coerce": lambda x: bool(int(x)) if x is not None else x, - }, - ) - cap_or_floor = db.Column( - CAPFLOOR, - nullable=False, - info={"choices": [("C", "Cap"), ("F", "Floor")], "label": "Cap or Floor?"}, - ) - strike = db.Column(db.Float, nullable=False) - value_date = db.Column(db.Date, nullable=False) - expiration_date = db.Column(db.Date, nullable=False) - premium_percent = db.Column(db.Float, nullable=False) - pricing_type = db.Column(PRICING_TYPE, nullable=False) - payment_frequency = db.Column(FREQ, nullable=False, default="Straight") - fixing_frequency = db.Column(FREQ, nullable=False, default="Straight") - day_count_counvention = db.Column(DAY_COUNT, default="Act/Act") - bdc_convention = db.Column(BUS_DAY_CONVENTION, default="Modified") - payment_mode = db.Column( - PAYMENT_MODE, - nullable=False, - info={"choices": [("F", "Flat"), ("S", "Schedule")]}, - ) - payment_at_beginning_or_end = db.Column( - BEGIN_OR_END, - nullable=False, - info={"label": "In arrears?", "choices": [("E", True), ("B", False)]}, - ) - initial_margin_percentage = db.Column(db.Float) - initial_margin_currency = db.Column(CCY) - amount = db.Column(db.Float, nullable=False, info={"label": "notional"}) - trade_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - swap_type = db.Column(CAPFLOOR_TYPE, nullable=False) - reset_lag = db.Column(db.Integer, default=2) - trade_confirm = db.Column(db.String, info={"form_field_class": FileField}) - cpty_id = db.Column(db.Text) - counterparty = db.relationship(Counterparties, foreign_keys=[cp_code]) - - -class Termination(db.Model): - __tablename__ = "terminations" - id = db.Column("id", db.Integer, primary_key=True) - dealid = db.Column(db.String(28), nullable=False) - termination_date = db.Column(db.Date, nullable=False, default=datetime.date.today) - termination_cp = db.Column( - db.String(12), - db.ForeignKey("counterparties.code"), - info={ - "choices": [(None, "")], - "label": "termination counterparty", - "coerce": lambda s: None if s == "None" else s, - }, - ) - counterparty = db.relationship(Counterparties, foreign_keys=[termination_cp]) - termination_amount = db.Column(db.Float) - termination_fee = db.Column(db.Float, nullable=False) - fee_payment_date = db.Column( - db.Date, nullable=False, default=lambda: datetime.date.today() + 3 * bus_day - ) - partial_termination = db.Column(db.Boolean, nullable=False, default=False) - - -BaseModelForm = model_form_factory(FlaskForm) - - -class ModelForm(BaseModelForm): - @classmethod - def get_session(self): - return db.session |