diff options
Diffstat (limited to 'python/Dawn/models.py')
| -rw-r--r-- | python/Dawn/models.py | 38 |
1 files changed, 31 insertions, 7 deletions
diff --git a/python/Dawn/models.py b/python/Dawn/models.py index e6d55be8..39a03ab8 100644 --- a/python/Dawn/models.py +++ b/python/Dawn/models.py @@ -1,8 +1,7 @@ from flask.ext.sqlalchemy import SQLAlchemy from flask_wtf import Form from flask_wtf.file import FileField -from sqlalchemy.dialects.postgresql import ENUM, OID -from sqlalchemy.types import TypeDecorator, LargeBinary +from sqlalchemy.dialects.postgresql import ENUM from wtforms import SelectField from wtforms.validators import Length from wtforms_alchemy import model_form_factory @@ -38,6 +37,9 @@ ASSET_CLASS = ENUM('CSO', 'Subprime', 'CLO', 'Tranches', 'Futures', 'Cash', 'FX' 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') class BondDeal(db.Model): __tablename__ = 'bonds' @@ -49,17 +51,19 @@ class BondDeal(db.Model): custodian = db.Column(db.String(12), default='BAC', nullable=False) cashaccount = db.Column(db.String(10), default='V0NSCLMAMB', nullable=False) cp_code = db.Column(db.String(12), db.ForeignKey('counterparties.code'), - info={'choices': [(None, None)], + 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]}) + 'filters': (lambda x: x or None,)}) isin = db.Column(db.String(12), info={'validators': Length(12, 12), - 'filters': [lambda x: x or None]}) - description = db.Column(db.String(32), nullable=False) + 'filters': (lambda x: x or None,)}) + identifier = db.Column(db.String(12), info={'filters': (lambda x: x or None,)}) + description = db.Column(db.String(32), nullable = False) buysell = db.Column(db.Boolean, nullable = False, info={'choices':[(0, 'sell'), (1, 'buy')], - 'coerce': lambda x: bool(int(x))}) + '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, nullable = False) @@ -68,6 +72,26 @@ class BondDeal(db.Model): counterparty = db.relationship(Counterparties) __table_args__= (db.CheckConstraint('cusip is not Null or isin is not Null'),) +class Position(db.Model): + date = db.Column(db.Date, primary_key=True) + isin = db.Column(db.String(12)) + cusip = db.Column(db.String(9)) + identifier = db.Column(db.String(12), primary_key=True) + notional = db.Column(db.Float) + currency = db.Column(CCY) + factor = db.Column(db.Float) + price = db.Column(db.Float) + market_value = db.Column(db.Float) + accrued = db.Column(db.Float) + days_accrued = db.Column(db.Integer) + start_accrued_date = db.Column(db.Date) + factor_pay_date = db.Column(db.Date) + paydown = db.Column(db.Float) + writedown = db.Column(db.Float) + bbg_type = db.Column(BBG_TYPE) + strategy = db.Column(BOND_STRAT) + + BaseModelForm = model_form_factory(Form) class ModelForm(BaseModelForm): @classmethod |