diff options
Diffstat (limited to 'python/Dawn/views.py')
| -rw-r--r-- | python/Dawn/views.py | 21 |
1 files changed, 18 insertions, 3 deletions
diff --git a/python/Dawn/views.py b/python/Dawn/views.py index 1149b078..897cef58 100644 --- a/python/Dawn/views.py +++ b/python/Dawn/views.py @@ -302,7 +302,7 @@ def split_direction(g, direction): def gen_cashflow_deals(form, session, wire_id=None): - to_date = lambda s: datetime.datetime.strptime(s, "%Y-%m-%d") + to_date = datetime.date.fromisoformat d = { "action": form.get("action"), "trade_date": form.get("trade_date", None, to_date), @@ -382,12 +382,27 @@ def wire_manage(wire_id): @app.route("/trades/<kind>/<dealid>/terminate", methods=["GET", "POST"]) def terminate(dealid, kind): - termination = Termination(dealid=dealid, termination_date=datetime.date.today()) - form = TerminationForm(obj=termination) + termination = Termination() + form = TerminationForm(dealid=dealid) form.termination_cp.choices = form.termination_cp.choices + list(cp_choices(kind)) if form.validate_on_submit(): form.populate_obj(termination) session = form.get_session() + if not termination.partial_termination or termination.termination_cp is None: + rec = db.session.execute( + "SELECT cp_code, notional, coalesce(terminated_amount, 0.) " + "FROM swaptions " + "LEFT JOIN " + "(SELECT dealid, sum(termination_amount) AS terminated_amount " + " FROM terminations group by dealid) term USING (dealid) " + "WHERE dealid = :dealid", + {"dealid": dealid}, + ) + cp_code, notional, terminated_amount = next(rec) + termination.termination_amount = notional - terminated_amount + if termination.termination_cp is None: + termination.termination_cp = cp_code + session.add(termination) try: session.commit() except IntegrityError as e: |