diff options
Diffstat (limited to 'python/book_bbg.py')
| -rw-r--r-- | python/book_bbg.py | 8 |
1 files changed, 2 insertions, 6 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 54212412..e12646cb 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -1,15 +1,11 @@ from serenitas.utils.remote import SftpClient -import datetime +from trade_dataclasses import Deal, DealType, BbgDeal import csv -from trade_dataclasses import CDSDeal, BondDeal, BbgDeal, _funds, _cdx_cp, _fcms -from decimal import Decimal from stat import S_ISREG -_deal = {"BOND": BondDeal, "CDX": CDSDeal} - def trade_booking_process(file_handle, index, asset_class): - deal = _deal[asset_class] + deal = Deal[DealType(asset_class)] for row in csv.DictReader(file_handle): line = {"bbg_ticket_id": index, **row} trade = deal.from_bbg_line(line) |