diff options
Diffstat (limited to 'python/book_bbg.py')
| -rw-r--r-- | python/book_bbg.py | 5 |
1 files changed, 3 insertions, 2 deletions
diff --git a/python/book_bbg.py b/python/book_bbg.py index 3ba4179b..a0cd337f 100644 --- a/python/book_bbg.py +++ b/python/book_bbg.py @@ -93,6 +93,7 @@ class Bbg: "Covered", "Passed", "Other", + "TrAway", ): raise ValueError("Rejected trade") line = {"bbg_ticket_id": bbg_id, **row} @@ -109,11 +110,11 @@ class BondTicket(Bbg, ticket_type="BOND"): @staticmethod def trade_class(row): - return BondDeal if row["Side"] in ("B", "S") else IRSDeal + return BondDeal class IRSTicket(Bbg, ticket_type="IRS"): - _sql_insert = f"INSERT INTO irs_tickets VALUES({','.join(['%s'] * 24)})" + _sql_insert = f"INSERT INTO irs_tickets VALUES({','.join(['%s'] * 23)})" @staticmethod def trade_class(row): |