diff options
Diffstat (limited to 'python/book_bbg2.py')
| -rw-r--r-- | python/book_bbg2.py | 13 |
1 files changed, 6 insertions, 7 deletions
diff --git a/python/book_bbg2.py b/python/book_bbg2.py index f66c27c1..5ca558b8 100644 --- a/python/book_bbg2.py +++ b/python/book_bbg2.py @@ -78,7 +78,7 @@ def cdx_booking_process(path, conn): folder="*", portfolio="UNALLOCATED", security_id=line["Red Code"], - security_desc=obj["Security"].replace(" PRC", ""), + security_desc=line["Security"].removesuffix(" PRC"), traded_level=Decimal(line["Price (Dec)"]), notional=line["Quantity"], fixed_rate=coupon * 0.01, @@ -100,19 +100,18 @@ def bond_booking_process(path, conn): with open(path) as fh: reader = csv.DictReader(fh) for line in reader: - buysell = True if obj["Side"] == "B" else False trade = BondDeal( faceamount=Decimal(line["Quantity"]), price=Decimal(line["Price (Dec)"]), - cp_code=_cdx_cp[line["cp_code"]], + cp_code=_bond_cp[line["cp_code"]], cusip=line["Cusip"], identifier=line["Cusip"], - trade_date=datetime.datetime.strptime(obj["Trade Dt"], "%m/%d/%Y"), - settle_date=datetime.datetime.strptime(obj["SetDt"], "%m/%d/%Y"), + trade_date=datetime.datetime.strptime(line["Trade Dt"], "%m/%d/%Y"), + settle_date=datetime.datetime.strptime(line["SetDt"], "%m/%d/%Y"), portfolio="UNALLOCATED", asset_class=None, - description=obj["Security"].replace(" Mtge", ""), - buysell=buysell, + description=line["Security"].removesuffix(" Mtge"), + buysell=line["Side"] == "B", ) trade.stage() CDSDeal.commit() |