diff options
Diffstat (limited to 'python/cds_rebook.py')
| -rw-r--r-- | python/cds_rebook.py | 4 |
1 files changed, 1 insertions, 3 deletions
diff --git a/python/cds_rebook.py b/python/cds_rebook.py index 47d76b1d..a85032a8 100644 --- a/python/cds_rebook.py +++ b/python/cds_rebook.py @@ -161,9 +161,7 @@ def rebook(conn, trade_date, company_id, seniority, fcm, fund="SERCGMAST"): "account_code": fcm, } trade_new = copy(trade_old) - trade_new["protection"] = ( - "Seller" if trade_old["protection"] == "Buyer" else "Buyer" - ) + trade_new["protection"] = "Sell" if trade_old["protection"] == "Buy" else "Buy" trade_new["upfront"] = -adj - index_old.pv trade_new["security_id"] = r.redindexcode sql_str = f"INSERT INTO cds({','.join(trade_new.keys())}) VALUES %s" |