diff options
Diffstat (limited to 'python/process_queue.py')
| -rw-r--r-- | python/process_queue.py | 61 |
1 files changed, 2 insertions, 59 deletions
diff --git a/python/process_queue.py b/python/process_queue.py index a67bab9a..152aaa3d 100644 --- a/python/process_queue.py +++ b/python/process_queue.py @@ -27,10 +27,10 @@ from serenitas.utils.remote import FtpClient, SftpClient from serenitas.utils import get_redis_queue from functools import partial from pyisda.date import previous_twentieth -from typing import Literal, Tuple, Union +from typing import Tuple, Union from quantlib.time.api import pydate_from_qldate, UnitedStates, Days, Date from tabulate import tabulate -from headers import get_headers +from headers import get_headers, get_termination_headers def get_effective_date(d, swaption_type): @@ -667,63 +667,6 @@ def print_trade(trade): return tabulate((k, v) for k, v in d.items()) -def get_termination_headers(trade_type: str, term_type: Literal["A", "T"]): - headers = [ - "DealType", - "DealId", - "Action", - "Client", - "SubAction", - "PartialTermination", - "TerminationAmount", - "TerminationDate", - "FeesPaid", - "FeesReceived", - "DealFunction", - "Reserved", - "ClientReference", - ] - if trade_type == "cds": - headers += ["TradeDate", "EffectiveDate", "FirstCouponDate"] - else: - headers += ["Reserved"] * 3 - headers += ["FeePaymentDate", "SpecialInstructions"] - - if term_type == "A": - headers += ["AssignedCounterparty"] - else: - headers += ["Reserved"] - if trade_type == "cds" and term_type == "A": - headers += [ - "AssignmentFee", - "AssignedFeeTradeDate", - "AssignedFeeValueDate", - "AssignedCustodian", - "AssignedCashAccount", - "Reserved", - "FeeCurrency", - ] - else: - headers += ["Reserved"] * 7 - headers += ["GoTradeId"] - if trade_type == "cds": - headers += ["FeeComments", "ZeroOutInterestCashFlows"] - else: - headers += ["Reserved"] * 2 - headers += ["Reserved"] * 4 - if trade_type == "swaption": - headers += ["Reserved"] * 2 + ["InMoney", "FeeCurrency"] - elif trade_type == "cds": - if term_type == "A": - headers += ["Reserved"] * 3 - else: - headers += ["AssignedDealFunction"] + ["Reserved"] * 2 - headers += ["InitialMargin", "InitialMarginCurrency"] - if term_type == "T": - headers += ["Reserved"] * 4 + ["CreditEventOccured"] - return headers - - def build_termination( term_dict: dict, conn, |
