1 files changed, 0 insertions, 154 deletions
diff --git a/python/process_queue.py b/python/process_queue.py
index cf1ff370..25480b47 100644
--- a/python/process_queue.py
+++ b/python/process_queue.py
@@ -324,160 +324,6 @@ def rename_keys(d, mapping):
             d[v] = d.pop(k)
 
 
-def build_termination(
-    base_dir,
-    dawndb,
-    dealid,
-    fee,
-    *,
-    termination_date=datetime.date.today(),
-    termination_amount=None,
-    termination_cp=None,
-    deal_type="CreditDefaultSwapDeal",
-):
-    """ if termination_amount is None, assume full termination
-    if termination_cp is None assume termination, otherwise assignment
-    """
-    if deal_type == "CreditDefaultSwapDeal":
-        table = "cds"
-    elif deal_type == "SwaptionDeal":
-        table = "swaptions"
-    else:
-        raise ValueError("Unkown deal_type: {deal_type}")
-
-    with dawndb.cursor() as c:
-        c.execute(
-            "SELECT dealid, cp_code, notional, termination_amount, "
-            "globeop_id, currency "
-            f"FROM {table} where id=%s",
-            (dealid,),
-        )
-        dealid, cp_code, notional, partial_amounts, globeopid, ccy = c.fetchone()
-        if partial_amounts is not None:
-            remaining_notional = notional - sum(partial_amounts)
-        else:
-            remaining_notional = notional
-        termination_amount = termination_amount or remaining_notional
-        if deal_type == "CreditDefaultSwapDeal":
-            c.execute(
-                f"UPDATE {table} "
-                "SET termination_amount=termination_amount||%s::float8, "
-                "termination_cp=termination_cp||%s::text, "
-                "termination_fee=termination_fee||%s::float8, "
-                "termination_date=termination_date||%s::date "
-                "WHERE dealid=%s",
-                (
-                    termination_amount,
-                    termination_cp or cp_code,
-                    fee,
-                    termination_date,
-                    dealid,
-                ),
-            )
-        else:
-            c.execute(
-                f"UPDATE {table} "
-                "SET termination_amount=%s::float8, "
-                "termination_cp=%s::text, "
-                "termination_fee=%s::float8, "
-                "termination_date=%s::date "
-                "WHERE dealid=%s",
-                (
-                    termination_amount,
-                    termination_cp or cp_code,
-                    fee,
-                    termination_date,
-                    dealid,
-                ),
-            )
-    dawndb.commit()
-    headers = [
-        "DealType",
-        "DealId",
-        "Action",
-        "Client",
-        "SubAction",
-        "PartialTermination",
-        "TerminationAmount",
-        "TerminationDate",
-        "FeesPaid",
-        "FeesReceived",
-        "DealFunction",
-        "Reserved",
-        "ClientReference",
-    ]
-    if deal_type == "CreditDefaultSwapDeal":
-        headers += ["TradeDate", "EffectiveDate", "FirstCouponDate"]
-    else:
-        headers += ["Reserved"] * 3
-    headers += ["FeePaymentDate", "SpecialInstructions"]
-
-    if termination_cp is not None:
-        headers += ["AssignedCounterparty"]
-    else:
-        headers += ["Reserved"]
-    if deal_type == "CreditDefaultSwapDeal" and termination_cp is not None:
-        headers += [
-            "AssignmentFee",
-            "AssignedFeeTradeDate",
-            "AssignedFeeValueDate",
-            "AssignedCustodian",
-            "AssignedCashAccount",
-            "Reserved",
-            "FeeCurrency",
-        ]
-    else:
-        headers += ["Reserved"] * 7
-    headers += ["GoTradeId"]
-    if deal_type == "CreditDefaultSwapDeal":
-        headers += ["FeeComments", "ZeroOutInterestCashFlows"]
-    else:
-        headers += ["Reserved"] * 2
-    headers += ["Reserved"] * 4
-    if deal_type == "SwaptionDeal":
-        headers += ["Reserved"] * 2 + ["InMoney", "FeeCurrency"]
-    elif deal_type == "CreditDefaultSwapDeal":
-        if termination_cp is None:
-            headers += ["Reserved"] * 3
-        else:
-            headers += ["AssignedDealFunction"] + ["Reserved"] * 2
-        headers += ["InitialMargin", "InitialMarginCurrency"]
-        if termination_cp is None:
-            headers += ["Reserved"] * 4 + ["CreditEventOccured"]
-    d = {
-        "DealType": deal_type,
-        "GoTradeId": int(globeopid[3:9]),
-        "Action": "Update",
-        "Client": "Serenitas",
-        "SubAction": "Termination",
-        "PartialTermination": "Y"
-        if remaining_notional - termination_amount > 0
-        else "N",
-        "TerminationAmount": termination_amount,
-        "TerminationDate": termination_date,
-        "FeesPaid": -fee if fee < 0 else None,
-        "FeesReceived": fee if fee > 0 else None,
-        "FeePaymentDate": (termination_date + 3 * bus_day).date(),
-    }
-    if "FeeCurrency" in headers:
-        d["FeeCurrency"] = ccy
-    if termination_cp is not None:
-        d["AssignedCounterparty"] = termination_cp
-    buf = StringIO()
-    csvwriter = csv.DictWriter(buf, headers)
-    csvwriter.writeheader()
-    csvwriter.writerow(d)
-    timestamp = datetime.datetime.now()
-    trade_type = f"{deal_type}A" if termination_cp is not None else f"{deal_type}T"
-    file_path = (
-        base_dir
-        / str(timestamp.date())
-        / f"Serenitas.ALL.{timestamp:%Y%m%d.%H%M%S}.{trade_type}.csv"
-    )
-    file_path.write_bytes(buf.getvalue().encode())
-    return file_path
-
-
 def build_line(obj, trade_type="bond"):
     obj["Client"] = "Serenitas"
     obj["State"] = "Valid"